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TXPR closed at 506.38, up 0.59% on the day. Volume today was 3.22-million, maybe a hair above average in the context of the past thirty days.
CPD closed at 10.07, up 0.10% on the day. Volume was 65,422, second-lowest of the past 30 trading days, ahead of only April 22
ZPR closed at 7.91, up 0.89% on the day. Volume of 180,599 was well below average in the context of the past 30 trading days.
Five-year Canada yields were up 3bp to 0.47% today.
| 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 | 2.3945 % | 1,463.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.3945 % | 2,685.0 |
| Floater | 5.28 % | 5.36 % | 37,783 | 14.89 | 4 | 2.3945 % | 1,547.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4462 % | 3,296.3 |
| SplitShare | 5.03 % | 6.04 % | 71,664 | 3.92 | 7 | 0.4462 % | 3,936.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4462 % | 3,071.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1715 % | 2,825.2 |
| Perpetual-Discount | 5.94 % | 6.10 % | 88,757 | 13.76 | 35 | 0.1715 % | 3,030.4 |
| FixedReset Disc | 6.59 % | 5.53 % | 207,978 | 14.34 | 83 | 0.6786 % | 1,723.4 |
| Deemed-Retractible | 5.68 % | 6.03 % | 97,778 | 13.67 | 27 | 0.4157 % | 2,982.0 |
| FloatingReset | 5.27 % | 5.40 % | 67,039 | 14.82 | 3 | -0.2190 % | 1,664.4 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6786 % | 2,383.4 |
| FixedReset Bank Non | 2.00 % | 3.57 % | 174,274 | 1.72 | 2 | 0.4247 % | 2,746.7 |
| FixedReset Ins Non | 6.99 % | 5.80 % | 127,079 | 13.71 | 22 | 1.2407 % | 1,701.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.H | FloatingReset | -4.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 7.07 Evaluated at bid price : 7.07 Bid-YTW : 5.40 % |
| TRP.PR.A | FixedReset Disc | -2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 10.89 Evaluated at bid price : 10.89 Bid-YTW : 6.25 % |
| MFC.PR.F | FixedReset Ins Non | -2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 8.02 Evaluated at bid price : 8.02 Bid-YTW : 5.96 % |
| TD.PF.E | FixedReset Disc | -2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 15.05 Evaluated at bid price : 15.05 Bid-YTW : 5.57 % |
| CCS.PR.C | Deemed-Retractible | -2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 6.24 % |
| TRP.PR.G | FixedReset Disc | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 13.55 Evaluated at bid price : 13.55 Bid-YTW : 6.44 % |
| TD.PF.F | Perpetual-Discount | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 22.07 Evaluated at bid price : 22.41 Bid-YTW : 5.48 % |
| HSE.PR.C | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 9.78 Evaluated at bid price : 9.78 Bid-YTW : 10.46 % |
| BAM.PR.X | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 9.89 Evaluated at bid price : 9.89 Bid-YTW : 5.92 % |
| NA.PR.X | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 23.16 Evaluated at bid price : 23.70 Bid-YTW : 5.65 % |
| POW.PR.A | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 22.71 Evaluated at bid price : 22.95 Bid-YTW : 6.15 % |
| MFC.PR.J | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 14.95 Evaluated at bid price : 14.95 Bid-YTW : 5.69 % |
| SLF.PR.D | Deemed-Retractible | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 19.33 Evaluated at bid price : 19.33 Bid-YTW : 5.83 % |
| GWO.PR.Q | Deemed-Retractible | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 21.22 Evaluated at bid price : 21.22 Bid-YTW : 6.15 % |
| MFC.PR.O | FixedReset Ins Non | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 23.39 Evaluated at bid price : 23.90 Bid-YTW : 5.74 % |
| BMO.PR.W | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 14.15 Evaluated at bid price : 14.15 Bid-YTW : 5.37 % |
| CU.PR.I | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 22.80 Evaluated at bid price : 23.50 Bid-YTW : 4.82 % |
| MFC.PR.M | FixedReset Ins Non | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 13.45 Evaluated at bid price : 13.45 Bid-YTW : 5.82 % |
| RY.PR.Z | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 14.32 Evaluated at bid price : 14.32 Bid-YTW : 5.05 % |
