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TXPR closed at 577.70, down 0.61% on the day. Volume today was 1.92-million, below the median of the past thirty days.
CPD closed at 11.53, down 0.77% on the day. Volume was 72,709, above the median of the past 30 trading days.
ZPR closed at 9.07, down 0.87% on the day. Volume of 145,118 was well below the median of the past 30 trading days.
Five-year Canada yields were down 1bp to 0.36% 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 | -0.9596 % | 1,638.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.9596 % | 3,006.8 |
| Floater | 5.19 % | 5.20 % | 56,821 | 15.17 | 3 | -0.9596 % | 1,732.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1242 % | 3,546.7 |
| SplitShare | 4.79 % | 4.35 % | 43,467 | 3.64 | 7 | 0.1242 % | 4,235.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1242 % | 3,304.7 |
| Perpetual-Premium | 5.36 % | 4.93 % | 81,060 | 14.13 | 17 | -0.1420 % | 3,118.3 |
| Perpetual-Discount | 5.24 % | 5.32 % | 93,455 | 14.87 | 17 | -0.4079 % | 3,498.2 |
| FixedReset Disc | 5.49 % | 4.27 % | 131,915 | 16.25 | 68 | -0.8133 % | 2,081.4 |
| Deemed-Retractible | 5.04 % | 4.93 % | 115,768 | 15.13 | 27 | -0.1216 % | 3,443.4 |
| FloatingReset | 2.86 % | 2.39 % | 45,196 | 1.34 | 3 | -0.7792 % | 1,796.9 |
| FixedReset Prem | 5.27 % | 4.50 % | 252,200 | 0.87 | 11 | -0.1796 % | 2,612.6 |
| FixedReset Bank Non | 1.96 % | 2.57 % | 123,595 | 1.33 | 2 | -0.3628 % | 2,831.4 |
| FixedReset Ins Non | 5.72 % | 4.46 % | 86,160 | 16.22 | 22 | -0.3517 % | 2,112.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.H | FixedReset Disc | -10.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 16.33 Evaluated at bid price : 16.33 Bid-YTW : 4.37 % |
| TD.PF.J | FixedReset Disc | -3.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 4.18 % |
| SLF.PR.J | FloatingReset | -2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 9.61 Evaluated at bid price : 9.61 Bid-YTW : 4.03 % |
| BIK.PR.A | FixedReset Disc | -2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 23.14 Evaluated at bid price : 24.55 Bid-YTW : 5.92 % |
| IFC.PR.A | FixedReset Ins Non | -2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 12.10 Evaluated at bid price : 12.10 Bid-YTW : 4.67 % |
| BAM.PR.Z | FixedReset Disc | -2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 5.38 % |
| TRP.PR.K | FixedReset Disc | -2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 23.88 Evaluated at bid price : 24.23 Bid-YTW : 5.09 % |
| BAM.PF.H | FixedReset Disc | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 23.26 Evaluated at bid price : 24.20 Bid-YTW : 5.13 % |
| BIP.PR.A | FixedReset Disc | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 5.90 % |
| BAM.PR.T | FixedReset Disc | -1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 13.05 Evaluated at bid price : 13.05 Bid-YTW : 5.27 % |
| BMO.PR.D | FixedReset Disc | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 21.70 Evaluated at bid price : 22.15 Bid-YTW : 4.07 % |
| MFC.PR.F | FixedReset Ins Non | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 10.00 Evaluated at bid price : 10.00 Bid-YTW : 4.46 % |
| MFC.PR.M | FixedReset Ins Non | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 16.05 Evaluated at bid price : 16.05 Bid-YTW : 4.63 % |
| TRP.PR.J | FixedReset Prem | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 24.37 Evaluated at bid price : 24.85 Bid-YTW : 5.57 % |
| BAM.PF.C | Perpetual-Discount | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 21.83 Evaluated at bid price : 22.26 Bid-YTW : 5.45 % |
| BAM.PF.B | FixedReset Disc | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 15.59 Evaluated at bid price : 15.59 Bid-YTW : 5.31 % |
| TRP.PR.D | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 5.52 % |
