Canadian Banks' Usage of the U.S. TAF (Term Auction Facility)

The recent data dump (see below) contained data from Nov 3, 2008 to May 4, 2009

THE HEADERS ARE AS FOLLOWS

For the short lines:
ABA DISTRICT BANK_NAME AWARD_AMOUNT($MM) COUNTRY

For the long lines:
AUCTION_DATE ANNOUNCE_DATE AUCTION_QUANTITY SETTLEMENT_DATE MATURITY_DATE AWARD_RATE ABA BANK_NAME AWARD_AMOUNT($MM) COUNTRY

(Sorry for the mess, this literally is a data dump of emails and PDF snapshots of XLS attachments.)

The best way to read this is date, bank name, second to last column as millions of dollars. So the first line shows that on November 3 the Bank of Nova Scotia won an auction for $2.8 billion.

Auction Date 11/3/2008
11/3/2008 11/3/2008 $150,000 11/6/2008 1/29/2009 0.600 026002532 2 BANK OF NOVA SCOTIA NY AGY 2800 CANADA
11/3/2008 11/3/2008 $150,000 11/6/2008 1/29/2009 0.600 113025765 11 BANK OF NOVA SCOTIA HOU BR 600 CANADA
11/3/2008 11/3/2008 $150,000 11/6/2008 1/29/2009 0.600 121026921 12 BANK OF NOVA SCOTIA SF AGY 100 CANADA
11/3/2008 11/3/2008 $150,000 11/6/2008 1/29/2009 0.600 026003243 2 TORONTO DOMINION BK NY BR 1000 CANADA
11/3/2008 11/3/2008 $150,000 11/6/2008 1/29/2009 0.600 026003243 2 TORONTO DOMINION BK NY BR 1000 CANADA
11/3/2008 11/3/2008 $150,000 11/6/2008 1/29/2009 0.600 026002558 2 CANADIAN IMPERIAL BK NY AGY 550 CANADA
11/3/2008 11/3/2008 $150,000 11/6/2008 1/29/2009 0.600 026002532 2 BANK OF NOVA SCOTIA NY AGY 200 CANADA
11/3/2008 11/3/2008 $150,000 11/6/2008 1/29/2009 0.600 113025765 11 BANK OF NOVA SCOTIA HOU BR 100 CANADA
11/3/2008 11/3/2008 $150,000 11/6/2008 1/29/2009 0.600 121026921 12 BANK OF NOVA SCOTIA SF AGY 100 CANADA
11/3/2008 11/3/2008 $150,000 11/6/2008 1/29/2009 0.600 026004093 2 ROYAL BK OF CANADA NY BR 300 CANADA
11/3/2008 11/3/2008 $150,000 11/6/2008 1/29/2009 0.600 026004093 2 ROYAL BK OF CANADA NY BR 1150 CANADA
11/3/2008 11/3/2008 $150,000 11/6/2008 1/29/2009 0.600 026002558 2 CANADIAN IMPERIAL BK NY AGY 420 CANADA

Auction Date 11/17/2008
026002532 2 BANK OF NOVA SCOTIA NY AGY 400 CANADA
113025765 11 BANK OF NOVA SCOTIA HOU BR 200 CANADA
026002532 2 BANK OF NOVA SCOTIA NY AGY 100 CANADA
026004093 2 ROYAL BK OF CANADA NY BR 250 CANADA
113025765 11 BANK OF NOVA SCOTIA HOU BR 100 CANADA
121026921 12 BANK OF NOVA SCOTIA SF AGY 100 CANADA
026004093 2 ROYAL BK OF CANADA NY BR 2650 CANADA

Auction Date 12/01/2008
026002558 2 CANADIAN IMPERIAL BK NY AGY 575 CANADA
026002532 2 BANK OF NOVA SCOTIA NY AGY 1500 CANADA
113025765 11 BANK OF NOVA SCOTIA HOU BR 100 CANADA
121026921 12 BANK OF NOVA SCOTIA SF AGY 100 CANADA
026003243 2 TORONTO-DOMINION BK NY BR 750 CANADA
026004093 2 ROYAL BK OF CANADA NY BR 160 CANADA
026002532 2 BANK OF NOVA SCOTIA NY AGY 100 CANADA
026002558 2 CANADIAN IMPERIAL BK NY AGY 5 CANADA

Auction Date 12/15/2008
026004093 2 ROYAL BK OF CANADA NY BR 200 CANADA
026002532 2 BANK OF NOVA SCOTIA NY AGY 500 CANADA
026004093 2 ROYAL BK OF CANADA NY BR 2700 CANADA

