Performance Highlights |
Issue |
Index |
Change |
Notes |
BAM.PR.R |
FixedReset Disc |
-5.37 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 16.20
Evaluated at bid price : 16.20
Bid-YTW : 6.41 % |
HSE.PR.A |
FixedReset Disc |
-5.21 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 12.56
Evaluated at bid price : 12.56
Bid-YTW : 7.14 % |
BAM.PR.T |
FixedReset Disc |
-4.98 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 16.40
Evaluated at bid price : 16.40
Bid-YTW : 6.39 % |
CM.PR.S |
FixedReset Disc |
-4.67 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 20.01
Evaluated at bid price : 20.01
Bid-YTW : 5.70 % |
BAM.PR.K |
Floater |
-4.52 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 12.46
Evaluated at bid price : 12.46
Bid-YTW : 5.56 % |
TRP.PR.A |
FixedReset Disc |
-4.51 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 15.46
Evaluated at bid price : 15.46
Bid-YTW : 6.37 % |
BAM.PF.B |
FixedReset Disc |
-4.31 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 18.86
Evaluated at bid price : 18.86
Bid-YTW : 6.22 % |
CM.PR.P |
FixedReset Disc |
-4.27 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 18.82
Evaluated at bid price : 18.82
Bid-YTW : 5.72 % |
NA.PR.E |
FixedReset Disc |
-4.01 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 19.15
Evaluated at bid price : 19.15
Bid-YTW : 6.11 % |
TRP.PR.F |
FloatingReset |
-3.94 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 15.84
Evaluated at bid price : 15.84
Bid-YTW : 5.63 % |
BAM.PR.X |
FixedReset Disc |
-3.77 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 15.33
Evaluated at bid price : 15.33
Bid-YTW : 5.91 % |
HSE.PR.C |
FixedReset Disc |
-3.68 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 18.06
Evaluated at bid price : 18.06
Bid-YTW : 7.13 % |
TRP.PR.H |
FloatingReset |
-3.67 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 12.61
Evaluated at bid price : 12.61
Bid-YTW : 5.80 % |
RY.PR.H |
FixedReset Disc |
-3.57 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 19.72
Evaluated at bid price : 19.72
Bid-YTW : 5.49 % |
NA.PR.C |
FixedReset Disc |
-3.49 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 21.76
Evaluated at bid price : 22.10
Bid-YTW : 5.97 % |
BMO.PR.E |
FixedReset Disc |
-3.46 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 22.21
Evaluated at bid price : 22.88
Bid-YTW : 5.28 % |
BAM.PR.C |
Floater |
-3.41 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 12.75
Evaluated at bid price : 12.75
Bid-YTW : 5.43 % |
BIP.PR.F |
FixedReset Disc |
-3.36 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 21.53
Evaluated at bid price : 21.85
Bid-YTW : 5.84 % |
NA.PR.W |
FixedReset Disc |
-3.36 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 17.85
Evaluated at bid price : 17.85
Bid-YTW : 6.05 % |
RY.PR.Z |
FixedReset Disc |
-3.24 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 19.71
Evaluated at bid price : 19.71
Bid-YTW : 5.44 % |
PWF.PR.S |
Perpetual-Discount |
-3.13 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 20.10
Evaluated at bid price : 20.10
Bid-YTW : 6.07 % |
GWO.PR.R |
Deemed-Retractible |
-3.08 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.74
Bid-YTW : 8.43 % |
BMO.PR.W |
FixedReset Disc |
-3.02 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 19.25
Evaluated at bid price : 19.25
Bid-YTW : 5.56 % |
IFC.PR.C |
FixedReset Ins Non |
-2.94 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 18.14
Bid-YTW : 10.17 % |
MFC.PR.Q |
FixedReset Ins Non |
-2.83 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.25
Bid-YTW : 8.80 % |
TRP.PR.D |
FixedReset Disc |
-2.79 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 17.80
Evaluated at bid price : 17.80
Bid-YTW : 6.30 % |
MFC.PR.G |
FixedReset Ins Non |
-2.72 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.00
Bid-YTW : 8.71 % |
CM.PR.R |
FixedReset Disc |
-2.71 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 22.54
Evaluated at bid price : 23.30
Bid-YTW : 5.61 % |
PWF.PR.T |
FixedReset Disc |
-2.67 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 19.71
Evaluated at bid price : 19.71
Bid-YTW : 5.68 % |
PWF.PR.P |
FixedReset Disc |
-2.61 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 14.90