| NA.PR.E | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 5.45 % |
| CM.PR.O | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 13.35 Evaluated at bid price : 13.35 Bid-YTW : 5.69 % |
| GWO.PR.F | Deemed-Retractible | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 6.21 % |
| MFC.PR.N | FixedReset Ins Non | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 13.25 Evaluated at bid price : 13.25 Bid-YTW : 5.78 % |
| IFC.PR.A | FixedReset Ins Non | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 10.57 Evaluated at bid price : 10.57 Bid-YTW : 5.67 % |
| IAF.PR.B | Deemed-Retractible | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 20.23 Evaluated at bid price : 20.23 Bid-YTW : 5.75 % |
| EML.PR.A | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 22.00 Evaluated at bid price : 22.60 Bid-YTW : 6.06 % |
| CIU.PR.A | Perpetual-Discount | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 20.42 Evaluated at bid price : 20.42 Bid-YTW : 5.73 % |
| TRP.PR.D | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 12.65 Evaluated at bid price : 12.65 Bid-YTW : 6.16 % |
| SLF.PR.C | Deemed-Retractible | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 19.13 Evaluated at bid price : 19.13 Bid-YTW : 5.89 % |
| GWO.PR.I | Deemed-Retractible | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 6.06 % |
| PVS.PR.G | SplitShare | 1.26 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 24.15 Bid-YTW : 5.77 % |
| POW.PR.D | Perpetual-Discount | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.16 % |
| TD.PF.J | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 16.63 Evaluated at bid price : 16.63 Bid-YTW : 5.16 % |
| TD.PF.A | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 14.20 Evaluated at bid price : 14.20 Bid-YTW : 5.22 % |
| TRP.PR.C | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 8.11 Evaluated at bid price : 8.11 Bid-YTW : 6.21 % |
| BNS.PR.I | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 4.86 % |
| MFC.PR.G | FixedReset Ins Non | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 14.14 Evaluated at bid price : 14.14 Bid-YTW : 6.11 % |
| MFC.PR.K | FixedReset Ins Non | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 13.80 Evaluated at bid price : 13.80 Bid-YTW : 5.56 % |
| RY.PR.P | Perpetual-Discount | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 23.54 Evaluated at bid price : 24.00 Bid-YTW : 5.45 % |
| SLF.PR.H | FixedReset Ins Non | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 11.52 Evaluated at bid price : 11.52 Bid-YTW : 5.80 % |
| TRP.PR.E | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 12.75 Evaluated at bid price : 12.75 Bid-YTW : 6.04 % |
| W.PR.K | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 22.72 Evaluated at bid price : 23.36 Bid-YTW : 5.64 % |
| TD.PF.G | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 23.32 Evaluated at bid price : 23.87 Bid-YTW : 5.37 % |
| HSE.PR.G | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 9.65 Evaluated at bid price : 9.65 Bid-YTW : 10.50 % |
| IFC.PR.C | FixedReset Ins Non | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 14.12 Evaluated at bid price : 14.12 Bid-YTW : 5.61 % |
| GWO.PR.S | Deemed-Retractible | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 21.59 Evaluated at bid price : 21.59 Bid-YTW : 6.16 % |
| TD.PF.C | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 14.43 Evaluated at bid price : 14.43 Bid-YTW : 5.28 % |
| SLF.PR.J | FloatingReset | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 8.54 Evaluated at bid price : 8.54 Bid-YTW : 4.85 % |
| SLF.PR.I | FixedReset Ins Non | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 14.35 Evaluated at bid price : 14.35 Bid-YTW : 5.72 % |
| MFC.PR.I | FixedReset Ins Non | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 14.57 Evaluated at bid price : 14.57 Bid-YTW : 6.04 % |
| RY.PR.S | FixedReset Disc | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 4.71 % |
| BMO.PR.S | FixedReset Disc | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 14.27 Evaluated at bid price : 14.27 Bid-YTW : 5.42 % |
