December 31, 2018

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TXPR closed at 628.87, up an impressive 1.45% on the day. Volume of 1.45-million was the lowest of the past thirty days.

CPD closed at 12.53, up 1.54% on the day. Volume of 94,041 was the lowest of the past thirty days.

ZPR closed at 10.17, up 3.19% on the day. Volume of 323,170 was more or less average in the context of the past thirty days.

It was a marvellous finish to the year, but the TXPR Total Return Index is still down 1.58% on the month and a very nasty 10.01% on the quarter.

But here’s to better things next year!

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices

Values are provisional and are finalized monthly
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 2.0490 % 2,465.3
FixedFloater 0.00 % 0.00 % 0 0.00 0 2.0490 % 4,523.7
Floater 4.75 % 4.95 % 43,872 15.58 4 2.0490 % 2,607.0
OpRet 0.00 % 0.00 % 0 0.00 0 0.8928 % 3,171.6
SplitShare 4.64 % 5.27 % 92,185 4.56 7 0.8928 % 3,787.6
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.8928 % 2,955.2
Perpetual-Premium 5.60 % 2.11 % 152,263 0.08 2 0.8230 % 2,855.9
Perpetual-Discount 5.70 % 5.88 % 74,546 14.09 33 2.1640 % 2,912.3
FixedReset Disc 5.07 % 5.54 % 214,755 14.61 66 2.7765 % 2,217.9
Deemed-Retractible 5.44 % 6.48 % 92,817 8.20 27 2.1118 % 2,907.9
FloatingReset 4.13 % 4.77 % 44,883 2.95 7 1.6928 % 2,457.6
FixedReset Prem 5.19 % 4.68 % 282,906 2.24 14 -0.3790 % 2,506.0
FixedReset Bank Non 2.98 % 3.78 % 138,886 0.15 6 0.2768 % 2,574.4
FixedReset Ins Non 5.05 % 6.96 % 149,266 8.35 22 2.3060 % 2,204.8
Performance Highlights
Issue Index Change Notes
MFC.PR.N FixedReset Ins Non -2.17 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 18.00
Bid-YTW : 8.06 %
BAM.PR.K Floater -1.74 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 12.97
Evaluated at bid price : 12.97
Bid-YTW : 5.35 %
BNS.PR.E FixedReset Prem -1.56 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-04-25
Maturity Price : 25.00
Evaluated at bid price : 25.25
Bid-YTW : 4.88 %
TRP.PR.J FixedReset Prem -1.21 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.35
Bid-YTW : 5.11 %
MFC.PR.M FixedReset Ins Non -1.19 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 18.24
Bid-YTW : 7.99 %
RY.PR.Q FixedReset Prem -1.12 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-05-24
Maturity Price : 25.00
Evaluated at bid price : 25.61
Bid-YTW : 4.68 %
RY.PR.M FixedReset Disc 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.01
Evaluated at bid price : 21.01
Bid-YTW : 5.30 %
IFC.PR.A FixedReset Ins Non 1.07 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 16.00
Bid-YTW : 8.66 %
HSE.PR.A FixedReset Disc 1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 13.30
Evaluated at bid price : 13.30
Bid-YTW : 6.51 %
TD.PF.I FixedReset Disc 1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.77
Evaluated at bid price : 22.11
Bid-YTW : 5.51 %
TD.PF.E FixedReset Disc 1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.27
Evaluated at bid price : 21.55
Bid-YTW : 5.45 %
BAM.PF.I FixedReset Disc 1.19 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 4.16 %
RY.PR.N Perpetual-Discount 1.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 22.83
Evaluated at bid price : 23.18
Bid-YTW : 5.33 %
BMO.PR.W FixedReset Disc 1.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 19.03
Evaluated at bid price : 19.03
Bid-YTW : 5.44 %
CU.PR.D Perpetual-Discount 1.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.82
Evaluated at bid price : 21.82
Bid-YTW : 5.69 %
PWF.PR.S Perpetual-Discount 1.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 20.83
Evaluated at bid price : 20.83
Bid-YTW : 5.87 %
RY.PR.W Perpetual-Discount 1.35 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 23.83
Evaluated at bid price : 24.08
Bid-YTW : 5.14 %
BIP.PR.F FixedReset Disc 1.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.85
Evaluated at bid price : 22.30
Bid-YTW : 5.73 %
TD.PF.A FixedReset Disc 1.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 19.25
Evaluated at bid price : 19.25
Bid-YTW : 5.43 %
W.PR.J Perpetual-Discount 1.43 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 23.84
Evaluated at bid price : 24.09
Bid-YTW : 5.83 %
EMA.PR.H FixedReset Disc 1.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 23.03
Evaluated at bid price : 24.55
Bid-YTW : 4.97 %
POW.PR.C Perpetual-Discount 1.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 24.34
Evaluated at bid price : 24.65
Bid-YTW : 5.89 %
GWO.PR.F Deemed-Retractible 1.50 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2019-01-30
Maturity Price : 25.00
Evaluated at bid price : 25.02
Bid-YTW : 4.97 %
SLF.PR.I FixedReset Ins Non 1.53 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.95
Bid-YTW : 7.04 %
W.PR.H Perpetual-Discount 1.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 23.72
Evaluated at bid price : 24.03
Bid-YTW : 5.73 %
PWF.PR.I Perpetual-Premium 1.60 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2019-01-30
