| 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 | -0.8076 % | 2,112.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8076 % | 4,112.7 |
| Floater | 7.30 % | 7.79 % | 62,832 | 11.64 | 3 | -0.8076 % | 2,370.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4919 % | 3,573.5 |
| SplitShare | 4.88 % | 5.54 % | 81,019 | 1.79 | 9 | -0.4919 % | 4,267.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4919 % | 3,329.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.3945 % | 2,816.9 |
| Perpetual-Discount | 6.10 % | 6.19 % | 61,629 | 13.61 | 33 | -1.3945 % | 3,071.6 |
| FixedReset Disc | 5.91 % | 6.80 % | 125,851 | 12.69 | 49 | -2.4510 % | 2,659.2 |
| Insurance Straight | 5.98 % | 6.05 % | 73,268 | 13.81 | 21 | -0.4401 % | 3,028.3 |
| FloatingReset | 5.94 % | 5.99 % | 34,816 | 13.89 | 3 | -2.5397 % | 3,404.0 |
| FixedReset Prem | 6.55 % | 5.62 % | 140,644 | 13.85 | 10 | -1.7083 % | 2,499.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -2.4510 % | 2,718.2 |
| FixedReset Ins Non | 5.83 % | 6.01 % | 72,933 | 13.67 | 12 | -3.1917 % | 2,698.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.F | Perpetual-Discount | -17.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 18.97 Evaluated at bid price : 18.97 Bid-YTW : 6.02 % |
| IFC.PR.A | FixedReset Ins Non | -9.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 6.46 % |
| PWF.PR.O | Perpetual-Discount | -8.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 6.73 % |
| BN.PF.I | FixedReset Disc | -6.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 22.22 Evaluated at bid price : 22.52 Bid-YTW : 7.04 % |
| ENB.PR.H | FixedReset Disc | -6.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 6.95 % |
| PVS.PR.J | SplitShare | -5.66 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 23.50 Bid-YTW : 6.90 % |
| MFC.PR.M | FixedReset Ins Non | -5.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.18 % |
| ENB.PR.F | FixedReset Disc | -5.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 7.58 % |
| BIP.PR.E | FixedReset Disc | -4.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 21.84 Evaluated at bid price : 22.12 Bid-YTW : 6.62 % |
| FTS.PR.H | FixedReset Disc | -4.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 14.66 Evaluated at bid price : 14.66 Bid-YTW : 6.95 % |
| GWO.PR.N | FixedReset Ins Non | -4.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 14.69 Evaluated at bid price : 14.69 Bid-YTW : 6.50 % |
| BN.PR.R | FixedReset Disc | -4.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 15.98 Evaluated at bid price : 15.98 Bid-YTW : 7.49 % |
| CU.PR.C | FixedReset Disc | -4.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 6.71 % |
| BN.PF.F | FixedReset Disc | -4.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 7.04 % |
| BN.PF.G | FixedReset Disc | -4.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 7.49 % |
| ENB.PR.D | FixedReset Disc | -4.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 7.36 % |
| BIP.PR.A | FixedReset Disc | -4.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 21.82 Evaluated at bid price : 22.28 Bid-YTW : 6.91 % |
| ENB.PR.N | FixedReset Disc | -3.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 6.82 % |
| BN.PR.X | FixedReset Disc | -3.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 15.06 Evaluated at bid price : 15.06 Bid-YTW : 7.44 % |
| FTS.PR.K | FixedReset Disc | -3.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.23 % |
| IFC.PR.G | FixedReset Ins Non | -3.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 22.06 Evaluated at bid price : 22.45 Bid-YTW : 5.97 % |
| ENB.PR.B | FixedReset Disc | -3.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.54 % |
| FTS.PR.M | FixedReset Disc | -3.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 20.29 Evaluated at bid price : 20.29 Bid-YTW : 6.52 % |
| FTS.PR.F | Perpetual-Discount | -3.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 5.99 % |
| FTS.PR.G | FixedReset Disc | -3.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.10 % |
| BN.PF.D | Perpetual-Discount | -3.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 18.83 Evaluated at bid price : 18.83 Bid-YTW : 6.57 % |
| ENB.PR.P | FixedReset Disc | -3.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 7.27 % |
| BN.PF.J | FixedReset Disc | -3.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 22.34 Evaluated at bid price : 22.80 Bid-YTW : 6.39 % |
| BIP.PR.F | FixedReset Disc | -3.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 21.63 Evaluated at bid price : 21.90 Bid-YTW : 6.62 % |
| GWO.PR.S | Insurance Straight | -3.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 6.25 % |
| BN.PR.Z | FixedReset Disc | -3.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 6.91 % |
| ENB.PR.Y | FixedReset Disc | -3.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 17.58 Evaluated at bid price : 17.58 Bid-YTW : 7.34 % |
| BN.PF.C | Perpetual-Discount | -3.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.48 % |
| SLF.PR.G | FixedReset Ins Non | -3.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 15.56 Evaluated at bid price : 15.56 Bid-YTW : 6.44 % |
