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TXPR touched a new 52-week low of 596.56 undercutting the prior 52-week low of 599.70 reached on December 24 before closing at 600.96, up 0.15% on the day. It gained 73bp in the last half hour! Volume was average in the context of the past thirty days at 2.39-million shares.
CPD closed at 12.08, down 0.17% from December 24’s close. Volume of 394,950 was third-highest of the past thirty days, beaten only by December 12 and December 6.
ZPR closed at 9.73, up 0.21% on the day. Volume of 606,299 was the fourth-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 | -0.1263 % | 2,341.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1263 % | 4,297.0 |
| Floater | 5.00 % | 5.33 % | 44,530 | 14.94 | 4 | -0.1263 % | 2,476.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0235 % | 3,144.5 |
| SplitShare | 4.68 % | 5.38 % | 94,708 | 4.56 | 7 | -0.0235 % | 3,755.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0235 % | 2,929.9 |
| Perpetual-Premium | 5.73 % | 5.35 % | 107,497 | 14.82 | 2 | 0.3683 % | 2,788.8 |
| Perpetual-Discount | 5.96 % | 6.18 % | 74,990 | 13.60 | 33 | -0.5197 % | 2,780.0 |
| FixedReset Disc | 5.42 % | 5.97 % | 225,990 | 13.91 | 66 | 0.1780 % | 2,074.1 |
| Deemed-Retractible | 5.70 % | 7.18 % | 97,444 | 8.08 | 27 | -0.4836 % | 2,776.4 |
| FloatingReset | 4.31 % | 5.01 % | 42,147 | 2.93 | 7 | 0.4226 % | 2,362.2 |
| FixedReset Prem | 5.19 % | 4.72 % | 286,585 | 2.25 | 14 | -0.0953 % | 2,496.4 |
| FixedReset Bank Non | 2.99 % | 4.32 % | 148,380 | 2.89 | 6 | 0.2288 % | 2,554.6 |
| FixedReset Ins Non | 5.35 % | 7.85 % | 150,798 | 8.24 | 22 | -0.9066 % | 2,080.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.K | FixedReset Ins Non | -4.44 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.64 Bid-YTW : 8.51 % |
| IAG.PR.G | FixedReset Ins Non | -3.53 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.57 Bid-YTW : 7.97 % |
| GWO.PR.N | FixedReset Ins Non | -3.52 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.70 Bid-YTW : 9.79 % |
| MFC.PR.Q | FixedReset Ins Non | -2.77 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.30 Bid-YTW : 7.76 % |
| CU.PR.E | Perpetual-Discount | -2.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.05 % |
| MFC.PR.R | FixedReset Ins Non | -2.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.09 Bid-YTW : 6.49 % |
| IFC.PR.A | FixedReset Ins Non | -2.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.15 Bid-YTW : 9.37 % |
| IFC.PR.F | Deemed-Retractible | -2.31 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.53 Bid-YTW : 7.18 % |
| IFC.PR.E | Deemed-Retractible | -2.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.04 Bid-YTW : 7.35 % |
| GWO.PR.F | Deemed-Retractible | -1.94 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.20 Bid-YTW : 6.34 % |
| PWF.PR.Q | FloatingReset | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 14.33 Evaluated at bid price : 14.33 Bid-YTW : 5.80 % |
| SLF.PR.I | FixedReset Ins Non | -1.81 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.00 Bid-YTW : 7.67 % |
| MFC.PR.F | FixedReset Ins Non | -1.80 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.63 Bid-YTW : 9.89 % |
| CCS.PR.C | Deemed-Retractible | -1.79 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.38 Bid-YTW : 6.93 % |
| PWF.PR.R | Perpetual-Discount | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 22.15 Evaluated at bid price : 22.15 Bid-YTW : 6.33 % |
| EIT.PR.B | SplitShare | -1.75 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2025-03-14 Maturity Price : 25.00 Evaluated at bid price : 23.62 Bid-YTW : 5.94 % |
| BIP.PR.E | FixedReset Disc | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.85 % |
| POW.PR.B | Perpetual-Discount | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 21.36 Evaluated at bid price : 21.36 Bid-YTW : 6.29 % |
| TD.PF.B | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 17.96 Evaluated at bid price : 17.96 Bid-YTW : 5.96 % |
| POW.PR.G | Perpetual-Discount | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 22.40 Evaluated at bid price : 22.80 Bid-YTW : 6.14 % |
| GWO.PR.H | Deemed-Retractible | -1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.92 Bid-YTW : 7.64 % |
| TD.PF.D | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.88 % |
| BAM.PR.C | Floater | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 12.70 Evaluated at bid price : 12.70 Bid-YTW : 5.46 % |
| PWF.PR.H | Perpetual-Discount | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 23.06 Evaluated at bid price : 23.32 Bid-YTW : 6.27 % |
| SLF.PR.H | FixedReset Ins Non | -1.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.90 Bid-YTW : 8.27 % |
| GWO.PR.Q | Deemed-Retractible | -1.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.85 Bid-YTW : 7.41 % |
| BAM.PF.G | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.35 % |
| BAM.PF.J | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 22.40 Evaluated at bid price : 23.11 Bid-YTW : 5.38 % |
| BMO.PR.C | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 21.42 Evaluated at bid price : 21.75 Bid-YTW : 5.94 % |
| TD.PF.A | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 17.88 Evaluated at bid price : 17.88 Bid-YTW : 5.94 % |
| BMO.PR.E | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 5.93 % |
