September 1, 2020

unicorn_200901
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TXPR closed at 591.75, up 1.34% on the day. Volume today was 3.38-million, by far the second-highest of the past thirty days, behind only August 26.

CPD closed at 11.78, up 0.86% on the day. Volume was 147,303, very high in the context of the past 30 trading days.

ZPR closed at 9.32, up 1.08% on the day. Volume of 307,588 was the high in the context of the past 30 trading days.

Five-year Canada yields were down 3bp to 0.36% today.

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 0.7776 % 1,682.8
FixedFloater 0.00 % 0.00 % 0 0.00 0 0.7776 % 3,087.9
Floater 4.96 % 5.04 % 63,385 15.35 3 0.7776 % 1,779.6
OpRet 0.00 % 0.00 % 0 0.00 0 0.1472 % 3,537.5
SplitShare 4.80 % 4.37 % 42,567 3.69 7 0.1472 % 4,224.5
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.1472 % 3,296.1
Perpetual-Premium 5.34 % 3.30 % 81,695 0.08 17 0.1210 % 3,123.5
Perpetual-Discount 5.28 % 5.36 % 83,147 14.85 17 0.5378 % 3,463.5
FixedReset Disc 5.36 % 4.14 % 122,179 16.35 68 1.2376 % 2,128.6
Deemed-Retractible 5.08 % 5.00 % 105,575 15.18 27 1.0746 % 3,410.0
FloatingReset 2.80 % 2.44 % 43,998 1.39 3 0.7535 % 1,832.8
FixedReset Prem 5.25 % 4.20 % 231,050 0.87 11 0.1797 % 2,620.6
FixedReset Bank Non 1.94 % 1.98 % 134,289 1.39 2 0.2415 % 2,852.6
FixedReset Ins Non 5.61 % 4.38 % 89,837 16.24 22 1.3174 % 2,147.3
Performance Highlights
Issue Index Change Notes
TRP.PR.B FixedReset Disc -1.97 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 8.45
Evaluated at bid price : 8.45
Bid-YTW : 4.99 %
BIP.PR.A FixedReset Disc -1.78 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 17.61
Evaluated at bid price : 17.61
Bid-YTW : 5.64 %
TRP.PR.D FixedReset Disc -1.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 13.76
Evaluated at bid price : 13.76
Bid-YTW : 5.56 %
GWO.PR.Q Deemed-Retractible 1.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 24.39
Evaluated at bid price : 24.67
Bid-YTW : 5.21 %
CM.PR.T FixedReset Disc 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 22.80
Evaluated at bid price : 23.80
Bid-YTW : 4.17 %
RY.PR.S FixedReset Disc 1.08 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 20.55
Evaluated at bid price : 20.55
Bid-YTW : 3.82 %
GWO.PR.G Deemed-Retractible 1.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 24.61
Evaluated at bid price : 24.87
Bid-YTW : 5.22 %
TD.PF.K FixedReset Disc 1.12 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 3.99 %
IAF.PR.G FixedReset Ins Non 1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 18.82
Evaluated at bid price : 18.82
Bid-YTW : 4.38 %
PWF.PR.L Perpetual-Discount 1.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 23.85
Evaluated at bid price : 24.10
Bid-YTW : 5.34 %
ELF.PR.F Perpetual-Discount 1.16 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 24.21
Evaluated at bid price : 24.50
Bid-YTW : 5.47 %
BAM.PR.C Floater 1.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 8.66
Evaluated at bid price : 8.66
Bid-YTW : 5.02 %
POW.PR.G Perpetual-Premium 1.19 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2020-10-01
Maturity Price : 25.25
Evaluated at bid price : 25.55
Bid-YTW : -0.05 %
CM.PR.Y FixedReset Disc 1.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 23.19
Evaluated at bid price : 24.80
Bid-YTW : 4.24 %
BMO.PR.F FixedReset Disc 1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 23.28
Evaluated at bid price : 25.00
Bid-YTW : 4.04 %
NA.PR.W FixedReset Disc 1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 17.10
Evaluated at bid price : 17.10
Bid-YTW : 4.31 %
MFC.PR.G FixedReset Ins Non 1.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 19.28
Evaluated at bid price : 19.28
Bid-YTW : 4.34 %
TD.PF.L FixedReset Disc 1.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 23.03
Evaluated at bid price : 24.32
Bid-YTW : 4.02 %
GWO.PR.H Deemed-Retractible 1.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 23.26
Evaluated at bid price : 23.56
Bid-YTW : 5.13 %
BMO.PR.B FixedReset Prem 1.39 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-02-25
Maturity Price : 25.00
Evaluated at bid price : 25.50
Bid-YTW : 3.54 %
BAM.PR.T FixedReset Disc 1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 13.80
Evaluated at bid price : 13.80
Bid-YTW : 5.15 %
BIP.PR.E FixedReset Disc 1.40 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 21.38
Evaluated at bid price : 21.70
Bid-YTW : 5.75 %
TD.PF.M FixedReset Disc 1.42 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 23.24
Evaluated at bid price : 24.95
Bid-YTW : 4.12 %
NA.PR.G FixedReset Disc 1.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 20.25
Evaluated at bid price : 20.25
Bid-YTW : 4.32 %
NA.PR.E FixedReset Disc 1.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 19.50
Evaluated at bid price : 19.50
Bid-YTW : 4.14 %
CM.PR.S FixedReset Disc 1.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 19.20
Evaluated at bid price : 19.20
Bid-YTW : 4.05 %
W.PR.K FixedReset Disc 1.52 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-01-15
Maturity Price : 25.00
Evaluated at bid price : 25.40
Bid-YTW : 2.76 %
NA.PR.S FixedReset Disc 1.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 17.84
Evaluated at bid price : 17.84
Bid-YTW : 4.29 %
BMO.PR.D FixedReset Disc 1.55 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 22.67
Evaluated at bid price : 23.00
Bid-YTW : 3.97 %
BAM.PF.F FixedReset Disc 1.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 16.96
Evaluated at bid price : 16.96
Bid-YTW : 5.16 %
GWO.PR.I Deemed-Retractible 1.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 21.69
Evaluated at bid price : 21.94
Bid-YTW : 5.12 %
BIP.PR.F FixedReset Disc 1.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 21.73
Evaluated at bid price : 22.00
Bid-YTW : 5.79 %
NA.PR.C FixedReset Disc 1.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 23.03
