Just the bare bones again … but today’s results have them partying!
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| 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 | 4.83 % | 5.87 % | 9,916 | 16.84 | 1 | 3.7037 % | 1,628.9 |
| FixedFloater | 6.73 % | 5.92 % | 21,190 | 16.38 | 1 | 0.7857 % | 2,952.9 |
| Floater | 4.55 % | 4.68 % | 59,682 | 16.12 | 4 | 0.7515 % | 1,702.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0761 % | 2,805.2 |
| SplitShare | 4.72 % | 5.05 % | 89,326 | 1.59 | 6 | 0.0761 % | 3,282.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0761 % | 2,561.2 |
| Perpetual-Premium | 5.80 % | -10.00 % | 90,912 | 0.08 | 6 | 0.0594 % | 2,582.5 |
| Perpetual-Discount | 5.55 % | 5.58 % | 95,016 | 14.57 | 33 | 0.4800 % | 2,631.3 |
| FixedReset | 5.13 % | 4.56 % | 182,421 | 13.58 | 87 | 2.0877 % | 1,986.2 |
| Deemed-Retractible | 5.18 % | 5.32 % | 123,544 | 5.10 | 34 | 0.4161 % | 2,634.1 |
| FloatingReset | 3.09 % | 4.89 % | 36,244 | 5.40 | 17 | 1.3028 % | 2,044.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.L | FixedReset | -3.63 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.25 Bid-YTW : 8.41 % |
| PWF.PR.A | Floater | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 11.20 Evaluated at bid price : 11.20 Bid-YTW : 4.27 % |
| TRP.PR.I | FloatingReset | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 10.60 Evaluated at bid price : 10.60 Bid-YTW : 4.67 % |
| BNS.PR.Q | FixedReset | 1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.80 Bid-YTW : 4.63 % |
| SLF.PR.A | Deemed-Retractible | 1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.41 Bid-YTW : 6.35 % |
| BAM.PF.C | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 5.91 % |
| TD.PF.A | FixedReset | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 4.15 % |
| RY.PR.K | FloatingReset | 1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.25 Bid-YTW : 4.54 % |
| BNS.PR.B | FloatingReset | 1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.31 Bid-YTW : 5.09 % |
| VNR.PR.A | FixedReset | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 5.09 % |
| BNS.PR.A | FloatingReset | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.05 Bid-YTW : 3.99 % |
| TD.PR.Y | FixedReset | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.65 Bid-YTW : 3.95 % |
| MFC.PR.B | Deemed-Retractible | 1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.59 Bid-YTW : 6.81 % |
| RY.PR.J | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 4.36 % |
| CU.PR.F | Perpetual-Discount | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.48 % |
| BAM.PR.R | FixedReset | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 15.39 Evaluated at bid price : 15.39 Bid-YTW : 4.89 % |
| BAM.PR.B | Floater | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 10.12 Evaluated at bid price : 10.12 Bid-YTW : 4.70 % |
| SLF.PR.B | Deemed-Retractible | 1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.55 Bid-YTW : 6.31 % |
| CU.PR.E | Perpetual-Discount | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 22.17 Evaluated at bid price : 22.46 Bid-YTW : 5.51 % |
| CU.PR.G | Perpetual-Discount | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 20.78 Evaluated at bid price : 20.78 Bid-YTW : 5.49 % |
| NA.PR.S | FixedReset | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 4.29 % |
| CU.PR.D | Perpetual-Discount | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 22.23 Evaluated at bid price : 22.54 Bid-YTW : 5.49 % |
| MFC.PR.H | FixedReset | 1.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.75 Bid-YTW : 6.54 % |
| CIU.PR.C | FixedReset | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 11.40 Evaluated at bid price : 11.40 Bid-YTW : 4.55 % |
| SLF.PR.E | Deemed-Retractible | 1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.96 Bid-YTW : 7.04 % |
| BNS.PR.R | FixedReset | 1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.17 Bid-YTW : 4.58 % |
| SLF.PR.C | Deemed-Retractible | 1.46 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.90 Bid-YTW : 7.03 % |