Maturity Price : 25.00
Evaluated at bid price : 25.33
Bid-YTW : 2.11 %
TD.PF.K FixedReset Disc 1.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.65
Evaluated at bid price : 22.00
Bid-YTW : 5.28 %
BIP.PR.A FixedReset Disc 1.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 20.33
Evaluated at bid price : 20.33
Bid-YTW : 6.64 %
MFC.PR.C Deemed-Retractible 1.70 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.69
Bid-YTW : 7.40 %
BMO.PR.D FixedReset Disc 1.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.71
Evaluated at bid price : 22.00
Bid-YTW : 5.64 %
IAG.PR.A Deemed-Retractible 1.83 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.64
Bid-YTW : 6.92 %
GWO.PR.M Deemed-Retractible 1.85 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2019-03-31
Maturity Price : 25.00
Evaluated at bid price : 25.30
Bid-YTW : 0.92 %
MFC.PR.G FixedReset Ins Non 1.90 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.88
Bid-YTW : 7.27 %
RY.PR.H FixedReset Disc 2.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 19.55
Evaluated at bid price : 19.55
Bid-YTW : 5.35 %
IFC.PR.E Deemed-Retractible 2.05 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 22.45
Bid-YTW : 6.55 %
TRP.PR.G FixedReset Disc 2.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 20.13
Evaluated at bid price : 20.13
Bid-YTW : 5.94 %
TRP.PR.D FixedReset Disc 2.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 18.35
Evaluated at bid price : 18.35
Bid-YTW : 5.81 %
GWO.PR.H Deemed-Retractible 2.14 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.98
Bid-YTW : 7.00 %
RY.PR.S FixedReset Disc 2.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.84
Evaluated at bid price : 22.30
Bid-YTW : 5.00 %
MFC.PR.R FixedReset Ins Non 2.16 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 24.13
Bid-YTW : 5.91 %
GWO.PR.P Deemed-Retractible 2.19 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 23.31
Bid-YTW : 6.30 %
PVS.PR.G SplitShare 2.20 % YTW SCENARIO
Maturity Type : Option Certainty
Maturity Date : 2026-02-28
Maturity Price : 25.00
Evaluated at bid price : 24.17
Bid-YTW : 5.57 %
PWF.PR.Q FloatingReset 2.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 15.33
Evaluated at bid price : 15.33
Bid-YTW : 5.38 %
SLF.PR.C Deemed-Retractible 2.29 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.10
Bid-YTW : 7.07 %
CU.PR.F Perpetual-Discount 2.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 19.95
Evaluated at bid price : 19.95
Bid-YTW : 5.71 %
PVS.PR.F SplitShare 2.32 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2024-09-30
Maturity Price : 25.00
Evaluated at bid price : 24.75
Bid-YTW : 5.10 %
NA.PR.W FixedReset Disc 2.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 18.52
Evaluated at bid price : 18.52
Bid-YTW : 5.64 %
PWF.PR.R Perpetual-Discount 2.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 23.43
Evaluated at bid price : 23.75
Bid-YTW : 5.88 %
SLF.PR.A Deemed-Retractible 2.33 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.08
Bid-YTW : 6.83 %
MFC.PR.K FixedReset Ins Non 2.34 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.26
Bid-YTW : 7.39 %
SLF.PR.B Deemed-Retractible 2.34 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.39
Bid-YTW : 6.71 %
BMO.PR.T FixedReset Disc 2.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 19.11
Evaluated at bid price : 19.11
Bid-YTW : 5.45 %
CU.PR.E Perpetual-Discount 2.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.60
Evaluated at bid price : 21.60
Bid-YTW : 5.75 %
BMO.PR.E FixedReset Disc 2.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.93
Evaluated at bid price : 22.42
Bid-YTW : 5.28 %
GWO.PR.L Deemed-Retractible 2.38 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 24.50
Bid-YTW : 5.94 %
TD.PF.C FixedReset Disc 2.39 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 19.25
Evaluated at bid price : 19.25
Bid-YTW : 5.43 %
BAM.PF.D Perpetual-Discount 2.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 20.92
Evaluated at bid price : 20.92
Bid-YTW : 5.90 %
MFC.PR.B Deemed-Retractible 2.42 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.31
Bid-YTW : 7.20 %
BAM.PF.C Perpetual-Discount 2.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 20.60
Evaluated at bid price : 20.60
Bid-YTW : 5.93 %
CU.PR.H Perpetual-Discount 2.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 23.74
Evaluated at bid price : 24.20
Bid-YTW : 5.47 %
TD.PF.B FixedReset Disc 2.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 19.53
Evaluated at bid price : 19.53
Bid-YTW : 5.39 %
IFC.PR.F Deemed-Retractible 2.47 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 22.85
Bid-YTW : 6.44 %
BAM.PF.A FixedReset Disc 2.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.56
Evaluated at bid price : 21.56
Bid-YTW : 5.67 %
BAM.PF.J FixedReset Disc 2.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 23.01
Evaluated at bid price : 24.35
Bid-YTW : 5.01 %
