Click for Big
TXPR closed at 576.90, up 1.14% on the day. Volume was 4.29-million, highest of the past 30 days, dwarfing the 3.33-million recorded on each of the next two biggest trading days August 14 and August 15.
CPD closed at 11.52, up 1.14% on the day. Volume of 102,269 was at about the median of the context of the past 30 days.
ZPR closed at 9.15, up 1.10% on the day. Volume of 225,458 well above average but nothing special in the context of the past 30 days.
Five-year Canada yields were up 1bp to 1.19% today.
| 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 | 2.0459 % | 1,766.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.0459 % | 3,241.8 |
| Floater | 6.76 % | 6.84 % | 70,035 | 12.64 | 4 | 2.0459 % | 1,868.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0420 % | 3,371.3 |
| SplitShare | 4.67 % | 4.53 % | 61,596 | 4.07 | 7 | 0.0420 % | 4,026.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0420 % | 3,141.3 |
| Perpetual-Premium | 5.64 % | -1.34 % | 65,129 | 0.09 | 9 | 0.3361 % | 2,971.1 |
| Perpetual-Discount | 5.52 % | 5.65 % | 64,361 | 14.42 | 25 | 0.4358 % | 3,085.2 |
| FixedReset Disc | 5.91 % | 5.66 % | 161,252 | 14.31 | 66 | 1.6048 % | 1,967.1 |
| Deemed-Retractible | 5.35 % | 6.24 % | 67,266 | 7.91 | 27 | 0.3197 % | 3,073.9 |
| FloatingReset | 4.67 % | 7.32 % | 69,071 | 8.00 | 3 | 2.3651 % | 2,275.4 |
| FixedReset Prem | 5.21 % | 5.00 % | 179,279 | 1.85 | 21 | 0.4265 % | 2,559.3 |
| FixedReset Bank Non | 1.98 % | 4.11 % | 89,917 | 2.35 | 3 | 0.2088 % | 2,662.9 |
| FixedReset Ins Non | 5.66 % | 8.31 % | 106,812 | 7.96 | 21 | 2.1747 % | 2,035.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| NA.PR.C | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.84 % |
| MFC.PR.R | FixedReset Ins Non | 1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.36 Bid-YTW : 5.86 % |
| SLF.PR.A | Deemed-Retractible | 1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.40 Bid-YTW : 6.67 % |
| BNS.PR.I | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 5.25 % |
| RY.PR.M | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 5.63 % |
| GWO.PR.S | Deemed-Retractible | 1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.30 Bid-YTW : 6.12 % |
| TD.PF.B | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 5.46 % |
| NA.PR.E | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 18.11 Evaluated at bid price : 18.11 Bid-YTW : 5.56 % |
| CU.PR.G | Perpetual-Discount | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 5.36 % |
| BAM.PF.A | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 17.82 Evaluated at bid price : 17.82 Bid-YTW : 6.27 % |
| BAM.PR.N | Perpetual-Discount | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 19.99 Evaluated at bid price : 19.99 Bid-YTW : 6.06 % |
| PWF.PR.P | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 11.85 Evaluated at bid price : 11.85 Bid-YTW : 5.97 % |
| BMO.PR.S | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 16.92 Evaluated at bid price : 16.92 Bid-YTW : 5.43 % |
| BIP.PR.E | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.02 % |
| BAM.PR.M | Perpetual-Discount | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 20.02 Evaluated at bid price : 20.02 Bid-YTW : 6.05 % |
| IFC.PR.G | FixedReset Ins Non | 1.38 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.35 Bid-YTW : 8.31 % |
| BMO.PR.D | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 5.40 % |
| TD.PF.E | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 5.66 % |
| BAM.PR.C | Floater | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 10.14 Evaluated at bid price : 10.14 Bid-YTW : 6.95 % |
| BAM.PF.B | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 6.24 % |
| CM.PR.O | FixedReset Disc | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 16.03 Evaluated at bid price : 16.03 Bid-YTW : 5.70 % |
| RY.PR.J | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 5.62 % |
| BIP.PR.B | FixedReset Prem | 1.49 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.03 Bid-YTW : 5.06 % |
| NA.PR.G | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 18.89 Evaluated at bid price : 18.89 Bid-YTW : 5.67 % |
| IAF.PR.B | Deemed-Retractible | 1.56 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.65 Bid-YTW : 6.36 % |
| NA.PR.W | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 5.99 % |
| TD.PF.J | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 5.35 % |
| HSE.PR.C | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 6.87 % |
| EMA.PR.F | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 15.51 Evaluated at bid price : 15.51 Bid-YTW : 6.31 % |
| TD.PF.A | FixedReset Disc | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 5.50 % |
| BMO.PR.T | FixedReset Disc | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 15.92 Evaluated at bid price : 15.92 Bid-YTW : 5.51 % |
| BIP.PR.D | FixedReset Disc | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 21.40 Evaluated at bid price : 21.73 Bid-YTW : 5.76 % |
| RY.PR.Z | FixedReset Disc | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 16.67 Evaluated at bid price : 16.67 Bid-YTW : 5.31 % |
| BAM.PF.G | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 15.94 Evaluated at bid price : 15.94 Bid-YTW : 6.57 % |
| EMA.PR.C | FixedReset Disc | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 6.07 % |
| TD.PF.C | FixedReset Disc | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 15.86 Evaluated at bid price : 15.86 Bid-YTW : 5.58 % |
| MFC.PR.J | FixedReset Ins Non | 1.93 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.45 Bid-YTW : 7.97 % |
| BMO.PR.C | FixedReset Disc | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 5.49 % |
| MFC.PR.M | FixedReset Ins Non | 1.95 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.15 Bid-YTW : 9.71 % |
