TXPR closed at 596.87, up 0.92% on the day after setting a new 52-week high. Volume today was 6.95-million, highest by far of the past 21 trading days.
CPD closed at 11.78, up 0.94% on the day after setting a new 52-week high. Volume was 66,820, near the median of the past 21 trading days.
ZPR closed at 10.18, up 0.89% on the day after setting a new 52-week high. Volume was 252,000, fourth-highest of the past 21 trading days.
Five-year Canada yields were down to 3.80%.
| 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 | 0.0000 % | 2,352.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 4,512.7 |
| Floater | 10.23 % | 10.45 % | 54,009 | 9.15 | 1 | 0.0000 % | 2,600.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0181 % | 3,401.7 |
| SplitShare | 4.95 % | 7.65 % | 34,633 | 1.71 | 7 | -0.0181 % | 4,062.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0181 % | 3,169.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9347 % | 2,628.7 |
| Perpetual-Discount | 6.54 % | 6.70 % | 49,958 | 12.95 | 29 | 0.9347 % | 2,866.5 |
| FixedReset Disc | 5.15 % | 6.78 % | 121,179 | 11.58 | 56 | 0.6916 % | 2,583.7 |
| Insurance Straight | 6.47 % | 6.63 % | 58,225 | 12.99 | 21 | 0.9515 % | 2,802.5 |
| FloatingReset | 9.30 % | 9.35 % | 25,982 | 10.02 | 2 | 0.8981 % | 2,765.1 |
| FixedReset Prem | 6.94 % | 6.30 % | 203,363 | 3.13 | 2 | -0.1968 % | 2,525.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6916 % | 2,641.1 |
| FixedReset Ins Non | 5.10 % | 7.18 % | 83,444 | 12.64 | 14 | 1.0262 % | 2,784.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CCS.PR.C | Insurance Straight | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 18.42 Evaluated at bid price : 18.42 Bid-YTW : 6.89 % |
| MFC.PR.J | FixedReset Ins Non | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 22.35 Evaluated at bid price : 23.00 Bid-YTW : 7.03 % |
| FFH.PR.G | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 8.49 % |
| GWO.PR.N | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 14.95 Evaluated at bid price : 14.95 Bid-YTW : 8.05 % |
| MFC.PR.M | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 21.33 Evaluated at bid price : 21.60 Bid-YTW : 7.19 % |
| BN.PR.X | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 15.82 Evaluated at bid price : 15.82 Bid-YTW : 8.68 % |
| SLF.PR.D | Insurance Straight | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 6.15 % |
| IFC.PR.A | FixedReset Ins Non | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 7.18 % |
| CU.PR.J | Perpetual-Discount | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 6.57 % |
| BN.PF.E | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 8.86 % |
| MFC.PR.L | FixedReset Ins Non | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 21.63 Evaluated at bid price : 22.00 Bid-YTW : 6.93 % |
| BN.PR.M | Perpetual-Discount | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 6.75 % |
| POW.PR.A | Perpetual-Discount | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 21.08 Evaluated at bid price : 21.08 Bid-YTW : 6.72 % |
| GWO.PR.H | Insurance Straight | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 6.65 % |
| MFC.PR.I | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 22.92 Evaluated at bid price : 23.99 Bid-YTW : 6.89 % |
| PWF.PR.F | Perpetual-Discount | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 19.74 Evaluated at bid price : 19.74 Bid-YTW : 6.71 % |
| GWO.PR.L | Insurance Straight | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 21.37 Evaluated at bid price : 21.37 Bid-YTW : 6.71 % |
| GWO.PR.S | Insurance Straight | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 19.96 Evaluated at bid price : 19.96 Bid-YTW : 6.67 % |
| MFC.PR.K | FixedReset Ins Non | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 22.45 Evaluated at bid price : 23.25 Bid-YTW : 6.69 % |
| CU.PR.E | Perpetual-Discount | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 19.14 Evaluated at bid price : 19.14 Bid-YTW : 6.41 % |
| NA.PR.E | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 22.56 Evaluated at bid price : 23.40 Bid-YTW : 6.70 % |
| CU.PR.F | Perpetual-Discount | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 17.36 Evaluated at bid price : 17.36 Bid-YTW : 6.49 % |
| PWF.PR.P | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 15.01 Evaluated at bid price : 15.01 Bid-YTW : 8.33 % |
| SLF.PR.J | FloatingReset | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 9.63 % |
| GWO.PR.Q | Insurance Straight | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 19.62 Evaluated at bid price : 19.62 Bid-YTW : 6.66 % |
| BN.PF.A | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 21.63 Evaluated at bid price : 21.96 Bid-YTW : 7.80 % |
