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TXPR closed at 628.87, up an impressive 1.45% on the day. Volume of 1.45-million was the lowest of the past thirty days.
CPD closed at 12.53, up 1.54% on the day. Volume of 94,041 was the lowest of the past thirty days.
ZPR closed at 10.17, up 3.19% on the day. Volume of 323,170 was more or less average in the context of the past thirty days.
It was a marvellous finish to the year, but the TXPR Total Return Index is still down 1.58% on the month and a very nasty 10.01% on the quarter.
But here’s to better things next year!
| 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 | 2.0490 % | 2,465.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.0490 % | 4,523.7 |
| Floater | 4.75 % | 4.95 % | 43,872 | 15.58 | 4 | 2.0490 % | 2,607.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8928 % | 3,171.6 |
| SplitShare | 4.64 % | 5.27 % | 92,185 | 4.56 | 7 | 0.8928 % | 3,787.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8928 % | 2,955.2 |
| Perpetual-Premium | 5.60 % | 2.11 % | 152,263 | 0.08 | 2 | 0.8230 % | 2,855.9 |
| Perpetual-Discount | 5.70 % | 5.88 % | 74,546 | 14.09 | 33 | 2.1640 % | 2,912.3 |
| FixedReset Disc | 5.07 % | 5.54 % | 214,755 | 14.61 | 66 | 2.7765 % | 2,217.9 |
| Deemed-Retractible | 5.44 % | 6.48 % | 92,817 | 8.20 | 27 | 2.1118 % | 2,907.9 |
| FloatingReset | 4.13 % | 4.77 % | 44,883 | 2.95 | 7 | 1.6928 % | 2,457.6 |
| FixedReset Prem | 5.19 % | 4.68 % | 282,906 | 2.24 | 14 | -0.3790 % | 2,506.0 |
| FixedReset Bank Non | 2.98 % | 3.78 % | 138,886 | 0.15 | 6 | 0.2768 % | 2,574.4 |
| FixedReset Ins Non | 5.05 % | 6.96 % | 149,266 | 8.35 | 22 | 2.3060 % | 2,204.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.N | FixedReset Ins Non | -2.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.00 Bid-YTW : 8.06 % |
| BAM.PR.K | Floater | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 12.97 Evaluated at bid price : 12.97 Bid-YTW : 5.35 % |
| BNS.PR.E | FixedReset Prem | -1.56 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.88 % |
| TRP.PR.J | FixedReset Prem | -1.21 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 5.11 % |
| MFC.PR.M | FixedReset Ins Non | -1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.24 Bid-YTW : 7.99 % |
| RY.PR.Q | FixedReset Prem | -1.12 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.61 Bid-YTW : 4.68 % |
| RY.PR.M | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 5.30 % |
| IFC.PR.A | FixedReset Ins Non | 1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.00 Bid-YTW : 8.66 % |
| HSE.PR.A | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 13.30 Evaluated at bid price : 13.30 Bid-YTW : 6.51 % |
| TD.PF.I | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.77 Evaluated at bid price : 22.11 Bid-YTW : 5.51 % |
| TD.PF.E | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.27 Evaluated at bid price : 21.55 Bid-YTW : 5.45 % |
| BAM.PF.I | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.16 % |
| RY.PR.N | Perpetual-Discount | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 22.83 Evaluated at bid price : 23.18 Bid-YTW : 5.33 % |
| BMO.PR.W | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 5.44 % |
| CU.PR.D | Perpetual-Discount | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.82 Evaluated at bid price : 21.82 Bid-YTW : 5.69 % |
| PWF.PR.S | Perpetual-Discount | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 20.83 Evaluated at bid price : 20.83 Bid-YTW : 5.87 % |
| RY.PR.W | Perpetual-Discount | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 23.83 Evaluated at bid price : 24.08 Bid-YTW : 5.14 % |
| BIP.PR.F | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.85 Evaluated at bid price : 22.30 Bid-YTW : 5.73 % |
| TD.PF.A | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 5.43 % |
| W.PR.J | Perpetual-Discount | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 23.84 Evaluated at bid price : 24.09 Bid-YTW : 5.83 % |
| EMA.PR.H | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 23.03 Evaluated at bid price : 24.55 Bid-YTW : 4.97 % |
| POW.PR.C | Perpetual-Discount | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 24.34 Evaluated at bid price : 24.65 Bid-YTW : 5.89 % |
| GWO.PR.F | Deemed-Retractible | 1.50 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-01-30 Maturity Price : 25.00 Evaluated at bid price : 25.02 Bid-YTW : 4.97 % |
| SLF.PR.I | FixedReset Ins Non | 1.53 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.95 Bid-YTW : 7.04 % |
| W.PR.H | Perpetual-Discount | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 23.72 Evaluated at bid price : 24.03 Bid-YTW : 5.73 % |
| PWF.PR.I | Perpetual-Premium | 1.60 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-01-30 Maturity Price : 25.00 Evaluated at bid price : 25.33 Bid-YTW : 2.11 % |
| TD.PF.K | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.65 Evaluated at bid price : 22.00 Bid-YTW : 5.28 % |
