February 4, 2019

unicorn_190204
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TXPR closed at 629.97, up 0.53% on the day. Volume of 2.22-million was painlessly average in the context of the past thirty days.

CPD closed at 12.59, up 0.24% on the day. Volume of 89,873 was low in the context of the past thirty days.

ZPR closed at 10.26, up 0.39% on the day. Volume of 108,534 was low in the context 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
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 0.5205 % 2,293.1
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.5205 % 4,207.7
Floater 5.11 % 5.38 % 31,933 14.83 4 0.5205 % 2,424.9
OpRet 0.00 % 0.00 % 0 0.00 0 0.4063 % 3,222.0
SplitShare 4.91 % 4.79 % 70,717 3.98 8 0.4063 % 3,847.8
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.4063 % 3,002.2
Perpetual-Premium 5.87 % 1.62 % 94,040 0.08 4 -0.3766 % 2,881.7
Perpetual-Discount 5.59 % 5.73 % 76,365 14.25 31 0.3060 % 2,968.8
FixedReset Disc 5.08 % 5.46 % 215,511 14.75 65 0.8089 % 2,233.4
Deemed-Retractible 5.38 % 6.39 % 94,474 8.14 27 -0.0813 % 2,947.7
FloatingReset 4.32 % 5.42 % 64,137 8.49 6 0.0280 % 2,440.3
FixedReset Prem 5.10 % 4.29 % 275,197 2.30 17 0.0693 % 2,528.2
FixedReset Bank Non 2.80 % 4.05 % 145,596 2.86 5 0.4424 % 2,589.8
FixedReset Ins Non 5.07 % 7.05 % 136,036 8.27 22 0.6046 % 2,196.2
Performance Highlights
Issue Index Change Notes
TD.PF.D FixedReset Disc -2.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 21.51
Evaluated at bid price : 21.51
Bid-YTW : 5.36 %
MFC.PR.F FixedReset Ins Non -2.36 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 14.04
Bid-YTW : 9.58 %
RY.PR.J FixedReset Disc -2.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 5.37 %
IFC.PR.F Deemed-Retractible -2.19 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 22.80
Bid-YTW : 6.54 %
IFC.PR.E Deemed-Retractible -1.96 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 22.55
Bid-YTW : 6.57 %
IFC.PR.G FixedReset Ins Non -1.88 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.36
Bid-YTW : 7.23 %
BMO.PR.W FixedReset Disc -1.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 18.74
Evaluated at bid price : 18.74
Bid-YTW : 5.46 %
IFC.PR.A FixedReset Ins Non -1.55 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 15.85
Bid-YTW : 8.87 %
PWF.PR.E Perpetual-Discount -1.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 23.59
Evaluated at bid price : 23.86
Bid-YTW : 5.80 %
IGM.PR.B Perpetual-Premium -1.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 24.68
Evaluated at bid price : 24.99
Bid-YTW : 5.94 %
MFC.PR.K FixedReset Ins Non -1.02 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 18.47
Bid-YTW : 7.99 %
BAM.PF.C Perpetual-Discount 1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 20.96
Evaluated at bid price : 20.96
Bid-YTW : 5.87 %
BMO.PR.D FixedReset Disc 1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 22.43
Evaluated at bid price : 23.09
Bid-YTW : 5.29 %
BMO.PR.T FixedReset Disc 1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 19.20
Evaluated at bid price : 19.20
Bid-YTW : 5.36 %
POW.PR.A Perpetual-Discount 1.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 24.34
Evaluated at bid price : 24.65
Bid-YTW : 5.73 %
EIT.PR.A SplitShare 1.07 % YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2024-03-14
Maturity Price : 25.00
Evaluated at bid price : 24.59
Bid-YTW : 5.36 %
IFC.PR.C FixedReset Ins Non 1.07 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 18.85
Bid-YTW : 7.60 %
PWF.PR.L Perpetual-Discount 1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 22.06
Evaluated at bid price : 22.35
Bid-YTW : 5.73 %
BAM.PR.N Perpetual-Discount 1.09 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 20.40
Evaluated at bid price : 20.40
Bid-YTW : 5.90 %
BMO.PR.C FixedReset Disc 1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 22.89
Evaluated at bid price : 23.90
Bid-YTW : 5.26 %
TD.PF.A FixedReset Disc 1.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 19.80
Evaluated at bid price : 19.80
Bid-YTW : 5.22 %
BAM.PR.B Floater 1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 13.01
Evaluated at bid price : 13.01
Bid-YTW : 5.38 %
NA.PR.E FixedReset Disc 1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 20.69
Evaluated at bid price : 20.69
Bid-YTW : 5.45 %
VNR.PR.A FixedReset Disc 1.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 22.44
Evaluated at bid price : 23.12
Bid-YTW : 5.05 %
PWF.PR.T FixedReset Disc 1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 19.25
Evaluated at bid price : 19.25
Bid-YTW : 5.55 %
BMO.PR.Q FixedReset Bank Non 1.32 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 22.97
Bid-YTW : 4.93 %
RY.PR.M FixedReset Disc 1.34 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 21.15
Evaluated at bid price : 21.15
Bid-YTW : 5.22 %
BAM.PR.Z FixedReset Disc 1.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 21.45
Evaluated at bid price : 21.45
