SECONDARY MUNICIPAL BONDS
Today:
15-Jun-17
Settlement:
20-Jun-17
*Prices and quantity are subject to change without notice
CUSIP
142239BE1
61458TDC6
787078KA1
79014DB99
62629XAJ7
54318H4G8
79062RAV1
791171BA8
61176HCG5
91881CJQ0
62629GAD7
61177CCH3
02027CWH7
26682CHX4
78718QAK7
78925ZAA8
603492AJ8
732451BL2
62628JAE0
62628KAE7
79272BAQ3
75901AAG4
79374MCM3
FACE VALUE ISSUER
4,000
80,000
11,000
8,000
20,000
8,000
10,000
50,000
10,000
12,000
5,000
50,000
18,000
20,000
20,000
20,000
25,000
18,000
12,000
6,000
9,000
400,000
8,000
VILLE CARLETON SUR MER
MONTMAGNY VILLE
SAGUENAY VILLE
VILLE DE SAINT JEROME
COMTE DE LA MITIS QUEBEC
LONGUEUIL VILLE
ST JOSEPH DU LAC CANADA
VILLE DE SAINT-LAZARE
VILLE DE MONT-LAURIER
CITY OF VAL-D'OR
STE CLOTILDE BEAUCE MUNI
MONT TREMBLANT QUEBEC
CITY OF ALMA
REGIONAL MUNI OF DURHAM
ST ANDRE MUNI CANADA
ST CUTHBERT PACKAGE BND
MINGANIE REGIONAL COUNTY
VILLE PONT-ROUGE
ST PROSPER CHAMPLAIN CAN
ST ZENON CANADA
ST MATHIEU DE BELOEIL
MATIERES RESID ST JEAN
VILLE DE ST BRIGITTE DE
COUPON MATURITY PRICE
2.50
2.40
2.40
2.40
1.75
2.35
2.30
2.30
2.30
2.25
2.25
2.25
2.30
4.95
2.35
3.00
2.20
2.35
2.35
2.40
2.35
1.50
2.25
10/15/2017
10/16/2017
10/17/2017
10/24/2017
10/29/2017
11/20/2017
11/21/2017
11/21/2017
12/18/2017
12/28/2017
1/22/2018
1/23/2018
1/23/2018
1/25/2018
1/29/2018
1/29/2018
2/5/2018
2/6/2018
2/6/2018
2/12/2018
2/13/2018
2/17/2018
2/26/2018
100.63
100.61
100.61
100.63
100.41
100.69
100.67
100.67
100.74
100.74
100.71
100.72
100.74
102.49
100.82
101.13
100.74
100.83
100.80
100.84
100.81
100.30
100.77
YIELD
0.51
0.50
0.51
0.56
0.59
0.67
0.68
0.68
0.80
0.83
1.04
1.02
1.04
0.76
0.99
1.13
1.01
1.02
1.07
1.09
1.09
1.04
1.12
CUSIP
03182BJX8
36786B8H5
747874LA1
83365MKT2
82045CRF7
626209JD3
62627XAH3
62628RAE2
62626RCX0
79079CAS2
51938CWX7
747874KB0
79372PCU0
50509HBU6
38519HC53
11481CYQ5
60459CHX4
15807HQX6
09738PDU5
793905EF3
88135BLC0
281173DM3
76026FZZ2
79377ARR9
787078LS1
08056CVQ9
16342RCB7
89689HZM8
582294BA1
48590ESR6
79014DD55
16179ARS9
626209JF8
835829FQ0
61483ZBD1
79287BAK9
36786BAL3
891288AB8
79015KQL9
38519HB47
792164BU8
54418CDX1
747874FC4
03182BKC2
61458TDH5
75902MAE2
78931BAQ8
92716VAQ6
747874LB9
732636BA2
89689HZT3
747874FJ9
761032FA4
626209JG6
747874LH6
51938CWY5
50354CGE4
51938CTT0
FACE VALUE ISSUER
13,000
3,000
15,000
56,000
9,000
322,000
25,000
35,000
8,000
20,000
61,800
7,000
3,000
10,000
20,000
3,000
5,000
25,000
12,000
50,000
27,000
48,000
15,000
10,000
13,000
18,000
17,000
50,000
13,000
16,000
39,000
11,000
50,000
23,000
17,000
10,000
20,000
12,000
23,000
11,000
15,000
15,000
42,000
5,000
50,000
1,000
50,000
41,000
10,000
24,000
20,000
60,000
13,000
41,160
3,000
79,000
7,000
24,000
AMOS VILLE
VILLE DE GATINEAU
QUEBEC CITY
L'OUTAOUAIS TRANPT SOC
SHAWINIGAN (VILLE)
BRIT COL MUNI FIN AUTH
MUNICIPALITY ST PROSPER
TOWN OF BEAUMONT
ILES DE LA MADELEINE
ST JOSEPH DE BEAUCE
VILLE DE LAVAL
