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If the second week of February arrives and you haven't received it in the US, perhaps start to worry then. But it is definitely premature to be worrying about the fact you haven't received a check yet.
The actual posting of the check is usually within 5 days of the actual "mailed on" date (we assume that this is a clerical thing, in which they process the batch, and then give to somebody to drop off at the post office on their way home :) )
Then, factor in the time that letters take from the US to Canada. I would imagine around Tuesday or Wed.
Don't spend it all at once!
Hehe, there are a few of us ;)