POW.PR.A Perpetual-Discount 2.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 23.53
Evaluated at bid price : 23.80
Bid-YTW : 5.90 %
CCS.PR.C Deemed-Retractible 2.63 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 22.99
Bid-YTW : 6.04 %
BAM.PR.N Perpetual-Discount 2.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 20.20
Evaluated at bid price : 20.20
Bid-YTW : 5.92 %
TRP.PR.K FixedReset Disc 2.67 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-31
Maturity Price : 25.00
Evaluated at bid price : 24.65
Bid-YTW : 5.52 %
MFC.PR.J FixedReset Ins Non 2.72 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.76
Bid-YTW : 6.87 %
MFC.PR.H FixedReset Ins Non 2.73 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.83
Bid-YTW : 6.44 %
GWO.PR.Q Deemed-Retractible 2.76 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 22.35
Bid-YTW : 6.55 %
PWF.PR.P FixedReset Disc 2.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 14.90
Evaluated at bid price : 14.90
Bid-YTW : 5.68 %
TD.PF.D FixedReset Disc 2.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.13
Evaluated at bid price : 21.13
Bid-YTW : 5.50 %
PWF.PR.G Perpetual-Discount 2.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 24.85
Evaluated at bid price : 25.06
Bid-YTW : 5.99 %
CU.PR.C FixedReset Disc 2.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 18.44
Evaluated at bid price : 18.44
Bid-YTW : 5.63 %
TRP.PR.F FloatingReset 2.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 16.35
Evaluated at bid price : 16.35
Bid-YTW : 5.48 %
PWF.PR.L Perpetual-Discount 2.98 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.49
Evaluated at bid price : 21.75
Bid-YTW : 5.96 %
PWF.PR.T FixedReset Disc 3.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 19.11
Evaluated at bid price : 19.11
Bid-YTW : 5.66 %
PWF.PR.Z Perpetual-Discount 3.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.84
Evaluated at bid price : 22.15
Bid-YTW : 5.91 %
SLF.PR.J FloatingReset 3.06 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 15.14
Bid-YTW : 8.69 %
POW.PR.G Perpetual-Discount 3.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 23.78
Evaluated at bid price : 24.28
Bid-YTW : 5.77 %
PWF.PR.O Perpetual-Discount 3.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 24.64
Evaluated at bid price : 24.90
Bid-YTW : 5.92 %
PWF.PR.K Perpetual-Discount 3.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 5.95 %
BAM.PR.M Perpetual-Discount 3.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 20.07
Evaluated at bid price : 20.07
Bid-YTW : 5.96 %
TRP.PR.B FixedReset Disc 3.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 13.43
Evaluated at bid price : 13.43
Bid-YTW : 5.76 %
CM.PR.S FixedReset Disc 3.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.00
Evaluated at bid price : 21.00
Bid-YTW : 5.21 %
BMO.PR.Y FixedReset Disc 3.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.18
Evaluated at bid price : 21.18
Bid-YTW : 5.40 %
MFC.PR.F FixedReset Ins Non 3.23 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 14.69
Bid-YTW : 8.95 %
GWO.PR.T Deemed-Retractible 3.23 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 22.35
Bid-YTW : 6.55 %
GWO.PR.G Deemed-Retractible 3.25 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 22.58
Bid-YTW : 6.48 %
SLF.PR.D Deemed-Retractible 3.33 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.15
Bid-YTW : 7.04 %
CM.PR.Q FixedReset Disc 3.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 20.46
Evaluated at bid price : 20.46
Bid-YTW : 5.58 %
VNR.PR.A FixedReset Disc 3.41 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 5.63 %
CU.PR.G Perpetual-Discount 3.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 20.11
Evaluated at bid price : 20.11
Bid-YTW : 5.67 %
GWO.PR.S Deemed-Retractible 3.47 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 23.26
Bid-YTW : 6.17 %
TD.PF.J FixedReset Disc 3.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.84
Evaluated at bid price : 22.25
Bid-YTW : 5.24 %
GWO.PR.I Deemed-Retractible 3.49 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.86
Bid-YTW : 7.27 %
MFC.PR.Q FixedReset Ins Non 3.53 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.84
Bid-YTW : 6.78 %
PWF.PR.F Perpetual-Discount 3.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 22.38
Evaluated at bid price : 22.64
Bid-YTW : 5.89 %
BMO.PR.S FixedReset Disc 3.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 19.72
Evaluated at bid price : 19.72
Bid-YTW : 5.40 %
HSE.PR.G FixedReset Disc 3.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 20.39
Evaluated at bid price : 20.39
Bid-YTW : 6.58 %
GWO.PR.R Deemed-Retractible 3.82 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.45
Bid-YTW : 6.67 %
NA.PR.G FixedReset Disc 3.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.54
Evaluated at bid price : 21.86
Bid-YTW : 5.48 %
POW.PR.B Perpetual-Discount 3.87 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 22.55