| BIP.PR.A | FixedReset Disc | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 20.33 Evaluated at bid price : 20.33 Bid-YTW : 6.64 % |
| MFC.PR.C | Deemed-Retractible | 1.70 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.69 Bid-YTW : 7.40 % |
| BMO.PR.D | FixedReset Disc | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.71 Evaluated at bid price : 22.00 Bid-YTW : 5.64 % |
| IAG.PR.A | Deemed-Retractible | 1.83 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.64 Bid-YTW : 6.92 % |
| GWO.PR.M | Deemed-Retractible | 1.85 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 0.92 % |
| MFC.PR.G | FixedReset Ins Non | 1.90 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.88 Bid-YTW : 7.27 % |
| RY.PR.H | FixedReset Disc | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 5.35 % |
| IFC.PR.E | Deemed-Retractible | 2.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.45 Bid-YTW : 6.55 % |
| TRP.PR.G | FixedReset Disc | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 20.13 Evaluated at bid price : 20.13 Bid-YTW : 5.94 % |
| TRP.PR.D | FixedReset Disc | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 5.81 % |
| GWO.PR.H | Deemed-Retractible | 2.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.98 Bid-YTW : 7.00 % |
| RY.PR.S | FixedReset Disc | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.84 Evaluated at bid price : 22.30 Bid-YTW : 5.00 % |
| MFC.PR.R | FixedReset Ins Non | 2.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.13 Bid-YTW : 5.91 % |
| GWO.PR.P | Deemed-Retractible | 2.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.31 Bid-YTW : 6.30 % |
| PVS.PR.G | SplitShare | 2.20 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 24.17 Bid-YTW : 5.57 % |
| PWF.PR.Q | FloatingReset | 2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 15.33 Evaluated at bid price : 15.33 Bid-YTW : 5.38 % |
| SLF.PR.C | Deemed-Retractible | 2.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.10 Bid-YTW : 7.07 % |
| CU.PR.F | Perpetual-Discount | 2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 5.71 % |
| PVS.PR.F | SplitShare | 2.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 5.10 % |
| NA.PR.W | FixedReset Disc | 2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 18.52 Evaluated at bid price : 18.52 Bid-YTW : 5.64 % |
| PWF.PR.R | Perpetual-Discount | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 23.43 Evaluated at bid price : 23.75 Bid-YTW : 5.88 % |
| SLF.PR.A | Deemed-Retractible | 2.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.08 Bid-YTW : 6.83 % |
| MFC.PR.K | FixedReset Ins Non | 2.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.26 Bid-YTW : 7.39 % |
| SLF.PR.B | Deemed-Retractible | 2.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.39 Bid-YTW : 6.71 % |
| BMO.PR.T | FixedReset Disc | 2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 5.45 % |
| CU.PR.E | Perpetual-Discount | 2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.60 Evaluated at bid price : 21.60 Bid-YTW : 5.75 % |
| BMO.PR.E | FixedReset Disc | 2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.93 Evaluated at bid price : 22.42 Bid-YTW : 5.28 % |
| GWO.PR.L | Deemed-Retractible | 2.38 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 5.94 % |
| TD.PF.C | FixedReset Disc | 2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 5.43 % |
| BAM.PF.D | Perpetual-Discount | 2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 20.92 Evaluated at bid price : 20.92 Bid-YTW : 5.90 % |
| MFC.PR.B | Deemed-Retractible | 2.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.31 Bid-YTW : 7.20 % |
| BAM.PF.C | Perpetual-Discount | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 5.93 % |
| CU.PR.H | Perpetual-Discount | 2.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 23.74 Evaluated at bid price : 24.20 Bid-YTW : 5.47 % |
| TD.PF.B | FixedReset Disc | 2.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 19.53 Evaluated at bid price : 19.53 Bid-YTW : 5.39 % |
| IFC.PR.F | Deemed-Retractible | 2.47 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.85 Bid-YTW : 6.44 % |
| BAM.PF.A | FixedReset Disc | 2.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.56 Evaluated at bid price : 21.56 Bid-YTW : 5.67 % |
| BAM.PF.J | FixedReset Disc | 2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 23.01 Evaluated at bid price : 24.35 Bid-YTW : 5.01 % |
| POW.PR.A | Perpetual-Discount | 2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 23.53 Evaluated at bid price : 23.80 Bid-YTW : 5.90 % |
| CCS.PR.C | Deemed-Retractible | 2.63 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.99 Bid-YTW : 6.04 % |
| BAM.PR.N | Perpetual-Discount | 2.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 5.92 % |
| TRP.PR.K | FixedReset Disc | 2.67 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.65 Bid-YTW : 5.52 % |
