TXPR closed at 583.54, up 1.28% on the day. Volume today was 1.20-million, lowest of the past 21 trading days.
CPD closed at 11.62, up 1.04% on the day. Volume was 46,780, third-lowest of the past 21 trading days.
ZPR closed at 9.95, up 1.22% on the day. Volume was 314,940, fifth-highest of the past 21 trading days.
Five-year Canada yields were up to 3.38%.
| 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 | 0.0909 % | 2,102.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0909 % | 4,032.8 |
| Floater | 11.05 % | 11.18 % | 63,369 | 8.74 | 1 | 0.0909 % | 2,324.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1305 % | 3,464.5 |
| SplitShare | 4.86 % | 7.01 % | 28,524 | 1.59 | 7 | 0.1305 % | 4,137.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1305 % | 3,228.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5392 % | 2,633.4 |
| Perpetual-Discount | 6.54 % | 6.71 % | 53,143 | 12.92 | 28 | 0.5392 % | 2,871.6 |
| FixedReset Disc | 5.27 % | 7.36 % | 125,224 | 12.01 | 49 | 1.1734 % | 2,533.5 |
| Insurance Straight | 6.42 % | 6.51 % | 57,248 | 13.23 | 20 | 1.3011 % | 2,829.0 |
| FloatingReset | 9.55 % | 9.42 % | 37,097 | 10.07 | 3 | 0.9436 % | 2,652.4 |
| FixedReset Prem | 6.37 % | 6.42 % | 234,229 | 12.44 | 7 | 0.5593 % | 2,523.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1734 % | 2,589.7 |
| FixedReset Ins Non | 5.39 % | 7.07 % | 102,988 | 12.70 | 14 | 1.1636 % | 2,635.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.I | Insurance Straight | -7.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 7.60 % |
| PWF.PR.L | Perpetual-Discount | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 19.02 Evaluated at bid price : 19.02 Bid-YTW : 6.84 % |
| CU.PR.I | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 21.94 Evaluated at bid price : 22.52 Bid-YTW : 7.63 % |
| POW.PR.A | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 6.71 % |
| FFH.PR.I | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 17.53 Evaluated at bid price : 17.53 Bid-YTW : 8.47 % |
| BN.PR.R | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 15.36 Evaluated at bid price : 15.36 Bid-YTW : 8.69 % |
| TD.PF.I | FixedReset Prem | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 23.35 Evaluated at bid price : 25.07 Bid-YTW : 6.42 % |
| FFH.PR.M | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 22.87 Evaluated at bid price : 23.50 Bid-YTW : 7.74 % |
| TD.PF.D | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 22.52 Evaluated at bid price : 23.01 Bid-YTW : 6.55 % |
| BIP.PR.A | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 21.36 Evaluated at bid price : 21.66 Bid-YTW : 7.81 % |
| RY.PR.O | Perpetual-Discount | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 22.75 Evaluated at bid price : 23.00 Bid-YTW : 5.38 % |
| PWF.PR.O | Perpetual-Discount | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 21.61 Evaluated at bid price : 21.86 Bid-YTW : 6.75 % |
| SLF.PR.C | Insurance Straight | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 18.68 Evaluated at bid price : 18.68 Bid-YTW : 5.99 % |
| BIP.PR.F | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 8.07 % |
| FTS.PR.M | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 7.80 % |
| FFH.PR.K | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 20.41 Evaluated at bid price : 20.41 Bid-YTW : 8.05 % |
| MFC.PR.B | Insurance Straight | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 19.12 Evaluated at bid price : 19.12 Bid-YTW : 6.13 % |
| BMO.PR.Y | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 22.91 Evaluated at bid price : 23.41 Bid-YTW : 6.31 % |
| BMO.PR.E | FixedReset Prem | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 23.31 Evaluated at bid price : 25.31 Bid-YTW : 6.21 % |
| POW.PR.C | Perpetual-Discount | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 21.65 Evaluated at bid price : 21.90 Bid-YTW : 6.63 % |
| TD.PF.A | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 23.12 Evaluated at bid price : 24.00 Bid-YTW : 5.87 % |
| PWF.PR.K | Perpetual-Discount | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.68 % |
| RY.PR.J | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 23.02 Evaluated at bid price : 23.60 Bid-YTW : 6.35 % |
| BN.PF.G | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 8.46 % |
| NA.PR.W | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.73 % |
| BMO.PR.T | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 23.69 Evaluated at bid price : 24.69 Bid-YTW : 5.71 % |
| BN.PR.X | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 8.11 % |
| FFH.PR.H | FloatingReset | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 10.26 % |
