This is recommended equipment for all NATO participants.
A ranger blanket (poncho liner) or wool blanket is recommended for all participants. These are handy not just as additional cozy layer when sleeping but also to pack along for LP/OP duty or for those cold night shifts. When not needed for warmth, they also make great pillows.
Canadian Forces specific notes
The first poncho liner/ranger blanket issued in the CF was a solid O.D. heavier blanket known as "The Horse Blanket". This was still in the system well into the mid 1990's but was slowly being replaced by the newer U.S. style woodland poncho liner/ranger blanket. Both are acceptable for East Wind.
The Wool Blanket issued by the CF, wouldn't have been an issued item per-se but more something a troop would have "acquired" in Garrison as they were normally found on all barracks beds. While other nations wool blankets look similar, the Canadian one has "DND" (for "Department of National Defence") written at the bottom or top of the blanket over top the prominent black lines.