Click for Big
TXPR closed at 630.25, down 0.74% on the day. Volume of 1.85-million was nothing special in the context of the past thirty days. The index dropped 2.69 points, over half the total drop, in the last forty minutes of trading.
CPD closed at 12.64, down 0.63% on the day. Volume of 70,591 was very low, outpacing only January 15 within the past thirty days.
ZPR closed at 10.27, down 0.87% on the day. Volume of 82,171 was quite low, beating only January 2 and January 4 among 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 |
|||||||
| 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 | -0.1967 % | 2,361.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1967 % | 4,332.7 |
| Floater | 4.95 % | 5.29 % | 35,692 | 15.01 | 4 | -0.1967 % | 2,497.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2009 % | 3,198.0 |
| SplitShare | 4.95 % | 4.68 % | 70,994 | 4.01 | 8 | -0.2009 % | 3,819.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2009 % | 2,979.8 |
| Perpetual-Premium | 5.89 % | -8.62 % | 154,628 | 0.08 | 2 | 0.2183 % | 2,896.1 |
| Perpetual-Discount | 5.61 % | 5.72 % | 80,235 | 14.26 | 33 | -0.0643 % | 2,961.0 |
| FixedReset Disc | 5.05 % | 5.59 % | 204,570 | 14.61 | 63 | -0.4735 % | 2,237.3 |
| Deemed-Retractible | 5.42 % | 6.42 % | 90,784 | 8.17 | 27 | -0.0196 % | 2,923.4 |
| FloatingReset | 4.11 % | 4.19 % | 52,148 | 2.89 | 7 | -0.2485 % | 2,447.2 |
| FixedReset Prem | 5.12 % | 4.44 % | 249,738 | 2.19 | 17 | 0.0023 % | 2,522.3 |
| FixedReset Bank Non | 2.98 % | 3.86 % | 125,432 | 2.85 | 6 | 0.1450 % | 2,571.2 |
| FixedReset Ins Non | 5.00 % | 6.81 % | 145,923 | 8.29 | 22 | -0.2886 % | 2,227.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.B | Deemed-Retractible | -4.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.51 Bid-YTW : 7.75 % |
| TD.PF.C | FixedReset Disc | -3.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 18.43 Evaluated at bid price : 18.43 Bid-YTW : 5.71 % |
| TRP.PR.H | FloatingReset | -3.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 5.63 % |
| IFC.PR.G | FixedReset Ins Non | -2.68 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.05 Bid-YTW : 6.83 % |
| EIT.PR.B | SplitShare | -2.65 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2025-03-14 Maturity Price : 25.00 Evaluated at bid price : 23.85 Bid-YTW : 5.83 % |
| VNR.PR.A | FixedReset Disc | -2.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 5.57 % |
| PWF.PR.A | Floater | -2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 16.61 Evaluated at bid price : 16.61 Bid-YTW : 4.22 % |
| PWF.PR.F | Perpetual-Discount | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 5.85 % |
| BIP.PR.F | FixedReset Disc | -2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 21.72 Evaluated at bid price : 22.11 Bid-YTW : 5.81 % |
| BAM.PR.X | FixedReset Disc | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 15.70 Evaluated at bid price : 15.70 Bid-YTW : 5.71 % |
| BIP.PR.A | FixedReset Disc | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 6.51 % |
| PWF.PR.P | FixedReset Disc | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 15.32 Evaluated at bid price : 15.32 Bid-YTW : 5.60 % |
| MFC.PR.N | FixedReset Ins Non | -1.78 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.75 Bid-YTW : 7.69 % |
| TD.PF.K | FixedReset Disc | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 21.64 Evaluated at bid price : 21.99 Bid-YTW : 5.24 % |
| TRP.PR.D | FixedReset Disc | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 6.10 % |
| RY.PR.J | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 5.58 % |
| MFC.PR.R | FixedReset Ins Non | -1.58 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.35 Bid-YTW : 5.89 % |
| BAM.PR.R | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 17.87 Evaluated at bid price : 17.87 Bid-YTW : 5.77 % |
| TD.PF.B | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.55 % |
| BAM.PF.B | FixedReset Disc | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 20.24 Evaluated at bid price : 20.24 Bid-YTW : 5.73 % |
| SLF.PR.J | FloatingReset | -1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.77 Bid-YTW : 9.01 % |
| BAM.PF.A | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 21.93 Evaluated at bid price : 22.40 Bid-YTW : 5.52 % |
| TRP.PR.E | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 18.06 Evaluated at bid price : 18.06 Bid-YTW : 6.00 % |
| TD.PF.A | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.54 % |
| CM.PR.O | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.64 % |
| BMO.PR.T | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.61 % |
| SLF.PR.G | FixedReset Ins Non | -1.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.86 Bid-YTW : 9.17 % |
| EMA.PR.H | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 22.67 Evaluated at bid price : 23.71 Bid-YTW : 5.20 % |
| CU.PR.G | Perpetual-Discount | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 5.65 % |
| PWF.PR.E | Perpetual-Discount | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 23.48 Evaluated at bid price : 23.75 Bid-YTW : 5.81 % |
| BAM.PF.G | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 5.82 % |
