  The canonical formulation of d=2, N=16 supergravity is presented. We work out
the supersymmetry generators (including all higher order spinor terms) and the
N=16 superconformal constraint algebra. We then describe the construction of
the conserved non-local charges associated with the affine E_9 symmetry of the
classical equations of motion. These charges are shown to commute weakly with
the supersymmetry constraints, and hence with all other constraints. Under
commutation, they close into a quadratic algebra of Yangian type, which is
formally the same as that of the bosonic theory. The Lie-Poisson action of E_9
on the classical solutions is exhibited explicitly. Further implications of our
results are discussed.