| ENB.PF.A | FixedReset Disc | -3.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 18.62 Evaluated at bid price : 18.62 Bid-YTW : 7.37 % |
| FFH.PR.G | FixedReset Disc | -3.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 21.60 Evaluated at bid price : 21.97 Bid-YTW : 5.81 % |
| ENB.PR.T | FixedReset Disc | -2.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 19.61 Evaluated at bid price : 19.61 Bid-YTW : 7.07 % |
| IFC.PR.F | Insurance Straight | -2.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 21.61 Evaluated at bid price : 22.00 Bid-YTW : 6.05 % |
| NA.PR.I | FixedReset Prem | -2.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 23.08 Evaluated at bid price : 24.55 Bid-YTW : 5.87 % |
| SLF.PR.J | FloatingReset | -2.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 15.79 Evaluated at bid price : 15.79 Bid-YTW : 6.39 % |
| ENB.PF.G | FixedReset Disc | -2.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 17.58 Evaluated at bid price : 17.58 Bid-YTW : 7.51 % |
| FFH.PR.J | FloatingReset | -2.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 22.51 Evaluated at bid price : 22.82 Bid-YTW : 5.99 % |
| BN.PF.E | FixedReset Disc | -2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 17.76 Evaluated at bid price : 17.76 Bid-YTW : 7.34 % |
| MFC.PR.I | FixedReset Ins Non | -2.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 22.75 Evaluated at bid price : 23.40 Bid-YTW : 5.96 % |
| FFH.PR.I | FixedReset Disc | -2.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 21.88 Evaluated at bid price : 22.40 Bid-YTW : 5.98 % |
| ENB.PR.J | FixedReset Disc | -2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 7.23 % |
| MFC.PR.F | FixedReset Ins Non | -2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 15.17 Evaluated at bid price : 15.17 Bid-YTW : 6.44 % |
| MFC.PR.K | FixedReset Ins Non | -2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 22.15 Evaluated at bid price : 22.62 Bid-YTW : 5.73 % |
| POW.PR.B | Perpetual-Discount | -2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 21.54 Evaluated at bid price : 21.80 Bid-YTW : 6.16 % |
| MFC.PR.L | FixedReset Ins Non | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 21.17 Evaluated at bid price : 21.17 Bid-YTW : 6.01 % |
| PWF.PR.A | Floater | -2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 13.25 Evaluated at bid price : 13.25 Bid-YTW : 6.67 % |
| FFH.PR.H | FloatingReset | -2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 22.53 Evaluated at bid price : 22.79 Bid-YTW : 5.68 % |
| MFC.PR.J | FixedReset Ins Non | -2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 22.59 Evaluated at bid price : 23.25 Bid-YTW : 5.83 % |
| SLF.PR.D | Insurance Straight | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 5.81 % |
| GWO.PR.P | Insurance Straight | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 21.97 Evaluated at bid price : 22.20 Bid-YTW : 6.12 % |
| BN.PR.M | Perpetual-Discount | -2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 6.43 % |
| NA.PR.K | FixedReset Prem | -1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 23.56 Evaluated at bid price : 26.08 Bid-YTW : 6.69 % |
| BN.PR.T | FixedReset Disc | -1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 15.93 Evaluated at bid price : 15.93 Bid-YTW : 7.53 % |
| PWF.PR.F | Perpetual-Discount | -1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 21.32 Evaluated at bid price : 21.59 Bid-YTW : 6.19 % |
| PWF.PR.G | Perpetual-Discount | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 23.57 Evaluated at bid price : 23.84 Bid-YTW : 6.31 % |
| CCS.PR.C | Insurance Straight | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 5.92 % |
| SLF.PR.E | Insurance Straight | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 5.74 % |
| ENB.PF.K | FixedReset Disc | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 22.54 Evaluated at bid price : 23.15 Bid-YTW : 6.40 % |
| GWO.PR.Y | Insurance Straight | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 6.08 % |
| GWO.PR.I | Insurance Straight | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 6.04 % |
| GWO.PR.Q | Insurance Straight | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 21.08 Evaluated at bid price : 21.08 Bid-YTW : 6.16 % |
| PWF.PR.H | Perpetual-Discount | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 23.16 Evaluated at bid price : 23.42 Bid-YTW : 6.26 % |
| MFC.PR.C | Insurance Straight | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 19.38 Evaluated at bid price : 19.38 Bid-YTW : 5.87 % |
| BN.PR.N | Perpetual-Discount | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 18.39 Evaluated at bid price : 18.39 Bid-YTW : 6.52 % |
| PWF.PR.Z | Perpetual-Discount | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 21.11 Evaluated at bid price : 21.11 Bid-YTW : 6.23 % |
| ENB.PF.C | FixedReset Disc | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 18.21 Evaluated at bid price : 18.21 Bid-YTW : 7.43 % |
| SLF.PR.C | Insurance Straight | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 5.68 % |
| RY.PR.J | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 22.79 Evaluated at bid price : 24.05 Bid-YTW : 5.53 % |
