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TXPR closed at 614.22, up 1.21% on the day. Volume today was 2.79-million, behind only November 24 and November 20 in the past 20 trading days.
CPD closed at 12.225, up 0.78% on the day. Volume was 86,780, a little above the median of the past 20 trading days.
ZPR closed at 9.73, up 0.83% on the day. Volume of 122,016 was below the median of the past 20 trading days.
Five-year Canada yields were down 1bp to 0.46% 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 | -0.2639 % | 1,887.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2639 % | 3,462.6 |
| Floater | 4.54 % | 4.58 % | 58,193 | 16.19 | 2 | -0.2639 % | 1,995.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0284 % | 3,601.8 |
| SplitShare | 4.81 % | 4.41 % | 40,502 | 3.86 | 9 | 0.0284 % | 4,301.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0284 % | 3,356.1 |
| Perpetual-Premium | 5.33 % | 1.86 % | 79,456 | 0.23 | 19 | -0.0433 % | 3,197.3 |
| Perpetual-Discount | 4.96 % | 5.01 % | 82,943 | 15.43 | 12 | 0.7321 % | 3,686.7 |
| FixedReset Disc | 5.06 % | 3.91 % | 130,817 | 17.26 | 56 | 1.5619 % | 2,299.3 |
| Insurance Straight | 5.00 % | 4.67 % | 94,957 | 4.07 | 22 | 0.3328 % | 3,587.6 |
| FloatingReset | 1.95 % | 2.04 % | 43,813 | 1.15 | 3 | 0.4137 % | 1,841.2 |
| FixedReset Prem | 5.15 % | 2.69 % | 204,109 | 0.84 | 22 | 0.2095 % | 2,678.9 |
| FixedReset Bank Non | 1.94 % | 1.96 % | 173,074 | 1.14 | 2 | 0.1809 % | 2,869.4 |
| FixedReset Ins Non | 5.16 % | 3.94 % | 76,076 | 17.05 | 22 | 1.4857 % | 2,365.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.D | FixedReset Disc | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 4.01 % |
| TD.PF.I | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 23.93 Evaluated at bid price : 24.24 Bid-YTW : 3.66 % |
| BIP.PR.B | FixedReset Prem | 1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-01-30 Maturity Price : 25.00 Evaluated at bid price : 25.11 Bid-YTW : 0.07 % |
| BAM.PF.D | Perpetual-Discount | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 23.74 Evaluated at bid price : 24.25 Bid-YTW : 5.11 % |
| RY.PR.S | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 21.48 Evaluated at bid price : 21.84 Bid-YTW : 3.56 % |
| BIP.PR.A | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 5.52 % |
| CM.PR.O | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 19.62 Evaluated at bid price : 19.62 Bid-YTW : 3.78 % |
| MFC.PR.L | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 17.45 Evaluated at bid price : 17.45 Bid-YTW : 4.03 % |
| BAM.PF.G | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 4.92 % |
| MFC.PR.J | FixedReset Ins Non | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 4.01 % |
| BIP.PR.E | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 22.96 Evaluated at bid price : 23.75 Bid-YTW : 5.22 % |
| BAM.PR.N | Perpetual-Discount | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 23.32 Evaluated at bid price : 23.60 Bid-YTW : 5.10 % |
| MFC.PR.I | FixedReset Ins Non | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 21.35 Evaluated at bid price : 21.65 Bid-YTW : 3.89 % |
| BIP.PR.D | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 23.79 Evaluated at bid price : 24.22 Bid-YTW : 5.14 % |
| SLF.PR.E | Insurance Straight | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 24.44 Evaluated at bid price : 24.68 Bid-YTW : 4.55 % |
| BMO.PR.D | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 23.45 Evaluated at bid price : 24.48 Bid-YTW : 3.69 % |
| TRP.PR.C | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 10.14 Evaluated at bid price : 10.14 Bid-YTW : 4.92 % |
| TD.PF.A | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 19.93 Evaluated at bid price : 19.93 Bid-YTW : 3.62 % |
| TD.PF.C | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 20.44 Evaluated at bid price : 20.44 Bid-YTW : 3.61 % |
| RY.PR.M | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 20.29 Evaluated at bid price : 20.29 Bid-YTW : 3.77 % |
| NA.PR.S | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 19.58 Evaluated at bid price : 19.58 Bid-YTW : 3.91 % |
| PWF.PR.T | FixedReset Disc | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 17.99 Evaluated at bid price : 17.99 Bid-YTW : 4.26 % |
| CU.PR.I | FixedReset Prem | 1.58 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 3.91 % |
| BMO.PR.S | FixedReset Disc | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 19.92 Evaluated at bid price : 19.92 Bid-YTW : 3.72 % |
| BMO.PR.E | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 22.03 Evaluated at bid price : 22.37 Bid-YTW : 3.75 % |
| GWO.PR.R | Insurance Straight | 1.71 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.92 Bid-YTW : 4.78 % |
| RY.PR.Z | FixedReset Disc | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 19.91 Evaluated at bid price : 19.91 Bid-YTW : 3.56 % |
| NA.PR.G | FixedReset Disc | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 21.79 Evaluated at bid price : 22.04 Bid-YTW : 3.93 % |
| CU.PR.D | Perpetual-Discount | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 24.67 Evaluated at bid price : 24.93 Bid-YTW : 4.93 % |
| MFC.PR.H | FixedReset Ins Non | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 22.72 Evaluated at bid price : 23.18 Bid-YTW : 3.86 % |
| BIP.PR.F | FixedReset Disc | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 23.01 Evaluated at bid price : 24.10 Bid-YTW : 5.24 % |
| TRP.PR.D | FixedReset Disc | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 14.93 Evaluated at bid price : 14.93 Bid-YTW : 5.12 % |
| GWO.PR.I | Insurance Straight | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 23.97 Evaluated at bid price : 24.22 Bid-YTW : 4.63 % |