| W.PR.J | Perpetual-Discount | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 23.37 Evaluated at bid price : 23.66 Bid-YTW : 6.03 % |
| PWF.PR.T | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 18.12 Evaluated at bid price : 18.12 Bid-YTW : 6.07 % |
| GWO.PR.T | Deemed-Retractible | -1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.75 Bid-YTW : 7.47 % |
| CU.PR.D | Perpetual-Discount | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.91 % |
| NA.PR.E | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 18.69 Evaluated at bid price : 18.69 Bid-YTW : 6.18 % |
| EMA.PR.F | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 17.91 Evaluated at bid price : 17.91 Bid-YTW : 6.46 % |
| GWO.PR.P | Deemed-Retractible | -1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.83 Bid-YTW : 7.11 % |
| TD.PF.C | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 17.76 Evaluated at bid price : 17.76 Bid-YTW : 5.98 % |
| CM.PR.S | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 5.74 % |
| GWO.PR.G | Deemed-Retractible | -1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.02 Bid-YTW : 7.37 % |
| GWO.PR.R | Deemed-Retractible | -1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.18 Bid-YTW : 7.42 % |
| POW.PR.A | Perpetual-Discount | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 6.23 % |
| IAG.PR.I | FixedReset Ins Non | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.62 Bid-YTW : 7.09 % |
| BAM.PR.B | Floater | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 5.33 % |
| MFC.PR.H | FixedReset Ins Non | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.08 Bid-YTW : 7.51 % |
| BNS.PR.F | FloatingReset | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.71 Bid-YTW : 5.01 % |
| TRP.PR.G | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 18.61 Evaluated at bid price : 18.61 Bid-YTW : 6.50 % |
| CM.PR.R | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 5.86 % |
| BAM.PR.T | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 16.18 Evaluated at bid price : 16.18 Bid-YTW : 6.38 % |
| BAM.PF.A | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 6.02 % |
| CGI.PR.D | SplitShare | 1.24 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2023-06-14 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 4.30 % |
| BAM.PF.I | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 24.90 Bid-YTW : 4.94 % |
| BAM.PR.Z | FixedReset Disc | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 6.14 % |
| NA.PR.G | FixedReset Disc | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 5.97 % |
| IGM.PR.B | Perpetual-Discount | 1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 23.59 Evaluated at bid price : 23.86 Bid-YTW : 6.29 % |
| TRP.PR.A | FixedReset Disc | 2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 6.64 % |
| TRP.PR.D | FixedReset Disc | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 6.41 % |
| HSE.PR.G | FixedReset Disc | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 7.52 % |
| PWF.PR.P | FixedReset Disc | 3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 13.93 Evaluated at bid price : 13.93 Bid-YTW : 6.18 % |
| TRP.PR.H | FloatingReset | 3.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 12.53 Evaluated at bid price : 12.53 Bid-YTW : 5.91 % |
| HSE.PR.C | FixedReset Disc | 3.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 7.41 % |
| HSE.PR.A | FixedReset Disc | 3.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 12.46 Evaluated at bid price : 12.46 Bid-YTW : 7.06 % |
| HSE.PR.E | FixedReset Disc | 4.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 7.45 % |
| TRP.PR.E | FixedReset Disc | 4.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 18.03 Evaluated at bid price : 18.03 Bid-YTW : 6.07 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.K | FixedReset Disc | 138,550 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 20.03 Evaluated at bid price : 20.03 Bid-YTW : 5.90 % |
| BNS.PR.I | FixedReset Disc | 81,378 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 20.88 Evaluated at bid price : 20.88 Bid-YTW : 5.55 % |
| RY.PR.S | FixedReset Disc | 58,710 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 20.63 Evaluated at bid price : 20.63 Bid-YTW : 5.51 % |
| BMO.PR.E | FixedReset Disc | 57,374 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 5.93 % |
| IFC.PR.G | FixedReset Ins Non | 44,700 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.30 Bid-YTW : 7.85 % |
| BIP.PR.F | FixedReset Disc | 39,930 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-27 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.04 % |
| There were 61 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.D | FixedReset Disc | Quote: 17.20 – 18.41 Spot Rate : 1.2100 Average : 0.7763 YTW SCENARIO |
| MFC.PR.Q | FixedReset Ins Non | Quote: 19.30 – 20.24 Spot Rate : 0.9400 Average : 0.5642 YTW SCENARIO |
| IFC.PR.F | Deemed-Retractible | Quote: 21.53 – 22.43 Spot Rate : 0.9000 Average : 0.5598 YTW SCENARIO |
| TD.PF.F | Perpetual-Discount | Quote: 23.41 – 24.21 Spot Rate : 0.8000 Average : 0.4790 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 18.61 – 19.43 Spot Rate : 0.8200 Average : 0.5573 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 20.00 – 20.87 Spot Rate : 0.8700 Average : 0.6078 YTW SCENARIO |