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TXPR closed at 619.90, up a stunning 3.15% on the day on the first day following tax-loss selling season. Volume of 1.46-million was the lowest of the past thirty days.
CPD closed at 12.34, up 2.15% on the day. Volume of 159,992 was fourth-lowest of the past thirty days.
ZPR closed at 10.04, up 3.19% on the day. Volume of 236,190 was the fourth-lowest of the past thirty days.
A very nice day, but without much volume. Those inclined to read too much into a single day’s returns should note that today’s win still leaves the TXPR total return index below the level of December 17 and is still down 3.02% on the month.
| 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 | 3.1617 % | 2,415.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 3.1617 % | 4,432.8 |
| Floater | 4.84 % | 5.15 % | 44,502 | 15.24 | 4 | 3.1617 % | 2,554.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0294 % | 3,143.5 |
| SplitShare | 4.68 % | 5.38 % | 93,228 | 4.56 | 7 | -0.0294 % | 3,754.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0294 % | 2,929.1 |
| Perpetual-Premium | 5.65 % | 6.12 % | 154,203 | 13.63 | 2 | 1.5698 % | 2,832.6 |
| Perpetual-Discount | 5.82 % | 5.98 % | 73,953 | 13.92 | 33 | 2.5381 % | 2,850.6 |
| FixedReset Disc | 5.21 % | 5.77 % | 217,913 | 14.32 | 66 | 4.0413 % | 2,158.0 |
| Deemed-Retractible | 5.56 % | 6.80 % | 93,957 | 8.16 | 27 | 2.5729 % | 2,847.8 |
| FloatingReset | 4.21 % | 4.89 % | 41,557 | 2.93 | 7 | 2.3066 % | 2,416.7 |
| FixedReset Prem | 5.16 % | 4.40 % | 285,457 | 2.25 | 14 | 0.7636 % | 2,515.5 |
| FixedReset Bank Non | 2.98 % | 3.74 % | 143,474 | 0.16 | 6 | 0.4981 % | 2,567.3 |
| FixedReset Ins Non | 5.16 % | 7.27 % | 150,369 | 8.32 | 22 | 3.5816 % | 2,155.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BNS.PR.E | FixedReset Prem | 1.17 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 4.12 % |
| BNS.PR.G | FixedReset Prem | 1.17 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 25.92 Bid-YTW : 4.39 % |
| BAM.PF.I | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.54 % |
| RY.PR.O | Perpetual-Discount | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 22.76 Evaluated at bid price : 23.10 Bid-YTW : 5.35 % |
| CM.PR.R | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.77 Evaluated at bid price : 22.08 Bid-YTW : 5.79 % |
| PWF.PR.E | Perpetual-Discount | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 22.07 Evaluated at bid price : 22.30 Bid-YTW : 6.27 % |
| BNS.PR.Z | FixedReset Bank Non | 1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.32 Bid-YTW : 4.95 % |
| PWF.PR.L | Perpetual-Discount | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.12 Evaluated at bid price : 21.12 Bid-YTW : 6.15 % |
| NA.PR.X | FixedReset Prem | 1.41 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 25.85 Bid-YTW : 4.40 % |
| BAM.PR.K | Floater | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 13.20 Evaluated at bid price : 13.20 Bid-YTW : 5.25 % |
| BAM.PR.B | Floater | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 13.20 Evaluated at bid price : 13.20 Bid-YTW : 5.25 % |
| IFC.PR.G | FixedReset Ins Non | 1.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.60 Bid-YTW : 7.66 % |
| NA.PR.C | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 6.22 % |
| CU.PR.I | FixedReset Disc | 1.72 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.95 Bid-YTW : 2.65 % |
| BIP.PR.C | FixedReset Disc | 1.81 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 5.77 % |
| IAG.PR.I | FixedReset Ins Non | 1.84 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.00 Bid-YTW : 6.87 % |
| GWO.PR.F | Deemed-Retractible | 1.86 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.65 Bid-YTW : 6.11 % |
| W.PR.J | Perpetual-Discount | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 23.48 Evaluated at bid price : 23.75 Bid-YTW : 5.90 % |
| POW.PR.D | Perpetual-Discount | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 6.06 % |
| TRP.PR.J | FixedReset Prem | 2.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.66 Bid-YTW : 4.55 % |
| BMO.PR.Z | Perpetual-Discount | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 24.36 Evaluated at bid price : 24.85 Bid-YTW : 5.06 % |
