Click for Big
TXPR closed at 605.00, down 0.58% from yesterday‘s close, after touching a new 52-week low of 604.53, undercutting the previous 52-week low of 607.63 set on December 20. Volume was elevated at 3.38-million shares, but nothing special by recent standards. There was a huge number of issues trading more than 10,000 shares, suggesting that there is a lot of retail action.
CPD closed at 12.19, up 0.49% from yesterday’s very poor close and a little above the 52-week low of 12.11 touched on December 6. Volume of 207,008 was high, but nothing special in the context of the past thirty days.
ZPR closed at 9.86, down 0.30% on the day, and within shouting distance of the 52-week low of 9.80 reached on December 6. Volume of 513,624 was fifth-highest of the past thirty days.
| 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 | 0.5951 % | 2,359.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5951 % | 4,330.4 |
| Floater | 4.96 % | 5.27 % | 45,371 | 15.06 | 4 | 0.5951 % | 2,495.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0354 % | 3,130.1 |
| SplitShare | 4.70 % | 5.60 % | 96,642 | 4.57 | 7 | 0.0354 % | 3,738.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0354 % | 2,916.5 |
| Perpetual-Premium | 5.66 % | 6.09 % | 151,554 | 13.68 | 2 | -0.3811 % | 2,823.5 |
| Perpetual-Discount | 5.87 % | 6.06 % | 74,808 | 13.77 | 33 | -0.2264 % | 2,820.1 |
| FixedReset Disc | 5.40 % | 5.99 % | 237,601 | 13.88 | 66 | -1.5084 % | 2,079.8 |
| Deemed-Retractible | 5.64 % | 8.18 % | 99,708 | 5.10 | 27 | -0.5848 % | 2,806.2 |
| FloatingReset | 4.27 % | 5.38 % | 40,632 | 2.95 | 7 | -0.2645 % | 2,360.0 |
| FixedReset Prem | 5.17 % | 4.48 % | 284,785 | 2.27 | 14 | -0.0531 % | 2,504.7 |
| FixedReset Bank Non | 3.00 % | 4.43 % | 145,805 | 2.91 | 6 | 0.1458 % | 2,548.6 |
| FixedReset Ins Non | 5.24 % | 9.13 % | 154,379 | 5.17 | 22 | -0.5102 % | 2,138.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.G | FixedReset Disc | -37.78 % | A nonsensical quote provided at high cost from Nonsense Central, as the issue traded 4,965 shares today in a range of 18.00-30 before being quoted at 11.20-18.00.
I have not checked whether the lamentable state of the quote is due to inadequate Toronto Stock Exchange reporting or inadequate Toronto Stock Exchange supervision of market-makers. Come on, guys! I haven’t been chasing after stupid quotes for the past little while because there’s been a lot going on and there are bigger fish to fry, but this is ridiculous. Get your acts together! YTW SCENARIO |
| CM.PR.R | FixedReset Disc | -3.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 21.61 Evaluated at bid price : 21.87 Bid-YTW : 6.00 % |
| IFC.PR.A | FixedReset Ins Non | -3.69 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.65 Bid-YTW : 12.45 % |
| VNR.PR.A | FixedReset Disc | -3.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 6.03 % |
| TD.PF.K | FixedReset Disc | -3.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 5.89 % |
| NA.PR.G | FixedReset Disc | -3.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 6.11 % |
| TD.PF.A | FixedReset Disc | -3.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 5.99 % |
| HSE.PR.A | FixedReset Disc | -3.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 12.10 Evaluated at bid price : 12.10 Bid-YTW : 7.41 % |
| TD.PF.I | FixedReset Disc | -2.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 5.93 % |
| BIP.PR.E | FixedReset Disc | -2.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 21.78 Evaluated at bid price : 22.15 Bid-YTW : 5.69 % |
| TRP.PR.K | FixedReset Disc | -2.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 22.93 Evaluated at bid price : 24.03 Bid-YTW : 5.92 % |
| HSE.PR.E | FixedReset Disc | -2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 17.56 Evaluated at bid price : 17.56 Bid-YTW : 7.88 % |
| MFC.PR.H | FixedReset Ins Non | -2.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.50 Bid-YTW : 9.13 % |
| GWO.PR.M | Deemed-Retractible | -2.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.30 Bid-YTW : 6.37 % |
| CM.PR.P | FixedReset Disc | -2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 17.63 Evaluated at bid price : 17.63 Bid-YTW : 6.11 % |
| CU.PR.F | Perpetual-Discount | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 19.33 Evaluated at bid price : 19.33 Bid-YTW : 5.89 % |
| BMO.PR.S | FixedReset Disc | -2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 6.02 % |
| RY.PR.Z | FixedReset Disc | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 5.76 % |
| BMO.PR.W | FixedReset Disc | -1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 18.19 Evaluated at bid price : 18.19 Bid-YTW : 5.89 % |
| NA.PR.C | FixedReset Disc | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 21.03 Evaluated at bid price : 21.03 Bid-YTW : 6.30 % |
| IAG.PR.G | FixedReset Ins Non | -1.95 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.60 Bid-YTW : 8.89 % |
| HSE.PR.C | FixedReset Disc | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 16.36 Evaluated at bid price : 16.36 Bid-YTW : 7.88 % |
| BMO.PR.E | FixedReset Disc | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 5.71 % |
| IAG.PR.A | Deemed-Retractible | -1.75 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.24 Bid-YTW : 8.70 % |
| RY.PR.S | FixedReset Disc | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 5.51 % |
| BIP.PR.C | FixedReset Disc | -1.60 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 24.60 Bid-YTW : 5.97 % |
| GWO.PR.P | Deemed-Retractible | -1.59 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.30 Bid-YTW : 7.67 % |
| GWO.PR.R | Deemed-Retractible | -1.58 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.52 Bid-YTW : 8.66 % |
| GWO.PR.I | Deemed-Retractible | -1.56 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.95 Bid-YTW : 9.90 % |
