Click for Big
TXPR closed at 593.02, down 0.50% on the day. Volume was 1.59-million, about average in the context of the past thirty days.
CPD closed at 11.87, down 0.50% on the day. Volume of 59,896 was on the low side in the context of the past thirty days.
ZPR closed at 9.50, down 0.73% on the day. Volume of 224,350 was high, but not exceptional in the context of the past thirty days.
Five-year Canada yields were up 1bp to 1.34% today.
| 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 | -1.2386 % | 1,912.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.2386 % | 3,508.4 |
| Floater | 6.19 % | 6.52 % | 70,000 | 13.19 | 3 | -1.2386 % | 2,021.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0510 % | 3,321.6 |
| SplitShare | 4.69 % | 4.61 % | 74,978 | 4.22 | 7 | -0.0510 % | 3,966.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0510 % | 3,095.0 |
| Perpetual-Premium | 5.63 % | -8.92 % | 77,475 | 0.08 | 7 | -0.0281 % | 2,937.7 |
| Perpetual-Discount | 5.55 % | 5.64 % | 60,006 | 14.33 | 26 | -0.0749 % | 3,040.7 |
| FixedReset Disc | 5.61 % | 5.50 % | 164,797 | 14.64 | 70 | -0.6226 % | 2,038.6 |
| Deemed-Retractible | 5.33 % | 6.09 % | 86,092 | 8.02 | 27 | 0.0225 % | 3,052.3 |
| FloatingReset | 4.09 % | 4.92 % | 48,330 | 2.51 | 4 | -0.4647 % | 2,321.1 |
| FixedReset Prem | 5.13 % | 4.14 % | 199,829 | 1.84 | 16 | -0.0948 % | 2,573.3 |
| FixedReset Bank Non | 1.99 % | 4.37 % | 162,797 | 2.53 | 3 | -0.0698 % | 2,634.7 |
| FixedReset Ins Non | 5.41 % | 7.65 % | 92,103 | 8.10 | 22 | -0.4476 % | 2,109.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.A | FixedReset Disc | -3.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 18.31 Evaluated at bid price : 18.31 Bid-YTW : 6.11 % |
| TRP.PR.E | FixedReset Disc | -2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 15.36 Evaluated at bid price : 15.36 Bid-YTW : 6.13 % |
| IAF.PR.G | FixedReset Ins Non | -2.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.47 Bid-YTW : 7.06 % |
| PWF.PR.T | FixedReset Disc | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 17.61 Evaluated at bid price : 17.61 Bid-YTW : 5.56 % |
| TRP.PR.A | FixedReset Disc | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 13.28 Evaluated at bid price : 13.28 Bid-YTW : 6.17 % |
| NA.PR.W | FixedReset Disc | -2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 15.78 Evaluated at bid price : 15.78 Bid-YTW : 5.78 % |
| TD.PF.D | FixedReset Disc | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 5.36 % |
| PWF.PR.P | FixedReset Disc | -1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 12.40 Evaluated at bid price : 12.40 Bid-YTW : 5.87 % |
| TRP.PR.B | FixedReset Disc | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 10.83 Evaluated at bid price : 10.83 Bid-YTW : 6.02 % |
| TRP.PR.D | FixedReset Disc | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 15.96 Evaluated at bid price : 15.96 Bid-YTW : 6.01 % |
| BMO.PR.T | FixedReset Disc | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 16.26 Evaluated at bid price : 16.26 Bid-YTW : 5.57 % |
| BAM.PR.K | Floater | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 10.61 Evaluated at bid price : 10.61 Bid-YTW : 6.53 % |
| BMO.PR.W | FixedReset Disc | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 16.14 Evaluated at bid price : 16.14 Bid-YTW : 5.58 % |
| TD.PF.C | FixedReset Disc | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 16.82 Evaluated at bid price : 16.82 Bid-YTW : 5.43 % |
| MFC.PR.N | FixedReset Ins Non | -1.64 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.23 Bid-YTW : 8.85 % |
| GWO.PR.N | FixedReset Ins Non | -1.54 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.45 Bid-YTW : 9.58 % |
| BAM.PF.E | FixedReset Disc | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 15.45 Evaluated at bid price : 15.45 Bid-YTW : 6.37 % |
| BMO.PR.Y | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 5.50 % |