Evaluated at bid price : 14.90
Bid-YTW : 5.90 % |
GWO.PR.T |
Deemed-Retractible |
-2.61 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.68
Bid-YTW : 7.94 % |
TD.PF.A |
FixedReset Disc |
-2.54 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 19.20
Evaluated at bid price : 19.20
Bid-YTW : 5.63 % |
BIP.PR.E |
FixedReset Disc |
-2.52 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 21.34
Evaluated at bid price : 21.64
Bid-YTW : 5.82 % |
BAM.PF.D |
Perpetual-Discount |
-2.42 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 19.77
Evaluated at bid price : 19.77
Bid-YTW : 6.23 % |
IFC.PR.G |
FixedReset Ins Non |
-2.38 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.50
Bid-YTW : 8.69 % |
GWO.PR.N |
FixedReset Ins Non |
-2.33 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 14.70
Bid-YTW : 12.84 % |
CU.PR.F |
Perpetual-Discount |
-2.32 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 19.39
Evaluated at bid price : 19.39
Bid-YTW : 5.86 % |
PWF.PR.K |
Perpetual-Discount |
-2.31 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 20.76
Evaluated at bid price : 20.76
Bid-YTW : 6.06 % |
GWO.PR.L |
Deemed-Retractible |
-2.26 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 23.75
Bid-YTW : 6.66 % |
SLF.PR.G |
FixedReset Ins Non |
-2.26 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 15.15
Bid-YTW : 12.55 % |
MFC.PR.K |
FixedReset Ins Non |
-2.19 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.11
Bid-YTW : 8.45 % |
EMA.PR.F |
FixedReset Disc |
-2.18 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 18.38
Evaluated at bid price : 18.38
Bid-YTW : 6.39 % |
BIP.PR.D |
FixedReset Disc |
-2.17 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 22.09
Evaluated at bid price : 22.50
Bid-YTW : 6.29 % |
RY.PR.J |
FixedReset Disc |
-2.17 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 21.22
Evaluated at bid price : 21.22
Bid-YTW : 5.58 % |
NA.PR.S |
FixedReset Disc |
-2.11 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 18.98
Evaluated at bid price : 18.98
Bid-YTW : 5.92 % |
GWO.PR.I |
Deemed-Retractible |
-2.10 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.15
Bid-YTW : 9.67 % |
SLF.PR.E |
Deemed-Retractible |
-2.04 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.16
Bid-YTW : 9.66 % |
IFC.PR.F |
Deemed-Retractible |
-2.04 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 22.05
Bid-YTW : 7.77 % |
NA.PR.G |
FixedReset Disc |
-2.00 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 21.33
Evaluated at bid price : 21.61
Bid-YTW : 5.67 % |
TRP.PR.C |
FixedReset Disc |
-1.98 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 13.84
Evaluated at bid price : 13.84
Bid-YTW : 6.24 % |
MFC.PR.B |
Deemed-Retractible |
-1.86 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.56
Bid-YTW : 9.46 % |
TD.PF.C |
FixedReset Disc |
-1.85 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 19.10
Evaluated at bid price : 19.10
Bid-YTW : 5.65 % |
IFC.PR.A |
FixedReset Ins Non |
-1.85 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 17.00
Bid-YTW : 10.80 % |
BNS.PR.I |
FixedReset Disc |
-1.85 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 22.19
Evaluated at bid price : 22.86
Bid-YTW : 4.96 % |
MFC.PR.O |
FixedReset Ins Non |
-1.82 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-06-19
Maturity Price : 25.00
Evaluated at bid price : 25.41
Bid-YTW : 4.92 % |
SLF.PR.J |
FloatingReset |
-1.78 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 14.92
Bid-YTW : 12.72 % |
TRP.PR.G |
FixedReset Disc |
-1.77 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 20.01
Evaluated at bid price : 20.01
Bid-YTW : 6.13 % |
SLF.PR.C |
Deemed-Retractible |
-1.74 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.16
Bid-YTW : 9.60 % |
BMO.PR.S |
FixedReset Disc |
-1.69 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 19.81
Evaluated at bid price : 19.81
Bid-YTW : 5.57 % |
TD.PF.K |
FixedReset Disc |
-1.61 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 21.68
Evaluated at bid price : 22.05
Bid-YTW : 5.39 % |
SLF.PR.A |
Deemed-Retractible |
-1.50 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.33
Bid-YTW : 8.77 % |
SLF.PR.D |
