TXPR closed at 559.12, up 0.99% on the day. Volume today was 1.52-million, fourth-highest of the past 21 trading days.
CPD closed at 11.21, up 0.81% on the day. Volume was 130,720, near the median of the past 21 trading days.
ZPR closed at 9.36, up 0.21% on the day. Volume was 232,310, near the median of the past 21 trading days.
Five-year Canada yields were down to 3.53% 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 | 1.7717 % | 2,373.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.7717 % | 4,552.9 |
| Floater | 7.72 % | 7.83 % | 39,668 | 11.56 | 2 | 1.7717 % | 2,623.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3756 % | 3,370.2 |
| SplitShare | 4.99 % | 6.60 % | 38,294 | 3.05 | 7 | -0.3756 % | 4,024.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3756 % | 3,140.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8467 % | 2,619.5 |
| Perpetual-Discount | 6.50 % | 6.61 % | 70,750 | 13.07 | 33 | 0.8467 % | 2,856.4 |
| FixedReset Disc | 5.32 % | 7.57 % | 89,585 | 12.11 | 63 | 0.9261 % | 2,246.9 |
| Insurance Straight | 6.45 % | 6.54 % | 80,696 | 13.11 | 19 | 1.0534 % | 2,789.6 |
| FloatingReset | 9.19 % | 9.52 % | 38,574 | 9.93 | 2 | 0.9287 % | 2,469.9 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9261 % | 2,378.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9261 % | 2,296.8 |
| FixedReset Ins Non | 5.49 % | 8.03 % | 43,778 | 11.68 | 14 | 0.9020 % | 2,288.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.B | FixedReset Disc | -5.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 22.47 Evaluated at bid price : 23.10 Bid-YTW : 8.24 % |
| BIP.PR.A | FixedReset Disc | -4.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 10.30 % |
| TD.PF.K | FixedReset Disc | -3.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 7.50 % |
| POW.PR.D | Perpetual-Discount | -2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 6.82 % |
| IFC.PR.K | Perpetual-Discount | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.32 % |
| CCS.PR.C | Insurance Straight | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 19.54 Evaluated at bid price : 19.54 Bid-YTW : 6.47 % |
| PWF.PR.K | Perpetual-Discount | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 18.63 Evaluated at bid price : 18.63 Bid-YTW : 6.68 % |
| IFC.PR.G | FixedReset Ins Non | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 8.03 % |
| FTS.PR.G | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 16.83 Evaluated at bid price : 16.83 Bid-YTW : 8.68 % |
| SLF.PR.J | FloatingReset | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 14.81 Evaluated at bid price : 14.81 Bid-YTW : 9.16 % |
| MFC.PR.N | FixedReset Ins Non | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 16.45 Evaluated at bid price : 16.45 Bid-YTW : 8.58 % |
| GWO.PR.R | Insurance Straight | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 6.65 % |
| POW.PR.C | Perpetual-Discount | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 22.28 Evaluated at bid price : 22.55 Bid-YTW : 6.47 % |
| BAM.PF.C | Perpetual-Discount | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 18.56 Evaluated at bid price : 18.56 Bid-YTW : 6.61 % |
| NA.PR.C | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-15 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : -0.72 % |
| PWF.PR.E | Perpetual-Discount | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 20.64 Evaluated at bid price : 20.64 Bid-YTW : 6.70 % |
| ELF.PR.H | Perpetual-Discount | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.45 % |
| SLF.PR.G | FixedReset Ins Non | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 12.90 Evaluated at bid price : 12.90 Bid-YTW : 8.68 % |
| BIP.PR.F | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 7.67 % |
| GWO.PR.P | Insurance Straight | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 20.41 Evaluated at bid price : 20.41 Bid-YTW : 6.69 % |
| MFC.PR.J | FixedReset Ins Non | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 7.48 % |
| MFC.PR.K | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 18.32 Evaluated at bid price : 18.32 Bid-YTW : 8.06 % |
| TD.PF.M | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 23.65 Evaluated at bid price : 24.00 Bid-YTW : 7.31 % |
| BIP.PR.E | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 21.46 Evaluated at bid price : 21.77 Bid-YTW : 7.68 % |
| BAM.PF.A | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 20.04 Evaluated at bid price : 20.04 Bid-YTW : 8.20 % |
| MFC.PR.F | FixedReset Ins Non | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 12.54 Evaluated at bid price : 12.54 Bid-YTW : 8.77 % |
| GWO.PR.Q | Insurance Straight | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 6.67 % |
| RY.PR.H | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 7.45 % |
| RY.PR.S | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 7.13 % |
| RY.PR.J | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 19.67 Evaluated at bid price : 19.67 Bid-YTW : 7.54 % |
| GWO.PR.M | Insurance Straight | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 22.12 Evaluated at bid price : 22.40 Bid-YTW : 6.54 % |
| GWO.PR.H | Insurance Straight | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 6.61 % |
| TD.PF.C | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 18.62 Evaluated at bid price : 18.62 Bid-YTW : 7.58 % |
| MFC.PR.B | Insurance Straight | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 18.23 Evaluated at bid price : 18.23 Bid-YTW : 6.47 % |
| POW.PR.A | Perpetual-Discount | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 6.69 % |
| BAM.PR.X | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 8.22 % |
