That's correct. If it's a federal investigation, in other words, the RCMP is investigating organized crime—working with other police departments but primarily led by the RCMP—it is a federal program. Let's say it's a person involved in several murders in a province and a provincial police agency or a police agency in that municipality or province sees the need for witnesses to be protected. They can move to another province with the assistance of the federal government or they can remain in that province, but it is still the responsibility of the police jurisdiction within that province for the bulk of the costs, except for salaries of federal people and the assistance given to them for federal identification.
On March 5th, 2013. See this statement in context.