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TXPR closed at 619.68, up 1.03% on the day. Volume today was 3.86-million, behind only December 9 in the past 20 trading days.
CPD closed at 12.34, up 0.74% on the day. Volume was 74,856, on the low side of the median of the past 20 trading days.
ZPR closed at 9.83, up 0.82% on the day. Volume of 160,824 was near the median of the past 20 trading days.
Five-year Canada yields were down 1bp to 0.46% 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 | 0.3166 % | 1,898.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3166 % | 3,482.8 |
| Floater | 4.51 % | 4.56 % | 49,051 | 16.20 | 2 | 0.3166 % | 2,007.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0305 % | 3,609.3 |
| SplitShare | 4.80 % | 4.40 % | 42,897 | 3.85 | 9 | 0.0305 % | 4,310.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0305 % | 3,363.0 |
| Perpetual-Premium | 5.32 % | 0.67 % | 80,356 | 0.08 | 19 | 0.1566 % | 3,204.7 |
| Perpetual-Discount | 4.94 % | 5.03 % | 78,505 | 15.28 | 12 | 0.9076 % | 3,706.3 |
| FixedReset Disc | 4.99 % | 3.92 % | 143,779 | 17.16 | 56 | 1.3327 % | 2,333.1 |
| Insurance Straight | 4.98 % | 4.47 % | 89,545 | 4.00 | 22 | 0.5044 % | 3,608.8 |
| FloatingReset | 1.95 % | 1.86 % | 47,378 | 1.13 | 3 | 0.0000 % | 1,851.2 |
| FixedReset Prem | 5.15 % | 2.87 % | 217,102 | 0.82 | 22 | 0.3300 % | 2,677.5 |
| FixedReset Bank Non | 1.94 % | 1.86 % | 199,767 | 1.12 | 2 | -0.1199 % | 2,876.3 |
| FixedReset Ins Non | 5.03 % | 3.91 % | 83,344 | 17.28 | 22 | 1.3006 % | 2,430.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IAF.PR.B | Insurance Straight | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 23.99 Evaluated at bid price : 24.24 Bid-YTW : 4.74 % |
| CCS.PR.C | Insurance Straight | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 24.45 Evaluated at bid price : 24.69 Bid-YTW : 5.06 % |
| TRP.PR.A | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 13.13 Evaluated at bid price : 13.13 Bid-YTW : 5.04 % |
| IAF.PR.I | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 20.99 Evaluated at bid price : 20.99 Bid-YTW : 4.07 % |
| NA.PR.C | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 23.57 Evaluated at bid price : 24.90 Bid-YTW : 3.92 % |
| BIP.PR.B | FixedReset Prem | 1.04 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-01-30 Maturity Price : 25.00 Evaluated at bid price : 25.36 Bid-YTW : -6.89 % |
| TRP.PR.B | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 9.30 Evaluated at bid price : 9.30 Bid-YTW : 4.70 % |
| IFC.PR.E | Insurance Straight | 1.09 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-30 Maturity Price : 25.25 Evaluated at bid price : 25.89 Bid-YTW : 4.80 % |
| NA.PR.S | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 19.82 Evaluated at bid price : 19.82 Bid-YTW : 3.92 % |
| RY.PR.P | Perpetual-Premium | 1.18 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-02-24 Maturity Price : 26.00 Evaluated at bid price : 26.61 Bid-YTW : -5.01 % |
| IFC.PR.F | Insurance Straight | 1.30 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-09-30 Maturity Price : 25.25 Evaluated at bid price : 25.79 Bid-YTW : 5.01 % |
| BMO.PR.Y | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 21.07 Evaluated at bid price : 21.07 Bid-YTW : 3.77 % |
| BAM.PF.B | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 17.94 Evaluated at bid price : 17.94 Bid-YTW : 4.77 % |
| BMO.PR.D | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 24.06 Evaluated at bid price : 24.39 Bid-YTW : 3.81 % |
| TD.PF.K | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 21.84 Evaluated at bid price : 22.11 Bid-YTW : 3.77 % |
| NA.PR.E | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 3.90 % |
| CU.PR.I | FixedReset Prem | 1.43 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.58 Bid-YTW : 4.03 % |
| TD.PF.B | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 20.26 Evaluated at bid price : 20.26 Bid-YTW : 3.64 % |
| IAF.PR.G | FixedReset Ins Non | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 20.79 Evaluated at bid price : 20.79 Bid-YTW : 4.05 % |
| IFC.PR.C | FixedReset Ins Non | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 4.05 % |
| TD.PF.A | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 20.31 Evaluated at bid price : 20.31 Bid-YTW : 3.61 % |
| BIP.PR.F | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 23.02 Evaluated at bid price : 24.12 Bid-YTW : 5.24 % |
| TD.PF.J | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 22.18 Evaluated at bid price : 22.50 Bid-YTW : 3.75 % |
| RY.PR.H | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 3.59 % |
| BIP.PR.E | FixedReset Disc | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 23.16 Evaluated at bid price : 24.14 Bid-YTW : 5.13 % |
| MFC.PR.J | FixedReset Ins Non | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 3.91 % |
| GWO.PR.P | Insurance Straight | 1.67 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-01-09 Maturity Price : 25.00 Evaluated at bid price : 25.62 Bid-YTW : -26.31 % |
