Legislative Covered Bonds Programme

MONTHLY INVESTOR REPORTS

logo-covered-bond


Effective March 2018, National Bank of Canada joined the Covered Bond Label
and commenced reporting in Excel using the Harmonized Transparency Template (HTT) format.

2018

JANUARY [PDF - [Excel FEBRUARY [PDF]  - [Excel]  MARCH [PDF - [Excel APRIL [PDF - [Excel

MAY [PDF - [Excel

JUNE [PDF - [Excel

JULY [PDF - [Excel

AUGUST [PDF - [Excel

SEPTEMBER [PDF - [Excel

OCTOBER [PDF - [Excel

NOVEMBER [PDF]  - [Excel] 

DECEMBER [PDF]  - [Excel] 

2017

JANUARY [PDF - [Excel FEBRUARY [PDF]  - [Excel]  MARCH [PDF - [Excel APRIL [PDF - [Excel

MAY [PDF - [Excel

JUNE [PDF - [Excel

JULY [PDF - [Excel

AUGUST [PDF - [Excel

SEPTEMBER [PDF - [Excel

OCTOBER [PDF - [Excel

NOVEMBER [PDF - [Excel

DECEMBER [PDF - [Excel

2016

JANUARY [PDF - [Excel

FEBRUARY [PDF - [Excel

MARCH [PDF - [Excel

APRIL [PDF - [Excel

MAY [PDF - [Excel

JUNE [PDF - [Excel

JULY [PDF - [Excel

AUGUST [PDF - [Excel

SEPTEMBER [PDF - [Excel

OCTOBER [PDF - [Excel

NOVEMBER [PDF - [Excel

DECEMBER [PDF - [Excel

2015

JANUARY [PDF - [Excel

FEBRUARY [PDF - [Excel

MARCH [PDF - [Excel

APRIL [PDF - [Excel

MAY [PDF - [Excel

JUNE [PDF - [Excel

JULY [PDF - [Excel

AUGUST [PDF - [Excel

SEPTEMBER [PDF - [Excel

OCTOBER [PDF - [Excel

NOVEMBER [PDF - [Excel

DECEMBER [PDF - [Excel

2014

JANUARY [PDF - [Excel

FEBRUARY [PDF - [Excel

MARCH [PDF - [Excel

APRIL [PDF - [Excel

MAY [PDF - [Excel

JUNE [PDF - [Excel

JULY [PDF - [Excel

AUGUST [PDF - [Excel

SEPTEMBER [PDF - [Excel

OCTOBER [PDF - [Excel

NOVEMBER [PDF - [Excel

DECEMBER [PDF - [Excel

2013

DECEMBER [PDF - [Excel

For the glossary of terms used in the above monthly reports, please view both the Master Definitions and Construction Agreement and the Amending Agreement to the Master Definitions and Construction Agreement dated 30 June 2014.

TRANSACTIONS

Series and Terms* Amount
issued
(millions)
CUSIP
(ISIN)
Coupon (%) Issue Date Maturity Date Base Document*

CBL1

Final Terms dated 13-Dec-2013 

Covered Bond Swap ISDA Master Agreement with Schedule and CSA 

First Amending Agreement to ISDA Covered Bond 2002 Master Agreement Series CBL1 

Covered Bond Swap Confirmation
 

Amending Agreement to the CBL1 Swap Confirmation 

EUR 1,000

XS1004892953

1.25%

17-Dec-2013

17-Dec-2018

Legislative Global Covered Bond Programme

CBL2

Final Terms dated 21-Mar-2014 

Covered Bond Swap ISDA Master Agreement with Schedule and CSA 

First Amending Agreement to ISDA Covered Bond 2002 Master Agreement Series CBL2
 

Covered Bond Swap Confirmation 

Amending Agreement to the CBL2 Swap Confirmation 

EUR 1,000 XS1047622987 1.50% 25-Mar-2014 25-Mar-2021 Legislative Global Covered Bond Programme