| FTS.PR.J | Perpetual-Discount | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 6.44 % |
| GWO.PR.R | Insurance Straight | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 18.36 Evaluated at bid price : 18.36 Bid-YTW : 6.63 % |
| BN.PF.G | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 18.83 Evaluated at bid price : 18.83 Bid-YTW : 8.64 % |
| GWO.PR.M | Insurance Straight | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 21.97 Evaluated at bid price : 22.20 Bid-YTW : 6.62 % |
| POW.PR.C | Perpetual-Discount | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 21.91 Evaluated at bid price : 22.15 Bid-YTW : 6.61 % |
| BN.PF.C | Perpetual-Discount | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 17.66 Evaluated at bid price : 17.66 Bid-YTW : 6.97 % |
| PWF.PR.G | Perpetual-Discount | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 21.98 Evaluated at bid price : 22.21 Bid-YTW : 6.69 % |
| GWO.PR.G | Insurance Straight | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 6.70 % |
| BN.PF.D | Perpetual-Discount | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 6.97 % |
| MFC.PR.B | Insurance Straight | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 6.27 % |
| CU.PR.G | Perpetual-Discount | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 17.27 Evaluated at bid price : 17.27 Bid-YTW : 6.53 % |
| FTS.PR.F | Perpetual-Discount | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 6.39 % |
| CM.PR.S | FixedReset Disc | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 24.19 Evaluated at bid price : 24.19 Bid-YTW : 6.46 % |
| FFH.PR.C | FixedReset Disc | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 21.79 Evaluated at bid price : 22.25 Bid-YTW : 7.87 % |
| GWO.PR.T | Insurance Straight | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.62 % |
| SLF.PR.H | FixedReset Ins Non | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 7.32 % |
| RY.PR.S | FixedReset Disc | 2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 22.89 Evaluated at bid price : 24.24 Bid-YTW : 6.28 % |
| BN.PF.J | FixedReset Disc | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 21.49 Evaluated at bid price : 21.49 Bid-YTW : 8.00 % |
| TD.PF.J | FixedReset Disc | 2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 22.90 Evaluated at bid price : 24.09 Bid-YTW : 6.59 % |
| MFC.PR.N | FixedReset Ins Non | 2.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 7.33 % |
| MFC.PR.Q | FixedReset Ins Non | 2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 22.27 Evaluated at bid price : 22.90 Bid-YTW : 6.94 % |
| FTS.PR.M | FixedReset Disc | 2.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 8.05 % |
| GWO.PR.I | Insurance Straight | 2.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 6.52 % |
| CU.PR.C | FixedReset Disc | 3.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 20.31 Evaluated at bid price : 20.31 Bid-YTW : 7.44 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Z | FixedReset Disc | 3,068,334 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-06-23 Maturity Price : 25.00 Evaluated at bid price : 24.92 Bid-YTW : 4.43 % |
| BMO.PR.F | FixedReset Disc | 505,804 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-06-24 Maturity Price : 25.00 Evaluated at bid price : 24.92 Bid-YTW : 5.15 % |
| FTS.PR.H | FixedReset Disc | 488,047 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 15.03 Evaluated at bid price : 15.03 Bid-YTW : 8.52 % |
| RY.PR.H | FixedReset Disc | 166,089 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 23.48 Evaluated at bid price : 24.36 Bid-YTW : 6.24 % |
| RY.PR.J | FixedReset Disc | 144,369 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 23.32 Evaluated at bid price : 23.85 Bid-YTW : 6.70 % |
| BMO.PR.T | FixedReset Disc | 113,144 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 23.29 Evaluated at bid price : 24.19 Bid-YTW : 6.26 % |
| TD.PF.C | FixedReset Disc | 105,541 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-02 Maturity Price : 22.79 Evaluated at bid price : 23.42 Bid-YTW : 6.41 % |
| There were 37 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.H | FixedReset Ins Non | Quote: 19.10 – 23.50 Spot Rate : 4.4000 Average : 2.5503 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 20.20 – 23.22 Spot Rate : 3.0200 Average : 1.6496 YTW SCENARIO |
| PVS.PR.K | SplitShare | Quote: 22.40 – 25.00 Spot Rate : 2.6000 Average : 1.6842 YTW SCENARIO |
| BN.PR.Z | FixedReset Disc | Quote: 20.65 – 21.99 Spot Rate : 1.3400 Average : 0.7955 YTW SCENARIO |
| MFC.PR.J | FixedReset Ins Non | Quote: 23.00 – 24.11 Spot Rate : 1.1100 Average : 0.7481 YTW SCENARIO |
| PVS.PR.H | SplitShare | Quote: 22.60 – 24.99 Spot Rate : 2.3900 Average : 2.0529 YTW SCENARIO |