| SLF.PR.D | Deemed-Retractible | 1.46 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.85 Bid-YTW : 7.06 % |
| FTS.PR.H | FixedReset | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 13.31 Evaluated at bid price : 13.31 Bid-YTW : 4.21 % |
| HSE.PR.G | FixedReset | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.71 % |
| SLF.PR.J | FloatingReset | 1.63 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.45 Bid-YTW : 10.86 % |
| BMO.PR.Y | FixedReset | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 4.20 % |
| BIP.PR.A | FixedReset | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 5.60 % |
| BAM.PR.C | Floater | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 10.07 Evaluated at bid price : 10.07 Bid-YTW : 4.72 % |
| TD.PF.D | FixedReset | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 4.25 % |
| IFC.PR.A | FixedReset | 2.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.85 Bid-YTW : 9.89 % |
| TRP.PR.H | FloatingReset | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 9.90 Evaluated at bid price : 9.90 Bid-YTW : 4.37 % |
| FTS.PR.G | FixedReset | 2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 4.47 % |
| RY.PR.M | FixedReset | 2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 19.82 Evaluated at bid price : 19.82 Bid-YTW : 4.32 % |
| SLF.PR.H | FixedReset | 2.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.85 Bid-YTW : 9.07 % |
| BAM.PR.K | Floater | 2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 10.17 Evaluated at bid price : 10.17 Bid-YTW : 4.68 % |
| SLF.PR.G | FixedReset | 2.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.65 Bid-YTW : 10.14 % |
| MFC.PR.G | FixedReset | 2.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.40 Bid-YTW : 7.19 % |
| RY.PR.I | FixedReset | 2.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.72 Bid-YTW : 4.18 % |
| SLF.PR.I | FixedReset | 2.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.70 Bid-YTW : 7.48 % |
| BAM.PF.A | FixedReset | 2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 19.49 Evaluated at bid price : 19.49 Bid-YTW : 4.79 % |
| BNS.PR.Y | FixedReset | 2.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.25 Bid-YTW : 5.65 % |
| BMO.PR.M | FixedReset | 2.44 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.55 Bid-YTW : 4.00 % |
| GWO.PR.O | FloatingReset | 2.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.05 Bid-YTW : 11.13 % |
| BNS.PR.P | FixedReset | 2.63 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.21 Bid-YTW : 3.52 % |
| PWF.PR.S | Perpetual-Discount | 2.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 21.83 Evaluated at bid price : 22.19 Bid-YTW : 5.40 % |
| NA.PR.W | FixedReset | 2.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 18.19 Evaluated at bid price : 18.19 Bid-YTW : 4.29 % |
| BAM.PF.G | FixedReset | 2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 4.59 % |
| MFC.PR.I | FixedReset | 2.83 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.00 Bid-YTW : 6.83 % |
| RY.PR.Z | FixedReset | 2.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 4.03 % |
| MFC.PR.K | FixedReset | 3.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.75 Bid-YTW : 7.89 % |
| BAM.PF.E | FixedReset | 3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 19.06 Evaluated at bid price : 19.06 Bid-YTW : 4.60 % |
| BAM.PF.B | FixedReset | 3.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 18.29 Evaluated at bid price : 18.29 Bid-YTW : 4.76 % |
| BAM.PR.X | FixedReset | 3.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 14.93 Evaluated at bid price : 14.93 Bid-YTW : 4.41 % |
| HSE.PR.E | FixedReset | 3.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.70 % |
| BAM.PF.F | FixedReset | 3.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 4.62 % |
| CU.PR.C | FixedReset | 3.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 18.21 Evaluated at bid price : 18.21 Bid-YTW : 4.37 % |
| RY.PR.H | FixedReset | 3.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 19.39 Evaluated at bid price : 19.39 Bid-YTW : 4.07 % |
| CM.PR.P | FixedReset | 3.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 4.07 % |
