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TXPR closed at 619.90, up a stunning 3.15% on the day on the first day following tax-loss selling season. Volume of 1.46-million was the lowest of the past thirty days.
CPD closed at 12.34, up 2.15% on the day. Volume of 159,992 was fourth-lowest of the past thirty days.
ZPR closed at 10.04, up 3.19% on the day. Volume of 236,190 was the fourth-lowest of the past thirty days.
A very nice day, but without much volume. Those inclined to read too much into a single day’s returns should note that today’s win still leaves the TXPR total return index below the level of December 17 and is still down 3.02% on the month.
| 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 | 3.1617 % | 2,415.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 3.1617 % | 4,432.8 |
| Floater | 4.84 % | 5.15 % | 44,502 | 15.24 | 4 | 3.1617 % | 2,554.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0294 % | 3,143.5 |
| SplitShare | 4.68 % | 5.38 % | 93,228 | 4.56 | 7 | -0.0294 % | 3,754.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0294 % | 2,929.1 |
| Perpetual-Premium | 5.65 % | 6.12 % | 154,203 | 13.63 | 2 | 1.5698 % | 2,832.6 |
| Perpetual-Discount | 5.82 % | 5.98 % | 73,953 | 13.92 | 33 | 2.5381 % | 2,850.6 |
| FixedReset Disc | 5.21 % | 5.77 % | 217,913 | 14.32 | 66 | 4.0413 % | 2,158.0 |
| Deemed-Retractible | 5.56 % | 6.80 % | 93,957 | 8.16 | 27 | 2.5729 % | 2,847.8 |
| FloatingReset | 4.21 % | 4.89 % | 41,557 | 2.93 | 7 | 2.3066 % | 2,416.7 |
| FixedReset Prem | 5.16 % | 4.40 % | 285,457 | 2.25 | 14 | 0.7636 % | 2,515.5 |
| FixedReset Bank Non | 2.98 % | 3.74 % | 143,474 | 0.16 | 6 | 0.4981 % | 2,567.3 |
| FixedReset Ins Non | 5.16 % | 7.27 % | 150,369 | 8.32 | 22 | 3.5816 % | 2,155.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BNS.PR.E | FixedReset Prem | 1.17 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 4.12 % |
| BNS.PR.G | FixedReset Prem | 1.17 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 25.92 Bid-YTW : 4.39 % |
| BAM.PF.I | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.54 % |
| RY.PR.O | Perpetual-Discount | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 22.76 Evaluated at bid price : 23.10 Bid-YTW : 5.35 % |
| CM.PR.R | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.77 Evaluated at bid price : 22.08 Bid-YTW : 5.79 % |
| PWF.PR.E | Perpetual-Discount | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 22.07 Evaluated at bid price : 22.30 Bid-YTW : 6.27 % |
| BNS.PR.Z | FixedReset Bank Non | 1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.32 Bid-YTW : 4.95 % |
| PWF.PR.L | Perpetual-Discount | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.12 Evaluated at bid price : 21.12 Bid-YTW : 6.15 % |
| NA.PR.X | FixedReset Prem | 1.41 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 25.85 Bid-YTW : 4.40 % |
| BAM.PR.K | Floater | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 13.20 Evaluated at bid price : 13.20 Bid-YTW : 5.25 % |
| BAM.PR.B | Floater | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 13.20 Evaluated at bid price : 13.20 Bid-YTW : 5.25 % |
| IFC.PR.G | FixedReset Ins Non | 1.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.60 Bid-YTW : 7.66 % |
| NA.PR.C | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 6.22 % |
| CU.PR.I | FixedReset Disc | 1.72 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.95 Bid-YTW : 2.65 % |
| BIP.PR.C | FixedReset Disc | 1.81 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 5.77 % |
| IAG.PR.I | FixedReset Ins Non | 1.84 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.00 Bid-YTW : 6.87 % |
| GWO.PR.F | Deemed-Retractible | 1.86 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.65 Bid-YTW : 6.11 % |
| W.PR.J | Perpetual-Discount | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 23.48 Evaluated at bid price : 23.75 Bid-YTW : 5.90 % |
| POW.PR.D | Perpetual-Discount | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 6.06 % |
| TRP.PR.J | FixedReset Prem | 2.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.66 Bid-YTW : 4.55 % |