| CM.PR.S | FixedReset Disc | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 23.80 Evaluated at bid price : 23.80 Bid-YTW : 6.28 % |
| NA.PR.E | FixedReset Disc | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 22.69 Evaluated at bid price : 23.62 Bid-YTW : 6.35 % |
| RY.PR.N | Perpetual-Discount | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 22.96 Evaluated at bid price : 23.20 Bid-YTW : 5.33 % |
| FFH.PR.C | FixedReset Disc | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 7.89 % |
| BN.PF.A | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 7.55 % |
| MFC.PR.K | FixedReset Ins Non | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 22.22 Evaluated at bid price : 22.83 Bid-YTW : 6.41 % |
| FFH.PR.G | FixedReset Disc | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 8.53 % |
| BN.PF.F | FixedReset Disc | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 8.24 % |
| BN.PF.J | FixedReset Disc | 2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 21.71 Evaluated at bid price : 22.00 Bid-YTW : 7.36 % |
| BN.PF.B | FixedReset Disc | 2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 7.87 % |
| PWF.PR.S | Perpetual-Discount | 2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 18.27 Evaluated at bid price : 18.27 Bid-YTW : 6.70 % |
| MFC.PR.F | FixedReset Ins Non | 2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 15.81 Evaluated at bid price : 15.81 Bid-YTW : 7.11 % |
| BN.PF.E | FixedReset Disc | 2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 17.47 Evaluated at bid price : 17.47 Bid-YTW : 8.38 % |
| GWO.PR.H | Insurance Straight | 2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 6.51 % |
| SLF.PR.G | FixedReset Ins Non | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 16.31 Evaluated at bid price : 16.31 Bid-YTW : 7.09 % |
| TD.PF.B | FixedReset Disc | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 23.86 Evaluated at bid price : 24.92 Bid-YTW : 5.71 % |
| RY.PR.S | FixedReset Disc | 2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 22.95 Evaluated at bid price : 24.35 Bid-YTW : 5.98 % |
| PWF.PR.Z | Perpetual-Discount | 2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 19.73 Evaluated at bid price : 19.73 Bid-YTW : 6.66 % |
| SLF.PR.D | Insurance Straight | 3.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 5.97 % |
| TD.PF.J | FixedReset Disc | 3.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 22.87 Evaluated at bid price : 24.00 Bid-YTW : 6.33 % |
| GWO.PR.N | FixedReset Ins Non | 3.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 7.83 % |
| MFC.PR.N | FixedReset Ins Non | 3.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 7.15 % |
| BN.PR.Z | FixedReset Disc | 4.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 7.86 % |
| TD.PF.C | FixedReset Disc | 4.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 22.88 Evaluated at bid price : 23.58 Bid-YTW : 5.97 % |
| IFC.PR.F | Insurance Straight | 9.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 21.07 Evaluated at bid price : 21.07 Bid-YTW : 6.33 % |
| GWO.PR.T | Insurance Straight | 15.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.56 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.O | FixedReset Disc | 267,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 5.25 % |
| TD.PF.B | FixedReset Disc | 97,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 23.86 Evaluated at bid price : 24.92 Bid-YTW : 5.71 % |
| BN.PR.N | Perpetual-Discount | 62,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 6.95 % |
| TD.PF.C | FixedReset Disc | 46,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 22.88 Evaluated at bid price : 23.58 Bid-YTW : 5.97 % |
| BMO.PR.W | FixedReset Disc | 35,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 22.91 Evaluated at bid price : 23.72 Bid-YTW : 5.90 % |
| TD.PF.A | FixedReset Disc | 31,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-06-24 Maturity Price : 23.12 Evaluated at bid price : 24.00 Bid-YTW : 5.87 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.I | Insurance Straight | Quote: 17.90 – 22.67 Spot Rate : 4.7700 Average : 3.2124 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 18.35 – 20.15 Spot Rate : 1.8000 Average : 1.1329 YTW SCENARIO |
| MFC.PR.Q | FixedReset Ins Non | Quote: 22.15 – 24.00 Spot Rate : 1.8500 Average : 1.2246 YTW SCENARIO |
| MFC.PR.J | FixedReset Ins Non | Quote: 22.31 – 24.00 Spot Rate : 1.6900 Average : 1.1740 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 19.75 – 21.50 Spot Rate : 1.7500 Average : 1.2414 YTW SCENARIO |
| BIP.PR.F | FixedReset Disc | Quote: 19.90 – 20.91 Spot Rate : 1.0100 Average : 0.6452 YTW SCENARIO |