| 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 | -3.8297 % | 2,129.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -3.8297 % | 4,146.1 |
| Floater | 7.24 % | 7.82 % | 63,769 | 11.61 | 3 | -3.8297 % | 2,389.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.9039 % | 3,591.2 |
| SplitShare | 4.86 % | 5.30 % | 75,652 | 1.80 | 9 | -0.9039 % | 4,288.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.9039 % | 3,346.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -3.1019 % | 2,856.7 |
| Perpetual-Discount | 6.02 % | 6.12 % | 59,216 | 13.66 | 33 | -3.1019 % | 3,115.1 |
| FixedReset Disc | 5.76 % | 6.36 % | 123,487 | 13.18 | 49 | -3.7478 % | 2,726.0 |
| Insurance Straight | 5.95 % | 5.99 % | 73,496 | 13.91 | 21 | -3.6606 % | 3,041.7 |
| FloatingReset | 5.74 % | 5.78 % | 34,404 | 14.21 | 3 | -1.6547 % | 3,492.7 |
| FixedReset Prem | 6.44 % | 5.46 % | 138,429 | 14.06 | 10 | -1.4924 % | 2,542.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -3.7478 % | 2,786.5 |
| FixedReset Ins Non | 5.65 % | 5.66 % | 74,240 | 14.14 | 12 | -3.1081 % | 2,787.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.T | Insurance Straight | -22.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 7.54 % |
| PWF.PR.S | Perpetual-Discount | -19.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 7.40 % |
| PWF.PR.R | Perpetual-Discount | -14.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 19.97 Evaluated at bid price : 19.97 Bid-YTW : 7.04 % |
| BN.PF.A | FixedReset Disc | -10.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.82 % |
| BN.PR.T | FixedReset Disc | -8.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 7.17 % |
| PWF.PR.P | FixedReset Disc | -6.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 6.85 % |
| BN.PF.B | FixedReset Disc | -6.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 20.22 Evaluated at bid price : 20.22 Bid-YTW : 6.69 % |
| MFC.PR.B | Insurance Straight | -6.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 6.06 % |
| ENB.PF.E | FixedReset Disc | -5.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 17.83 Evaluated at bid price : 17.83 Bid-YTW : 7.21 % |
| BN.PR.X | FixedReset Disc | -5.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 15.67 Evaluated at bid price : 15.67 Bid-YTW : 6.92 % |
| ENB.PR.D | FixedReset Disc | -5.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 18.27 Evaluated at bid price : 18.27 Bid-YTW : 6.86 % |
| BN.PF.E | FixedReset Disc | -5.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 6.99 % |
| ENB.PR.J | FixedReset Disc | -5.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.87 % |
| ENB.PF.C | FixedReset Disc | -5.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 7.16 % |
| BN.PR.B | Floater | -5.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 11.17 Evaluated at bid price : 11.17 Bid-YTW : 7.84 % |
| BN.PR.R | FixedReset Disc | -5.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 16.72 Evaluated at bid price : 16.72 Bid-YTW : 6.94 % |
| ENB.PR.F | FixedReset Disc | -5.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 18.54 Evaluated at bid price : 18.54 Bid-YTW : 6.97 % |
| CU.PR.C | FixedReset Disc | -5.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 19.92 Evaluated at bid price : 19.92 Bid-YTW : 6.23 % |
| IFC.PR.A | FixedReset Ins Non | -5.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.67 % |
| CU.PR.J | Perpetual-Discount | -5.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 19.98 Evaluated at bid price : 19.98 Bid-YTW : 6.03 % |
| POW.PR.D | Perpetual-Discount | -5.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 20.33 Evaluated at bid price : 20.33 Bid-YTW : 6.18 % |
| BN.PF.F | FixedReset Disc | -5.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 6.59 % |
| PVS.PR.K | SplitShare | -4.96 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 23.57 Bid-YTW : 6.16 % |
| PWF.PR.K | Perpetual-Discount | -4.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 6.27 % |
| ENB.PF.G | FixedReset Disc | -4.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 18.07 Evaluated at bid price : 18.07 Bid-YTW : 7.08 % |
| ENB.PR.B | FixedReset Disc | -4.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 17.68 Evaluated at bid price : 17.68 Bid-YTW : 7.04 % |
| BN.PR.N | Perpetual-Discount | -4.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.41 % |
| ENB.PR.H | FixedReset Disc | -4.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 19.74 Evaluated at bid price : 19.74 Bid-YTW : 6.32 % |
| BN.PF.G | FixedReset Disc | -4.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 6.96 % |