| MFC.PR.G | FixedReset Ins Non | -1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.40 Bid-YTW : 7.89 % |
| BIP.PR.A | FixedReset Disc | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.81 % |
| BAM.PR.N | Perpetual-Discount | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 19.53 Evaluated at bid price : 19.53 Bid-YTW : 6.11 % |
| RY.PR.J | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.40 % |
| BAM.PF.G | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 6.39 % |
| CM.PR.Q | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 18.08 Evaluated at bid price : 18.08 Bid-YTW : 5.74 % |
| RY.PR.Z | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 5.25 % |
| IFC.PR.G | FixedReset Ins Non | -1.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.30 Bid-YTW : 6.88 % |
| BAM.PR.B | Floater | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 10.63 Evaluated at bid price : 10.63 Bid-YTW : 6.52 % |
| TD.PF.L | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 22.87 Evaluated at bid price : 24.21 Bid-YTW : 4.91 % |
| BAM.PR.R | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 14.05 Evaluated at bid price : 14.05 Bid-YTW : 6.37 % |
| SLF.PR.J | FloatingReset | -1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.30 Bid-YTW : 10.47 % |
| CU.PR.H | Perpetual-Discount | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 23.27 Evaluated at bid price : 23.72 Bid-YTW : 5.56 % |
| MFC.PR.B | Deemed-Retractible | -1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.11 Bid-YTW : 6.76 % |
| CM.PR.S | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 18.56 Evaluated at bid price : 18.56 Bid-YTW : 5.41 % |
| NA.PR.C | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 5.70 % |
| TRP.PR.F | FloatingReset | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 13.32 Evaluated at bid price : 13.32 Bid-YTW : 6.72 % |
| BMO.PR.E | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 5.16 % |
| PWF.PR.Z | Perpetual-Discount | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 22.40 Evaluated at bid price : 22.77 Bid-YTW : 5.73 % |
| SLF.PR.C | Deemed-Retractible | 1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.50 Bid-YTW : 6.88 % |
| BIP.PR.D | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 5.85 % |
| SLF.PR.H | FixedReset Ins Non | 1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.40 Bid-YTW : 9.05 % |
| HSE.PR.G | FixedReset Disc | 2.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 6.43 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.Y | FixedReset Disc | 39,223 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 22.96 Evaluated at bid price : 24.47 Bid-YTW : 5.08 % |
| BMO.PR.D | FixedReset Disc | 30,150 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 5.35 % |
| BAM.PF.G | FixedReset Disc | 29,474 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 6.39 % |
| TD.PF.M | FixedReset Disc | 28,555 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 23.01 Evaluated at bid price : 24.60 Bid-YTW : 4.98 % |
| BAM.PF.J | FixedReset Disc | 23,850 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 22.39 Evaluated at bid price : 23.01 Bid-YTW : 5.14 % |
| RY.PR.Z | FixedReset Disc | 23,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-17 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 5.25 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EIT.PR.A | SplitShare | Quote: 25.15 – 25.93 Spot Rate : 0.7800 Average : 0.4968 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 15.36 – 15.88 Spot Rate : 0.5200 Average : 0.3276 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 17.61 – 18.05 Spot Rate : 0.4400 Average : 0.2525 YTW SCENARIO |
| BAM.PF.J | FixedReset Disc | Quote: 23.01 – 23.41 Spot Rate : 0.4000 Average : 0.2473 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 15.45 – 15.91 Spot Rate : 0.4600 Average : 0.3137 YTW SCENARIO |
| IAF.PR.G | FixedReset Ins Non | Quote: 19.47 – 19.93 Spot Rate : 0.4600 Average : 0.3293 YTW SCENARIO |