Evaluated at bid price : 23.84
Bid-YTW : 4.06 %
GWO.PR.R Deemed-Retractible 1.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 22.96
Evaluated at bid price : 23.40
Bid-YTW : 5.11 %
TRP.PR.K FixedReset Disc 1.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 23.54
Evaluated at bid price : 24.71
Bid-YTW : 4.92 %
IAF.PR.B Deemed-Retractible 1.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 22.33
Evaluated at bid price : 22.60
Bid-YTW : 5.08 %
MFC.PR.C Deemed-Retractible 1.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 22.24
Evaluated at bid price : 22.51
Bid-YTW : 5.00 %
BAM.PF.B FixedReset Disc 1.80 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 16.40
Evaluated at bid price : 16.40
Bid-YTW : 5.19 %
MFC.PR.B Deemed-Retractible 1.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 22.98
Evaluated at bid price : 23.25
Bid-YTW : 5.00 %
MFC.PR.K FixedReset Ins Non 1.88 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 16.81
Evaluated at bid price : 16.81
Bid-YTW : 4.33 %
PWF.PR.S Perpetual-Discount 1.93 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 22.48
Evaluated at bid price : 22.76
Bid-YTW : 5.32 %
TRP.PR.C FixedReset Disc 1.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 9.35
Evaluated at bid price : 9.35
Bid-YTW : 5.27 %
SLF.PR.B Deemed-Retractible 2.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 24.05
Evaluated at bid price : 24.30
Bid-YTW : 4.93 %
MFC.PR.L FixedReset Ins Non 2.27 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 15.75
Evaluated at bid price : 15.75
Bid-YTW : 4.46 %
SLF.PR.D Deemed-Retractible 2.52 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 22.05
Evaluated at bid price : 22.34
Bid-YTW : 4.97 %
SLF.PR.C Deemed-Retractible 2.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 21.97
Evaluated at bid price : 22.20
Bid-YTW : 5.00 %
TRP.PR.E FixedReset Disc 2.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 14.12
Evaluated at bid price : 14.12
Bid-YTW : 5.37 %
MFC.PR.I FixedReset Ins Non 2.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 19.65
Evaluated at bid price : 19.65
Bid-YTW : 4.30 %
BAM.PF.G FixedReset Disc 2.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 16.00
Evaluated at bid price : 16.00
Bid-YTW : 5.16 %
MFC.PR.J FixedReset Ins Non 2.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 18.56
Evaluated at bid price : 18.56
Bid-YTW : 4.37 %
TRP.PR.G FixedReset Disc 2.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 16.03
Evaluated at bid price : 16.03
Bid-YTW : 5.28 %
GWO.PR.N FixedReset Ins Non 2.82 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 10.30
Evaluated at bid price : 10.30
Bid-YTW : 4.15 %
PWF.PR.T FixedReset Disc 2.85 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 16.60
Evaluated at bid price : 16.60
Bid-YTW : 4.63 %
SLF.PR.A Deemed-Retractible 2.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 23.68
Evaluated at bid price : 23.95
Bid-YTW : 4.95 %
CM.PR.Q FixedReset Disc 2.94 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 19.25
Evaluated at bid price : 19.25
Bid-YTW : 4.17 %
IFC.PR.A FixedReset Ins Non 3.10 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 12.65
Evaluated at bid price : 12.65
Bid-YTW : 4.64 %
MFC.PR.F FixedReset Ins Non 3.68 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 10.42
Evaluated at bid price : 10.42
Bid-YTW : 4.38 %
SLF.PR.J FloatingReset 3.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 9.91
Evaluated at bid price : 9.91
Bid-YTW : 3.90 %
MFC.PR.H FixedReset Ins Non 4.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 20.55
Evaluated at bid price : 20.55
Bid-YTW : 4.38 %
SLF.PR.E Deemed-Retractible 4.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 22.33
Evaluated at bid price : 22.60
Bid-YTW : 4.97 %
BAM.PR.X FixedReset Disc 4.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 11.65
Evaluated at bid price : 11.65
Bid-YTW : 4.93 %
MFC.PR.M FixedReset Ins Non 5.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 16.66
Evaluated at bid price : 16.66
Bid-YTW : 4.50 %
BAM.PF.A FixedReset Disc 5.93 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 18.05
Evaluated at bid price : 18.05
Bid-YTW : 5.10 %
BAM.PR.R FixedReset Disc 6.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 13.54
Evaluated at bid price : 13.54
Bid-YTW : 5.10 %
BMO.PR.Y FixedReset Disc 6.83 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 19.23
Evaluated at bid price : 19.23
Bid-YTW : 4.07 %
TD.PF.I FixedReset Disc 8.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 22.50
Evaluated at bid price : 22.80
Bid-YTW : 3.88 %
PWF.PR.P FixedReset Disc 8.78 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 11.15
Evaluated at bid price : 11.15
Bid-YTW : 4.54 %
Volume Highlights
Issue Index Shares
Traded
Notes
TD.PF.M FixedReset Disc 237,173 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 23.24
Evaluated at bid price : 24.95
Bid-YTW : 4.12 %
RY.PR.J FixedReset Disc 133,850 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 20.30
Evaluated at bid price : 20.30
Bid-YTW : 3.91 %
RY.PR.R FixedReset Prem 95,613 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-08-24
Maturity Price : 25.00
Evaluated at bid price : 25.45
Bid-YTW : 3.77 %
NA.PR.S FixedReset Disc 72,631 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 17.84
Evaluated at bid price : 17.84
Bid-YTW : 4.29 %
TD.PF.G FixedReset Prem 68,131 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-04-30
Maturity Price : 25.00
Evaluated at bid price : 25.35
Bid-YTW : 4.05 %
BNS.PR.G FixedReset Prem 59,900 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2021-07-25
Maturity Price : 25.00
Evaluated at bid price : 25.40
Bid-YTW : 4.31 %
There were 64 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
TRP.PR.A FixedReset Disc Quote: 12.60 – 13.74
Spot Rate : 1.1400
Average : 0.7468