Evaluated at bid price : 22.80
Bid-YTW : 5.88 %
SLF.PR.E Deemed-Retractible 3.99 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.06
Bid-YTW : 7.15 %
RY.PR.Z FixedReset Disc 4.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 19.77
Evaluated at bid price : 19.77
Bid-YTW : 5.24 %
BAM.PR.C Floater 4.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 14.00
Evaluated at bid price : 14.00
Bid-YTW : 4.95 %
POW.PR.D Perpetual-Discount 4.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.28
Evaluated at bid price : 21.55
Bid-YTW : 5.81 %
IAG.PR.G FixedReset Ins Non 4.11 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.50
Bid-YTW : 6.74 %
IAG.PR.I FixedReset Ins Non 4.29 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.90
Bid-YTW : 6.32 %
SLF.PR.G FixedReset Ins Non 4.39 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 15.21
Bid-YTW : 8.74 %
NA.PR.S FixedReset Disc 4.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 19.60
Evaluated at bid price : 19.60
Bid-YTW : 5.54 %
TRP.PR.A FixedReset Disc 4.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 16.56
Evaluated at bid price : 16.56
Bid-YTW : 5.73 %
BAM.PR.T FixedReset Disc 4.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 17.95
Evaluated at bid price : 17.95
Bid-YTW : 5.68 %
TRP.PR.C FixedReset Disc 4.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 14.18
Evaluated at bid price : 14.18
Bid-YTW : 5.80 %
BAM.PF.E FixedReset Disc 5.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 19.55
Evaluated at bid price : 19.55
Bid-YTW : 5.70 %
NA.PR.C FixedReset Disc 5.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.80
Evaluated at bid price : 22.15
Bid-YTW : 5.84 %
EMA.PR.F FixedReset Disc 5.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 19.35
Evaluated at bid price : 19.35
Bid-YTW : 5.89 %
BAM.PR.B Floater 5.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 13.90
Evaluated at bid price : 13.90
Bid-YTW : 4.99 %
BAM.PR.Z FixedReset Disc 5.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.68
Evaluated at bid price : 22.00
Bid-YTW : 5.48 %
GWO.PR.N FixedReset Ins Non 5.55 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 14.83
Bid-YTW : 8.80 %
HSE.PR.E FixedReset Disc 5.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 20.42
Evaluated at bid price : 20.42
Bid-YTW : 6.62 %
BAM.PR.R FixedReset Disc 5.75 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 17.85
Evaluated at bid price : 17.85
Bid-YTW : 5.65 %
BAM.PF.F FixedReset Disc 6.00 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 20.85
Evaluated at bid price : 20.85
Bid-YTW : 5.71 %
NA.PR.E FixedReset Disc 6.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.10
Evaluated at bid price : 21.10
Bid-YTW : 5.41 %
BAM.PF.B FixedReset Disc 6.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 20.64
Evaluated at bid price : 20.64
Bid-YTW : 5.50 %
BNS.PR.I FixedReset Disc 6.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.87
Evaluated at bid price : 22.34
Bid-YTW : 4.97 %
TRP.PR.H FloatingReset 6.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 13.61
Evaluated at bid price : 13.61
Bid-YTW : 5.40 %
PWF.PR.E Perpetual-Discount 6.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 23.40
Evaluated at bid price : 23.69
Bid-YTW : 5.90 %
BAM.PR.X FixedReset Disc 7.03 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 15.98
Evaluated at bid price : 15.98
Bid-YTW : 5.49 %
IFC.PR.C FixedReset Ins Non 7.34 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.00
Bid-YTW : 7.42 %
BAM.PF.G FixedReset Disc 7.44 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 20.95
Evaluated at bid price : 20.95
Bid-YTW : 5.65 %
IFC.PR.G FixedReset Ins Non 8.42 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.25
Bid-YTW : 6.62 %
HSE.PR.C FixedReset Disc 9.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 19.75
Evaluated at bid price : 19.75
Bid-YTW : 6.35 %
Volume Highlights
Issue Index Shares
Traded
Notes
BNS.PR.R FixedReset Bank Non 92,100 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2019-02-25
Maturity Price : 25.00
Evaluated at bid price : 24.96
Bid-YTW : 3.05 %
BNS.PR.I FixedReset Disc 42,900 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.87
Evaluated at bid price : 22.34
Bid-YTW : 4.97 %
BNS.PR.C FloatingReset 30,400 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2019-02-25
Maturity Price : 25.00
Evaluated at bid price : 24.95
Bid-YTW : 1.31 %
TD.PF.A FixedReset Disc 30,198 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 19.25
Evaluated at bid price : 19.25
Bid-YTW : 5.43 %
GWO.PR.I Deemed-Retractible 26,242 YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.86
Bid-YTW : 7.27 %
TD.PF.C FixedReset Disc 21,498 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 19.25
Evaluated at bid price : 19.25
Bid-YTW : 5.43 %
There were 32 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
IFC.PR.A FixedReset Ins Non Quote: 16.00 – 17.05
Spot Rate : 1.0500
Average : 0.6600