| GWO.PR.S | Insurance Straight | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 6.66 % |
| FTS.PR.M | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 16.92 Evaluated at bid price : 16.92 Bid-YTW : 8.73 % |
| BAM.PR.B | Floater | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 12.35 Evaluated at bid price : 12.35 Bid-YTW : 7.83 % |
| FTS.PR.K | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 16.15 Evaluated at bid price : 16.15 Bid-YTW : 8.76 % |
| PWF.PR.H | Perpetual-Discount | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 21.50 Evaluated at bid price : 21.76 Bid-YTW : 6.63 % |
| BMO.PR.T | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 7.73 % |
| CM.PR.O | FixedReset Disc | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 7.75 % |
| POW.PR.G | Perpetual-Discount | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 6.63 % |
| GWO.PR.I | Insurance Straight | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 17.54 Evaluated at bid price : 17.54 Bid-YTW : 6.49 % |
| TRP.PR.E | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 15.58 Evaluated at bid price : 15.58 Bid-YTW : 9.17 % |
| GWO.PR.G | Insurance Straight | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 19.78 Evaluated at bid price : 19.78 Bid-YTW : 6.65 % |
| NA.PR.G | FixedReset Disc | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 21.52 Evaluated at bid price : 21.52 Bid-YTW : 7.41 % |
| IFC.PR.A | FixedReset Ins Non | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 7.97 % |
| POW.PR.B | Perpetual-Discount | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 6.71 % |
| SLF.PR.D | Insurance Straight | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 6.39 % |
| CM.PR.P | FixedReset Disc | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 18.47 Evaluated at bid price : 18.47 Bid-YTW : 7.59 % |
| BAM.PR.K | Floater | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 12.35 Evaluated at bid price : 12.35 Bid-YTW : 7.83 % |
| MFC.PR.M | FixedReset Ins Non | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 16.95 Evaluated at bid price : 16.95 Bid-YTW : 8.50 % |
| PWF.PR.R | Perpetual-Discount | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 20.64 Evaluated at bid price : 20.64 Bid-YTW : 6.70 % |
| TRP.PR.B | FixedReset Disc | 2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 11.11 Evaluated at bid price : 11.11 Bid-YTW : 9.68 % |
| RY.PR.Z | FixedReset Disc | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 7.51 % |
| SLF.PR.C | Insurance Straight | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 17.61 Evaluated at bid price : 17.61 Bid-YTW : 6.39 % |
| BMO.PR.E | FixedReset Disc | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 21.61 Evaluated at bid price : 22.00 Bid-YTW : 7.22 % |
| BAM.PF.B | FixedReset Disc | 2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 8.92 % |
| BAM.PR.M | Perpetual-Discount | 2.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 18.56 Evaluated at bid price : 18.56 Bid-YTW : 6.47 % |
| BAM.PF.G | FixedReset Disc | 2.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 9.12 % |
| CM.PR.Q | FixedReset Disc | 3.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 19.61 Evaluated at bid price : 19.61 Bid-YTW : 7.42 % |
| SLF.PR.E | Insurance Straight | 3.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 6.25 % |
| NA.PR.W | FixedReset Disc | 3.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 7.51 % |
| BAM.PF.D | Perpetual-Discount | 3.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 19.14 Evaluated at bid price : 19.14 Bid-YTW : 6.48 % |
| BAM.PR.T | FixedReset Disc | 3.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 8.76 % |
| PWF.PR.Z | Perpetual-Discount | 5.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.39 % |
| BAM.PR.R | FixedReset Disc | 5.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 9.06 % |
| TD.PF.D | FixedReset Disc | 8.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 7.54 % |
| BAM.PF.E | FixedReset Disc | 11.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 15.74 Evaluated at bid price : 15.74 Bid-YTW : 9.13 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.I | FixedReset Disc | 84,820 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 22.85 Evaluated at bid price : 24.17 Bid-YTW : 6.90 % |
| NA.PR.C | FixedReset Disc | 69,194 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-15 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : -0.72 % |
| POW.PR.G | Perpetual-Discount | 62,101 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 6.63 % |
| TD.PF.B | FixedReset Disc | 25,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 7.65 % |
| TRP.PR.E | FixedReset Disc | 18,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 15.58 Evaluated at bid price : 15.58 Bid-YTW : 9.17 % |
| TD.PF.M | FixedReset Disc | 17,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-18 Maturity Price : 23.65 Evaluated at bid price : 24.00 Bid-YTW : 7.31 % |
| There were 18 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.A | FixedReset Disc | Quote: 20.04 – 23.65 Spot Rate : 3.6100 Average : 2.0521 YTW SCENARIO |
| MIC.PR.A | Perpetual-Discount | Quote: 18.52 – 28.99 Spot Rate : 10.4700 Average : 9.4248 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 16.45 – 22.30 Spot Rate : 5.8500 Average : 4.8115 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 11.11 – 13.19 Spot Rate : 2.0800 Average : 1.1593 YTW SCENARIO |
| CU.PR.H | Perpetual-Discount | Quote: 20.45 – 22.10 Spot Rate : 1.6500 Average : 0.9819 YTW SCENARIO |
| TD.PF.K | FixedReset Disc | Quote: 20.70 – 22.20 Spot Rate : 1.5000 Average : 0.9035 YTW SCENARIO |