Deemed-Retractible |
-1.49 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.13
Bid-YTW : 9.63 % |
GWO.PR.H |
Deemed-Retractible |
-1.48 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.57
Bid-YTW : 8.65 % |
TD.PF.B |
FixedReset Disc |
-1.47 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 19.41
Evaluated at bid price : 19.41
Bid-YTW : 5.61 % |
HSE.PR.E |
FixedReset Disc |
-1.46 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 19.53
Evaluated at bid price : 19.53
Bid-YTW : 7.09 % |
GWO.PR.Q |
Deemed-Retractible |
-1.45 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.73
Bid-YTW : 7.89 % |
CM.PR.Q |
FixedReset Disc |
-1.43 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 5.74 % |
PWF.PR.H |
Perpetual-Discount |
-1.43 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 23.96
Evaluated at bid price : 24.21
Bid-YTW : 6.02 % |
TRP.PR.E |
FixedReset Disc |
-1.42 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 17.99
Evaluated at bid price : 17.99
Bid-YTW : 6.19 % |
BAM.PF.A |
FixedReset Disc |
-1.38 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 5.81 % |
RY.PR.S |
FixedReset Disc |
-1.37 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 21.55
Evaluated at bid price : 21.55
Bid-YTW : 5.34 % |
MFC.PR.R |
FixedReset Ins Non |
-1.33 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-03-19
Maturity Price : 25.00
Evaluated at bid price : 24.56
Bid-YTW : 5.47 % |
MFC.PR.H |
FixedReset Ins Non |
-1.29 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.44
Bid-YTW : 8.21 % |
EMA.PR.H |
FixedReset Disc |
-1.26 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 22.94
Evaluated at bid price : 24.34
Bid-YTW : 5.01 % |
CM.PR.O |
FixedReset Disc |
-1.23 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 19.31
Evaluated at bid price : 19.31
Bid-YTW : 5.70 % |
BAM.PF.F |
FixedReset Disc |
-1.22 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 20.28
Evaluated at bid price : 20.28
Bid-YTW : 6.05 % |
TRP.PR.B |
FixedReset Disc |
-1.21 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 13.06
Evaluated at bid price : 13.06
Bid-YTW : 6.19 % |
EML.PR.A |
FixedReset Ins Non |
-1.17 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-04-17
Maturity Price : 25.00
Evaluated at bid price : 25.00
Bid-YTW : 5.56 % |
BAM.PR.Z |
FixedReset Disc |
-1.16 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 21.25
Evaluated at bid price : 21.25
Bid-YTW : 5.82 % |
MFC.PR.M |
FixedReset Ins Non |
-1.10 % |
YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2025-01-31
Maturity Price : 25.00
Evaluated at bid price : 18.84
Bid-YTW : 9.81 % |
BAM.PR.M |
Perpetual-Discount |
-1.07 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 19.33
Evaluated at bid price : 19.33
Bid-YTW : 6.17 % |
CGI.PR.D |
SplitShare |
-1.07 % |
YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2023-06-14
Maturity Price : 25.00
Evaluated at bid price : 23.95
Bid-YTW : 4.83 % |
POW.PR.B |
Perpetual-Discount |
-1.05 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 22.29
Evaluated at bid price : 22.56
Bid-YTW : 6.03 % |
PVS.PR.G |
SplitShare |
-1.03 % |
YTW SCENARIO
Maturity Type : Option Certainty
Maturity Date : 2026-02-28
Maturity Price : 25.00
Evaluated at bid price : 24.05
Bid-YTW : 5.61 % |
BMO.PR.T |
FixedReset Disc |
-1.03 % |
YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2048-12-17
Maturity Price : 19.25
Evaluated at bid price : 19.25
Bid-YTW : 5.60 % |
W.PR.K |
FixedReset Prem |
1.32 % |
YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-01-15
Maturity Price : 25.00
Evaluated at bid price : 25.35
Bid-YTW : 5.02 % |
EFN.PR.A : No Conversion to FloatingReset
December 21st, 2018Element Fleet Management Corp. has announced:
It will be recalled that EFN.PR.A will reset at 6.933% effective December 31, 2018.
EFN.PR.A is a FixedReset, 6.60%+471, that was announced 2013-12-9; HIMIPref™ commenced tracking the issue in September 2015 after it received a DBRS rating. The notice of extension dated 2018-11-20 was reported on PrefBlog. The issue is relegated to the Scraps – FixedReset Discount subindex on credit concerns.
I recommended against conversion.
Posted in Issue Comments | 1 Comment »