TXPR closed at 553.30, up 0.68% on the day. Volume today was 2.48-million, highest of the past 21 trading days.
CPD closed at 11.03, up 1.01% on the day. Volume was 122,060, near the median of the past 21 trading days.
ZPR closed at 9.18, up 0.88% on the day. Volume was 300,490, fourth-highest of the past 21 trading days.
Five-year Canada yields were up a bit to 3.26% 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 | 0.6173 % | 2,349.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6173 % | 4,506.8 |
| Floater | 8.52 % | 8.71 % | 40,506 | 10.55 | 2 | 0.6173 % | 2,597.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1605 % | 3,279.5 |
| SplitShare | 5.19 % | 7.38 % | 47,578 | 2.79 | 8 | -0.1605 % | 3,916.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1605 % | 3,055.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7548 % | 2,650.5 |
| Perpetual-Discount | 6.43 % | 6.57 % | 89,436 | 13.10 | 34 | 0.7548 % | 2,890.2 |
| FixedReset Disc | 5.47 % | 7.52 % | 93,202 | 12.15 | 63 | 0.6252 % | 2,202.3 |
| Insurance Straight | 6.38 % | 6.53 % | 97,802 | 13.08 | 18 | 0.6112 % | 2,823.1 |
| FloatingReset | 9.36 % | 9.66 % | 47,060 | 9.91 | 2 | -0.4502 % | 2,512.9 |
| FixedReset Prem | 6.50 % | 6.16 % | 420,743 | 4.20 | 1 | 0.0000 % | 2,375.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6252 % | 2,251.2 |
| FixedReset Ins Non | 5.44 % | 7.57 % | 46,519 | 12.25 | 14 | 0.9185 % | 2,309.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PVS.PR.G | SplitShare | -1.90 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.25 Bid-YTW : 7.37 % |
| PVS.PR.J | SplitShare | -1.48 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 21.25 Bid-YTW : 7.97 % |
| IFC.PR.I | Perpetual-Discount | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.48 % |
| PWF.PF.A | Perpetual-Discount | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 6.56 % |
| IFC.PR.E | Insurance Straight | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 6.53 % |
| MFC.PR.F | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 12.99 Evaluated at bid price : 12.99 Bid-YTW : 7.85 % |
| CM.PR.Y | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.70 Bid-YTW : 6.25 % |
| TRP.PR.A | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 14.18 Evaluated at bid price : 14.18 Bid-YTW : 8.63 % |
| PWF.PR.L | Perpetual-Discount | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 6.58 % |
| BAM.PR.Z | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 7.33 % |
| BAM.PF.A | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 19.41 Evaluated at bid price : 19.41 Bid-YTW : 7.97 % |
| FTS.PR.F | Perpetual-Discount | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.23 % |
| BAM.PF.J | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 22.77 Evaluated at bid price : 24.00 Bid-YTW : 6.62 % |
| BIP.PR.F | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 7.79 % |
| BAM.PF.D | Perpetual-Discount | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 19.37 Evaluated at bid price : 19.37 Bid-YTW : 6.45 % |
| BAM.PR.T | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 15.07 Evaluated at bid price : 15.07 Bid-YTW : 8.42 % |
| BMO.PR.E | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 21.42 Evaluated at bid price : 21.42 Bid-YTW : 6.87 % |
| TD.PF.A | FixedReset Disc | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 17.34 Evaluated at bid price : 17.34 Bid-YTW : 7.62 % |
| BAM.PF.B | FixedReset Disc | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 8.25 % |
| BIP.PR.E | FixedReset Disc | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 21.57 Evaluated at bid price : 21.57 Bid-YTW : 7.21 % |
| TD.PF.C | FixedReset Disc | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 17.46 Evaluated at bid price : 17.46 Bid-YTW : 7.58 % |
| MFC.PR.L | FixedReset Ins Non | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 16.71 Evaluated at bid price : 16.71 Bid-YTW : 7.83 % |
| IFC.PR.G | FixedReset Ins Non | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 19.82 Evaluated at bid price : 19.82 Bid-YTW : 7.39 % |
| BAM.PR.M | Perpetual-Discount | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.38 % |
| TRP.PR.B | FixedReset Disc | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 11.14 Evaluated at bid price : 11.14 Bid-YTW : 8.89 % |
| GWO.PR.R | Insurance Straight | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 6.53 % |
| PWF.PR.G | Perpetual-Discount | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 6.56 % |
| PWF.PR.R | Perpetual-Discount | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 6.61 % |
| GWO.PR.L | Insurance Straight | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 21.56 Evaluated at bid price : 21.82 Bid-YTW : 6.59 % |
| BAM.PF.G | FixedReset Disc | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 16.12 Evaluated at bid price : 16.12 Bid-YTW : 8.70 % |
| TD.PF.B | FixedReset Disc | 2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 7.56 % |
| TD.PF.D | FixedReset Disc | 2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 19.42 Evaluated at bid price : 19.42 Bid-YTW : 7.17 % |
| TRP.PR.C | FixedReset Disc | 2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 11.98 Evaluated at bid price : 11.98 Bid-YTW : 8.64 % |
| MFC.PR.N | FixedReset Ins Non | 2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 7.66 % |
| SLF.PR.H | FixedReset Ins Non | 2.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 7.57 % |
| BAM.PF.F | FixedReset Disc | 2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 17.47 Evaluated at bid price : 17.47 Bid-YTW : 8.46 % |
| PVS.PR.K | SplitShare | 2.90 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 21.30 Bid-YTW : 7.38 % |
| BAM.PF.C | Perpetual-Discount | 3.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.34 % |
| POW.PR.D | Perpetual-Discount | 4.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 19.57 Evaluated at bid price : 19.57 Bid-YTW : 6.50 % |
| CCS.PR.C | Insurance Straight | 4.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 6.51 % |
| RY.PR.M | FixedReset Disc | 5.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.37 % |
| PWF.PR.S | Perpetual-Discount | 8.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.54 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.M | Perpetual-Discount | 90,375 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.38 % |
| PWF.PR.S | Perpetual-Discount | 86,730 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.54 % |
| TRP.PR.A | FixedReset Disc | 62,960 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 14.18 Evaluated at bid price : 14.18 Bid-YTW : 8.63 % |
| TD.PF.C | FixedReset Disc | 43,730 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 17.46 Evaluated at bid price : 17.46 Bid-YTW : 7.58 % |
| IFC.PR.E | Insurance Straight | 38,067 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 6.53 % |
| TD.PF.B | FixedReset Disc | 32,350 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-29 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 7.56 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.E | FixedReset Disc | Quote: 15.22 – 19.40 Spot Rate : 4.1800 Average : 2.2492 YTW SCENARIO |
| CU.PR.H | Perpetual-Discount | Quote: 20.06 – 22.10 Spot Rate : 2.0400 Average : 1.1559 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 20.32 – 22.05 Spot Rate : 1.7300 Average : 1.0327 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 11.98 – 13.70 Spot Rate : 1.7200 Average : 1.0443 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 19.41 – 20.55 Spot Rate : 1.1400 Average : 0.6361 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 13.00 – 14.28 Spot Rate : 1.2800 Average : 0.7782 YTW SCENARIO |