CBL3

Final Terms dated 22-Jan-2015 

Covered Bond Swap ISDA Master Agreement with Schedule and CSA 

First Amending Agreement to ISDA Covered Bond 2002 Master Agreement Series CBL3 

Covered Bond Swap Confirmation 

EUR 1,000 XS1173616753 0.500% 26-Jan-2015 26-Jan-2022 Legislative Global Covered Bond Programme

CBL5

Covered Bond Swap ISDA Master Agreement with Schedule and CSA 

First Amending Agreement to ISDA Covered Bond 2002 Master Agreement Series CBL5 

           

Tranche 1

Final Terms dated 23-Sept-2016 

Covered Bond Swap Confirmation 
GBP 100 XS1496332864 3 month GBP LIBOR +0.37% 27-Sept-2016 27-Sept-2021 Legislative Global Covered Bond Programme

Tranche 2

Final Terms dated 10-Jan-2017 

Covered Bond Swap Confirmation 

GBP 70 XS1496332864 3 month GBP LIBOR +0.37% 12-Jan-2017 27-Sept-2021 Legislative Global Covered Bond Programme

Tranche 3

Final Terms dated 23-Oct-2017 

Covered Bond Swap Confirmation 

GBP 80 XS1496332864 3 month GBP LIBOR +0.37% 25-Oct-2017 27-Sept-2021 Legislative Global Covered Bond Programme

CBL6

Final Terms dated 27-Sept-2016 

Covered Bond Swap ISDA Master Agreement with Schedule and CSA 

First Amending Agreement to ISDA Covered Bond 2002 Master Agreement Series CBL6 

Covered Bond Swap Confirmation 

EUR 750 XS1496770626 0.00% 29-Sept-2016 29-Sept-2023 Legislative Global Covered Bond Programme

CBL7

Final Terms dated 9-Mar-2018 

Covered Bond Swap ISDA Master Agreement with Schedule and CSA 
Covered Bond Swap Confirmation 

EUR 750 XS1790961962 0.75% 13-Mar-2018 13-Mar-2025 Legislative Global Covered Bond Programme

CBL8

Final Terms dated 24-Jul-2018 

Covered Bond Swap ISDA Master Agreement with Schedule and CSA 
Covered Bond Swap Confirmation 

EUR 750 XS1859275718 0.250% 24-Jul-2018 24-Jul-2023 Legislative Global Covered Bond Programme

PROGRAMME DOCUMENTS

Dealership Agreement dated 31 October 2013 - [PDF

  • Amending Agreement dated 17 December 2014 - [PDF
  • Amending Agreement dated 27 May 2015 - [PDF
  • Amended and Restated dated 7 April 2016 - [PDF
  • Amended Agreement dated 12 September 2017 - [PDF
  •  
  • Second Amended and Restated Agreement dated 27 September 2018 - [PDF

 

Master Definitions and Construction Agreement
dated 31 October 2013 - [PDF

  • Amending Agreement dated 30 June 2014 - [PDF
  • Amending Agreement dated 7 April 2016 - [PDF
  • Amending Agreement dated 12 September 2017 - [PDF
  • Amended and Restated Agreement dated 27 September 2018 - [PDF

 

Intercompany Loan Agreement
dated 31 October 2013 - [PDF

  • Amending Agreement dated 7 April 2016 - [PDF

 

 

Standby Bank Account Agreement dated 31 October 2013 - [PDF
First Amending Agreement to the Standby Bank Account Agreement dated 12 September 2017 - [PDF
Interest Rate Swap Confirmation dated 14 November 2013 - [PDF
Guaranteed Investment Contract dated 31 October 2013 - [PDF
First Amending Agreement to the Standby Guaranteed Investment Contract dated 12 September 2017 - [PDF
Security Sharing Agreement dated 31 October 2013 - [PDF
Interest Rate Swap Agreement (including ISDA Master, Schedule, and Credit Support Annex) dated 31 October 2013 - [PDF
First Amending Agreement to ISDA Interest Rate 2002 Master Agreement dated 12 September 2017 - [PDF
Bank Account Agreement dated 31 October 2013 - [PDF
General Security Agreement dated 31 October 2013 - [PDF
Standby Guaranteed Investment Contract dated 31 October 2013 - [PDF