| TRP.PR.J | FixedReset Disc | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 23.85 Evaluated at bid price : 24.32 Bid-YTW : 5.73 % |
| CM.PR.P | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 5.56 % |
| BAM.PR.C | Floater | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 7.91 Evaluated at bid price : 7.91 Bid-YTW : 5.48 % |
| RY.PR.J | FixedReset Disc | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 15.25 Evaluated at bid price : 15.25 Bid-YTW : 5.24 % |
| BAM.PR.B | Floater | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 8.09 Evaluated at bid price : 8.09 Bid-YTW : 5.36 % |
| CM.PR.T | FixedReset Disc | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.39 % |
| BAM.PF.B | FixedReset Disc | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 13.80 Evaluated at bid price : 13.80 Bid-YTW : 6.26 % |
| RY.PR.H | FixedReset Disc | 2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 14.47 Evaluated at bid price : 14.47 Bid-YTW : 5.07 % |
| BNS.PR.E | FixedReset Disc | 2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 22.75 Evaluated at bid price : 23.30 Bid-YTW : 5.36 % |
| NA.PR.S | FixedReset Disc | 2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 13.95 Evaluated at bid price : 13.95 Bid-YTW : 5.62 % |
| BIP.PR.B | FixedReset Disc | 2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 21.79 Evaluated at bid price : 22.25 Bid-YTW : 6.24 % |
| BMO.PR.T | FixedReset Disc | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 13.76 Evaluated at bid price : 13.76 Bid-YTW : 5.42 % |
| BAM.PR.K | Floater | 2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 7.94 Evaluated at bid price : 7.94 Bid-YTW : 5.46 % |
| IAF.PR.I | FixedReset Ins Non | 2.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 14.89 Evaluated at bid price : 14.89 Bid-YTW : 5.93 % |
| BIP.PR.A | FixedReset Disc | 2.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 14.02 Evaluated at bid price : 14.02 Bid-YTW : 7.26 % |
| PWF.PR.A | Floater | 3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 8.56 Evaluated at bid price : 8.56 Bid-YTW : 5.01 % |
| HSE.PR.A | FixedReset Disc | 3.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 5.68 Evaluated at bid price : 5.68 Bid-YTW : 9.86 % |
| TRP.PR.B | FixedReset Disc | 3.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 7.45 Evaluated at bid price : 7.45 Bid-YTW : 5.88 % |
| GWO.PR.N | FixedReset Ins Non | 5.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 8.81 Evaluated at bid price : 8.81 Bid-YTW : 5.06 % |
| SLF.PR.G | FixedReset Ins Non | 7.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 8.90 Evaluated at bid price : 8.90 Bid-YTW : 5.29 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.K | FixedReset Ins Non | 170,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 13.80 Evaluated at bid price : 13.80 Bid-YTW : 5.56 % |
| TD.PF.M | FixedReset Disc | 154,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 5.29 % |
| RY.PR.Q | FixedReset Disc | 139,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 22.96 Evaluated at bid price : 23.49 Bid-YTW : 5.30 % |
| CU.PR.D | Perpetual-Discount | 116,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 5.82 % |
| MFC.PR.O | FixedReset Ins Non | 85,126 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 23.39 Evaluated at bid price : 23.90 Bid-YTW : 5.74 % |
| PWF.PR.O | Perpetual-Discount | 78,028 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-27 Maturity Price : 23.07 Evaluated at bid price : 23.33 Bid-YTW : 6.25 % |
| There were 50 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.H | FixedReset Disc | Quote: 14.47 – 17.40 Spot Rate : 2.9300 Average : 1.5926 YTW SCENARIO |
| TD.PF.A | FixedReset Disc | Quote: 14.20 – 15.75 Spot Rate : 1.5500 Average : 0.9366 YTW SCENARIO |
| BAM.PR.C | Floater | Quote: 7.91 – 8.91 Spot Rate : 1.0000 Average : 0.6577 YTW SCENARIO |
| TD.PF.I | FixedReset Disc | Quote: 17.12 – 17.94 Spot Rate : 0.8200 Average : 0.5462 YTW SCENARIO |
| CM.PR.Y | FixedReset Disc | Quote: 20.15 – 20.98 Spot Rate : 0.8300 Average : 0.6105 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 10.89 – 11.75 Spot Rate : 0.8600 Average : 0.6434 YTW SCENARIO |