April 25, 2022

TXPR closed at 623.27, hitting a new 52-week low on the day, down 1.65% on the day. Volume today was 2.72-million, well above the median of the past 21 trading days.

CPD closed at 12.39, hitting a new 52-week low on the day, down 1.67% on the day. Volume was 114,240, third-highest of the past 21 trading days, behind April 7 and April 8.

ZPR closed at 10.47, hitting a new 52-week low on the day, down 1.23% on the day. Volume of 261,550 was above the median of the past 21 trading days.

Five-year Canada yields were down 10bp to 2.72% 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 3.58 % 4.22 % 24,355 18.88 1 -1.8667 % 2,621.2
FixedFloater 0.00 % 0.00 % 0 0.00 0 -1.9777 % 4,868.8
Floater 4.18 % 4.25 % 34,276 16.91 4 -1.9777 % 2,805.9
OpRet 0.00 % 0.00 % 0 0.00 0 -1.2495 % 3,564.7
SplitShare 4.71 % 4.82 % 50,076 3.46 6 -1.2495 % 4,257.0
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 -1.2495 % 3,321.5
Perpetual-Premium 5.84 % 5.94 % 77,769 14.00 16 -0.9812 % 2,924.7
Perpetual-Discount 5.86 % 5.96 % 68,256 13.99 17 -2.2238 % 3,162.6
FixedReset Disc 4.54 % 5.84 % 129,368 14.34 49 -1.5598 % 2,527.7
Insurance Straight 5.77 % 5.84 % 99,073 14.14 20 -1.1073 % 3,110.4
FloatingReset 4.57 % 4.92 % 63,093 15.64 2 -0.2123 % 2,671.2
FixedReset Prem 4.90 % 4.77 % 143,825 2.13 19 -0.1662 % 2,630.3
FixedReset Bank Non 0.00 % 0.00 % 0 0.00 0 -1.5598 % 2,583.8
FixedReset Ins Non 4.59 % 5.94 % 83,146 14.20 15 -1.9705 % 2,616.8
Performance Highlights
Issue Index Change Notes
PWF.PR.P FixedReset Disc -10.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 14.00
Evaluated at bid price : 14.00
Bid-YTW : 6.65 %
GWO.PR.N FixedReset Ins Non -9.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 13.40
Evaluated at bid price : 13.40
Bid-YTW : 6.53 %
RY.PR.N Perpetual-Premium -5.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 21.86
Evaluated at bid price : 22.10
Bid-YTW : 5.54 %
TRP.PR.D FixedReset Disc -5.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 18.01
Evaluated at bid price : 18.01
Bid-YTW : 6.86 %
PVS.PR.H SplitShare -4.78 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2027-02-28
Maturity Price : 25.00
Evaluated at bid price : 23.90
Bid-YTW : 5.94 %
MFC.PR.J FixedReset Ins Non -4.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 21.83
Evaluated at bid price : 22.32
Bid-YTW : 5.95 %
CM.PR.O FixedReset Disc -4.46 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.35
Evaluated at bid price : 20.35
Bid-YTW : 5.94 %
IAF.PR.G FixedReset Ins Non -4.15 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 22.32
Evaluated at bid price : 23.10
Bid-YTW : 6.02 %
FTS.PR.K FixedReset Disc -4.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 18.42
Evaluated at bid price : 18.42
Bid-YTW : 6.40 %
CU.PR.F Perpetual-Discount -3.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 19.60
Evaluated at bid price : 19.60
Bid-YTW : 5.84 %
RY.PR.O Perpetual-Premium -3.92 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 22.59
Evaluated at bid price : 22.82
Bid-YTW : 5.36 %
MFC.PR.Q FixedReset Ins Non -3.89 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 21.58
Evaluated at bid price : 21.96
Bid-YTW : 5.98 %
BMO.PR.T FixedReset Disc -3.67 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 5.87 %
BAM.PF.D Perpetual-Discount -3.37 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.10
Evaluated at bid price : 20.10
Bid-YTW : 6.17 %
TRP.PR.E FixedReset Disc -3.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 18.18
Evaluated at bid price : 18.18
Bid-YTW : 6.68 %
FTS.PR.G FixedReset Disc -3.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 19.60
Evaluated at bid price : 19.60
Bid-YTW : 6.20 %
FTS.PR.J Perpetual-Discount -3.18 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 21.30
Evaluated at bid price : 21.30
Bid-YTW : 5.67 %
NA.PR.S FixedReset Disc -3.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 21.40
Evaluated at bid price : 21.40
Bid-YTW : 5.81 %
PWF.PF.A Perpetual-Discount -3.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 19.00
Evaluated at bid price : 19.00
Bid-YTW : 5.96 %
RY.PR.H FixedReset Disc -3.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.91
Evaluated at bid price : 20.91
Bid-YTW : 5.71 %
FTS.PR.M FixedReset Disc -2.95 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 19.75
Evaluated at bid price : 19.75
Bid-YTW : 6.38 %
FTS.PR.F Perpetual-Discount -2.94 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 21.89
Evaluated at bid price : 22.13
Bid-YTW : 5.62 %
MFC.PR.C Insurance Straight -2.93 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 19.90
Evaluated at bid price : 19.90
Bid-YTW : 5.73 %
NA.PR.W FixedReset Disc -2.91 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.95 %
BAM.PR.M Perpetual-Discount -2.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 19.82
Evaluated at bid price : 19.82
Bid-YTW : 6.07 %
PWF.PR.F Perpetual-Premium -2.84 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 21.63
Evaluated at bid price : 21.88
Bid-YTW : 6.02 %
BAM.PF.F FixedReset Disc -2.81 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 6.47 %
