Click for Big
TXPR closed at 626.64, up 0.67% on the day. Volume of 2.08-million was roughly average in the context of the past thirty days. The TXPR Total Return index turned positive for the year-to-date!
CPD closed at 12.56, up 0.72% on the day. Volume of 143,910 was mid-range in the context of the past thirty days.
ZPR closed at 10.22, up 1.19% on the day. Volume of 304,367 was fourth-highest of the past thirty days.
Here’s a graph that helps explain the past four months:
Bank of Canada – Five Year Canada Yield
Click for Big
GOC-5 was up 8bp to 1.86% today, according to TMXMoney citing CanDeal.
| 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 | -0.2781 % | 2,281.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2781 % | 4,185.9 |
| Floater | 5.14 % | 5.44 % | 32,331 | 14.74 | 4 | -0.2781 % | 2,412.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0201 % | 3,209.0 |
| SplitShare | 4.93 % | 4.78 % | 71,170 | 3.98 | 8 | -0.0201 % | 3,832.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0201 % | 2,990.0 |
| Perpetual-Premium | 5.90 % | -8.36 % | 146,805 | 0.08 | 2 | -0.0198 % | 2,892.6 |
| Perpetual-Discount | 5.62 % | 5.72 % | 75,988 | 14.24 | 33 | 0.3753 % | 2,959.7 |
| FixedReset Disc | 5.12 % | 5.53 % | 221,381 | 14.68 | 65 | 1.0178 % | 2,215.4 |
| Deemed-Retractible | 5.38 % | 6.32 % | 95,677 | 8.16 | 27 | 0.3933 % | 2,950.1 |
| FloatingReset | 4.28 % | 5.30 % | 66,700 | 8.50 | 6 | 0.6395 % | 2,439.6 |
| FixedReset Prem | 5.13 % | 4.29 % | 251,525 | 2.17 | 17 | 0.1527 % | 2,526.4 |
| FixedReset Bank Non | 2.81 % | 4.19 % | 143,173 | 2.87 | 5 | 0.0835 % | 2,578.4 |
| FixedReset Ins Non | 5.10 % | 7.19 % | 138,250 | 8.24 | 22 | 1.0052 % | 2,183.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PVS.PR.E | SplitShare | -1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.85 Bid-YTW : 4.78 % |
| BIP.PR.E | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 21.11 Evaluated at bid price : 21.11 Bid-YTW : 6.00 % |
| GWO.PR.G | Deemed-Retractible | -1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.72 Bid-YTW : 6.47 % |
| GWO.PR.N | FixedReset Ins Non | -1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.10 Bid-YTW : 9.50 % |
| NA.PR.W | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 18.18 Evaluated at bid price : 18.18 Bid-YTW : 5.70 % |
| BIP.PR.D | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 21.75 Evaluated at bid price : 22.02 Bid-YTW : 6.36 % |
| BAM.PR.R | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 5.98 % |
| NA.PR.S | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 18.89 Evaluated at bid price : 18.89 Bid-YTW : 5.70 % |
| BAM.PR.C | Floater | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 12.85 Evaluated at bid price : 12.85 Bid-YTW : 5.44 % |
| CGI.PR.D | SplitShare | 1.02 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2023-06-14 Maturity Price : 25.00 Evaluated at bid price : 24.70 Bid-YTW : 4.20 % |
| BMO.PR.S | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 19.41 Evaluated at bid price : 19.41 Bid-YTW : 5.45 % |
| TRP.PR.K | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 23.04 Evaluated at bid price : 24.25 Bid-YTW : 5.78 % |
| W.PR.J | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 23.63 Evaluated at bid price : 23.90 Bid-YTW : 5.91 % |
| PWF.PR.S | Perpetual-Discount | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 5.65 % |
| GWO.PR.L | Deemed-Retractible | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.87 Bid-YTW : 5.82 % |
| BNS.PR.I | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 22.18 Evaluated at bid price : 22.84 Bid-YTW : 4.88 % |
| BAM.PF.E | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.92 % |
| SLF.PR.A | Deemed-Retractible | 1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.55 Bid-YTW : 6.63 % |
| CU.PR.C | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 18.86 Evaluated at bid price : 18.86 Bid-YTW : 5.55 % |
| CU.PR.H | Perpetual-Discount | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 23.15 Evaluated at bid price : 23.53 Bid-YTW : 5.66 % |
| SLF.PR.H | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.45 Bid-YTW : 7.93 % |
| CM.PR.S | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 5.35 % |
| IAF.PR.G | FixedReset Ins Non | 1.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.81 Bid-YTW : 7.23 % |
| CM.PR.O | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 18.99 Evaluated at bid price : 18.99 Bid-YTW : 5.57 % |
| NA.PR.E | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 5.53 % |
| BAM.PR.X | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 5.82 % |
| RY.PR.Z | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 5.27 % |
| BMO.PR.D | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 22.29 Evaluated at bid price : 22.85 Bid-YTW : 5.37 % |
| EMA.PR.F | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 19.53 Evaluated at bid price : 19.53 Bid-YTW : 5.79 % |
| TRP.PR.D | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 5.91 % |
| PWF.PR.E | Perpetual-Discount | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 23.92 Evaluated at bid price : 24.16 Bid-YTW : 5.72 % |
| BIP.PR.A | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.64 % |
| RY.PR.J | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 21.38 Evaluated at bid price : 21.69 Bid-YTW : 5.25 % |
