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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 |
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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 | 0.5205 % | 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 |
| BAM.PR.R | FixedReset Disc | Quote: 17.01 – 18.65 Spot Rate : 1.6400 Average : 0.9472 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 19.00 – 20.50 Spot Rate : 1.5000 Average : 0.8446 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 21.20 – 22.45 Spot Rate : 1.2500 Average : 0.7189 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 21.51 – 22.60 Spot Rate : 1.0900 Average : 0.6121 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 18.25 – 19.20 Spot Rate : 0.9500 Average : 0.5320 YTW SCENARIO |