| BMO.PR.Z | Perpetual-Discount | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 24.36 Evaluated at bid price : 24.85 Bid-YTW : 5.06 % |
| POW.PR.C | Perpetual-Discount | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 24.04 Evaluated at bid price : 24.29 Bid-YTW : 5.98 % |
| CU.PR.F | Perpetual-Discount | 2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 5.84 % |
| EML.PR.A | FixedReset Ins Non | 2.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-17 Maturity Price : 25.00 Evaluated at bid price : 26.17 Bid-YTW : 3.50 % |
| PWF.PR.F | Perpetual-Discount | 2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.59 Evaluated at bid price : 21.85 Bid-YTW : 6.11 % |
| SLF.PR.G | FixedReset Ins Non | 2.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.57 Bid-YTW : 9.32 % |
| GWO.PR.I | Deemed-Retractible | 2.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.19 Bid-YTW : 7.69 % |
| MFC.PR.R | FixedReset Ins Non | 2.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.62 Bid-YTW : 6.21 % |
| TRP.PR.H | FloatingReset | 2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 12.82 Evaluated at bid price : 12.82 Bid-YTW : 5.77 % |
| BIP.PR.E | FixedReset Disc | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.67 Evaluated at bid price : 22.00 Bid-YTW : 5.70 % |
| PWF.PR.T | FixedReset Disc | 2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 5.93 % |
| GWO.PR.R | Deemed-Retractible | 2.38 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.66 Bid-YTW : 7.13 % |
| PWF.PR.Z | Perpetual-Discount | 2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.10 % |
| PWF.PR.I | Perpetual-Premium | 2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 24.67 Evaluated at bid price : 24.93 Bid-YTW : 6.12 % |
| BAM.PF.F | FixedReset Disc | 2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.67 Evaluated at bid price : 19.67 Bid-YTW : 6.14 % |
| BAM.PF.A | FixedReset Disc | 2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.04 Evaluated at bid price : 21.04 Bid-YTW : 5.87 % |
| GWO.PR.N | FixedReset Ins Non | 2.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.05 Bid-YTW : 9.50 % |
| BMO.PR.D | FixedReset Disc | 2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.33 Evaluated at bid price : 21.63 Bid-YTW : 5.79 % |
| TD.PF.F | Perpetual-Discount | 2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 23.57 Evaluated at bid price : 24.01 Bid-YTW : 5.16 % |
| SLF.PR.E | Deemed-Retractible | 2.61 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.29 Bid-YTW : 7.63 % |
| CU.PR.D | Perpetual-Discount | 2.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.55 Evaluated at bid price : 21.55 Bid-YTW : 5.76 % |
| EMA.PR.F | FixedReset Disc | 2.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.38 Evaluated at bid price : 18.38 Bid-YTW : 6.29 % |
| TD.PF.I | FixedReset Disc | 2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.59 Evaluated at bid price : 21.86 Bid-YTW : 5.63 % |
| BNS.PR.I | FixedReset Disc | 2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 5.40 % |
| PWF.PR.G | Perpetual-Discount | 2.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 24.09 Evaluated at bid price : 24.35 Bid-YTW : 6.16 % |
| SLF.PR.A | Deemed-Retractible | 2.74 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.60 Bid-YTW : 7.11 % |
| TD.PF.D | FixedReset Disc | 2.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 5.73 % |
| POW.PR.B | Perpetual-Discount | 2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.70 Evaluated at bid price : 21.95 Bid-YTW : 6.11 % |
| PWF.PR.O | Perpetual-Discount | 2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 23.91 Evaluated at bid price : 24.15 Bid-YTW : 6.11 % |
| BAM.PF.J | FixedReset Disc | 2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 22.74 Evaluated at bid price : 23.75 Bid-YTW : 5.22 % |
| TD.PF.E | FixedReset Disc | 2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 5.60 % |
| BAM.PR.X | FixedReset Disc | 2.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 14.93 Evaluated at bid price : 14.93 Bid-YTW : 5.96 % |
| CU.PR.E | Perpetual-Discount | 2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 5.88 % |
| MFC.PR.M | FixedReset Ins Non | 3.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.46 Bid-YTW : 7.91 % |