| RY.PR.H | FixedReset Disc | 1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 16.65 Evaluated at bid price : 16.65 Bid-YTW : 5.29 % |
| HSE.PR.E | FixedReset Disc | 2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 17.36 Evaluated at bid price : 17.36 Bid-YTW : 7.05 % |
| MFC.PR.H | FixedReset Ins Non | 2.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.85 Bid-YTW : 7.20 % |
| MFC.PR.G | FixedReset Ins Non | 2.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.37 Bid-YTW : 8.57 % |
| 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 : 18.10 Bid-YTW : 7.92 % |
| HSE.PR.G | FixedReset Disc | 2.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.14 % |
| MFC.PR.Q | FixedReset Ins Non | 2.56 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.02 Bid-YTW : 8.24 % |
| BMO.PR.Y | FixedReset Disc | 2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 17.96 Evaluated at bid price : 17.96 Bid-YTW : 5.53 % |
| IAF.PR.I | FixedReset Ins Non | 2.60 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.27 Bid-YTW : 8.23 % |
| MFC.PR.N | FixedReset Ins Non | 2.65 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.09 Bid-YTW : 9.69 % |
| IFC.PR.C | FixedReset Ins Non | 2.72 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.00 Bid-YTW : 8.58 % |
| BAM.PF.E | FixedReset Disc | 2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 14.70 Evaluated at bid price : 14.70 Bid-YTW : 6.64 % |
| BAM.PR.X | FixedReset Disc | 2.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 12.03 Evaluated at bid price : 12.03 Bid-YTW : 6.32 % |
| BAM.PF.F | FixedReset Disc | 2.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 16.15 Evaluated at bid price : 16.15 Bid-YTW : 6.48 % |
| TD.PF.I | FixedReset Disc | 2.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 20.33 Evaluated at bid price : 20.33 Bid-YTW : 5.35 % |
| BAM.PR.T | FixedReset Disc | 2.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 13.76 Evaluated at bid price : 13.76 Bid-YTW : 6.55 % |
| IFC.PR.A | FixedReset Ins Non | 3.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.01 Bid-YTW : 10.24 % |
| SLF.PR.I | FixedReset Ins Non | 3.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.65 Bid-YTW : 8.15 % |
| TRP.PR.D | FixedReset Disc | 3.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 6.09 % |
| MFC.PR.K | FixedReset Ins Non | 3.45 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.81 Bid-YTW : 8.78 % |
| BAM.PR.B | Floater | 3.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 10.30 Evaluated at bid price : 10.30 Bid-YTW : 6.84 % |
| SLF.PR.G | FixedReset Ins Non | 3.56 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.51 Bid-YTW : 10.68 % |
| NA.PR.S | FixedReset Disc | 3.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 5.77 % |
| MFC.PR.I | FixedReset Ins Non | 3.83 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.90 Bid-YTW : 8.33 % |
| TRP.PR.F | FloatingReset | 3.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 12.37 Evaluated at bid price : 12.37 Bid-YTW : 7.32 % |
| BAM.PR.K | Floater | 4.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 10.30 Evaluated at bid price : 10.30 Bid-YTW : 6.84 % |
| SLF.PR.J | FloatingReset | 4.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.52 Bid-YTW : 11.29 % |
| CU.PR.C | FixedReset Disc | 4.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 16.48 Evaluated at bid price : 16.48 Bid-YTW : 5.50 % |
| TRP.PR.A | FixedReset Disc | 4.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 6.46 % |
| TRP.PR.G | FixedReset Disc | 4.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 6.35 % |
| SLF.PR.H | FixedReset Ins Non | 4.79 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.30 Bid-YTW : 9.11 % |
| TRP.PR.C | FixedReset Disc | 5.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 10.90 Evaluated at bid price : 10.90 Bid-YTW : 6.36 % |
| HSE.PR.A | FixedReset Disc | 5.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 11.25 Evaluated at bid price : 11.25 Bid-YTW : 6.57 % |
| TRP.PR.B | FixedReset Disc | 6.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 10.40 Evaluated at bid price : 10.40 Bid-YTW : 6.13 % |
| TRP.PR.E | FixedReset Disc | 6.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 14.45 Evaluated at bid price : 14.45 Bid-YTW : 6.30 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.B | FixedReset Disc | 389,564 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 10.40 Evaluated at bid price : 10.40 Bid-YTW : 6.13 % |
| TRP.PR.A | FixedReset Disc | 148,692 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 6.46 % |
| TD.PF.A | FixedReset Disc | 105,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 5.50 % |
| BAM.PF.G | FixedReset Disc | 92,855 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 15.94 Evaluated at bid price : 15.94 Bid-YTW : 6.57 % |
| PWF.PR.P | FixedReset Disc | 82,228 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 11.85 Evaluated at bid price : 11.85 Bid-YTW : 5.97 % |
| NA.PR.S | FixedReset Disc | 62,362 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-29 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 5.77 % |
| There were 62 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.L | Perpetual-Discount | Quote: 22.28 – 22.84 Spot Rate : 0.5600 Average : 0.3616 YTW SCENARIO |
| BMO.PR.T | FixedReset Disc | Quote: 15.92 – 16.37 Spot Rate : 0.4500 Average : 0.2890 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 17.20 – 17.60 Spot Rate : 0.4000 Average : 0.2391 YTW SCENARIO |
| GWO.PR.T | Deemed-Retractible | Quote: 22.70 – 23.23 Spot Rate : 0.5300 Average : 0.3884 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 16.48 – 17.00 Spot Rate : 0.5200 Average : 0.3813 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 25.25 – 25.64 Spot Rate : 0.3900 Average : 0.2541 YTW SCENARIO |