| TRP.PR.G | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 15.15 Evaluated at bid price : 15.15 Bid-YTW : 5.52 % |
| BAM.PF.D | Perpetual-Discount | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 22.52 Evaluated at bid price : 22.81 Bid-YTW : 5.38 % |
| BAM.PR.B | Floater | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 8.26 Evaluated at bid price : 8.26 Bid-YTW : 5.20 % |
| BIP.PR.D | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 22.19 Evaluated at bid price : 22.55 Bid-YTW : 5.55 % |
| BAM.PF.E | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 14.71 Evaluated at bid price : 14.71 Bid-YTW : 5.26 % |
| BAM.PF.J | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 23.03 Evaluated at bid price : 23.33 Bid-YTW : 5.10 % |
| BAM.PR.M | Perpetual-Discount | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 21.69 Evaluated at bid price : 21.94 Bid-YTW : 5.42 % |
| BIP.PR.C | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 23.20 Evaluated at bid price : 23.75 Bid-YTW : 5.63 % |
| TD.PF.L | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 22.80 Evaluated at bid price : 23.80 Bid-YTW : 4.10 % |
| BMO.PR.S | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 17.52 Evaluated at bid price : 17.52 Bid-YTW : 4.18 % |
| CM.PR.R | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 22.97 Evaluated at bid price : 23.33 Bid-YTW : 4.11 % |
| BAM.PR.N | Perpetual-Discount | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 21.59 Evaluated at bid price : 21.85 Bid-YTW : 5.45 % |
| RY.PR.M | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 3.88 % |
| IAF.PR.I | FixedReset Ins Non | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 4.30 % |
| IFC.PR.E | Deemed-Retractible | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 24.22 Evaluated at bid price : 24.70 Bid-YTW : 5.26 % |
| CCS.PR.C | Deemed-Retractible | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 24.06 Evaluated at bid price : 24.32 Bid-YTW : 5.15 % |
| TD.PF.D | FixedReset Disc | 3.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 19.69 Evaluated at bid price : 19.69 Bid-YTW : 4.06 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.H | FixedReset Prem | 59,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 23.86 Evaluated at bid price : 25.21 Bid-YTW : 4.51 % |
| TD.PF.H | FixedReset Prem | 56,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 23.96 Evaluated at bid price : 25.20 Bid-YTW : 4.44 % |
| CM.PR.R | FixedReset Disc | 54,403 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 22.97 Evaluated at bid price : 23.33 Bid-YTW : 4.11 % |
| TRP.PR.J | FixedReset Prem | 52,905 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 24.37 Evaluated at bid price : 24.85 Bid-YTW : 5.57 % |
| RY.PR.E | Deemed-Retractible | 47,400 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.08 Bid-YTW : 4.54 % |
| TD.PF.M | FixedReset Disc | 43,848 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-21 Maturity Price : 23.23 Evaluated at bid price : 24.90 Bid-YTW : 4.11 % |
| There were 30 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.H | FixedReset Disc | Quote: 16.33 – 18.30 Spot Rate : 1.9700 Average : 1.0885 YTW SCENARIO |
| BIK.PR.A | FixedReset Disc | Quote: 24.55 – 25.50 Spot Rate : 0.9500 Average : 0.6090 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 19.90 – 20.73 Spot Rate : 0.8300 Average : 0.5013 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 16.75 – 17.95 Spot Rate : 1.2000 Average : 0.9219 YTW SCENARIO |
| BAM.PR.Z | FixedReset Disc | Quote: 16.40 – 17.27 Spot Rate : 0.8700 Average : 0.5931 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 14.71 – 15.45 Spot Rate : 0.7400 Average : 0.4979 YTW SCENARIO |