| POW.PR.C | Perpetual-Discount | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 24.04 Evaluated at bid price : 24.29 Bid-YTW : 5.98 % |
| CU.PR.F | Perpetual-Discount | 2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 5.84 % |
| EML.PR.A | FixedReset Ins Non | 2.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-17 Maturity Price : 25.00 Evaluated at bid price : 26.17 Bid-YTW : 3.50 % |
| PWF.PR.F | Perpetual-Discount | 2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.59 Evaluated at bid price : 21.85 Bid-YTW : 6.11 % |
| SLF.PR.G | FixedReset Ins Non | 2.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.57 Bid-YTW : 9.32 % |
| GWO.PR.I | Deemed-Retractible | 2.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.19 Bid-YTW : 7.69 % |
| MFC.PR.R | FixedReset Ins Non | 2.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.62 Bid-YTW : 6.21 % |
| TRP.PR.H | FloatingReset | 2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 12.82 Evaluated at bid price : 12.82 Bid-YTW : 5.77 % |
| BIP.PR.E | FixedReset Disc | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.67 Evaluated at bid price : 22.00 Bid-YTW : 5.70 % |
| PWF.PR.T | FixedReset Disc | 2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 5.93 % |
| GWO.PR.R | Deemed-Retractible | 2.38 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.66 Bid-YTW : 7.13 % |
| PWF.PR.Z | Perpetual-Discount | 2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.10 % |
| PWF.PR.I | Perpetual-Premium | 2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 24.67 Evaluated at bid price : 24.93 Bid-YTW : 6.12 % |
| BAM.PF.F | FixedReset Disc | 2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.67 Evaluated at bid price : 19.67 Bid-YTW : 6.14 % |
| BAM.PF.A | FixedReset Disc | 2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.04 Evaluated at bid price : 21.04 Bid-YTW : 5.87 % |
| GWO.PR.N | FixedReset Ins Non | 2.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.05 Bid-YTW : 9.50 % |
| BMO.PR.D | FixedReset Disc | 2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.33 Evaluated at bid price : 21.63 Bid-YTW : 5.79 % |
| TD.PF.F | Perpetual-Discount | 2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 23.57 Evaluated at bid price : 24.01 Bid-YTW : 5.16 % |
| SLF.PR.E | Deemed-Retractible | 2.61 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.29 Bid-YTW : 7.63 % |
| CU.PR.D | Perpetual-Discount | 2.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.55 Evaluated at bid price : 21.55 Bid-YTW : 5.76 % |
| EMA.PR.F | FixedReset Disc | 2.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.38 Evaluated at bid price : 18.38 Bid-YTW : 6.29 % |
| TD.PF.I | FixedReset Disc | 2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.59 Evaluated at bid price : 21.86 Bid-YTW : 5.63 % |
| BNS.PR.I | FixedReset Disc | 2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 5.40 % |
| PWF.PR.G | Perpetual-Discount | 2.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 24.09 Evaluated at bid price : 24.35 Bid-YTW : 6.16 % |
| SLF.PR.A | Deemed-Retractible | 2.74 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.60 Bid-YTW : 7.11 % |
| TD.PF.D | FixedReset Disc | 2.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 5.73 % |
| POW.PR.B | Perpetual-Discount | 2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.70 Evaluated at bid price : 21.95 Bid-YTW : 6.11 % |
| PWF.PR.O | Perpetual-Discount | 2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 23.91 Evaluated at bid price : 24.15 Bid-YTW : 6.11 % |
| BAM.PF.J | FixedReset Disc | 2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 22.74 Evaluated at bid price : 23.75 Bid-YTW : 5.22 % |
| TD.PF.E | FixedReset Disc | 2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 5.60 % |
| BAM.PR.X | FixedReset Disc | 2.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 14.93 Evaluated at bid price : 14.93 Bid-YTW : 5.96 % |
| CU.PR.E | Perpetual-Discount | 2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 5.88 % |
| MFC.PR.M | FixedReset Ins Non | 3.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.46 Bid-YTW : 7.91 % |
| PWF.PR.H | Perpetual-Discount | 3.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 23.72 Evaluated at bid price : 24.03 Bid-YTW : 6.08 % |