| CU.PR.E | Perpetual-Discount | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 21.78 Evaluated at bid price : 21.78 Bid-YTW : 5.72 % |
| GWO.PR.R | Deemed-Retractible | -1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.90 Bid-YTW : 6.46 % |
| BAM.PF.J | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 22.97 Evaluated at bid price : 24.25 Bid-YTW : 5.12 % |
| BAM.PR.T | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 5.78 % |
| HSE.PR.A | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 13.60 Evaluated at bid price : 13.60 Bid-YTW : 6.53 % |
| POW.PR.C | Perpetual-Discount | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 24.55 Evaluated at bid price : 24.80 Bid-YTW : 5.88 % |
| BIP.PR.D | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 22.56 Evaluated at bid price : 23.25 Bid-YTW : 6.05 % |
| BMO.PR.S | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 19.69 Evaluated at bid price : 19.69 Bid-YTW : 5.53 % |
| RY.PR.Z | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 5.28 % |
| BNS.PR.D | FloatingReset | 1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.89 Bid-YTW : 4.19 % |
| GWO.PR.H | Deemed-Retractible | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.53 Bid-YTW : 6.73 % |
| RY.PR.H | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 19.81 Evaluated at bid price : 19.81 Bid-YTW : 5.40 % |
| BNS.PR.F | FloatingReset | 1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.18 Bid-YTW : 4.11 % |
| PVS.PR.E | SplitShare | 1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.90 Bid-YTW : 4.68 % |
| SLF.PR.I | FixedReset Ins Non | 1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.65 Bid-YTW : 6.73 % |
| RY.PR.S | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 22.16 Evaluated at bid price : 22.80 Bid-YTW : 4.96 % |
| PWF.PR.Z | Perpetual-Discount | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 21.88 Evaluated at bid price : 22.20 Bid-YTW : 5.81 % |
| CU.PR.C | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 5.64 % |
| TD.PF.E | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 21.62 Evaluated at bid price : 22.03 Bid-YTW : 5.36 % |
| SLF.PR.B | Deemed-Retractible | 1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.21 Bid-YTW : 6.86 % |
| TRP.PR.A | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 15.76 Evaluated at bid price : 15.76 Bid-YTW : 6.18 % |
| SLF.PR.C | Deemed-Retractible | 1.52 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.06 Bid-YTW : 7.14 % |
| POW.PR.B | Perpetual-Discount | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 22.88 Evaluated at bid price : 23.15 Bid-YTW : 5.81 % |
| PWF.PR.L | Perpetual-Discount | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 21.91 Evaluated at bid price : 22.15 Bid-YTW : 5.77 % |
| BAM.PR.B | Floater | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 12.95 Evaluated at bid price : 12.95 Bid-YTW : 5.39 % |
| NA.PR.E | FixedReset Disc | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 5.53 % |
| SLF.PR.A | Deemed-Retractible | 1.99 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.01 Bid-YTW : 6.92 % |
| BAM.PF.I | FixedReset Prem | 2.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.37 Bid-YTW : 4.41 % |
| ELF.PR.H | Perpetual-Discount | 2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 23.75 Evaluated at bid price : 24.25 Bid-YTW : 5.69 % |
| BAM.PF.E | FixedReset Disc | 3.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 20.17 Evaluated at bid price : 20.17 Bid-YTW : 5.64 % |
| IFC.PR.A | FixedReset Ins Non | 3.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.49 Bid-YTW : 8.42 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset Disc | 116,750 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 22.55 Evaluated at bid price : 23.29 Bid-YTW : 5.50 % |
| RY.PR.J | FixedReset Disc | 72,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 5.58 % |
| CU.PR.C | FixedReset Disc | 60,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 5.64 % |
| BNS.PR.I | FixedReset Disc | 50,460 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 22.71 Evaluated at bid price : 23.85 Bid-YTW : 4.69 % |
| PWF.PR.K | Perpetual-Discount | 46,830 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-21 Maturity Price : 21.38 Evaluated at bid price : 21.65 Bid-YTW : 5.73 % |
| IFC.PR.C | FixedReset Ins Non | 38,700 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.19 Bid-YTW : 7.42 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| VNR.PR.A | FixedReset Disc | Quote: 21.43 – 23.00 Spot Rate : 1.5700 Average : 1.1377 YTW SCENARIO |
| TD.PF.A | FixedReset Disc | Quote: 19.00 – 20.07 Spot Rate : 1.0700 Average : 0.6517 YTW SCENARIO |
| MFC.PR.B | Deemed-Retractible | Quote: 19.51 – 20.72 Spot Rate : 1.2100 Average : 0.7920 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 18.75 – 19.79 Spot Rate : 1.0400 Average : 0.6570 YTW SCENARIO |
| TD.PF.C | FixedReset Disc | Quote: 18.43 – 19.60 Spot Rate : 1.1700 Average : 0.8084 YTW SCENARIO |
| NA.PR.G | FixedReset Disc | Quote: 22.39 – 23.50 Spot Rate : 1.1100 Average : 0.7492 YTW SCENARIO |