| PWF.PR.H | Perpetual-Discount | 3.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 23.72 Evaluated at bid price : 24.03 Bid-YTW : 6.08 % |
| BAM.PF.E | FixedReset Disc | 3.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.61 Evaluated at bid price : 18.61 Bid-YTW : 6.08 % |
| BIP.PR.A | FixedReset Disc | 3.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.82 % |
| GWO.PR.H | Deemed-Retractible | 3.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.54 Bid-YTW : 7.26 % |
| GWO.PR.L | Deemed-Retractible | 3.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.93 Bid-YTW : 6.23 % |
| POW.PR.A | Perpetual-Discount | 3.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 22.93 Evaluated at bid price : 23.21 Bid-YTW : 6.04 % |
| SLF.PR.D | Deemed-Retractible | 3.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.50 Bid-YTW : 7.43 % |
| BAM.PF.G | FixedReset Disc | 3.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.15 % |
| BMO.PR.C | FixedReset Disc | 3.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 22.04 Evaluated at bid price : 22.45 Bid-YTW : 5.75 % |
| MFC.PR.N | FixedReset Ins Non | 3.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.40 Bid-YTW : 7.85 % |
| PWF.PR.K | Perpetual-Discount | 3.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 6.13 % |
| POW.PR.G | Perpetual-Discount | 3.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 23.08 Evaluated at bid price : 23.55 Bid-YTW : 5.94 % |
| CM.PR.Q | FixedReset Disc | 3.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.84 % |
| SLF.PR.I | FixedReset Ins Non | 3.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.65 Bid-YTW : 7.27 % |
| NA.PR.G | FixedReset Disc | 3.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 5.77 % |
| BAM.PR.M | Perpetual-Discount | 3.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.46 Evaluated at bid price : 19.46 Bid-YTW : 6.15 % |
| MFC.PR.B | Deemed-Retractible | 3.50 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.83 Bid-YTW : 7.49 % |
| BIP.PR.F | FixedReset Disc | 3.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.64 Evaluated at bid price : 22.00 Bid-YTW : 5.81 % |
| IFC.PR.F | Deemed-Retractible | 3.58 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.30 Bid-YTW : 6.74 % |
| PWF.PR.A | Floater | 3.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 4.05 % |
| PWF.PR.S | Perpetual-Discount | 3.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 5.95 % |
| ELF.PR.H | Perpetual-Discount | 3.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 23.12 Evaluated at bid price : 23.59 Bid-YTW : 5.82 % |
| SLF.PR.H | FixedReset Ins Non | 3.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.56 Bid-YTW : 7.82 % |
| MFC.PR.J | FixedReset Ins Non | 3.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.21 Bid-YTW : 7.24 % |
| MFC.PR.L | FixedReset Ins Non | 3.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.06 Bid-YTW : 7.97 % |
| GWO.PR.G | Deemed-Retractible | 4.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.87 Bid-YTW : 6.87 % |
| BAM.PF.B | FixedReset Disc | 4.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.46 Evaluated at bid price : 19.46 Bid-YTW : 5.92 % |
| EMA.PR.H | FixedReset Disc | 4.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 22.89 Evaluated at bid price : 24.20 Bid-YTW : 5.05 % |
| PWF.PR.P | FixedReset Disc | 4.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 5.94 % |
| CU.PR.C | FixedReset Disc | 4.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 17.91 Evaluated at bid price : 17.91 Bid-YTW : 5.87 % |
| SLF.PR.C | Deemed-Retractible | 4.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.65 Bid-YTW : 7.34 % |
| SLF.PR.J | FloatingReset | 4.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : Maturity Price : 25.00 Evaluated at bid price : 14.69 Bid-YTW : See comments for correction! |
| RY.PR.Z | FixedReset Disc | 4.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.54 % |
| BAM.PF.D | Perpetual-Discount | 4.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.43 Evaluated at bid price : 20.43 Bid-YTW : 6.04 % |
