TXPR closed at 523.14, down 0.64% on the day. Volume today was 1.53-million, fourth-highest of the past 21 trading days.
CPD closed at 10.45, down 0.38% on the day. Volume was 55,720, above the median of the past 21 trading days.
ZPR closed at 8.80, down 0.23% on the day. Volume was 51,850, second-lowest of the past 21 trading days.
Five-year Canada yields were up to 4.16%.
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 | 0.0863 % | 2,241.7 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0863 % | 4,299.6 |
Floater | 10.86 % | 11.17 % | 40,612 | 8.60 | 2 | 0.0863 % | 2,477.9 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3705 % | 3,374.4 |
SplitShare | 4.99 % | 7.52 % | 43,313 | 2.04 | 8 | -0.3705 % | 4,029.8 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3705 % | 3,144.2 |
Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5232 % | 2,510.8 |
Perpetual-Discount | 6.83 % | 7.01 % | 46,583 | 12.51 | 31 | -0.5232 % | 2,737.9 |
FixedReset Disc | 5.89 % | 8.75 % | 90,696 | 10.90 | 56 | -0.3928 % | 2,126.0 |
Insurance Straight | 6.75 % | 6.90 % | 51,862 | 12.61 | 18 | -1.4095 % | 2,666.1 |
FloatingReset | 10.77 % | 11.07 % | 38,717 | 8.67 | 1 | 1.3245 % | 2,460.9 |
FixedReset Prem | 7.03 % | 7.10 % | 226,603 | 3.64 | 1 | -0.1996 % | 2,299.8 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3928 % | 2,173.2 |
FixedReset Ins Non | 6.37 % | 8.18 % | 81,578 | 11.32 | 10 | 0.0825 % | 2,323.1 |
Performance Highlights | |||
Issue | Index | Change | Notes |
GWO.PR.I | Insurance Straight | -10.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 7.50 % |
GWO.PR.S | Insurance Straight | -2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 18.91 Evaluated at bid price : 18.91 Bid-YTW : 7.07 % |
TD.PF.E | FixedReset Disc | -2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 8.85 % |
BN.PF.J | FixedReset Disc | -2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 9.16 % |
PWF.PR.K | Perpetual-Discount | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 7.08 % |
PWF.PF.A | Perpetual-Discount | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 6.99 % |
BIK.PR.A | FixedReset Disc | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 21.33 Evaluated at bid price : 21.60 Bid-YTW : 9.29 % |
PWF.PR.H | Perpetual-Discount | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 7.05 % |
SLF.PR.D | Insurance Straight | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 6.62 % |
BNS.PR.I | FixedReset Disc | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 8.02 % |
POW.PR.D | Perpetual-Discount | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 7.01 % |
BN.PF.I | FixedReset Disc | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 9.72 % |
GWO.PR.P | Insurance Straight | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 19.49 Evaluated at bid price : 19.49 Bid-YTW : 7.06 % |
MFC.PR.C | Insurance Straight | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 6.71 % |
PWF.PR.F | Perpetual-Discount | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 7.05 % |
IFC.PR.F | Insurance Straight | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.83 % |
POW.PR.B | Perpetual-Discount | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 7.04 % |
GWO.PR.Y | Insurance Straight | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 6.84 % |
PVS.PR.G | SplitShare | -1.45 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.75 Bid-YTW : 7.56 % |
PWF.PR.O | Perpetual-Discount | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 7.06 % |
BN.PR.M | Perpetual-Discount | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 7.12 % |
PWF.PR.L | Perpetual-Discount | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 7.03 % |
IFC.PR.E | Insurance Straight | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 6.77 % |
PWF.PR.R | Perpetual-Discount | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 7.03 % |
TD.PF.M | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 23.50 Evaluated at bid price : 24.05 Bid-YTW : 7.82 % |
PVS.PR.I | SplitShare | -1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 23.65 Bid-YTW : 7.97 % |
BN.PF.D | Perpetual-Discount | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 7.24 % |
CU.PR.G | Perpetual-Discount | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 16.45 Evaluated at bid price : 16.45 Bid-YTW : 6.88 % |
FTS.PR.H | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 12.80 Evaluated at bid price : 12.80 Bid-YTW : 9.87 % |
TD.PF.L | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 22.32 Evaluated at bid price : 23.13 Bid-YTW : 7.88 % |
RY.PR.H | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 8.82 % |
POW.PR.G | Perpetual-Discount | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 7.01 % |
RY.PR.J | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 8.60 % |
BN.PR.N | Perpetual-Discount | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 17.02 Evaluated at bid price : 17.02 Bid-YTW : 7.11 % |
IFC.PR.K | Perpetual-Discount | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 19.47 Evaluated at bid price : 19.47 Bid-YTW : 6.87 % |
POW.PR.C | Perpetual-Discount | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 21.42 Evaluated at bid price : 21.68 Bid-YTW : 6.78 % |
PVS.PR.K | SplitShare | 1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 21.42 Bid-YTW : 7.80 % |
CU.PR.I | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 8.77 % |
SLF.PR.J | FloatingReset | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 11.07 % |
MFC.PR.K | FixedReset Ins Non | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 7.99 % |
CU.PR.D | Perpetual-Discount | 5.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 6.90 % |
PWF.PR.S | Perpetual-Discount | 7.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 17.08 Evaluated at bid price : 17.08 Bid-YTW : 7.11 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
TD.PF.M | FixedReset Disc | 61,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 23.50 Evaluated at bid price : 24.05 Bid-YTW : 7.82 % |
CM.PR.O | FixedReset Disc | 56,415 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 17.83 Evaluated at bid price : 17.83 Bid-YTW : 8.72 % |
BN.PF.J | FixedReset Disc | 37,994 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 9.16 % |
TD.PF.B | FixedReset Disc | 31,171 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 8.74 % |
TD.PF.C | FixedReset Disc | 26,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 17.18 Evaluated at bid price : 17.18 Bid-YTW : 8.89 % |
RY.PR.Z | FixedReset Disc | 23,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-17 Maturity Price : 17.82 Evaluated at bid price : 17.82 Bid-YTW : 8.68 % |
There were 19 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
POW.PR.C | Perpetual-Discount | Quote: 21.68 – 24.40 Spot Rate : 2.7200 Average : 1.5009 YTW SCENARIO |
MFC.PR.Q | FixedReset Ins Non | Quote: 20.27 – 22.22 Spot Rate : 1.9500 Average : 1.1389 YTW SCENARIO |
GWO.PR.I | Insurance Straight | Quote: 15.30 – 17.15 Spot Rate : 1.8500 Average : 1.0828 YTW SCENARIO |
GWO.PR.T | Insurance Straight | Quote: 19.15 – 20.19 Spot Rate : 1.0400 Average : 0.7256 YTW SCENARIO |
RY.PR.J | FixedReset Disc | Quote: 18.50 – 19.45 Spot Rate : 0.9500 Average : 0.6606 YTW SCENARIO |
MFC.PR.N | FixedReset Ins Non | Quote: 16.65 – 17.59 Spot Rate : 0.9400 Average : 0.6890 YTW SCENARIO |