| BAM.PF.I | FixedReset Prem | 1.70 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.66 Bid-YTW : 3.45 % |
| BMO.PR.T | FixedReset Disc | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 19.43 Evaluated at bid price : 19.43 Bid-YTW : 3.74 % |
| RY.PR.Z | FixedReset Disc | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 3.58 % |
| MFC.PR.K | FixedReset Ins Non | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 18.93 Evaluated at bid price : 18.93 Bid-YTW : 3.89 % |
| CM.PR.O | FixedReset Disc | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 19.77 Evaluated at bid price : 19.77 Bid-YTW : 3.81 % |
| RY.PR.J | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 21.51 Evaluated at bid price : 21.51 Bid-YTW : 3.76 % |
| SLF.PR.C | Insurance Straight | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 24.61 Evaluated at bid price : 24.87 Bid-YTW : 4.47 % |
| BMO.PR.S | FixedReset Disc | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 20.51 Evaluated at bid price : 20.51 Bid-YTW : 3.66 % |
| MFC.PR.N | FixedReset Ins Non | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 3.85 % |
| RY.PR.M | FixedReset Disc | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 20.44 Evaluated at bid price : 20.44 Bid-YTW : 3.79 % |
| NA.PR.W | FixedReset Disc | 2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 3.88 % |
| BAM.PF.G | FixedReset Disc | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 17.61 Evaluated at bid price : 17.61 Bid-YTW : 4.77 % |
| TD.PF.C | FixedReset Disc | 2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 20.54 Evaluated at bid price : 20.54 Bid-YTW : 3.65 % |
| BAM.PR.R | FixedReset Disc | 2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 15.24 Evaluated at bid price : 15.24 Bid-YTW : 4.65 % |
| CM.PR.Q | FixedReset Disc | 2.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 3.87 % |
| TRP.PR.D | FixedReset Disc | 2.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 15.62 Evaluated at bid price : 15.62 Bid-YTW : 4.96 % |
| BIP.PR.A | FixedReset Disc | 2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 5.21 % |
| BAM.PR.X | FixedReset Disc | 3.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 12.90 Evaluated at bid price : 12.90 Bid-YTW : 4.58 % |
| TRP.PR.E | FixedReset Disc | 3.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 15.42 Evaluated at bid price : 15.42 Bid-YTW : 4.98 % |
| IFC.PR.G | FixedReset Ins Non | 3.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 4.13 % |
| MFC.PR.L | FixedReset Ins Non | 3.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 18.24 Evaluated at bid price : 18.24 Bid-YTW : 3.91 % |
| MFC.PR.H | FixedReset Ins Non | 3.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 23.33 Evaluated at bid price : 23.81 Bid-YTW : 3.81 % |
| BNS.PR.I | FixedReset Disc | 4.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 21.89 Evaluated at bid price : 22.20 Bid-YTW : 3.63 % |
| TD.PF.D | FixedReset Disc | 4.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 21.59 Evaluated at bid price : 21.91 Bid-YTW : 3.73 % |
| MFC.PR.M | FixedReset Ins Non | 4.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 19.84 Evaluated at bid price : 19.84 Bid-YTW : 3.83 % |
| CU.PR.F | Perpetual-Discount | 4.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 24.17 Evaluated at bid price : 24.47 Bid-YTW : 4.61 % |
| BAM.PR.M | Perpetual-Discount | 4.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 23.60 Evaluated at bid price : 23.87 Bid-YTW : 5.05 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.C | FixedReset Disc | 387,042 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 24.24 Evaluated at bid price : 24.58 Bid-YTW : 3.93 % |
| TD.PF.A | FixedReset Disc | 119,041 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 20.31 Evaluated at bid price : 20.31 Bid-YTW : 3.61 % |
| RY.PR.H | FixedReset Disc | 101,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 3.59 % |
| MFC.PR.R | FixedReset Ins Non | 82,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 23.84 Evaluated at bid price : 25.06 Bid-YTW : 4.27 % |
| TD.PF.M | FixedReset Prem | 71,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 23.39 Evaluated at bid price : 25.32 Bid-YTW : 4.10 % |
| RY.PR.M | FixedReset Disc | 66,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-10 Maturity Price : 20.44 Evaluated at bid price : 20.44 Bid-YTW : 3.79 % |
| There were 52 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.I | Perpetual-Premium | Quote: 26.19 – 28.39 Spot Rate : 2.2000 Average : 1.1960 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 12.90 – 14.75 Spot Rate : 1.8500 Average : 1.0866 YTW SCENARIO |
| GWO.PR.P | Insurance Straight | Quote: 25.62 – 26.62 Spot Rate : 1.0000 Average : 0.6099 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 21.07 – 22.00 Spot Rate : 0.9300 Average : 0.5917 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 22.50 – 23.45 Spot Rate : 0.9500 Average : 0.6340 YTW SCENARIO |
| CM.PR.S | FixedReset Disc | Quote: 20.91 – 21.50 Spot Rate : 0.5900 Average : 0.3664 YTW SCENARIO |