| IFC.PR.E | Deemed-Retractible | 1.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.00 Bid-YTW : 6.32 % |
| PWF.PR.P | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 14.42 Evaluated at bid price : 14.42 Bid-YTW : 5.85 % |
| IFC.PR.F | Deemed-Retractible | 1.57 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.31 Bid-YTW : 6.26 % |
| CM.PR.Q | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 20.94 Evaluated at bid price : 20.94 Bid-YTW : 5.50 % |
| NA.PR.G | FixedReset Disc | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 21.54 Evaluated at bid price : 21.85 Bid-YTW : 5.43 % |
| RY.PR.H | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 5.27 % |
| TD.PF.D | FixedReset Disc | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 21.65 Evaluated at bid price : 22.07 Bid-YTW : 5.21 % |
| IFC.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 : 20.75 Bid-YTW : 7.00 % |
| PWF.PR.Z | Perpetual-Discount | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 22.18 Evaluated at bid price : 22.50 Bid-YTW : 5.75 % |
| MFC.PR.L | FixedReset Ins Non | 1.72 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.70 Bid-YTW : 8.24 % |
| MFC.PR.I | FixedReset Ins Non | 1.73 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.55 Bid-YTW : 7.06 % |
| TRP.PR.A | FixedReset Disc | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 15.84 Evaluated at bid price : 15.84 Bid-YTW : 6.05 % |
| TRP.PR.C | FixedReset Disc | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 13.91 Evaluated at bid price : 13.91 Bid-YTW : 5.96 % |
| BMO.PR.E | FixedReset Disc | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 22.14 Evaluated at bid price : 22.75 Bid-YTW : 5.08 % |
| TD.PF.J | FixedReset Disc | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 21.88 Evaluated at bid price : 22.29 Bid-YTW : 5.19 % |
| HSE.PR.C | FixedReset Disc | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 6.48 % |
| TRP.PR.G | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 19.96 Evaluated at bid price : 19.96 Bid-YTW : 6.03 % |
| MFC.PR.F | FixedReset Ins Non | 1.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.38 Bid-YTW : 9.31 % |
| BMO.PR.T | FixedReset Disc | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.44 % |
| SLF.PR.G | FixedReset Ins Non | 2.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.65 Bid-YTW : 9.29 % |
| TRP.PR.B | FixedReset Disc | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 13.03 Evaluated at bid price : 13.03 Bid-YTW : 6.00 % |
| TD.PF.C | FixedReset Disc | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 5.37 % |
| TD.PF.K | FixedReset Disc | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 21.68 Evaluated at bid price : 22.05 Bid-YTW : 5.17 % |
| TD.PF.B | FixedReset Disc | 2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 19.72 Evaluated at bid price : 19.72 Bid-YTW : 5.30 % |
| BMO.PR.W | FixedReset Disc | 2.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 5.39 % |
| HSE.PR.G | FixedReset Disc | 2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 20.76 Evaluated at bid price : 20.76 Bid-YTW : 6.52 % |
| IFC.PR.A | FixedReset Ins Non | 2.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.10 Bid-YTW : 8.69 % |
| HSE.PR.E | FixedReset Disc | 2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 20.96 Evaluated at bid price : 20.96 Bid-YTW : 6.51 % |
| MFC.PR.N | FixedReset Ins Non | 2.70 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.29 Bid-YTW : 7.95 % |
| SLF.PR.I | FixedReset Ins Non | 2.74 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.65 Bid-YTW : 6.70 % |
| MFC.PR.M | FixedReset Ins Non | 3.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.63 Bid-YTW : 7.82 % |
| TRP.PR.F | FloatingReset | 3.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 15.92 Evaluated at bid price : 15.92 Bid-YTW : 5.64 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Disc | 104,028 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 19.58 Evaluated at bid price : 19.58 Bid-YTW : 5.30 % |
| BIP.PR.D | FixedReset Disc | 96,175 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 21.75 Evaluated at bid price : 22.02 Bid-YTW : 6.36 % |
| CM.PR.T | FixedReset Disc | 93,018 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 23.15 Evaluated at bid price : 25.00 Bid-YTW : 5.14 % |
| NA.PR.A | FixedReset Prem | 78,355 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.47 Bid-YTW : 4.56 % |
| RY.PR.H | FixedReset Disc | 74,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-02-01 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 5.27 % |
| SLF.PR.G | FixedReset Ins Non | 68,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.65 Bid-YTW : 9.29 % |
| There were 28 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.C | FixedReset Disc | Quote: 19.52 – 20.25 Spot Rate : 0.7300 Average : 0.5349 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 17.02 – 17.54 Spot Rate : 0.5200 Average : 0.3336 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 20.07 – 20.66 Spot Rate : 0.5900 Average : 0.4138 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 22.09 – 22.45 Spot Rate : 0.3600 Average : 0.2173 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 18.66 – 19.15 Spot Rate : 0.4900 Average : 0.3498 YTW SCENARIO |
| RY.PR.S | FixedReset Disc | Quote: 21.56 – 21.89 Spot Rate : 0.3300 Average : 0.2067 YTW SCENARIO |