| SLF.PR.B | Deemed-Retractible | 4.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.90 Bid-YTW : 6.99 % |
| MFC.PR.Q | FixedReset Ins Non | 4.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.13 Bid-YTW : 7.24 % |
| RY.PR.M | FixedReset Disc | 4.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.43 % |
| GWO.PR.Q | Deemed-Retractible | 4.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.75 Bid-YTW : 6.88 % |
| GWO.PR.T | Deemed-Retractible | 4.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.65 Bid-YTW : 6.94 % |
| MFC.PR.I | FixedReset Ins Non | 4.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.40 Bid-YTW : 7.10 % |
| MFC.PR.C | Deemed-Retractible | 4.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.36 Bid-YTW : 7.61 % |
| GWO.PR.M | Deemed-Retractible | 4.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.84 Bid-YTW : 5.92 % |
| BMO.PR.S | FixedReset Disc | 4.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 5.69 % |
| MFC.PR.F | FixedReset Ins Non | 4.40 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.23 Bid-YTW : 9.39 % |
| BAM.PR.N | Perpetual-Discount | 4.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.68 Evaluated at bid price : 19.68 Bid-YTW : 6.08 % |
| IFC.PR.A | FixedReset Ins Non | 4.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.83 Bid-YTW : 8.84 % |
| GWO.PR.P | Deemed-Retractible | 4.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.81 Bid-YTW : 6.56 % |
| BMO.PR.T | FixedReset Disc | 4.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.67 Evaluated at bid price : 18.67 Bid-YTW : 5.67 % |
| IFC.PR.E | Deemed-Retractible | 4.56 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.00 Bid-YTW : 6.80 % |
| PWF.PR.Q | FloatingReset | 4.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 14.99 Evaluated at bid price : 14.99 Bid-YTW : 5.54 % |
| BMO.PR.W | FixedReset Disc | 4.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 5.59 % |
| IFC.PR.C | FixedReset Ins Non | 4.67 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.70 Bid-YTW : 8.33 % |
| CCS.PR.C | Deemed-Retractible | 4.77 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.40 Bid-YTW : 6.36 % |
| BAM.PR.Z | FixedReset Disc | 4.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 5.86 % |
| PWF.PR.R | Perpetual-Discount | 4.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 22.94 Evaluated at bid price : 23.21 Bid-YTW : 6.02 % |
| BAM.PF.C | Perpetual-Discount | 4.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.11 Evaluated at bid price : 20.11 Bid-YTW : 6.07 % |
| RY.PR.H | FixedReset Disc | 5.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.16 Evaluated at bid price : 19.16 Bid-YTW : 5.55 % |
| MFC.PR.G | FixedReset Ins Non | 5.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.51 Bid-YTW : 7.54 % |
| NA.PR.S | FixedReset Disc | 5.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.77 Evaluated at bid price : 18.77 Bid-YTW : 5.88 % |
| TRP.PR.E | FixedReset Disc | 5.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.68 Evaluated at bid price : 18.68 Bid-YTW : 5.76 % |
| IGM.PR.B | Perpetual-Discount | 5.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 24.46 Evaluated at bid price : 24.75 Bid-YTW : 5.95 % |
| TD.PF.J | FixedReset Disc | 5.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.52 % |
| BAM.PR.R | FixedReset Disc | 5.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 16.88 Evaluated at bid price : 16.88 Bid-YTW : 6.06 % |
| HSE.PR.E | FixedReset Disc | 5.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.34 Evaluated at bid price : 19.34 Bid-YTW : 7.07 % |
| CM.PR.S | FixedReset Disc | 5.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 5.44 % |
| RY.PR.J | FixedReset Disc | 5.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 5.52 % |
| HSE.PR.A | FixedReset Disc | 5.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 13.15 Evaluated at bid price : 13.15 Bid-YTW : 6.69 % |
| HSE.PR.C | FixedReset Disc | 5.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.08 Evaluated at bid price : 18.08 Bid-YTW : 7.02 % |
| BMO.PR.Y | FixedReset Disc | 5.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 5.65 % |
