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TXPR closed at 602.55, up 0.55% on the day. Volume was 2.70-million, behind only October 18 and October 11 in the past thirty days.
CPD closed at 12.05, up 0.42% on the day. Volume of 165,979 was the highest of the past 30 days, well ahead of second-place October 21.
ZPR closed at 9.62, up 0.63% on the day. Volume of 303,104 was second-highest of the past 30 days, just a whisker behind October 30.
Five-year Canada yields were up 8bp to 1.54% today.
| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
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| Index | Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues | Day’s Perf. | Index Value |
| Ratchet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.5265 % | 1,947.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.5265 % | 3,573.4 |
| Floater | 6.21 % | 6.37 % | 46,330 | 13.33 | 4 | 1.5265 % | 2,059.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1410 % | 3,386.2 |
| SplitShare | 4.65 % | 4.68 % | 51,758 | 3.89 | 7 | 0.1410 % | 4,043.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1410 % | 3,155.2 |
| Perpetual-Premium | 5.57 % | -17.73 % | 55,517 | 0.09 | 10 | 0.0354 % | 3,031.0 |
| Perpetual-Discount | 5.31 % | 5.42 % | 64,619 | 14.73 | 25 | 0.1941 % | 3,242.4 |
| FixedReset Disc | 5.64 % | 5.79 % | 175,522 | 14.24 | 66 | 0.6173 % | 2,083.2 |
| Deemed-Retractible | 5.18 % | 5.67 % | 64,591 | 7.81 | 27 | 0.1302 % | 3,185.6 |
| FloatingReset | 6.26 % | 6.84 % | 73,469 | 7.86 | 2 | -0.1862 % | 2,449.8 |
| FixedReset Prem | 5.12 % | 3.84 % | 156,480 | 1.64 | 20 | 0.2271 % | 2,615.2 |
| FixedReset Bank Non | 1.96 % | 4.11 % | 91,140 | 2.17 | 3 | -0.0276 % | 2,693.1 |
| FixedReset Ins Non | 5.44 % | 8.20 % | 113,687 | 7.78 | 22 | 0.9781 % | 2,130.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.E | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.80 % |
| PWF.PR.A | Floater | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 11.73 Evaluated at bid price : 11.73 Bid-YTW : 5.91 % |
| SLF.PR.G | FixedReset Ins Non | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.34 Bid-YTW : 10.53 % |
| BAM.PR.R | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 15.11 Evaluated at bid price : 15.11 Bid-YTW : 6.30 % |
| IFC.PR.F | Deemed-Retractible | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.55 Bid-YTW : 5.64 % |
| RY.PR.M | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 17.86 Evaluated at bid price : 17.86 Bid-YTW : 5.80 % |
| TD.PF.C | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 16.88 Evaluated at bid price : 16.88 Bid-YTW : 5.66 % |
| NA.PR.S | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 17.21 Evaluated at bid price : 17.21 Bid-YTW : 5.78 % |
| NA.PR.W | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 16.05 Evaluated at bid price : 16.05 Bid-YTW : 5.93 % |
| BAM.PR.T | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 15.22 Evaluated at bid price : 15.22 Bid-YTW : 6.31 % |
| CU.PR.C | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 16.77 Evaluated at bid price : 16.77 Bid-YTW : 5.85 % |
| TD.PF.D | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 5.79 % |
| BAM.PR.C | Floater | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 10.91 Evaluated at bid price : 10.91 Bid-YTW : 6.43 % |
| TRP.PR.G | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 17.56 Evaluated at bid price : 17.56 Bid-YTW : 6.47 % |
| MFC.PR.J | FixedReset Ins Non | 1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.70 Bid-YTW : 8.20 % |
| BAM.PF.F | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 17.84 Evaluated at bid price : 17.84 Bid-YTW : 6.10 % |
| IFC.PR.G | FixedReset Ins Non | 1.38 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.40 Bid-YTW : 8.46 % |