Trust Deed dated 31 October 2013 - [PDF

  • Amending Agreement dated 17 December 2014 - [PDF
  • Amending Agreement dated 7 April 2016 - [PDF
  • Amending Agreement dated 12 September 2017 - [PDF
  • Amended and Restated Agreement dated 27 September 2018 - [PDF



Limited Partnership Agreement
dated 31 October 2013 - [PDF

  • Amending Agreement dated 17 December 2014 - [PDF
  • Amending Agreement dated 7 April 2016 - [PDF
  • Amending Agreement dated 12 September 2017 - [PDF

 

Cash Management Agreement
dated 31 October 2013 - [PDF

  • Amending Agreement dated 17 December 2014 - [PDF
  • Amending Agreement dated 12 September 2017 - [PDF

 

Custodial Agreement dated 31 October 2013 - [PDF
First Amending Agreement to Custodial
Agreement dated 12 September 2017 - [PDF
Asset Monitor Agreement dated 31 October 2013 - [PDF
Amending Asset Monitor Agreement dated 12 September 2017 - [PDF
Servicing Agreement dated 31 October 2013 - [PDF
Agency Agreement dated 31 October 2013 - [PDF
Corporate Services Agreement dated 31 October 2013 - [PDF
Mortgage Sale Agreement dated 31 October 2013 - [PDF

First Amending Agreement to Mortgage Sale
Agreement dated 12 September 2017
 - [PDF

OFFERING DOCUMENTS

Prospectus

Prospectus dated 27 September 2018 - [PDF

          1st Supplementary Prospectus dated 6 December 2018 - [PDF

Prospectus dated 12 September 2017 - [PDF

1st Supplementary Prospectus dated 13 December 2017 - [PDF

2nd Supplementary Prospectus dated 1 March 2018 - [PDF

3rd Supplementary Prospectus dated 31 May 2018 - [PDF

Prospectus dated 7 April 2016 - [PDF

1st Supplementary Prospectus dated 20 June 2016 - [PDF

2nd Supplementary Prospectus dated 31 August 2016 - [PDF

3rd Supplementary Prospectus dated 6 December 2016 - [PDF

4th Supplementary Prospectus dated 3 March 2017 - [PDF



Prospectus dated 17 December 2014 - [PDF

1st Supplementary Prospectus dated 14 January 2015 - [PDF

2nd Supplementary Prospectus dated 6 March 2015 - [PDF

3rd Supplementary Prospectus dated 2 June 2015 - [PDF

4th Supplementary Prospectus dated 28 August 2015 - [PDF

Prospectus dated 4 November 2013 - [PDF

1st Supplementary Prospectus dated 6 December 2013 - [PDF

2nd Supplementary Prospectus dated 13 March 2014 - [PDF

3rd Supplementary Prospectus dated 30 June 2014 - [PDF

4th Supplementary Prospectus dated 5 September 2014 - [PDF

Documents Incorporated by Reference

  2018 2017 2016 2015 2014 2013
Annual Information Form [PDF [PDF [PDF [PDF [PDF [PDF
Annual Report [PDF [PDF [PDF [PDF [PDF [PDF
Management Proxy Circular [PDF]  [PDF [PDF [PDF [PDF [PDF

Quarterly Financial Results


Legislative Covered Bond Programme - Portfolio Report - [PDF

OTHERS

Annual Compliance Certificate 2017 - [PDF

Annual Compliance Certificate 2016 - [PDF

Annual Compliance Certificate 2015 - [PDF

Annual Compliance Certificate 2014 - [PDF