| BAM.PF.E | FixedReset Disc | 3.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.61 Evaluated at bid price : 18.61 Bid-YTW : 6.08 % |
| BIP.PR.A | FixedReset Disc | 3.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.82 % |
| GWO.PR.H | Deemed-Retractible | 3.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.54 Bid-YTW : 7.26 % |
| GWO.PR.L | Deemed-Retractible | 3.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.93 Bid-YTW : 6.23 % |
| POW.PR.A | Perpetual-Discount | 3.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 22.93 Evaluated at bid price : 23.21 Bid-YTW : 6.04 % |
| SLF.PR.D | Deemed-Retractible | 3.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.50 Bid-YTW : 7.43 % |
| BAM.PF.G | FixedReset Disc | 3.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.15 % |
| BMO.PR.C | FixedReset Disc | 3.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 22.04 Evaluated at bid price : 22.45 Bid-YTW : 5.75 % |
| MFC.PR.N | FixedReset Ins Non | 3.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.40 Bid-YTW : 7.85 % |
| PWF.PR.K | Perpetual-Discount | 3.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 6.13 % |
| POW.PR.G | Perpetual-Discount | 3.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 23.08 Evaluated at bid price : 23.55 Bid-YTW : 5.94 % |
| CM.PR.Q | FixedReset Disc | 3.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.84 % |
| SLF.PR.I | FixedReset Ins Non | 3.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.65 Bid-YTW : 7.27 % |
| NA.PR.G | FixedReset Disc | 3.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 5.77 % |
| BAM.PR.M | Perpetual-Discount | 3.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.46 Evaluated at bid price : 19.46 Bid-YTW : 6.15 % |
| MFC.PR.B | Deemed-Retractible | 3.50 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.83 Bid-YTW : 7.49 % |
| BIP.PR.F | FixedReset Disc | 3.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.64 Evaluated at bid price : 22.00 Bid-YTW : 5.81 % |
| IFC.PR.F | Deemed-Retractible | 3.58 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.30 Bid-YTW : 6.74 % |
| PWF.PR.A | Floater | 3.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 4.05 % |
| PWF.PR.S | Perpetual-Discount | 3.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 5.95 % |
| ELF.PR.H | Perpetual-Discount | 3.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 23.12 Evaluated at bid price : 23.59 Bid-YTW : 5.82 % |
| SLF.PR.H | FixedReset Ins Non | 3.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.56 Bid-YTW : 7.82 % |
| MFC.PR.J | FixedReset Ins Non | 3.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.21 Bid-YTW : 7.24 % |
| MFC.PR.L | FixedReset Ins Non | 3.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.06 Bid-YTW : 7.97 % |
| GWO.PR.G | Deemed-Retractible | 4.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.87 Bid-YTW : 6.87 % |
| BAM.PF.B | FixedReset Disc | 4.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.46 Evaluated at bid price : 19.46 Bid-YTW : 5.92 % |
| EMA.PR.H | FixedReset Disc | 4.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 22.89 Evaluated at bid price : 24.20 Bid-YTW : 5.05 % |
| PWF.PR.P | FixedReset Disc | 4.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 5.94 % |
| CU.PR.C | FixedReset Disc | 4.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 17.91 Evaluated at bid price : 17.91 Bid-YTW : 5.87 % |
| SLF.PR.C | Deemed-Retractible | 4.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.65 Bid-YTW : 7.34 % |
| SLF.PR.J | FloatingReset | 4.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : Maturity Price : 25.00 Evaluated at bid price : 14.69 Bid-YTW : See comments for correction! |
| RY.PR.Z | FixedReset Disc | 4.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.54 % |
| BAM.PF.D | Perpetual-Discount | 4.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.43 Evaluated at bid price : 20.43 Bid-YTW : 6.04 % |
| SLF.PR.B | Deemed-Retractible | 4.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.90 Bid-YTW : 6.99 % |
| MFC.PR.Q | FixedReset Ins Non | 4.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.13 Bid-YTW : 7.24 % |
