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TXPR closed at 510.24, up 0.76% on the day. Volume today was 2.72-million, below average in the context of the past thirty days.
CPD closed at 10.24, up 1.69% on the day. Volume was 77,422, quite low in the context of the past 30 trading days.
ZPR closed at 7.98, up 0.88% on the day. Volume of 258,059 was average in the context of the past 30 trading days.
Five-year Canada yields were down 5bp to 0.42% 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 | -1.4462 % | 1,442.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.4462 % | 2,646.2 |
| Floater | 5.35 % | 5.40 % | 37,462 | 14.82 | 4 | -1.4462 % | 1,525.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2310 % | 3,303.9 |
| SplitShare | 5.02 % | 6.00 % | 68,934 | 3.91 | 7 | 0.2310 % | 3,945.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2310 % | 3,078.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6492 % | 2,843.6 |
| Perpetual-Discount | 5.90 % | 6.07 % | 88,185 | 13.76 | 35 | 0.6492 % | 3,050.0 |
| FixedReset Disc | 6.54 % | 5.51 % | 207,804 | 14.40 | 83 | 0.6632 % | 1,734.8 |
| Deemed-Retractible | 5.64 % | 5.97 % | 96,979 | 13.75 | 27 | 0.7077 % | 3,003.2 |
| FloatingReset | 5.24 % | 5.39 % | 65,941 | 14.83 | 3 | 0.6768 % | 1,675.6 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6632 % | 2,399.2 |
| FixedReset Bank Non | 2.00 % | 3.57 % | 172,472 | 1.72 | 2 | 0.2692 % | 2,754.1 |
| FixedReset Ins Non | 6.90 % | 5.76 % | 136,239 | 13.88 | 22 | 1.1903 % | 1,721.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.E | FixedReset Disc | -5.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 12.08 Evaluated at bid price : 12.08 Bid-YTW : 6.69 % |
| TD.PF.E | FixedReset Disc | -4.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 14.33 Evaluated at bid price : 14.33 Bid-YTW : 5.86 % |
| PWF.PR.A | Floater | -2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 8.32 Evaluated at bid price : 8.32 Bid-YTW : 5.16 % |
| TRP.PR.E | FixedReset Disc | -2.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 12.40 Evaluated at bid price : 12.40 Bid-YTW : 6.23 % |
| HSE.PR.A | FixedReset Disc | -2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 5.55 Evaluated at bid price : 5.55 Bid-YTW : 10.10 % |
| BAM.PR.K | Floater | -2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 7.76 Evaluated at bid price : 7.76 Bid-YTW : 5.59 % |
| SLF.PR.G | FixedReset Ins Non | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 8.71 Evaluated at bid price : 8.71 Bid-YTW : 5.40 % |
| BAM.PR.T | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 11.40 Evaluated at bid price : 11.40 Bid-YTW : 6.33 % |
| IFC.PR.C | FixedReset Ins Non | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 13.95 Evaluated at bid price : 13.95 Bid-YTW : 5.68 % |
| IFC.PR.G | FixedReset Ins Non | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 15.12 Evaluated at bid price : 15.12 Bid-YTW : 5.62 % |
| PWF.PR.T | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 13.05 Evaluated at bid price : 13.05 Bid-YTW : 6.10 % |
| GWO.PR.N | FixedReset Ins Non | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 8.71 Evaluated at bid price : 8.71 Bid-YTW : 5.12 % |
| BAM.PF.H | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 22.57 Evaluated at bid price : 23.20 Bid-YTW : 5.41 % |
| GWO.PR.M | Deemed-Retractible | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 23.35 Evaluated at bid price : 23.64 Bid-YTW : 6.20 % |
| SLF.PR.I | FixedReset Ins Non | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 5.66 % |
| TD.PF.B | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 14.42 Evaluated at bid price : 14.42 Bid-YTW : 5.17 % |
| BMO.PR.B | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 21.60 Evaluated at bid price : 22.00 Bid-YTW : 5.24 % |
| TD.PF.D | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 15.27 Evaluated at bid price : 15.27 Bid-YTW : 5.35 % |
| BNS.PR.H | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 21.78 Evaluated at bid price : 22.27 Bid-YTW : 5.24 % |
| CM.PR.Y | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 20.38 Evaluated at bid price : 20.38 Bid-YTW : 5.37 % |
| BMO.PR.Y | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 14.32 Evaluated at bid price : 14.32 Bid-YTW : 5.64 % |
| BAM.PR.R | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 11.50 Evaluated at bid price : 11.50 Bid-YTW : 6.10 % |
| CM.PR.R | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 16.99 Evaluated at bid price : 16.99 Bid-YTW : 5.80 % |
| BMO.PR.D | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 16.86 Evaluated at bid price : 16.86 Bid-YTW : 5.64 % |
| NA.PR.S | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 14.13 Evaluated at bid price : 14.13 Bid-YTW : 5.55 % |
| MFC.PR.C | Deemed-Retractible | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 5.95 % |
| RY.PR.N | Perpetual-Discount | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 22.09 Evaluated at bid price : 22.45 Bid-YTW : 5.44 % |
| BIP.PR.E | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 19.28 Evaluated at bid price : 19.28 Bid-YTW : 6.57 % |
| MFC.PR.F | FixedReset Ins Non | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 8.13 Evaluated at bid price : 8.13 Bid-YTW : 5.87 % |
| TD.PF.A | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 5.15 % |
| MFC.PR.O | FixedReset Ins Non | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 23.78 Evaluated at bid price : 24.25 Bid-YTW : 5.66 % |
| MFC.PR.B | Deemed-Retractible | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 5.91 % |
| BAM.PR.Z | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 6.12 % |