| FTS.PR.J | Perpetual-Discount | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 5.96 % |
| FFH.PR.K | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 23.30 Evaluated at bid price : 24.30 Bid-YTW : 6.14 % |
| NA.PR.E | FixedReset Disc | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 22.96 Evaluated at bid price : 24.00 Bid-YTW : 5.46 % |
| RY.PR.S | FixedReset Prem | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 23.15 Evaluated at bid price : 24.70 Bid-YTW : 5.25 % |
| PWF.PR.L | Perpetual-Discount | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.20 % |
| TD.PF.A | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 22.52 Evaluated at bid price : 23.40 Bid-YTW : 5.26 % |
| POW.PR.G | Perpetual-Discount | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 22.55 Evaluated at bid price : 22.80 Bid-YTW : 6.16 % |
| GWO.PR.L | Insurance Straight | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 22.71 Evaluated at bid price : 23.00 Bid-YTW : 6.18 % |
| ENB.PF.E | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 17.61 Evaluated at bid price : 17.61 Bid-YTW : 7.53 % |
| NA.PR.C | FixedReset Prem | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 23.54 Evaluated at bid price : 25.26 Bid-YTW : 6.05 % |
| CU.PR.J | Perpetual-Discount | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.10 % |
| GWO.PR.H | Insurance Straight | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 19.84 Evaluated at bid price : 19.84 Bid-YTW : 6.17 % |
| RY.PR.N | Perpetual-Discount | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 5.16 % |
| ENB.PR.A | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 6.19 % |
| GWO.PR.M | Insurance Straight | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 23.21 Evaluated at bid price : 23.51 Bid-YTW : 6.21 % |
| TD.PF.D | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 22.95 Evaluated at bid price : 23.85 Bid-YTW : 5.63 % |
| NA.PR.S | FixedReset Prem | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 22.85 Evaluated at bid price : 24.00 Bid-YTW : 5.44 % |
| CM.PR.S | FixedReset Prem | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 24.25 Evaluated at bid price : 24.25 Bid-YTW : 5.37 % |
| PWF.PR.P | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 14.35 Evaluated at bid price : 14.35 Bid-YTW : 7.19 % |
| GWO.PR.G | Insurance Straight | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 21.28 Evaluated at bid price : 21.28 Bid-YTW : 6.16 % |
| BMO.PR.E | FixedReset Prem | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 23.42 Evaluated at bid price : 25.40 Bid-YTW : 5.52 % |
| PWF.PR.K | Perpetual-Discount | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 20.39 Evaluated at bid price : 20.39 Bid-YTW : 6.20 % |
| POW.PR.D | Perpetual-Discount | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 6.09 % |
| IFC.PR.K | Insurance Straight | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 21.99 Evaluated at bid price : 22.27 Bid-YTW : 5.93 % |
| MFC.PR.B | Insurance Straight | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 19.81 Evaluated at bid price : 19.81 Bid-YTW : 5.93 % |
| PVS.PR.K | SplitShare | 3.95 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 5.12 % |
| BN.PF.A | FixedReset Disc | 5.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 21.83 Evaluated at bid price : 22.15 Bid-YTW : 6.59 % |
| PWF.PR.R | Perpetual-Discount | 12.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 22.24 Evaluated at bid price : 22.51 Bid-YTW : 6.23 % |
| GWO.PR.T | Insurance Straight | 18.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.34 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.J | FixedReset Disc | 43,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 22.79 Evaluated at bid price : 24.05 Bid-YTW : 5.53 % |
| ENB.PR.B | FixedReset Disc | 34,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.54 % |
| BMO.PR.Y | FixedReset Disc | 26,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 23.32 Evaluated at bid price : 24.16 Bid-YTW : 5.45 % |
| MFC.PR.K | FixedReset Ins Non | 25,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 22.15 Evaluated at bid price : 22.62 Bid-YTW : 5.73 % |
| ENB.PR.F | FixedReset Disc | 23,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-07 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 7.58 % |
| PVS.PR.L | SplitShare | 20,900 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 5.64 % |
| There were 41 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 |
| CU.PR.F | Perpetual-Discount | Quote: 18.97 – 23.88 Spot Rate : 4.9100 Average : 3.4999 YTW SCENARIO |
| POW.PR.B | Perpetual-Discount | Quote: 21.80 – 25.00 Spot Rate : 3.2000 Average : 1.8817 YTW SCENARIO |
| BN.PR.R | FixedReset Disc | Quote: 15.98 – 18.95 Spot Rate : 2.9700 Average : 1.9246 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 19.05 – 22.12 Spot Rate : 3.0700 Average : 2.1344 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 21.17 – 23.79 Spot Rate : 2.6200 Average : 1.7955 YTW SCENARIO |
| BN.PF.I | FixedReset Disc | Quote: 22.52 – 24.50 Spot Rate : 1.9800 Average : 1.1654 YTW SCENARIO |