TXPR closed at 581.18, down 0.60% on the day. Volume today was 1.67-million, below the median of the past 21 trading days.
CPD closed at 11.55, down 0.69% on the day. Volume was 97,270, second-highest of the past 21 trading days.
ZPR closed at 9.95, down 0.80% on the day. Volume was 189,380, second-highest of the past 21 trading days.
Five-year Canada yields were down to 3.73%.
| 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 | 0.0000 % | 2,370.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 4,545.6 |
| Floater | 10.15 % | 10.31 % | 44,105 | 9.31 | 1 | 0.0000 % | 2,619.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1077 % | 3,435.4 |
| SplitShare | 4.90 % | 7.06 % | 32,263 | 1.77 | 7 | 0.1077 % | 4,102.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1077 % | 3,201.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3605 % | 2,614.4 |
| Perpetual-Discount | 6.58 % | 6.69 % | 45,817 | 12.99 | 29 | -0.3605 % | 2,850.8 |
| FixedReset Disc | 5.30 % | 7.00 % | 106,125 | 12.03 | 57 | -0.4130 % | 2,512.3 |
| Insurance Straight | 6.50 % | 6.64 % | 53,040 | 13.01 | 21 | -0.2621 % | 2,789.6 |
| FloatingReset | 9.52 % | 9.47 % | 31,835 | 9.99 | 2 | 0.4208 % | 2,684.9 |
| FixedReset Prem | 6.42 % | 6.57 % | 204,142 | 3.18 | 3 | -0.2125 % | 2,506.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4130 % | 2,568.1 |
| FixedReset Ins Non | 5.39 % | 7.41 % | 71,409 | 12.36 | 14 | -0.5029 % | 2,635.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.I | FixedReset Ins Non | -3.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 21.72 Evaluated at bid price : 22.00 Bid-YTW : 7.41 % |
| BN.PF.G | FixedReset Disc | -2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 8.97 % |
| POW.PR.C | Perpetual-Discount | -2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 21.80 Evaluated at bid price : 22.04 Bid-YTW : 6.62 % |
| BN.PR.Z | FixedReset Disc | -2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 8.38 % |
| BN.PF.E | FixedReset Disc | -2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 9.07 % |
| BN.PF.A | FixedReset Disc | -2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 7.88 % |
| TD.PF.I | FixedReset Disc | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 22.91 Evaluated at bid price : 24.01 Bid-YTW : 6.88 % |
| BN.PF.F | FixedReset Disc | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 19.96 Evaluated at bid price : 19.96 Bid-YTW : 8.28 % |
| BN.PF.B | FixedReset Disc | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 8.25 % |
| PWF.PR.O | Perpetual-Discount | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 21.44 Evaluated at bid price : 21.70 Bid-YTW : 6.70 % |
| PWF.PR.P | FixedReset Disc | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 14.62 Evaluated at bid price : 14.62 Bid-YTW : 8.31 % |
| BN.PF.D | Perpetual-Discount | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 7.07 % |
| CU.PR.C | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 20.06 Evaluated at bid price : 20.06 Bid-YTW : 7.51 % |
| BN.PR.T | FixedReset Disc | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 15.60 Evaluated at bid price : 15.60 Bid-YTW : 8.98 % |
| FTS.PR.G | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 21.06 Evaluated at bid price : 21.06 Bid-YTW : 7.17 % |
| BIP.PR.E | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 21.36 Evaluated at bid price : 21.36 Bid-YTW : 7.94 % |
| CM.PR.O | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 22.53 Evaluated at bid price : 23.50 Bid-YTW : 6.36 % |
| FTS.PR.K | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 18.69 Evaluated at bid price : 18.69 Bid-YTW : 7.73 % |
| NA.PR.W | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 21.33 Evaluated at bid price : 21.33 Bid-YTW : 6.91 % |
| PWF.PF.A | Perpetual-Discount | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 6.53 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PF.F | FixedReset Disc | 324,620 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 19.96 Evaluated at bid price : 19.96 Bid-YTW : 8.28 % |
| SLF.PR.G | FixedReset Ins Non | 60,498 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 15.36 Evaluated at bid price : 15.36 Bid-YTW : 8.00 % |
| BMO.PR.S | FixedReset Disc | 54,594 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 22.85 Evaluated at bid price : 24.18 Bid-YTW : 6.30 % |
| BMO.PR.W | FixedReset Disc | 50,697 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 23.00 Evaluated at bid price : 23.70 Bid-YTW : 6.26 % |
| BMO.PR.T | FixedReset Disc | 45,626 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-04-12 Maturity Price : 22.95 Evaluated at bid price : 23.80 Bid-YTW : 6.28 % |
| BMO.PR.F | FixedReset Disc | 44,417 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.11 Bid-YTW : 7.00 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PF.G | FixedReset Disc | Quote: 17.70 – 18.99 Spot Rate : 1.2900 Average : 0.7406 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 22.00 – 22.85 Spot Rate : 0.8500 Average : 0.5160 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 20.06 – 21.84 Spot Rate : 1.7800 Average : 1.5416 YTW SCENARIO |
| BN.PR.Z | FixedReset Disc | Quote: 19.70 – 20.30 Spot Rate : 0.6000 Average : 0.4174 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 18.45 – 18.95 Spot Rate : 0.5000 Average : 0.3293 YTW SCENARIO |
| FTS.PR.J | Perpetual-Discount | Quote: 18.62 – 19.15 Spot Rate : 0.5300 Average : 0.3660 YTW SCENARIO |