Check this link
http://www.hrsdc.gc.ca/en/ei/types/special.shtml#After
After receiving maternity, parental or sickness benefits
A notice of last payment will be issued to you saying that you have received all the maternity, parental or sickness benefits to which you are entitled. If you don't have a job to go back to, you may be able to receive regular EI benefits without a waiting period. ...