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 12.60
Evaluated at bid price : 12.60
Bid-YTW : 5.19 %

EIT.PR.B SplitShare Quote: 25.35 – 26.35
Spot Rate : 1.0000
Average : 0.6197

YTW SCENARIO
Maturity Type : Soft Maturity
Maturity Date : 2025-03-14
Maturity Price : 25.00
Evaluated at bid price : 25.35
Bid-YTW : 4.44 %

TD.PF.J FixedReset Disc Quote: 20.68 – 21.50
Spot Rate : 0.8200
Average : 0.5079

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 20.68
Evaluated at bid price : 20.68
Bid-YTW : 4.05 %

CM.PR.Y FixedReset Disc Quote: 24.80 – 25.60
Spot Rate : 0.8000
Average : 0.5125

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 23.19
Evaluated at bid price : 24.80
Bid-YTW : 4.24 %

BIP.PR.E FixedReset Disc Quote: 21.70 – 22.50
Spot Rate : 0.8000
Average : 0.5161

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 21.38
Evaluated at bid price : 21.70
Bid-YTW : 5.75 %

BAM.PR.Z FixedReset Disc Quote: 17.05 – 17.89
Spot Rate : 0.8400
Average : 0.5806

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2050-09-01
Maturity Price : 17.05
Evaluated at bid price : 17.05
Bid-YTW : 5.33 %

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