| BN.PR.K | Floater | -4.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 11.19 Evaluated at bid price : 11.19 Bid-YTW : 7.82 % |
| MFC.PR.Q | FixedReset Ins Non | -4.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.50 Evaluated at bid price : 23.15 Bid-YTW : 5.62 % |
| GWO.PR.G | Insurance Straight | -4.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.10 % |
| SLF.PR.G | FixedReset Ins Non | -4.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 16.05 Evaluated at bid price : 16.05 Bid-YTW : 5.99 % |
| FTS.PR.H | FixedReset Disc | -4.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 15.37 Evaluated at bid price : 15.37 Bid-YTW : 6.36 % |
| POW.PR.C | Perpetual-Discount | -4.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.23 Evaluated at bid price : 23.53 Bid-YTW : 6.18 % |
| ENB.PR.P | FixedReset Disc | -4.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 6.85 % |
| ENB.PF.A | FixedReset Disc | -4.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 6.99 % |
| FTS.PR.K | FixedReset Disc | -4.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 5.82 % |
| MFC.PR.L | FixedReset Ins Non | -4.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 21.35 Evaluated at bid price : 21.65 Bid-YTW : 5.70 % |
| GWO.PR.R | Insurance Straight | -4.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 6.10 % |
| ENB.PR.N | FixedReset Disc | -4.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 21.47 Evaluated at bid price : 21.82 Bid-YTW : 6.36 % |
| BN.PF.D | Perpetual-Discount | -4.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.34 % |
| MFC.PR.F | FixedReset Ins Non | -4.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 15.55 Evaluated at bid price : 15.55 Bid-YTW : 6.04 % |
| GWO.PR.H | Insurance Straight | -3.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 20.07 Evaluated at bid price : 20.07 Bid-YTW : 6.09 % |
| BN.PF.H | FixedReset Disc | -3.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.38 Evaluated at bid price : 24.02 Bid-YTW : 6.82 % |
| GWO.PR.Q | Insurance Straight | -3.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 6.05 % |
| CU.PR.D | Perpetual-Discount | -3.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.21 % |
| ENB.PR.Y | FixedReset Disc | -3.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 6.94 % |
| BN.PR.Z | FixedReset Disc | -3.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 6.52 % |
| ENB.PR.T | FixedReset Disc | -3.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 6.70 % |
| GWO.PR.Y | Insurance Straight | -3.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.97 % |
| GWO.PR.S | Insurance Straight | -3.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 21.67 Evaluated at bid price : 21.92 Bid-YTW : 6.02 % |
| BIP.PR.A | FixedReset Disc | -3.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.40 Evaluated at bid price : 23.25 Bid-YTW : 6.43 % |
| BN.PF.C | Perpetual-Discount | -3.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.27 % |
| MFC.PR.J | FixedReset Ins Non | -3.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.86 Evaluated at bid price : 23.75 Bid-YTW : 5.54 % |
| PWF.PR.E | Perpetual-Discount | -3.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.63 Evaluated at bid price : 22.88 Bid-YTW : 6.12 % |
| POW.PR.A | Perpetual-Discount | -3.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 6.17 % |
| IFC.PR.E | Insurance Straight | -3.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.15 Evaluated at bid price : 22.59 Bid-YTW : 5.78 % |
| GWO.PR.I | Insurance Straight | -3.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 19.14 Evaluated at bid price : 19.14 Bid-YTW : 5.92 % |
| ELF.PR.F | Perpetual-Discount | -3.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 6.24 % |
| PWF.PF.A | Perpetual-Discount | -3.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 18.77 Evaluated at bid price : 18.77 Bid-YTW : 6.12 % |
| TD.PF.A | FixedReset Disc | -3.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.67 Evaluated at bid price : 23.71 Bid-YTW : 5.04 % |
| TD.PF.E | FixedReset Disc | -3.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.07 Evaluated at bid price : 23.80 Bid-YTW : 5.53 % |
| MFC.PR.I | FixedReset Ins Non | -3.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.08 Evaluated at bid price : 24.03 Bid-YTW : 5.63 % |
| FTS.PR.M | FixedReset Disc | -3.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 6.12 % |
| BN.PR.M | Perpetual-Discount | -3.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 19.04 Evaluated at bid price : 19.04 Bid-YTW : 6.29 % |