| RY.PR.M | FixedReset Disc | 4.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.43 % |
| GWO.PR.Q | Deemed-Retractible | 4.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.75 Bid-YTW : 6.88 % |
| GWO.PR.T | Deemed-Retractible | 4.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.65 Bid-YTW : 6.94 % |
| MFC.PR.I | FixedReset Ins Non | 4.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.40 Bid-YTW : 7.10 % |
| MFC.PR.C | Deemed-Retractible | 4.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.36 Bid-YTW : 7.61 % |
| GWO.PR.M | Deemed-Retractible | 4.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.84 Bid-YTW : 5.92 % |
| BMO.PR.S | FixedReset Disc | 4.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 5.69 % |
| MFC.PR.F | FixedReset Ins Non | 4.40 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.23 Bid-YTW : 9.39 % |
| BAM.PR.N | Perpetual-Discount | 4.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.68 Evaluated at bid price : 19.68 Bid-YTW : 6.08 % |
| IFC.PR.A | FixedReset Ins Non | 4.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.83 Bid-YTW : 8.84 % |
| GWO.PR.P | Deemed-Retractible | 4.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.81 Bid-YTW : 6.56 % |
| BMO.PR.T | FixedReset Disc | 4.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.67 Evaluated at bid price : 18.67 Bid-YTW : 5.67 % |
| IFC.PR.E | Deemed-Retractible | 4.56 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.00 Bid-YTW : 6.80 % |
| PWF.PR.Q | FloatingReset | 4.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 14.99 Evaluated at bid price : 14.99 Bid-YTW : 5.54 % |
| BMO.PR.W | FixedReset Disc | 4.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 5.59 % |
| IFC.PR.C | FixedReset Ins Non | 4.67 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.70 Bid-YTW : 8.33 % |
| CCS.PR.C | Deemed-Retractible | 4.77 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.40 Bid-YTW : 6.36 % |
| BAM.PR.Z | FixedReset Disc | 4.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 5.86 % |
| PWF.PR.R | Perpetual-Discount | 4.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 22.94 Evaluated at bid price : 23.21 Bid-YTW : 6.02 % |
| BAM.PF.C | Perpetual-Discount | 4.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.11 Evaluated at bid price : 20.11 Bid-YTW : 6.07 % |
| RY.PR.H | FixedReset Disc | 5.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.16 Evaluated at bid price : 19.16 Bid-YTW : 5.55 % |
| MFC.PR.G | FixedReset Ins Non | 5.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.51 Bid-YTW : 7.54 % |
| NA.PR.S | FixedReset Disc | 5.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.77 Evaluated at bid price : 18.77 Bid-YTW : 5.88 % |
| TRP.PR.E | FixedReset Disc | 5.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.68 Evaluated at bid price : 18.68 Bid-YTW : 5.76 % |
| IGM.PR.B | Perpetual-Discount | 5.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 24.46 Evaluated at bid price : 24.75 Bid-YTW : 5.95 % |
| TD.PF.J | FixedReset Disc | 5.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.52 % |
| BAM.PR.R | FixedReset Disc | 5.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 16.88 Evaluated at bid price : 16.88 Bid-YTW : 6.06 % |
| HSE.PR.E | FixedReset Disc | 5.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.34 Evaluated at bid price : 19.34 Bid-YTW : 7.07 % |
| CM.PR.S | FixedReset Disc | 5.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 5.44 % |
| RY.PR.J | FixedReset Disc | 5.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 5.52 % |
| HSE.PR.A | FixedReset Disc | 5.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 13.15 Evaluated at bid price : 13.15 Bid-YTW : 6.69 % |
| HSE.PR.C | FixedReset Disc | 5.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.08 Evaluated at bid price : 18.08 Bid-YTW : 7.02 % |
| BMO.PR.Y | FixedReset Disc | 5.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 5.65 % |
| BAM.PR.T | FixedReset Disc | 5.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 6.03 % |
| RY.PR.S | FixedReset Disc | 5.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.51 Evaluated at bid price : 21.83 Bid-YTW : 5.18 % |
