TXPR closed at 603.86, up 0.95% on the day after setting a new 52-week high. Volume today was 2.90-million, above the median of the past 21 trading days.
CPD closed at 11.98, up 1.01% on the day after setting a new 52-week high. Volume was 79,120, above the median of the past 21 trading days.
ZPR closed at 10.39, up 0.68% on the day. Volume was 132,960, near the median of the past 21 trading days.
Five-year Canada yields were up to 3.75%.
| 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 | 3.3613 % | 2,349.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 3.3613 % | 4,505.3 |
| Floater | 10.24 % | 10.55 % | 66,906 | 9.03 | 1 | 3.3613 % | 2,596.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0571 % | 3,443.3 |
| SplitShare | 4.88 % | 6.78 % | 32,365 | 1.37 | 8 | -0.0571 % | 4,112.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0571 % | 3,208.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4704 % | 2,711.7 |
| Perpetual-Discount | 6.33 % | 6.51 % | 51,734 | 13.16 | 27 | 0.4704 % | 2,957.0 |
| FixedReset Disc | 5.17 % | 7.27 % | 128,451 | 12.14 | 56 | 0.5184 % | 2,599.5 |
| Insurance Straight | 6.19 % | 6.38 % | 58,967 | 13.29 | 21 | 0.9454 % | 2,931.3 |
| FloatingReset | 8.92 % | 9.15 % | 24,763 | 10.15 | 2 | 0.3731 % | 2,837.5 |
| FixedReset Prem | 6.92 % | 6.49 % | 213,440 | 3.06 | 2 | 0.0000 % | 2,532.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5184 % | 2,657.2 |
| FixedReset Ins Non | 5.01 % | 6.82 % | 92,987 | 13.07 | 14 | 0.6512 % | 2,834.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.A | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 22.52 Evaluated at bid price : 23.50 Bid-YTW : 6.31 % |
| BMO.PR.T | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 23.00 Evaluated at bid price : 23.97 Bid-YTW : 6.19 % |
| PVS.PR.K | SplitShare | -1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 22.76 Bid-YTW : 6.58 % |
| SLF.PR.E | Insurance Straight | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 6.10 % |
| SLF.PR.C | Insurance Straight | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 19.19 Evaluated at bid price : 19.19 Bid-YTW : 5.90 % |
| GWO.PR.M | Insurance Straight | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 22.77 Evaluated at bid price : 23.05 Bid-YTW : 6.40 % |
| BN.PR.N | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.73 % |
| RY.PR.S | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 23.11 Evaluated at bid price : 24.80 Bid-YTW : 6.07 % |
| MFC.PR.Q | FixedReset Ins Non | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 22.71 Evaluated at bid price : 23.70 Bid-YTW : 6.51 % |
| GWO.PR.S | Insurance Straight | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.44 % |
| BN.PF.J | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 22.13 Evaluated at bid price : 22.60 Bid-YTW : 7.53 % |
| RY.PR.O | Perpetual-Discount | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 22.94 Evaluated at bid price : 23.20 Bid-YTW : 5.30 % |
| BIP.PR.F | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 21.24 Evaluated at bid price : 21.24 Bid-YTW : 7.94 % |
| IFC.PR.E | Insurance Straight | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 6.29 % |
| CM.PR.P | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 22.62 Evaluated at bid price : 23.25 Bid-YTW : 6.37 % |
| BIP.PR.E | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 21.91 Evaluated at bid price : 22.30 Bid-YTW : 7.68 % |
| BN.PR.M | Perpetual-Discount | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 6.69 % |
| SLF.PR.J | FloatingReset | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 9.15 % |
| MFC.PR.C | Insurance Straight | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 6.00 % |
| GWO.PR.G | Insurance Straight | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 20.87 Evaluated at bid price : 20.87 Bid-YTW : 6.35 % |
| CU.PR.C | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 7.27 % |
| FFH.PR.I | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 18.86 Evaluated at bid price : 18.86 Bid-YTW : 8.30 % |
| FTS.PR.J | Perpetual-Discount | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.05 % |
| PWF.PF.A | Perpetual-Discount | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 17.99 Evaluated at bid price : 17.99 Bid-YTW : 6.34 % |
| BN.PF.E | FixedReset Disc | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 18.57 Evaluated at bid price : 18.57 Bid-YTW : 8.35 % |
| SLF.PR.G | FixedReset Ins Non | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 7.11 % |
| BN.PF.D | Perpetual-Discount | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 18.32 Evaluated at bid price : 18.32 Bid-YTW : 6.82 % |
| GWO.PR.T | Insurance Straight | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.40 % |
| GWO.PR.P | Insurance Straight | 2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 21.42 Evaluated at bid price : 21.42 Bid-YTW : 6.43 % |
| FFH.PR.G | FixedReset Disc | 2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 8.25 % |
| SLF.PR.H | FixedReset Ins Non | 2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 20.39 Evaluated at bid price : 20.39 Bid-YTW : 6.74 % |
| CCS.PR.C | Insurance Straight | 3.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.29 % |
| BN.PR.B | Floater | 3.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 12.30 Evaluated at bid price : 12.30 Bid-YTW : 10.55 % |
| BN.PR.Z | FixedReset Disc | 3.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 7.88 % |
| TD.PF.J | FixedReset Disc | 4.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 23.07 Evaluated at bid price : 24.50 Bid-YTW : 6.41 % |
| BN.PR.X | FixedReset Disc | 4.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 16.49 Evaluated at bid price : 16.49 Bid-YTW : 8.23 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.S | FixedReset Disc | 236,499 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 23.90 Evaluated at bid price : 23.90 Bid-YTW : 6.48 % |
| TD.PF.C | FixedReset Disc | 165,469 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 22.12 Evaluated at bid price : 22.78 Bid-YTW : 6.50 % |
| IFC.PR.G | FixedReset Ins Non | 89,436 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 22.61 Evaluated at bid price : 23.51 Bid-YTW : 6.70 % |
| SLF.PR.G | FixedReset Ins Non | 54,130 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 7.11 % |
| MFC.PR.F | FixedReset Ins Non | 48,873 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 17.06 Evaluated at bid price : 17.06 Bid-YTW : 6.97 % |
| TD.PF.B | FixedReset Disc | 39,740 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-05-27 Maturity Price : 23.40 Evaluated at bid price : 24.45 Bid-YTW : 6.13 % |
| There were 61 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.I | FixedReset Ins Non | Quote: 24.21 – 25.50 Spot Rate : 1.2900 Average : 0.7612 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 20.55 – 21.84 Spot Rate : 1.2900 Average : 0.7999 YTW SCENARIO |
| PWF.PR.O | Perpetual-Discount | Quote: 22.56 – 23.69 Spot Rate : 1.1300 Average : 0.7209 YTW SCENARIO |
| FFH.PR.I | FixedReset Disc | Quote: 18.86 – 19.88 Spot Rate : 1.0200 Average : 0.6220 YTW SCENARIO |
| PWF.PR.S | Perpetual-Discount | Quote: 18.85 – 19.91 Spot Rate : 1.0600 Average : 0.6640 YTW SCENARIO |
| POW.PR.B | Perpetual-Discount | Quote: 20.78 – 21.70 Spot Rate : 0.9200 Average : 0.5945 YTW SCENARIO |