| BAM.PR.T | FixedReset Disc | 5.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 6.03 % |
| RY.PR.S | FixedReset Disc | 5.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.51 Evaluated at bid price : 21.83 Bid-YTW : 5.18 % |
| MFC.PR.H | FixedReset Ins Non | 5.83 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.25 Bid-YTW : 6.81 % |
| TD.PF.C | FixedReset Disc | 5.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 5.64 % |
| BAM.PR.C | Floater | 5.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 13.45 Evaluated at bid price : 13.45 Bid-YTW : 5.15 % |
| TRP.PR.D | FixedReset Disc | 5.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 17.97 Evaluated at bid price : 17.97 Bid-YTW : 6.03 % |
| TRP.PR.G | FixedReset Disc | 5.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.72 Evaluated at bid price : 19.72 Bid-YTW : 6.13 % |
| CM.PR.P | FixedReset Disc | 6.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 5.69 % |
| IAG.PR.G | FixedReset Ins Non | 6.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.69 Bid-YTW : 7.26 % |
| TD.PF.B | FixedReset Disc | 6.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.06 Evaluated at bid price : 19.06 Bid-YTW : 5.61 % |
| TD.PF.A | FixedReset Disc | 6.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.99 Evaluated at bid price : 18.99 Bid-YTW : 5.59 % |
| NA.PR.E | FixedReset Disc | 6.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 5.80 % |
| TRP.PR.C | FixedReset Disc | 6.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 13.51 Evaluated at bid price : 13.51 Bid-YTW : 6.19 % |
| MFC.PR.K | FixedReset Ins Non | 6.69 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.82 Bid-YTW : 7.71 % |
| NA.PR.W | FixedReset Disc | 6.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 5.86 % |
| CM.PR.O | FixedReset Disc | 6.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 5.68 % |
| TRP.PR.B | FixedReset Disc | 7.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 13.02 Evaluated at bid price : 13.02 Bid-YTW : 6.06 % |
| TRP.PR.F | FloatingReset | 7.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 15.88 Evaluated at bid price : 15.88 Bid-YTW : 5.67 % |
| BMO.PR.E | FixedReset Disc | 7.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.57 Evaluated at bid price : 21.90 Bid-YTW : 5.48 % |
| TD.PF.K | FixedReset Disc | 8.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.36 Evaluated at bid price : 21.65 Bid-YTW : 5.43 % |
| HSE.PR.G | FixedReset Disc | 8.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 19.64 Evaluated at bid price : 19.64 Bid-YTW : 6.91 % |
| TRP.PR.A | FixedReset Disc | 8.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 15.84 Evaluated at bid price : 15.84 Bid-YTW : 6.10 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.S | FixedReset Disc | 48,537 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.51 Evaluated at bid price : 21.83 Bid-YTW : 5.18 % |
| CM.PR.S | FixedReset Disc | 41,069 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 5.44 % |
| IFC.PR.C | FixedReset Ins Non | 32,500 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.70 Bid-YTW : 8.33 % |
| BNS.PR.I | FixedReset Disc | 32,383 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 5.40 % |
| RY.PR.E | Deemed-Retractible | 30,100 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 4.67 % |
| CM.PR.P | FixedReset Disc | 29,319 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-12-28 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 5.69 % |
| There were 28 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.C | FixedReset Disc | Quote: 18.08 – 19.39 Spot Rate : 1.3100 Average : 0.8578 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 13.20 – 14.30 Spot Rate : 1.1000 Average : 0.7406 YTW SCENARIO |
| PWF.PR.E | Perpetual-Discount | Quote: 22.30 – 23.35 Spot Rate : 1.0500 Average : 0.7116 YTW SCENARIO |
| PWF.PR.L | Perpetual-Discount | Quote: 21.12 – 21.90 Spot Rate : 0.7800 Average : 0.4902 YTW SCENARIO |
| GWO.PR.L | Deemed-Retractible | Quote: 23.93 – 24.75 Spot Rate : 0.8200 Average : 0.5492 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 19.60 – 20.26 Spot Rate : 0.6600 Average : 0.4074 YTW SCENARIO |