| MFC.PR.J | FixedReset Ins Non | 2.72 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.76 Bid-YTW : 6.87 % |
| MFC.PR.H | FixedReset Ins Non | 2.73 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.83 Bid-YTW : 6.44 % |
| GWO.PR.Q | Deemed-Retractible | 2.76 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.35 Bid-YTW : 6.55 % |
| PWF.PR.P | FixedReset Disc | 2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 5.68 % |
| TD.PF.D | FixedReset Disc | 2.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.13 Evaluated at bid price : 21.13 Bid-YTW : 5.50 % |
| PWF.PR.G | Perpetual-Discount | 2.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 24.85 Evaluated at bid price : 25.06 Bid-YTW : 5.99 % |
| CU.PR.C | FixedReset Disc | 2.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 18.44 Evaluated at bid price : 18.44 Bid-YTW : 5.63 % |
| TRP.PR.F | FloatingReset | 2.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 5.48 % |
| PWF.PR.L | Perpetual-Discount | 2.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.49 Evaluated at bid price : 21.75 Bid-YTW : 5.96 % |
| PWF.PR.T | FixedReset Disc | 3.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 5.66 % |
| PWF.PR.Z | Perpetual-Discount | 3.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.84 Evaluated at bid price : 22.15 Bid-YTW : 5.91 % |
| SLF.PR.J | FloatingReset | 3.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.14 Bid-YTW : 8.69 % |
| POW.PR.G | Perpetual-Discount | 3.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 23.78 Evaluated at bid price : 24.28 Bid-YTW : 5.77 % |
| PWF.PR.O | Perpetual-Discount | 3.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 24.64 Evaluated at bid price : 24.90 Bid-YTW : 5.92 % |
| PWF.PR.K | Perpetual-Discount | 3.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 5.95 % |
| BAM.PR.M | Perpetual-Discount | 3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 20.07 Evaluated at bid price : 20.07 Bid-YTW : 5.96 % |
| TRP.PR.B | FixedReset Disc | 3.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 13.43 Evaluated at bid price : 13.43 Bid-YTW : 5.76 % |
| CM.PR.S | FixedReset Disc | 3.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.21 % |
| BMO.PR.Y | FixedReset Disc | 3.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.18 Evaluated at bid price : 21.18 Bid-YTW : 5.40 % |
| MFC.PR.F | FixedReset Ins Non | 3.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.69 Bid-YTW : 8.95 % |
| GWO.PR.T | Deemed-Retractible | 3.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.35 Bid-YTW : 6.55 % |
| GWO.PR.G | Deemed-Retractible | 3.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.58 Bid-YTW : 6.48 % |
| SLF.PR.D | Deemed-Retractible | 3.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.15 Bid-YTW : 7.04 % |
| CM.PR.Q | FixedReset Disc | 3.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 20.46 Evaluated at bid price : 20.46 Bid-YTW : 5.58 % |
| VNR.PR.A | FixedReset Disc | 3.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 5.63 % |
| CU.PR.G | Perpetual-Discount | 3.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 20.11 Evaluated at bid price : 20.11 Bid-YTW : 5.67 % |
| GWO.PR.S | Deemed-Retractible | 3.47 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.26 Bid-YTW : 6.17 % |
| TD.PF.J | FixedReset Disc | 3.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.84 Evaluated at bid price : 22.25 Bid-YTW : 5.24 % |
| GWO.PR.I | Deemed-Retractible | 3.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.86 Bid-YTW : 7.27 % |
| MFC.PR.Q | FixedReset Ins Non | 3.53 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.84 Bid-YTW : 6.78 % |
| PWF.PR.F | Perpetual-Discount | 3.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 22.38 Evaluated at bid price : 22.64 Bid-YTW : 5.89 % |
| BMO.PR.S | FixedReset Disc | 3.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 19.72 Evaluated at bid price : 19.72 Bid-YTW : 5.40 % |
| HSE.PR.G | FixedReset Disc | 3.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 20.39 Evaluated at bid price : 20.39 Bid-YTW : 6.58 % |
| GWO.PR.R | Deemed-Retractible | 3.82 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.45 Bid-YTW : 6.67 % |
| NA.PR.G | FixedReset Disc | 3.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.54 Evaluated at bid price : 21.86 Bid-YTW : 5.48 % |
| POW.PR.B | Perpetual-Discount | 3.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 22.55 Evaluated at bid price : 22.80 Bid-YTW : 5.88 % |
| SLF.PR.E | Deemed-Retractible | 3.99 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.06 Bid-YTW : 7.15 % |
| RY.PR.Z | FixedReset Disc | 4.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 19.77 Evaluated at bid price : 19.77 Bid-YTW : 5.24 % |
| BAM.PR.C | Floater | 4.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 4.95 % |