IAF.PR.B Insurance Straight -2.81 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.75
Evaluated at bid price : 20.75
Bid-YTW : 5.61 %
RY.PR.S FixedReset Disc -2.79 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 22.96
Evaluated at bid price : 23.33
Bid-YTW : 5.38 %
POW.PR.B Perpetual-Premium -2.77 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 22.18
Evaluated at bid price : 22.46
Bid-YTW : 6.00 %
BAM.PR.B Floater -2.65 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 13.24
Evaluated at bid price : 13.24
Bid-YTW : 4.26 %
BAM.PR.N Perpetual-Discount -2.62 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 19.67
Evaluated at bid price : 19.67
Bid-YTW : 6.11 %
CU.PR.H Perpetual-Premium -2.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 22.11
Evaluated at bid price : 22.40
Bid-YTW : 5.95 %
GWO.PR.P Insurance Straight -2.56 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 22.60
Evaluated at bid price : 22.85
Bid-YTW : 5.97 %
CU.PR.J Perpetual-Discount -2.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.52
Evaluated at bid price : 20.52
Bid-YTW : 5.89 %
BAM.PR.R FixedReset Disc -2.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 17.82
Evaluated at bid price : 17.82
Bid-YTW : 6.42 %
IAF.PR.I FixedReset Ins Non -2.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 23.06
Evaluated at bid price : 23.64
Bid-YTW : 5.74 %
BNS.PR.I FixedReset Disc -2.31 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 22.87
Evaluated at bid price : 23.25
Bid-YTW : 5.48 %
FTS.PR.H FixedReset Disc -2.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 14.85
Evaluated at bid price : 14.85
Bid-YTW : 6.29 %
BAM.PF.C Perpetual-Discount -2.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.05
Evaluated at bid price : 20.05
Bid-YTW : 6.12 %
GWO.PR.M Insurance Straight -2.24 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 23.74
Evaluated at bid price : 24.05
Bid-YTW : 6.09 %
TD.PF.B FixedReset Disc -2.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.68
Evaluated at bid price : 20.68
Bid-YTW : 5.79 %
MFC.PR.B Insurance Straight -2.22 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.30
Evaluated at bid price : 20.30
Bid-YTW : 5.81 %
PWF.PR.S Perpetual-Discount -2.17 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.25
Evaluated at bid price : 20.25
Bid-YTW : 5.96 %
BAM.PF.E FixedReset Disc -2.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 19.25
Evaluated at bid price : 19.25
Bid-YTW : 6.47 %
IFC.PR.E Insurance Straight -2.13 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 22.62
Evaluated at bid price : 23.00
Bid-YTW : 5.70 %
BAM.PR.K Floater -2.07 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 13.23
Evaluated at bid price : 13.23
Bid-YTW : 4.27 %
POW.PR.G Perpetual-Premium -2.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 23.21
Evaluated at bid price : 23.51
Bid-YTW : 6.00 %
PWF.PR.Z Perpetual-Premium -2.04 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 21.60
Evaluated at bid price : 21.60
Bid-YTW : 6.00 %
RY.PR.Z FixedReset Disc -2.02 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.83
Evaluated at bid price : 20.83
Bid-YTW : 5.71 %
MFC.PR.M FixedReset Ins Non -1.96 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.49
Evaluated at bid price : 20.49
Bid-YTW : 5.98 %
TD.PF.C FixedReset Disc -1.95 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.63
Evaluated at bid price : 20.63
Bid-YTW : 5.78 %
BAM.PR.E Ratchet -1.87 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 25.00
Evaluated at bid price : 18.40
Bid-YTW : 4.22 %
GWO.PR.R Insurance Straight -1.78 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.43
Evaluated at bid price : 20.43
Bid-YTW : 5.94 %
CU.PR.G Perpetual-Discount -1.76 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 19.55
Evaluated at bid price : 19.55
Bid-YTW : 5.86 %
TRP.PR.A FixedReset Disc -1.71 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 16.69
Evaluated at bid price : 16.69
Bid-YTW : 6.68 %
GWO.PR.L Insurance Straight -1.66 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 23.41
Evaluated at bid price : 23.70
Bid-YTW : 6.02 %
BAM.PR.C Floater -1.63 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 13.28
Evaluated at bid price : 13.28
Bid-YTW : 4.25 %
PWF.PR.K Perpetual-Discount -1.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.76
Evaluated at bid price : 20.76
Bid-YTW : 6.00 %
TD.PF.I FixedReset Prem -1.61 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 23.82
Evaluated at bid price : 24.50
Bid-YTW : 5.76 %
SLF.PR.H FixedReset Ins Non -1.58 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 18.70
Evaluated at bid price : 18.70
Bid-YTW : 5.89 %
PWF.PR.A Floater -1.57 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 13.78
Evaluated at bid price : 13.78
Bid-YTW : 4.06 %
IFC.PR.G FixedReset Ins Non -1.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 21.87
Evaluated at bid price : 22.40
Bid-YTW : 5.85 %
BAM.PR.Z FixedReset Disc -1.54 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 22.30
Evaluated at bid price : 23.09
Bid-YTW : 6.10 %
ELF.PR.F Perpetual-Discount -1.53 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 22.22
Evaluated at bid price : 22.50