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 16.00
Bid-YTW : 8.66 %

IFC.PR.C FixedReset Ins Non Quote: 19.00 – 19.90
Spot Rate : 0.9000
Average : 0.5539

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.00
Bid-YTW : 7.42 %

BAM.PR.K Floater Quote: 12.97 – 14.24
Spot Rate : 1.2700
Average : 1.0175

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 12.97
Evaluated at bid price : 12.97
Bid-YTW : 5.35 %

SLF.PR.H FixedReset Ins Non Quote: 17.59 – 18.44
Spot Rate : 0.8500
Average : 0.6005

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 17.59
Bid-YTW : 7.74 %

BIP.PR.E FixedReset Disc Quote: 22.00 – 22.75
Spot Rate : 0.7500
Average : 0.5035

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.67
Evaluated at bid price : 22.00
Bid-YTW : 5.70 %

BAM.PF.A FixedReset Disc Quote: 21.56 – 22.26
Spot Rate : 0.7000
Average : 0.4844

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-31
Maturity Price : 21.56
Evaluated at bid price : 21.56
Bid-YTW : 5.67 %

2 Responses to “December 31, 2018”

  1. Tim says:

    Hi, a cut-and-paste issue:

    >ZPR closed at 10.04…

    It closed at $10.17 on Dec. 31.

  2. jiHymas says:

    a cut-and-paste issue

    Oops! Fixed it!

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