| IFC.PR.E | Deemed-Retractible | -1.56 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.50 Bid-YTW : 8.18 % |
| RY.PR.H | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 5.85 % |
| BMO.PR.T | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 5.93 % |
| IFC.PR.C | FixedReset Ins Non | -1.40 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.94 Bid-YTW : 11.54 % |
| RY.PR.O | Perpetual-Discount | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 22.72 Evaluated at bid price : 23.05 Bid-YTW : 5.36 % |
| BMO.PR.C | FixedReset Disc | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 22.24 Evaluated at bid price : 22.75 Bid-YTW : 5.74 % |
| BMO.PR.D | FixedReset Disc | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 21.41 Evaluated at bid price : 21.41 Bid-YTW : 5.94 % |
| SLF.PR.I | FixedReset Ins Non | -1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.00 Bid-YTW : 8.55 % |
| EIT.PR.A | SplitShare | -1.23 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 24.11 Bid-YTW : 5.65 % |
| BIP.PR.F | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 21.46 Evaluated at bid price : 21.75 Bid-YTW : 5.88 % |
| PWF.PR.T | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 18.61 Evaluated at bid price : 18.61 Bid-YTW : 6.03 % |
| BAM.PR.T | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 6.45 % |
| BAM.PR.Z | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 19.56 Evaluated at bid price : 19.56 Bid-YTW : 6.33 % |
| TD.PF.C | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 18.28 Evaluated at bid price : 18.28 Bid-YTW : 5.92 % |
| POW.PR.B | Perpetual-Discount | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 21.59 Evaluated at bid price : 21.85 Bid-YTW : 6.12 % |
| BIP.PR.D | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 22.21 Evaluated at bid price : 22.69 Bid-YTW : 6.24 % |
| SLF.PR.H | FixedReset Ins Non | -1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.50 Bid-YTW : 10.29 % |
| RY.PR.N | Perpetual-Discount | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 22.67 Evaluated at bid price : 22.99 Bid-YTW : 5.37 % |
| BNS.PR.I | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.52 % |
| NA.PR.E | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 6.28 % |
| CM.PR.O | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 6.09 % |
| TD.PF.B | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 5.93 % |
| PWF.PR.S | Perpetual-Discount | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 20.01 Evaluated at bid price : 20.01 Bid-YTW : 6.10 % |
| SLF.PR.A | Deemed-Retractible | -1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.12 Bid-YTW : 8.99 % |
| CU.PR.D | Perpetual-Discount | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.83 % |
| SLF.PR.D | Deemed-Retractible | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.21 Bid-YTW : 9.57 % |
| BAM.PR.C | Floater | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 13.15 Evaluated at bid price : 13.15 Bid-YTW : 5.27 % |
| PWF.PR.H | Perpetual-Discount | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 23.95 Evaluated at bid price : 24.20 Bid-YTW : 6.03 % |
| IFC.PR.F | Deemed-Retractible | 1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.04 Bid-YTW : 7.79 % |
| BAM.PF.B | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 6.15 % |
| EML.PR.A | FixedReset Ins Non | 1.39 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-17 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.67 % |
| BAM.PR.X | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 15.15 Evaluated at bid price : 15.15 Bid-YTW : 5.98 % |
| PWF.PR.A | Floater | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 4.13 % |
| CM.PR.S | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 19.81 Evaluated at bid price : 19.81 Bid-YTW : 5.77 % |
| CGI.PR.D | SplitShare | 1.57 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2023-06-14 Maturity Price : 25.00 Evaluated at bid price : 24.00 Bid-YTW : 4.79 % |
| PWF.PR.R | Perpetual-Discount | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 22.39 Evaluated at bid price : 22.80 Bid-YTW : 6.12 % |
| MFC.PR.F | FixedReset Ins Non | 1.73 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.15 Bid-YTW : 13.57 % |
| BAM.PF.A | FixedReset Disc | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 6.00 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.I | FixedReset Disc | 72,350 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.52 % |
| BAM.PR.R | FixedReset Disc | 64,189 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 6.37 % |
| TD.PF.K | FixedReset Disc | 60,338 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 5.89 % |
| PWF.PR.P | FixedReset Disc | 53,160 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 14.68 Evaluated at bid price : 14.68 Bid-YTW : 5.99 % |
| NA.PR.W | FixedReset Disc | 50,351 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 6.25 % |
| TD.PF.D | FixedReset Disc | 50,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-21 Maturity Price : 20.41 Evaluated at bid price : 20.41 Bid-YTW : 5.86 % |
| There were 85 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.G | FixedReset Disc | Quote: 11.20 – 18.00 Spot Rate : 6.8000 Average : 3.6564 YTW SCENARIO |
| HSE.PR.A | FixedReset Disc | Quote: 12.10 – 12.99 Spot Rate : 0.8900 Average : 0.5822 YTW SCENARIO |
| EMA.PR.H | FixedReset Disc | Quote: 23.15 – 24.00 Spot Rate : 0.8500 Average : 0.5885 YTW SCENARIO |
| HSE.PR.E | FixedReset Disc | Quote: 17.56 – 18.19 Spot Rate : 0.6300 Average : 0.4293 YTW SCENARIO |
| BMO.PR.Q | FixedReset Bank Non | Quote: 22.40 – 22.98 Spot Rate : 0.5800 Average : 0.3878 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 22.15 – 22.73 Spot Rate : 0.5800 Average : 0.3895 YTW SCENARIO |