| MFC.PR.H | FixedReset Ins Non | 5.83 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.25 Bid-YTW : 6.81 % |
| TD.PF.C | FixedReset Disc | 5.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 5.64 % |
| BAM.PR.C | Floater | 5.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 13.45 Evaluated at bid price : 13.45 Bid-YTW : 5.15 % |
| TRP.PR.D | FixedReset Disc | 5.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 17.97 Evaluated at bid price : 17.97 Bid-YTW : 6.03 % |
| TRP.PR.G | FixedReset Disc | 5.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.72 Evaluated at bid price : 19.72 Bid-YTW : 6.13 % |
| CM.PR.P | FixedReset Disc | 6.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 5.69 % |
| IAG.PR.G | FixedReset Ins Non | 6.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.69 Bid-YTW : 7.26 % |
| TD.PF.B | FixedReset Disc | 6.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.06 Evaluated at bid price : 19.06 Bid-YTW : 5.61 % |
| TD.PF.A | FixedReset Disc | 6.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.99 Evaluated at bid price : 18.99 Bid-YTW : 5.59 % |
| NA.PR.E | FixedReset Disc | 6.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 5.80 % |
| TRP.PR.C | FixedReset Disc | 6.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 13.51 Evaluated at bid price : 13.51 Bid-YTW : 6.19 % |
| MFC.PR.K | FixedReset Ins Non | 6.69 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.82 Bid-YTW : 7.71 % |
| NA.PR.W | FixedReset Disc | 6.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 5.86 % |
| CM.PR.O | FixedReset Disc | 6.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 5.68 % |
| TRP.PR.B | FixedReset Disc | 7.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 13.02 Evaluated at bid price : 13.02 Bid-YTW : 6.06 % |
| TRP.PR.F | FloatingReset | 7.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 15.88 Evaluated at bid price : 15.88 Bid-YTW : 5.67 % |
| BMO.PR.E | FixedReset Disc | 7.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.57 Evaluated at bid price : 21.90 Bid-YTW : 5.48 % |
| TD.PF.K | FixedReset Disc | 8.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.36 Evaluated at bid price : 21.65 Bid-YTW : 5.43 % |
| HSE.PR.G | FixedReset Disc | 8.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.64 Evaluated at bid price : 19.64 Bid-YTW : 6.91 % |
| TRP.PR.A | FixedReset Disc | 8.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 15.84 Evaluated at bid price : 15.84 Bid-YTW : 6.10 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.S | FixedReset Disc | 48,537 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.51 Evaluated at bid price : 21.83 Bid-YTW : 5.18 % |
| CM.PR.S | FixedReset Disc | 41,069 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 5.44 % |
| IFC.PR.C | FixedReset Ins Non | 32,500 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.70 Bid-YTW : 8.33 % |
| BNS.PR.I | FixedReset Disc | 32,383 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 5.40 % |
| RY.PR.E | Deemed-Retractible | 30,100 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 4.67 % |
| CM.PR.P | FixedReset Disc | 29,319 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 5.69 % |
| There were 28 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.C | FixedReset Disc | Quote: 18.08 – 19.39 Spot Rate : 1.3100 Average : 0.8578 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 13.20 – 14.30 Spot Rate : 1.1000 Average : 0.7406 YTW SCENARIO |
| PWF.PR.E | Perpetual-Discount | Quote: 22.30 – 23.35 Spot Rate : 1.0500 Average : 0.7116 YTW SCENARIO |
| PWF.PR.L | Perpetual-Discount | Quote: 21.12 – 21.90 Spot Rate : 0.7800 Average : 0.4902 YTW SCENARIO |
| GWO.PR.L | Deemed-Retractible | Quote: 23.93 – 24.75 Spot Rate : 0.8200 Average : 0.5492 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 19.60 – 20.26 Spot Rate : 0.6600 Average : 0.4074 YTW SCENARIO |
SLF.PR.Jās deemed maturity date is stale. š
Ah, hell.
The correct Deemed Maturity Date is 2030-1-31 with a yield of 9.07%.
I have fixed the data.
As a relatively new reader of this blog, I wanted to say thanks for your time and effort covering the pref market. All the best in the new year!
All the best in the new year!
Thank you, and the best to you too! Welcome to the blog!