| CM.PR.O | FixedReset | 3.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 4.06 % |
| TD.PF.C | FixedReset | 3.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 19.24 Evaluated at bid price : 19.24 Bid-YTW : 4.04 % |
| BNS.PR.F | FloatingReset | 3.58 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.51 Bid-YTW : 7.33 % |
| TD.PF.B | FixedReset | 3.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 19.23 Evaluated at bid price : 19.23 Bid-YTW : 4.05 % |
| FTS.PR.K | FixedReset | 3.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 4.31 % |
| BNS.PR.D | FloatingReset | 3.69 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.56 Bid-YTW : 6.88 % |
| BAM.PR.E | Ratchet | 3.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 25.00 Evaluated at bid price : 14.00 Bid-YTW : 5.87 % |
| MFC.PR.J | FixedReset | 3.79 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.42 Bid-YTW : 6.97 % |
| BNS.PR.Z | FixedReset | 3.87 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.67 Bid-YTW : 5.57 % |
| IFC.PR.C | FixedReset | 3.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.34 Bid-YTW : 7.63 % |
| IAG.PR.G | FixedReset | 4.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.25 Bid-YTW : 6.57 % |
| MFC.PR.N | FixedReset | 4.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.80 Bid-YTW : 6.60 % |
| BMO.PR.S | FixedReset | 4.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 4.06 % |
| BMO.PR.W | FixedReset | 4.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 4.08 % |
| BMO.PR.T | FixedReset | 4.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 4.06 % |
| MFC.PR.M | FixedReset | 4.40 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.95 Bid-YTW : 6.56 % |
| FTS.PR.I | FloatingReset | 4.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 11.08 Evaluated at bid price : 11.08 Bid-YTW : 4.31 % |
| TRP.PR.C | FixedReset | 4.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 12.38 Evaluated at bid price : 12.38 Bid-YTW : 4.53 % |
| TRP.PR.B | FixedReset | 6.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 4.21 % |
| PWF.PR.T | FixedReset | 6.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 21.34 Evaluated at bid price : 21.34 Bid-YTW : 3.79 % |
| TRP.PR.D | FixedReset | 7.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 18.58 Evaluated at bid price : 18.58 Bid-YTW : 4.33 % |
| TRP.PR.G | FixedReset | 7.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 4.56 % |
| TRP.PR.E | FixedReset | 7.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 4.17 % |
| HSE.PR.A | FixedReset | 8.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 10.88 Evaluated at bid price : 10.88 Bid-YTW : 5.60 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PF.H | FixedReset | 153,518 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.73 Bid-YTW : 4.36 % |
| RY.PR.Z | FixedReset | 94,935 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 4.03 % |
| RY.PR.Q | FixedReset | 85,420 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.52 Bid-YTW : 4.56 % |
| RY.PR.H | FixedReset | 76,771 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 19.39 Evaluated at bid price : 19.39 Bid-YTW : 4.07 % |
| RY.PR.J | FixedReset | 71,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 4.36 % |
| TD.PF.C | FixedReset | 70,871 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-07 Maturity Price : 19.24 Evaluated at bid price : 19.24 Bid-YTW : 4.04 % |
| There were 74 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.Q | FloatingReset | Quote: 11.45 – 18.00 Spot Rate : 6.5500 Average : 4.1970 YTW SCENARIO |
| TD.PR.T | FloatingReset | Quote: 21.30 – 25.24 Spot Rate : 3.9400 Average : 2.2062 YTW SCENARIO |
| MFC.PR.L | FixedReset | Quote: 17.25 – 19.16 Spot Rate : 1.9100 Average : 1.1784 YTW SCENARIO |
| FTS.PR.M | FixedReset | Quote: 18.55 – 19.85 Spot Rate : 1.3000 Average : 0.7553 YTW SCENARIO |
| RY.PR.K | FloatingReset | Quote: 22.25 – 24.00 Spot Rate : 1.7500 Average : 1.2890 YTW SCENARIO |
| HSE.PR.C | FixedReset | Quote: 16.58 – 17.77 Spot Rate : 1.1900 Average : 0.7364 YTW SCENARIO |