| CU.PR.F | Perpetual-Discount | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 5.60 % |
| CU.PR.I | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 23.13 Evaluated at bid price : 23.85 Bid-YTW : 4.75 % |
| BAM.PF.G | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 13.56 Evaluated at bid price : 13.56 Bid-YTW : 6.15 % |
| TD.PF.C | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 14.65 Evaluated at bid price : 14.65 Bid-YTW : 5.20 % |
| BAM.PF.B | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 14.02 Evaluated at bid price : 14.02 Bid-YTW : 6.16 % |
| BAM.PF.A | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 5.90 % |
| RY.PR.Z | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 4.97 % |
| TD.PF.J | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 5.08 % |
| PWF.PR.R | Perpetual-Discount | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 22.07 Evaluated at bid price : 22.43 Bid-YTW : 6.16 % |
| POW.PR.C | Perpetual-Discount | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 23.30 Evaluated at bid price : 23.58 Bid-YTW : 6.20 % |
| BNS.PR.G | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 23.88 Evaluated at bid price : 24.31 Bid-YTW : 5.35 % |
| IFC.PR.A | FixedReset Ins Non | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 10.75 Evaluated at bid price : 10.75 Bid-YTW : 5.57 % |
| HSE.PR.G | FixedReset Disc | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 9.82 Evaluated at bid price : 9.82 Bid-YTW : 10.32 % |
| NA.PR.X | FixedReset Disc | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 23.64 Evaluated at bid price : 24.15 Bid-YTW : 5.54 % |
| CU.PR.H | Perpetual-Discount | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 22.58 Evaluated at bid price : 22.95 Bid-YTW : 5.80 % |
| TRP.PR.B | FixedReset Disc | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 7.60 Evaluated at bid price : 7.60 Bid-YTW : 5.76 % |
| BIK.PR.A | FixedReset Disc | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 22.04 Evaluated at bid price : 22.50 Bid-YTW : 6.57 % |
| TRP.PR.D | FixedReset Disc | 2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 12.92 Evaluated at bid price : 12.92 Bid-YTW : 6.02 % |
| MFC.PR.Q | FixedReset Ins Non | 2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 15.15 Evaluated at bid price : 15.15 Bid-YTW : 5.56 % |
| MFC.PR.J | FixedReset Ins Non | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 5.56 % |
| BMO.PR.C | FixedReset Disc | 2.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 17.42 Evaluated at bid price : 17.42 Bid-YTW : 5.67 % |
| MFC.PR.R | FixedReset Ins Non | 2.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 5.91 % |
| IAF.PR.I | FixedReset Ins Non | 2.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 5.76 % |
| EML.PR.A | FixedReset Ins Non | 2.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 22.70 Evaluated at bid price : 23.25 Bid-YTW : 5.89 % |
| TRP.PR.C | FixedReset Disc | 3.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 8.36 Evaluated at bid price : 8.36 Bid-YTW : 6.02 % |
| IAF.PR.G | FixedReset Ins Non | 3.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 5.77 % |
| GWO.PR.L | Deemed-Retractible | 3.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 23.22 Evaluated at bid price : 23.52 Bid-YTW : 6.07 % |
| TD.PF.I | FixedReset Disc | 3.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 5.15 % |
| HSE.PR.E | FixedReset Disc | 3.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 10.55 Evaluated at bid price : 10.55 Bid-YTW : 10.30 % |
| SLF.PR.H | FixedReset Ins Non | 3.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 11.95 Evaluated at bid price : 11.95 Bid-YTW : 5.59 % |
| HSE.PR.C | FixedReset Disc | 3.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 10.15 Evaluated at bid price : 10.15 Bid-YTW : 10.05 % |
| RY.PR.M | FixedReset Disc | 4.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 5.28 % |
| CCS.PR.C | Deemed-Retractible | 4.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 21.22 Evaluated at bid price : 21.22 Bid-YTW : 5.97 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.B | FixedReset Disc | 186,261 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 14.42 Evaluated at bid price : 14.42 Bid-YTW : 5.17 % |
| CM.PR.R | FixedReset Disc | 127,886 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 16.99 Evaluated at bid price : 16.99 Bid-YTW : 5.80 % |
| HSE.PR.C | FixedReset Disc | 119,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 10.15 Evaluated at bid price : 10.15 Bid-YTW : 10.05 % |
| BNS.PR.G | FixedReset Disc | 92,066 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 23.88 Evaluated at bid price : 24.31 Bid-YTW : 5.35 % |
| MFC.PR.H | FixedReset Ins Non | 88,403 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 15.70 Evaluated at bid price : 15.70 Bid-YTW : 5.93 % |
| RY.PR.J | FixedReset Disc | 70,837 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-04-28 Maturity Price : 15.35 Evaluated at bid price : 15.35 Bid-YTW : 5.21 % |
| There were 41 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.G | FixedReset Ins Non | Quote: 14.28 – 16.50 Spot Rate : 2.2200 Average : 1.4998 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 13.52 – 15.20 Spot Rate : 1.6800 Average : 1.0255 YTW SCENARIO |
| W.PR.K | FixedReset Disc | Quote: 23.41 – 25.05 Spot Rate : 1.6400 Average : 1.2208 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 12.08 – 13.20 Spot Rate : 1.1200 Average : 0.7538 YTW SCENARIO |
| POW.PR.A | Perpetual-Discount | Quote: 23.10 – 23.98 Spot Rate : 0.8800 Average : 0.5476 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 14.33 – 15.74 Spot Rate : 1.4100 Average : 1.1172 YTW SCENARIO |