Bid-YTW : 5.67 %
BAM.PF.D Perpetual-Discount 1.70 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 21.50
Evaluated at bid price : 21.50
Bid-YTW : 5.78 %
MFC.PR.H FixedReset Ins Non 1.72 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 21.82
Bid-YTW : 6.52 %
BIP.PR.D FixedReset Disc 1.73 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 22.03
Evaluated at bid price : 22.40
Bid-YTW : 6.23 %
TD.PF.C FixedReset Disc 1.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 19.65
Evaluated at bid price : 19.65
Bid-YTW : 5.26 %
MFC.PR.N FixedReset Ins Non 1.80 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 18.62
Bid-YTW : 7.72 %
BAM.PF.G FixedReset Disc 1.87 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 20.15
Evaluated at bid price : 20.15
Bid-YTW : 5.90 %
EMA.PR.F FixedReset Disc 1.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 19.90
Evaluated at bid price : 19.90
Bid-YTW : 5.66 %
CM.PR.Q FixedReset Disc 1.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 21.34
Evaluated at bid price : 21.34
Bid-YTW : 5.38 %
MFC.PR.M FixedReset Ins Non 1.99 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.00
Bid-YTW : 7.56 %
TD.PF.E FixedReset Disc 2.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 21.83
Evaluated at bid price : 22.35
Bid-YTW : 5.20 %
BNS.PR.I FixedReset Disc 2.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 22.46
Evaluated at bid price : 23.33
Bid-YTW : 4.75 %
PWF.PR.P FixedReset Disc 2.29 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 14.75
Evaluated at bid price : 14.75
Bid-YTW : 5.70 %
HSE.PR.C FixedReset Disc 2.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 6.30 %
CM.PR.P FixedReset Disc 2.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 18.98
Evaluated at bid price : 18.98
Bid-YTW : 5.42 %
MFC.PR.L FixedReset Ins Non 2.54 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 18.15
Bid-YTW : 7.92 %
MFC.PR.Q FixedReset Ins Non 2.76 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.85
Bid-YTW : 6.84 %
HSE.PR.E FixedReset Disc 2.81 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 21.55
Evaluated at bid price : 21.55
Bid-YTW : 6.31 %
MFC.PR.J FixedReset Ins Non 3.00 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.93
Bid-YTW : 6.84 %
GWO.PR.N FixedReset Ins Non 3.55 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 14.60
Bid-YTW : 9.07 %
RY.PR.S FixedReset Disc 3.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 21.86
Evaluated at bid price : 22.33
Bid-YTW : 4.91 %
HSE.PR.G FixedReset Disc 3.81 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 21.27
Evaluated at bid price : 21.55
Bid-YTW : 6.25 %
HSE.PR.A FixedReset Disc 4.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 13.90
Evaluated at bid price : 13.90
Bid-YTW : 6.27 %
Volume Highlights
Issue Index Shares
Traded
Notes
CM.PR.T FixedReset Disc 146,390 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 23.15
Evaluated at bid price : 25.02
Bid-YTW : 5.12 %
TRP.PR.K FixedReset Disc 131,830 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 23.09
Evaluated at bid price : 24.37
Bid-YTW : 5.74 %
TD.PF.L FixedReset Prem 104,655 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 23.18
Evaluated at bid price : 25.10
Bid-YTW : 5.06 %
TD.PF.I FixedReset Disc 95,725 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 22.38
Evaluated at bid price : 23.03
Bid-YTW : 5.21 %
PWF.PR.R Perpetual-Discount 80,700 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 24.12
Evaluated at bid price : 24.47
Bid-YTW : 5.64 %
CU.PR.H Perpetual-Discount 72,968 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 22.99
Evaluated at bid price : 23.38
Bid-YTW : 5.70 %
There were 23 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
MFC.PR.I FixedReset Ins Non Quote: 20.55 – 22.80
Spot Rate : 2.2500
Average : 1.2395

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 20.55
Bid-YTW : 7.05 %

BAM.PR.R FixedReset Disc Quote: 17.01 – 18.65
Spot Rate : 1.6400
Average : 0.9472

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 17.01
Evaluated at bid price : 17.01
Bid-YTW : 5.96 %

MFC.PR.M FixedReset Ins Non Quote: 19.00 – 20.50
Spot Rate : 1.5000
Average : 0.8446

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2030-01-31
Maturity Price : 25.00
Evaluated at bid price : 19.00
Bid-YTW : 7.56 %

RY.PR.J FixedReset Disc Quote: 21.20 – 22.45
Spot Rate : 1.2500
Average : 0.7189

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 5.37 %

TD.PF.D FixedReset Disc Quote: 21.51 – 22.60
Spot Rate : 1.0900
Average : 0.6121

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 21.51
Evaluated at bid price : 21.51
Bid-YTW : 5.36 %

TRP.PR.D FixedReset Disc Quote: 18.25 – 19.20
Spot Rate : 0.9500
Average : 0.5320

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2049-02-04
Maturity Price : 18.25
Evaluated at bid price : 18.25
Bid-YTW : 5.87 %

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