Bid-YTW : 5.93 %
BAM.PF.A FixedReset Disc -1.51 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 22.44
Evaluated at bid price : 22.85
Bid-YTW : 6.11 %
POW.PR.D Perpetual-Discount -1.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 21.10
Evaluated at bid price : 21.10
Bid-YTW : 5.98 %
PWF.PR.G Perpetual-Premium -1.48 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 24.32
Evaluated at bid price : 24.63
Bid-YTW : 6.01 %
TD.PF.J FixedReset Disc -1.47 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 22.90
Evaluated at bid price : 23.45
Bid-YTW : 5.70 %
MFC.PR.F FixedReset Ins Non -1.45 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 15.60
Evaluated at bid price : 15.60
Bid-YTW : 5.93 %
PVS.PR.G SplitShare -1.39 % YTW SCENARIO
Maturity Type : Option Certainty
Maturity Date : 2026-02-28
Maturity Price : 25.00
Evaluated at bid price : 24.75
Bid-YTW : 5.41 %
BAM.PF.G FixedReset Disc -1.38 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.07
Evaluated at bid price : 20.07
Bid-YTW : 6.38 %
RY.PR.M FixedReset Disc -1.36 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 21.01
Evaluated at bid price : 21.01
Bid-YTW : 5.75 %
MFC.PR.I FixedReset Ins Non -1.32 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 23.14
Evaluated at bid price : 23.98
Bid-YTW : 5.79 %
BAM.PF.B FixedReset Disc -1.30 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.52
Evaluated at bid price : 20.52
Bid-YTW : 6.42 %
TRP.PR.G FixedReset Disc -1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.81
Evaluated at bid price : 20.81
Bid-YTW : 6.22 %
PWF.PR.O Perpetual-Premium -1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 24.02
Evaluated at bid price : 24.27
Bid-YTW : 6.00 %
CU.PR.E Perpetual-Discount -1.26 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 21.20
Evaluated at bid price : 21.20
Bid-YTW : 5.88 %
SLF.PR.D Insurance Straight -1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.00
Evaluated at bid price : 20.00
Bid-YTW : 5.63 %
MFC.PR.L FixedReset Ins Non -1.23 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.05
Evaluated at bid price : 20.05
Bid-YTW : 5.94 %
GWO.PR.T Insurance Straight -1.14 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 21.65
Evaluated at bid price : 21.65
Bid-YTW : 6.02 %
BAM.PR.X FixedReset Disc -1.11 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 17.80
Evaluated at bid price : 17.80
Bid-YTW : 6.37 %
PWF.PR.E Perpetual-Premium -1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 22.98
Evaluated at bid price : 23.25
Bid-YTW : 5.94 %
POW.PR.C Perpetual-Premium -1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 24.21
Evaluated at bid price : 24.50
Bid-YTW : 5.96 %
ELF.PR.H Perpetual-Premium -1.05 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 23.32
Evaluated at bid price : 23.60
Bid-YTW : 5.86 %
PVS.PR.K SplitShare -1.01 % YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2029-05-31
Maturity Price : 25.00
Evaluated at bid price : 24.40
Bid-YTW : 4.93 %
TRP.PR.F FloatingReset -1.01 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 16.71
Evaluated at bid price : 16.71
Bid-YTW : 4.92 %
PWF.PR.R Perpetual-Premium 1.21 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 23.21
Evaluated at bid price : 23.51
Bid-YTW : 5.87 %
NA.PR.G FixedReset Prem 1.28 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 23.28
Evaluated at bid price : 23.70
Bid-YTW : 5.70 %
GWO.PR.H Insurance Straight 1.49 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 5.99 %
IFC.PR.F Insurance Straight 1.68 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 23.20
Evaluated at bid price : 23.65
Bid-YTW : 5.64 %
CM.PR.Q FixedReset Disc 7.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 21.45
Evaluated at bid price : 21.45
Bid-YTW : 5.84 %
SLF.PR.G FixedReset Ins Non 7.64 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 15.07
Evaluated at bid price : 15.07
Bid-YTW : 6.11 %
POW.PR.A Perpetual-Premium 13.33 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 23.53
Evaluated at bid price : 23.80
Bid-YTW : 5.92 %
Volume Highlights
Issue Index Shares
Traded
Notes
BMO.PR.C FixedReset Prem 240,100 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-25
Maturity Price : 25.00
Evaluated at bid price : 25.23
Bid-YTW : 2.14 %
TRP.PR.K FixedReset Prem 60,092 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2022-05-31
Maturity Price : 25.00
Evaluated at bid price : 25.23
Bid-YTW : 3.50 %
GWO.PR.G Insurance Straight 59,111 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 21.59
Evaluated at bid price : 21.85
Bid-YTW : 6.01 %
BMO.PR.T FixedReset Disc 54,300 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 20.50
Evaluated at bid price : 20.50
Bid-YTW : 5.87 %
CU.PR.I FixedReset Prem 53,800 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2025-12-01
Maturity Price : 25.00
Evaluated at bid price : 25.44
Bid-YTW : 4.19 %
CU.PR.G Perpetual-Discount 50,825 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 19.55
Evaluated at bid price : 19.55
Bid-YTW : 5.86 %
There were 54 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
PWF.PR.P FixedReset Disc Quote: 14.00 – 17.11
Spot Rate : 3.1100
Average : 2.0364

