TXPR closed at 598.14, down 0.68% on the day. Volume today was 1.33-million, second-highest of the past 21 trading days.
CPD closed at 11.935, down 0.95% on the day. Volume was 51,800, fourth-highest of the past 21 trading days.
ZPR closed at 10.02, down 0.89% on the day. Volume of 198,720 was second-highest of the past 21 trading days.
Five-year Canada yields were up to 3.36% 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 | -0.0385 % | 2,497.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0385 % | 4,790.7 |
| Floater | 7.34 % | 7.36 % | 51,026 | 12.13 | 2 | -0.0385 % | 2,760.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5649 % | 3,430.4 |
| SplitShare | 4.96 % | 5.96 % | 29,054 | 2.95 | 8 | -0.5649 % | 4,096.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5649 % | 3,196.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1076 % | 2,782.2 |
| Perpetual-Discount | 6.12 % | 6.26 % | 61,879 | 13.48 | 35 | -0.1076 % | 3,033.9 |
| FixedReset Disc | 4.89 % | 6.63 % | 94,209 | 13.25 | 58 | -1.8507 % | 2,422.5 |
| Insurance Straight | 6.16 % | 6.19 % | 75,702 | 13.68 | 19 | -0.1019 % | 2,919.0 |
| FloatingReset | 7.85 % | 8.11 % | 37,818 | 11.30 | 2 | 0.0000 % | 2,613.5 |
| FixedReset Prem | 5.15 % | 5.24 % | 105,579 | 1.76 | 6 | -0.0995 % | 2,569.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.8507 % | 2,476.3 |
| FixedReset Ins Non | 4.84 % | 6.81 % | 52,065 | 13.12 | 14 | 0.4799 % | 2,521.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.C | FixedReset Disc | -45.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 10.06 Evaluated at bid price : 10.06 Bid-YTW : 12.57 % |
| TRP.PR.A | FixedReset Disc | -15.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 13.20 Evaluated at bid price : 13.20 Bid-YTW : 9.27 % |
| BAM.PF.F | FixedReset Disc | -5.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 8.05 % |
| BAM.PF.I | FixedReset Disc | -4.44 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-03-31 Maturity Price : 25.00 Evaluated at bid price : 23.65 Bid-YTW : 6.79 % |
| RS.PR.A | SplitShare | -4.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 9.47 Bid-YTW : 7.45 % |
| BIP.PR.F | FixedReset Disc | -3.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 21.46 Evaluated at bid price : 21.80 Bid-YTW : 7.01 % |
| RY.PR.J | FixedReset Disc | -3.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 6.63 % |
| NA.PR.S | FixedReset Disc | -2.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 6.64 % |
| BAM.PF.B | FixedReset Disc | -2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 19.09 Evaluated at bid price : 19.09 Bid-YTW : 7.55 % |
| CM.PR.O | FixedReset Disc | -2.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.70 % |
| TD.PF.B | FixedReset Disc | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.63 % |
| RY.PR.M | FixedReset Disc | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 6.61 % |
| BAM.PF.J | FixedReset Disc | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 23.12 Evaluated at bid price : 24.05 Bid-YTW : 6.59 % |
| TRP.PR.B | FixedReset Disc | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 12.42 Evaluated at bid price : 12.42 Bid-YTW : 8.08 % |
| TRP.PR.G | FixedReset Disc | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 7.14 % |
| BIP.PR.E | FixedReset Disc | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 22.00 Evaluated at bid price : 22.57 Bid-YTW : 6.91 % |
| BAM.PR.M | Perpetual-Discount | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 19.07 Evaluated at bid price : 19.07 Bid-YTW : 6.26 % |
| BAM.PR.X | FixedReset Disc | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 7.13 % |
| BIP.PR.A | FixedReset Disc | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 18.77 Evaluated at bid price : 18.77 Bid-YTW : 8.39 % |
| GWO.PR.H | Insurance Straight | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 6.33 % |
| CU.PR.I | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.25 % |
| RY.PR.Z | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 20.76 Evaluated at bid price : 20.76 Bid-YTW : 6.46 % |
| BMO.PR.S | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 6.50 % |
| MFC.PR.M | FixedReset Ins Non | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 18.64 Evaluated at bid price : 18.64 Bid-YTW : 7.25 % |
| NA.PR.G | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 22.58 Evaluated at bid price : 23.06 Bid-YTW : 6.54 % |
| MFC.PR.B | Insurance Straight | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 19.32 Evaluated at bid price : 19.32 Bid-YTW : 6.06 % |
| MFC.PR.Q | FixedReset Ins Non | 7.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 21.65 Evaluated at bid price : 22.05 Bid-YTW : 6.59 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.G | FixedReset Ins Non | 91,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 13.96 Evaluated at bid price : 13.96 Bid-YTW : 7.47 % |
| TD.PF.K | FixedReset Disc | 73,940 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 22.93 Evaluated at bid price : 23.45 Bid-YTW : 6.25 % |
| IFC.PR.G | FixedReset Ins Non | 53,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 21.38 Evaluated at bid price : 21.38 Bid-YTW : 6.81 % |
| IFC.PR.A | FixedReset Ins Non | 21,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.94 % |
| RY.PR.H | FixedReset Disc | 18,373 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.40 % |
| BIP.PR.F | FixedReset Disc | 12,669 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-16 Maturity Price : 21.46 Evaluated at bid price : 21.80 Bid-YTW : 7.01 % |
| There were 0 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.C | FixedReset Disc | Quote: 10.06 – 18.69 Spot Rate : 8.6300 Average : 4.6537 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 18.60 – 24.43 Spot Rate : 5.8300 Average : 3.6888 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 13.20 – 15.47 Spot Rate : 2.2700 Average : 1.3058 YTW SCENARIO |
| IFC.PR.I | Perpetual-Discount | Quote: 22.25 – 24.10 Spot Rate : 1.8500 Average : 1.1616 YTW SCENARIO |
| ELF.PR.F | Perpetual-Discount | Quote: 21.20 – 22.60 Spot Rate : 1.4000 Average : 0.8379 YTW SCENARIO |
| ELF.PR.H | Perpetual-Discount | Quote: 22.15 – 23.45 Spot Rate : 1.3000 Average : 0.8088 YTW SCENARIO |