| FFH.PR.G | FixedReset Disc | -3.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.05 Evaluated at bid price : 22.65 Bid-YTW : 5.45 % |
| BIP.PR.B | FixedReset Disc | -3.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.61 Evaluated at bid price : 24.23 Bid-YTW : 7.15 % |
| IFC.PR.K | Insurance Straight | -3.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 21.59 Evaluated at bid price : 21.86 Bid-YTW : 6.04 % |
| GWO.PR.L | Insurance Straight | -2.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.03 Evaluated at bid price : 23.30 Bid-YTW : 6.10 % |
| IFC.PR.I | Insurance Straight | -2.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.70 Evaluated at bid price : 23.10 Bid-YTW : 5.87 % |
| GWO.PR.N | FixedReset Ins Non | -2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 5.95 % |
| MFC.PR.C | Insurance Straight | -2.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 19.71 Evaluated at bid price : 19.71 Bid-YTW : 5.77 % |
| BIP.PR.F | FixedReset Disc | -2.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.15 Evaluated at bid price : 22.65 Bid-YTW : 6.24 % |
| TD.PF.D | FixedReset Disc | -2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.21 Evaluated at bid price : 24.11 Bid-YTW : 5.40 % |
| SLF.PR.J | FloatingReset | -2.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 6.14 % |
| ENB.PF.K | FixedReset Disc | -2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.78 Evaluated at bid price : 23.58 Bid-YTW : 6.12 % |
| IFC.PR.G | FixedReset Ins Non | -2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.61 Evaluated at bid price : 23.35 Bid-YTW : 5.56 % |
| CM.PR.S | FixedReset Prem | -2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 24.51 Evaluated at bid price : 24.51 Bid-YTW : 5.17 % |
| FFH.PR.I | FixedReset Disc | -2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.25 Evaluated at bid price : 23.00 Bid-YTW : 5.64 % |
| PWF.PR.O | Perpetual-Discount | -2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.72 Evaluated at bid price : 24.03 Bid-YTW : 6.14 % |
| FTS.PR.F | Perpetual-Discount | -2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 21.25 Evaluated at bid price : 21.52 Bid-YTW : 5.75 % |
| FTS.PR.J | Perpetual-Discount | -2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.87 % |
| ENB.PR.A | Perpetual-Discount | -2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 6.12 % |
| MFC.PR.K | FixedReset Ins Non | -2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.48 Evaluated at bid price : 23.15 Bid-YTW : 5.44 % |
| GWO.PR.P | Insurance Straight | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.41 Evaluated at bid price : 22.67 Bid-YTW : 5.99 % |
| POW.PR.B | Perpetual-Discount | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.07 Evaluated at bid price : 22.30 Bid-YTW : 6.02 % |
| PWF.PR.L | Perpetual-Discount | -2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 21.28 Evaluated at bid price : 21.28 Bid-YTW : 6.12 % |
| POW.PR.G | Perpetual-Discount | -2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.82 Evaluated at bid price : 23.10 Bid-YTW : 6.08 % |
| TD.PF.J | FixedReset Prem | -2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.30 Evaluated at bid price : 24.80 Bid-YTW : 5.32 % |
| PWF.PR.T | FixedReset Disc | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.08 Evaluated at bid price : 22.55 Bid-YTW : 5.63 % |
| BN.PF.J | FixedReset Disc | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.81 Evaluated at bid price : 23.60 Bid-YTW : 6.01 % |
| FTS.PR.G | FixedReset Disc | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 21.42 Evaluated at bid price : 21.75 Bid-YTW : 5.70 % |
| PWF.PR.H | Perpetual-Discount | -2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.56 Evaluated at bid price : 23.83 Bid-YTW : 6.14 % |
| NA.PR.K | FixedReset Prem | -1.99 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-05-01 Maturity Price : 25.00 Evaluated at bid price : 26.61 Bid-YTW : 6.28 % |
| RY.PR.M | FixedReset Disc | -1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.25 Evaluated at bid price : 23.94 Bid-YTW : 5.21 % |
| CU.PR.E | Perpetual-Discount | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 6.08 % |
| PWF.PR.Z | Perpetual-Discount | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 21.46 Evaluated at bid price : 21.46 Bid-YTW : 6.12 % |
| PWF.PR.G | Perpetual-Discount | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 24.05 Evaluated at bid price : 24.30 Bid-YTW : 6.18 % |
| ELF.PR.H | Perpetual-Discount | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.33 Evaluated at bid price : 22.60 Bid-YTW : 6.10 % |