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 14.00
Evaluated at bid price : 14.00
Bid-YTW : 6.65 %

RY.PR.M FixedReset Disc Quote: 21.01 – 23.60
Spot Rate : 2.5900
Average : 1.6687

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 21.01
Evaluated at bid price : 21.01
Bid-YTW : 5.75 %

CU.PR.F Perpetual-Discount Quote: 19.60 – 22.25
Spot Rate : 2.6500
Average : 1.7898

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 19.60
Evaluated at bid price : 19.60
Bid-YTW : 5.84 %

FTS.PR.M FixedReset Disc Quote: 19.75 – 21.80
Spot Rate : 2.0500
Average : 1.2184

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 19.75
Evaluated at bid price : 19.75
Bid-YTW : 6.38 %

MFC.PR.C Insurance Straight Quote: 19.90 – 21.80
Spot Rate : 1.9000
Average : 1.1339

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 19.90
Evaluated at bid price : 19.90
Bid-YTW : 5.73 %

TRP.PR.C FixedReset Disc Quote: 13.80 – 15.49
Spot Rate : 1.6900
Average : 0.9633

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2052-04-25
Maturity Price : 13.80
Evaluated at bid price : 13.80
Bid-YTW : 6.70 %

3 Responses to “April 25, 2022”

  1. […] performance, following yesterday‘s bounce, regains lost ground all the way back to, um, late Monday […]

  2. […] TXPR closed at 632.49, up 0.52% on the day. Volume today was 2.39-million, about the median of the past 21 trading days. Today’s performance, the fifth consecutive gaining day, regains lost ground all the way back to April 25. […]

  3. […] TXPR closed at 627.81, down 0.74% on the day. Volume today was 1.50-million, third-lowest of the past 21 trading days, ahead of only April 14 and April 18. We are still hanging around price levels experienced on April 25. […]

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