Auction Date 12/29/2008
026002532 2 BANK OF NOVA SCOTIA NY AGY 1800 CANADA
026004093 2 ROYAL BK OF CANADA NY BR 330 CANADA
113025765 11 BANK OF NOVA SCOTIA HOU BR 300 CANADA
121026921 12 BANK OF NOVA SCOTIA SF AGY 200 CANADA
026003243 2 TORONTO-DOMINION BK NY BR 1000 CANADA
026002558 2 CANADIAN IMPERIAL BK NY AGY 600 CANADA
026004093 2 ROYAL BK OF CANADA NY BR 700 CANADA
026003243 2 TORONTO-DOMINION BK NY BR 1000 CANADA
026002558 2 CANADIAN IMPERIAL BK NY AGY 5 CANADA

Auction Date 1/12/2009
026004093 2 ROYAL BK OF CANADA NY BR 140 CANADA
071004899 7 BANK OF MONTREAL CHICAGO BR 700 CANADA
026004093 2 ROYAL BK OF CANADA NY BR 2600 CANADA

Auction Date 1/26/2009
026002532 2 BANK OF NOVA SCOTIA NY AGY 2200 CANADA
113025765 11 BANK OF NOVA SCOTIA HOU BR 700 CANADA
026004093 2 ROYAL BK OF CANADA NY BR 300 CANADA
026004093 2 ROYAL BK OF CANADA NY BR 800 CANADA
026003243 2 TORONTO-DOMINION BK NY BR 1000 CANADA
026003243 2 TORONTO-DOMINION BK NY BR 1000 CANADA

Auction Date 2/9/2009
026004093 2 ROYAL BK OF CANADA NY BR 150 CANADA
026004093 2 ROYAL BK OF CANADA NY BR 2650 CANADA

Auction Date 2/23/2009
026002532 2 BANK OF NOVA SCOTIA NY AGY 1000 CANADA
113025765 11 BANK OF NOVA SCOTIA HOU BR 200 CANADA
121026921 12 BANK OF NOVA SCOTIA SF AGY 250 CANADA
026004093 2 ROYAL BK OF CANADA NY BR 225 CANADA
071004899 7 BANK OF MONTREAL CHICAGO BR 475 CANADA
026002558 2 CANADIAN IMPERIAL BK NY AGY 580 CANADA
026003243 2 TORONTO-DOMINION BK NY BR 750 CANADA
026003243 2 TORONTO-DOMINION BK NY BR 500 CANADA
026002558 2 CANADIAN IMPERIAL BK NY AGY 5 CANADA

Auction Date 3/9/2009
026004093 2 ROYAL BK OF CANADA NY BR 135 CANADA
026004093 2 ROYAL BK OF CANADA NY BR 2600 CANADA

Auction Date 3/23/2009
026004093 2 ROYAL BK OF CANADA NY BR 149 CANADA
026002532 2 BANK OF NOVA SCOTIA NY AGY 1500 CANADA
026004093 2 ROYAL BK OF CANADA NY BR 345 CANADA
113025765 11 BANK OF NOVA SCOTIA HOU BR 500 CANADA
026003243 2 TORONTO-DOMINION BK NY BR 1000 CANADA
026003243 2 TORONTO-DOMINION BK NY BR 1000 CANADA
026002558 2 CANADIAN IMPERIAL BK NY AGY 450 CANADA

Auction Date 4/6/2009
026004093 2 ROYAL BK OF CANADA NY BR 160 CANADA
026004093 2 ROYAL BK OF CANADA NY BR 2500 CANADA

Auction Date 4/20/2009
026002532 2 BANK OF NOVA SCOTIA NY AGY 1500 CANADA
113025765 11 BANK OF NOVA SCOTIA HOU BR 700 CANADA
026004093 2 ROYAL BK OF CANADA NY BR 270 CANADA
026003243 2 TORONTO-DOMINION BK NY BR 1000 CANADA
026003243 2 TORONTO-DOMINION BK NY BR 1000 CANADA

Auction Date 5/4/2009
026004093 2 ROYAL BK OF CANADA NY BR 800 CANADA
026004093 2 ROYAL BK OF CANADA NY BR 165 CANADA

This data was released in accord with the Dodd-Frank Act. You can find the original (20,000 pages of) Discount Window Documents here

For more about TAF and the Discount Window try this: [PDF] TERM AUCTION FACILITY (TAF) – A KINDER, GENTLER DISCOUNT WINDOW

The TAF facility was closed on March of 2010. The is the only document I could find in the dump so there is almost certainly missing borrowing by Canada. If you know of others, please let me know and I'll add it in.