| POW.PR.D | Perpetual-Discount | 4.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.28 Evaluated at bid price : 21.55 Bid-YTW : 5.81 % |
| IAG.PR.G | FixedReset Ins Non | 4.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.50 Bid-YTW : 6.74 % |
| IAG.PR.I | FixedReset Ins Non | 4.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.90 Bid-YTW : 6.32 % |
| SLF.PR.G | FixedReset Ins Non | 4.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.21 Bid-YTW : 8.74 % |
| NA.PR.S | FixedReset Disc | 4.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 5.54 % |
| TRP.PR.A | FixedReset Disc | 4.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 16.56 Evaluated at bid price : 16.56 Bid-YTW : 5.73 % |
| BAM.PR.T | FixedReset Disc | 4.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 5.68 % |
| TRP.PR.C | FixedReset Disc | 4.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 14.18 Evaluated at bid price : 14.18 Bid-YTW : 5.80 % |
| BAM.PF.E | FixedReset Disc | 5.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 5.70 % |
| NA.PR.C | FixedReset Disc | 5.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.80 Evaluated at bid price : 22.15 Bid-YTW : 5.84 % |
| EMA.PR.F | FixedReset Disc | 5.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 5.89 % |
| BAM.PR.B | Floater | 5.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 13.90 Evaluated at bid price : 13.90 Bid-YTW : 4.99 % |
| BAM.PR.Z | FixedReset Disc | 5.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.68 Evaluated at bid price : 22.00 Bid-YTW : 5.48 % |
| GWO.PR.N | FixedReset Ins Non | 5.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.83 Bid-YTW : 8.80 % |
| HSE.PR.E | FixedReset Disc | 5.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 20.42 Evaluated at bid price : 20.42 Bid-YTW : 6.62 % |
| BAM.PR.R | FixedReset Disc | 5.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 5.65 % |
| BAM.PF.F | FixedReset Disc | 6.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 5.71 % |
| NA.PR.E | FixedReset Disc | 6.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 5.41 % |
| BAM.PF.B | FixedReset Disc | 6.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 20.64 Evaluated at bid price : 20.64 Bid-YTW : 5.50 % |
| BNS.PR.I | FixedReset Disc | 6.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.87 Evaluated at bid price : 22.34 Bid-YTW : 4.97 % |
| TRP.PR.H | FloatingReset | 6.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 13.61 Evaluated at bid price : 13.61 Bid-YTW : 5.40 % |
| PWF.PR.E | Perpetual-Discount | 6.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 23.40 Evaluated at bid price : 23.69 Bid-YTW : 5.90 % |
| BAM.PR.X | FixedReset Disc | 7.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 15.98 Evaluated at bid price : 15.98 Bid-YTW : 5.49 % |
| IFC.PR.C | FixedReset Ins Non | 7.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.00 Bid-YTW : 7.42 % |
| BAM.PF.G | FixedReset Disc | 7.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 5.65 % |
| IFC.PR.G | FixedReset Ins Non | 8.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.25 Bid-YTW : 6.62 % |
| HSE.PR.C | FixedReset Disc | 9.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.35 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.R | FixedReset Bank Non | 92,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-02-25 Maturity Price : 25.00 Evaluated at bid price : 24.96 Bid-YTW : 3.05 % |
| BNS.PR.I | FixedReset Disc | 42,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 21.87 Evaluated at bid price : 22.34 Bid-YTW : 4.97 % |
| BNS.PR.C | FloatingReset | 30,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-02-25 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 1.31 % |
| TD.PF.A | FixedReset Disc | 30,198 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 5.43 % |
| GWO.PR.I | Deemed-Retractible | 26,242 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.86 Bid-YTW : 7.27 % |
| TD.PF.C | FixedReset Disc | 21,498 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-31 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 5.43 % |
| There were 32 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.A | FixedReset Ins Non | Quote: 16.00 – 17.05 Spot Rate : 1.0500 Average : 0.6600 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 19.00 – 19.90 Spot Rate : 0.9000 Average : 0.5539 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 12.97 – 14.24 Spot Rate : 1.2700 Average : 1.0175 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 17.59 – 18.44 Spot Rate : 0.8500 Average : 0.6005 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 22.00 – 22.75 Spot Rate : 0.7500 Average : 0.5035 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 21.56 – 22.26 Spot Rate : 0.7000 Average : 0.4844 YTW SCENARIO |
Hi, a cut-and-paste issue:
>ZPR closed at 10.04…
It closed at $10.17 on Dec. 31.
a cut-and-paste issue
Oops! Fixed it!