| CM.PR.Q | FixedReset Disc | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.27 Evaluated at bid price : 24.17 Bid-YTW : 5.33 % |
| PWF.PR.A | Floater | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 13.55 Evaluated at bid price : 13.55 Bid-YTW : 6.51 % |
| PWF.PR.F | Perpetual-Discount | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 21.78 Evaluated at bid price : 22.02 Bid-YTW : 6.07 % |
| BMO.PR.E | FixedReset Prem | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.50 Evaluated at bid price : 25.66 Bid-YTW : 5.32 % |
| BN.PF.I | FixedReset Disc | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.73 Evaluated at bid price : 24.05 Bid-YTW : 6.45 % |
| BMO.PR.Y | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.32 Evaluated at bid price : 24.16 Bid-YTW : 5.28 % |
| PVS.PR.M | SplitShare | -1.59 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2031-03-31 Maturity Price : 25.00 Evaluated at bid price : 24.80 Bid-YTW : 5.41 % |
| BIP.PR.E | FixedReset Disc | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.58 Evaluated at bid price : 23.23 Bid-YTW : 6.13 % |
| RY.PR.S | FixedReset Prem | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.28 Evaluated at bid price : 25.05 Bid-YTW : 5.02 % |
| SLF.PR.C | Insurance Straight | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 5.59 % |
| RY.PR.J | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.27 Evaluated at bid price : 24.41 Bid-YTW : 5.28 % |
| NA.PR.E | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.26 Evaluated at bid price : 24.71 Bid-YTW : 5.24 % |
| NA.PR.S | FixedReset Prem | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.11 Evaluated at bid price : 24.65 Bid-YTW : 5.25 % |
| NA.PR.G | FixedReset Prem | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.50 Evaluated at bid price : 25.65 Bid-YTW : 5.46 % |
| CCS.PR.C | Insurance Straight | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 21.44 Evaluated at bid price : 21.70 Bid-YTW : 5.79 % |
| FFH.PR.J | FloatingReset | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.09 Evaluated at bid price : 23.45 Bid-YTW : 5.78 % |
| NA.PR.C | FixedReset Prem | -1.29 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-11-15 Maturity Price : 25.00 Evaluated at bid price : 26.02 Bid-YTW : 5.77 % |
| FFH.PR.H | FloatingReset | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.03 Evaluated at bid price : 23.30 Bid-YTW : 5.51 % |
| IFC.PR.C | FixedReset Ins Non | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.06 % |
| RY.PR.N | Perpetual-Discount | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 24.02 Evaluated at bid price : 24.27 Bid-YTW : 5.10 % |
| GWO.PR.M | Insurance Straight | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.50 Evaluated at bid price : 23.77 Bid-YTW : 6.14 % |
| CU.PR.F | Perpetual-Discount | 14.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 22.63 Evaluated at bid price : 22.88 Bid-YTW : 4.96 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| FFH.PR.J | FloatingReset | 125,706 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.09 Evaluated at bid price : 23.45 Bid-YTW : 5.78 % |
| CM.PR.Q | FixedReset Disc | 110,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.27 Evaluated at bid price : 24.17 Bid-YTW : 5.33 % |
| TD.PF.E | FixedReset Disc | 82,233 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.07 Evaluated at bid price : 23.80 Bid-YTW : 5.53 % |
| RY.PR.J | FixedReset Disc | 74,360 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.27 Evaluated at bid price : 24.41 Bid-YTW : 5.28 % |
| TD.PF.D | FixedReset Disc | 43,215 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 23.21 Evaluated at bid price : 24.11 Bid-YTW : 5.40 % |
| PWF.PR.F | Perpetual-Discount | 34,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-04 Maturity Price : 21.78 Evaluated at bid price : 22.02 Bid-YTW : 6.07 % |
| There were 57 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible. | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.S | Perpetual-Discount | Quote: 16.60 – 21.75 Spot Rate : 5.1500 Average : 3.1193 YTW SCENARIO |
| GWO.PR.T | Insurance Straight | Quote: 17.25 – 21.95 Spot Rate : 4.7000 Average : 3.0059 YTW SCENARIO |
| PWF.PR.R | Perpetual-Discount | Quote: 19.97 – 23.50 Spot Rate : 3.5300 Average : 1.9086 YTW SCENARIO |
| BN.PF.A | FixedReset Disc | Quote: 21.00 – 24.65 Spot Rate : 3.6500 Average : 2.0790 YTW SCENARIO |
| IFC.PR.I | Insurance Straight | Quote: 23.10 – 25.99 Spot Rate : 2.8900 Average : 1.5818 YTW SCENARIO |
| BN.PF.B | FixedReset Disc | Quote: 20.22 – 22.40 Spot Rate : 2.1800 Average : 1.3479 YTW SCENARIO |