| CM.PR.S | FixedReset Disc | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 3.76 % |
| TD.PF.K | FixedReset Disc | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 21.46 Evaluated at bid price : 21.82 Bid-YTW : 3.76 % |
| MFC.PR.F | FixedReset Ins Non | 2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 11.75 Evaluated at bid price : 11.75 Bid-YTW : 3.94 % |
| SLF.PR.G | FixedReset Ins Non | 2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 3.83 % |
| RY.PR.H | FixedReset Disc | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 20.02 Evaluated at bid price : 20.02 Bid-YTW : 3.59 % |
| TD.PF.J | FixedReset Disc | 2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 21.57 Evaluated at bid price : 21.97 Bid-YTW : 3.78 % |
| TRP.PR.F | FloatingReset | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 11.05 Evaluated at bid price : 11.05 Bid-YTW : 4.59 % |
| TRP.PR.E | FixedReset Disc | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 14.72 Evaluated at bid price : 14.72 Bid-YTW : 5.16 % |
| MFC.PR.Q | FixedReset Ins Non | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 3.91 % |
| BAM.PF.F | FixedReset Disc | 2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 4.88 % |
| NA.PR.C | FixedReset Disc | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 23.58 Evaluated at bid price : 24.96 Bid-YTW : 3.85 % |
| MFC.PR.N | FixedReset Ins Non | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 3.94 % |
| NA.PR.E | FixedReset Disc | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 20.67 Evaluated at bid price : 20.67 Bid-YTW : 3.90 % |
| NA.PR.W | FixedReset Disc | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 18.78 Evaluated at bid price : 18.78 Bid-YTW : 3.92 % |
| MFC.PR.G | FixedReset Ins Non | 2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 21.45 Evaluated at bid price : 21.78 Bid-YTW : 3.83 % |
| TD.PF.B | FixedReset Disc | 2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 20.07 Evaluated at bid price : 20.07 Bid-YTW : 3.62 % |
| TRP.PR.G | FixedReset Disc | 2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 16.22 Evaluated at bid price : 16.22 Bid-YTW : 5.25 % |
| BAM.PR.M | Perpetual-Discount | 2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 23.63 Evaluated at bid price : 23.90 Bid-YTW : 5.04 % |
| BAM.PF.A | FixedReset Disc | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 4.76 % |
| IFC.PR.A | FixedReset Ins Non | 2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 13.95 Evaluated at bid price : 13.95 Bid-YTW : 4.20 % |
| PWF.PR.P | FixedReset Disc | 2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 11.69 Evaluated at bid price : 11.69 Bid-YTW : 4.39 % |
| BAM.PR.Z | FixedReset Disc | 2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 4.88 % |
| BMO.PR.T | FixedReset Disc | 2.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 3.66 % |
| IAF.PR.G | FixedReset Ins Non | 2.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 4.18 % |
| IAF.PR.I | FixedReset Ins Non | 2.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 20.81 Evaluated at bid price : 20.81 Bid-YTW : 4.04 % |
| IFC.PR.G | FixedReset Ins Non | 3.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 19.54 Evaluated at bid price : 19.54 Bid-YTW : 4.23 % |
| SLF.PR.H | FixedReset Ins Non | 3.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 3.81 % |
| BMO.PR.W | FixedReset Disc | 3.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 3.62 % |
| TRP.PR.B | FixedReset Disc | 3.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 9.28 Evaluated at bid price : 9.28 Bid-YTW : 4.60 % |
| BAM.PR.T | FixedReset Disc | 3.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 4.76 % |
| BMO.PR.Y | FixedReset Disc | 3.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 21.24 Evaluated at bid price : 21.24 Bid-YTW : 3.69 % |
| BAM.PF.B | FixedReset Disc | 3.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 17.65 Evaluated at bid price : 17.65 Bid-YTW : 4.81 % |
| CU.PR.C | FixedReset Disc | 3.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 17.82 Evaluated at bid price : 17.82 Bid-YTW : 4.05 % |
| BAM.PR.X | FixedReset Disc | 4.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 12.63 Evaluated at bid price : 12.63 Bid-YTW : 4.58 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.O | FixedReset Disc | 191,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 19.62 Evaluated at bid price : 19.62 Bid-YTW : 3.78 % |
| TD.PF.M | FixedReset Prem | 107,050 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 23.40 Evaluated at bid price : 25.34 Bid-YTW : 4.05 % |
| TD.PF.C | FixedReset Disc | 96,548 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 20.44 Evaluated at bid price : 20.44 Bid-YTW : 3.61 % |
| BIP.PR.D | FixedReset Disc | 92,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 23.79 Evaluated at bid price : 24.22 Bid-YTW : 5.14 % |
| CM.PR.S | FixedReset Disc | 83,291 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 3.76 % |
| BIP.PR.A | FixedReset Disc | 71,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-03 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 5.52 % |
| There were 41 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: 12.63 – 17.27 Spot Rate : 4.6400 Average : 2.5377 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 14.06 – 16.95 Spot Rate : 2.8900 Average : 1.7100 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 9.40 – 12.00 Spot Rate : 2.6000 Average : 1.4684 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 18.66 – 19.84 Spot Rate : 1.1800 Average : 0.7319 YTW SCENARIO |
| BAM.PR.M | Perpetual-Discount | Quote: 23.90 – 24.99 Spot Rate : 1.0900 Average : 0.6801 YTW SCENARIO |
| TD.PF.B | FixedReset Disc | Quote: 20.07 – 21.00 Spot Rate : 0.9300 Average : 0.5253 YTW SCENARIO |