| MFC.PR.R | FixedReset Ins Non | 1.40 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.64 Bid-YTW : 5.53 % |
| EMA.PR.F | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 6.39 % |
| TRP.PR.E | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 16.10 Evaluated at bid price : 16.10 Bid-YTW : 6.03 % |
| HSE.PR.A | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 11.10 Evaluated at bid price : 11.10 Bid-YTW : 7.26 % |
| PWF.PR.P | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 12.90 Evaluated at bid price : 12.90 Bid-YTW : 6.02 % |
| BAM.PR.X | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 13.41 Evaluated at bid price : 13.41 Bid-YTW : 6.12 % |
| BAM.PF.G | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 17.73 Evaluated at bid price : 17.73 Bid-YTW : 6.27 % |
| IAF.PR.G | FixedReset Ins Non | 1.72 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.90 Bid-YTW : 7.79 % |
| MFC.PR.F | FixedReset Ins Non | 1.74 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.84 Bid-YTW : 10.85 % |
| IFC.PR.A | FixedReset Ins Non | 1.83 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.48 Bid-YTW : 10.10 % |
| BAM.PR.K | Floater | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 11.00 Evaluated at bid price : 11.00 Bid-YTW : 6.37 % |
| BAM.PR.Z | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 18.88 Evaluated at bid price : 18.88 Bid-YTW : 6.10 % |
| BAM.PF.E | FixedReset Disc | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 16.34 Evaluated at bid price : 16.34 Bid-YTW : 6.37 % |
| BAM.PR.B | Floater | 1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 10.92 Evaluated at bid price : 10.92 Bid-YTW : 6.42 % |
| SLF.PR.H | FixedReset Ins Non | 1.97 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.07 Bid-YTW : 9.00 % |
| BNS.PR.I | FixedReset Disc | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 18.88 Evaluated at bid price : 18.88 Bid-YTW : 5.59 % |
| MFC.PR.N | FixedReset Ins Non | 2.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.60 Bid-YTW : 9.06 % |
| HSE.PR.C | FixedReset Disc | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 16.48 Evaluated at bid price : 16.48 Bid-YTW : 7.20 % |
| HSE.PR.G | FixedReset Disc | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 7.28 % |
| MFC.PR.I | FixedReset Ins Non | 3.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.10 Bid-YTW : 7.91 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.A | Deemed-Retractible | 93,400 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.36 Bid-YTW : 6.26 % |
| EMA.PR.H | FixedReset Disc | 87,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 23.24 Evaluated at bid price : 24.90 Bid-YTW : 4.84 % |
| MFC.PR.F | FixedReset Ins Non | 69,720 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.84 Bid-YTW : 10.85 % |
| SLF.PR.D | Deemed-Retractible | 42,242 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.07 Bid-YTW : 6.69 % |
| GWO.PR.N | FixedReset Ins Non | 39,100 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.79 Bid-YTW : 9.84 % |
| CM.PR.R | FixedReset Disc | 37,322 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-04 Maturity Price : 21.14 Evaluated at bid price : 21.14 Bid-YTW : 5.76 % |
| There were 55 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.X | FixedReset Disc | Quote: 13.41 – 13.97 Spot Rate : 0.5600 Average : 0.3550 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 19.20 – 19.75 Spot Rate : 0.5500 Average : 0.3597 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 14.48 – 14.99 Spot Rate : 0.5100 Average : 0.3397 YTW SCENARIO |
| IAF.PR.G | FixedReset Ins Non | Quote: 18.90 – 19.39 Spot Rate : 0.4900 Average : 0.3230 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 16.77 – 17.20 Spot Rate : 0.4300 Average : 0.3153 YTW SCENARIO |
| EMA.PR.C | FixedReset Disc | Quote: 17.53 – 17.99 Spot Rate : 0.4600 Average : 0.3523 YTW SCENARIO |