QUEBEC CITY
ST AGATHE-DES-MONTS
VILLE DE LA SARRE
GRANBY
VILLE DE BROSSARD
CITY OF MIRABEL
CHAMBLY VILLE
BOIS-DES-FILION
INTER D'ASSAIN EAUX SAIN
TERREBONNE (VILLE)
EDMONTON ALBERTA CANADA
CITY OF REPENTIGNY
SALABERRY DE VALLEYFIELD
SAGUENAY VILLE
BELOEIL VILLE
MUNI OF CHELSEA CANADA
CITY OF TROIS-RIVIERES
MUNI DE MCMASTERVILLE
ADMIN REGIONALE KATIVIK
VILLE DE SAINT JEROME
CITY OF CHATEAUGUAY
BRIT COL MUNI FIN AUTH
VILLE DE SOREL-TRACY
CITY OF MONTREAL PACKAGE
ST PAUL DE MONTMINY MUNI
VILLE DE GATINEAU
CITY OF TORONTO CANADA
SAINT-JEAN-SUR-RICHELIEU
GRANBY
ST MARC DES CARRIERES
VILLE DE LORRAINE
QUEBEC CITY
AMOS VILLE
MONTMAGNY VILLE
INT D'AQUEDUC CHATEAUGAU
ST EPHREM DE BEAUCE
TEMISCOUATA SUR LE LAC
QUEBEC CITY
MUNI OF PONTIAC CANADA
CITY OF TROIS-RIVIERES
QUEBEC CITY
RESEAU DE TRANSPORT CAPI
BRIT COL MUNI FIN AUTH
QUEBEC CITY
VILLE DE LAVAL
LA MALBAIE
VILLE DE LAVAL
COUPON MATURITY PRICE
2.35
2.15
1.90
2.20
2.15
4.60
1.60
2.10
2.25
2.20
1.80
2.25
2.25
2.40
2.00
2.35
2.35
1.95
2.50
2.70
2.80
8.50
3.00
3.00
1.85
2.85
2.90
2.85
2.75
2.70
2.75
2.60
5.10
2.65
5.75
2.70
2.55
5.60
2.60
2.65
1.75
2.55
5.15
2.50
2.50
2.60
2.60
2.50
2.25
2.45
2.45
5.00
5.05
4.88
2.10
2.10
2.35
4.35
2/27/2018
4/3/2018
4/8/2018
4/10/2018
4/16/2018
4/23/2018
5/19/2018
5/22/2018
5/29/2018
5/29/2018
6/18/2018
6/27/2018
7/3/2018
7/16/2018
7/22/2018
7/31/2018
7/31/2018
8/19/2018
8/27/2018
8/28/2018
9/11/2018
9/14/2018
10/2/2018
10/2/2018
10/14/2018
10/15/2018
10/22/2018
10/23/2018
11/5/2018
11/6/2018
11/6/2018
11/8/2018
11/20/2018
11/20/2018
12/1/2018
12/10/2018
12/11/2018
12/18/2018
12/18/2018
12/18/2018
1/25/2019
1/28/2019
2/19/2019
2/19/2019
2/19/2019
2/25/2019
2/25/2019
3/18/2019
4/8/2019
4/22/2019
4/23/2019
5/6/2019
5/13/2019
6/3/2019
6/10/2019
6/18/2019
9/23/2019
11/4/2019
100.84
100.74
100.82
100.84
100.76
103.34
100.31
100.76
100.91
100.86
101.09
101.51
101.21
101.38
100.97
101.34
101.34
101.03
101.63
101.81
102.03
109.40
102.33
102.33
100.88
102.18
102.27
102.14
102.10
102.04
102.04
101.84
106.22
102.01
106.71
102.12
101.90
107.12
101.98
101.99
100.61
101.87
106.71
101.83
101.83
102.01
102.00
101.87
102.01
101.80
101.80
107.11
106.63
107.53
101.78
102.07
101.92
107.35
YIELD
1.12
1.20
0.87
1.15
1.22
0.61
1.26
1.27
1.27
1.28
0.70
0.76
1.07
1.10
1.10
1.13
1.13
1.06
1.11
1.16
1.13
0.82
1.17
1.17
1.17
1.18
1.19
1.24
1.20
1.20
1.25
1.25
0.68
1.21
1.23
1.24
1.25
0.80
1.26
1.30
1.36
1.37
1.07
1.38
1.38
1.39
1.39
1.41
1.12
1.45
1.46
1.16
1.49
0.97
1.18
1.05
1.48
1.20
CUSIP
787078HH0
266717AA5
793730BR2
94180CPP7
614853CJ6
833659BL8
921577RC8
92238MLL4
36786B5R6
82349E5S2
747874FW0
47983BTK3
88135BJN9
792164BV6
66975PFA9
10139EQH8
09281BLV6
26230BUD2
78764KBF3
36786B6D6
75889PDL3
626209AE0
83740TAA5
94180CQE1
79373AFR6
763299BF0
68956CFA7
648862CV0
82349E3U9
98704CQR0
891288AE2
89689HYH0
79377AQS8
921577RE4
642813ED7
51938CWF6
05675AMR8
11481CYR3
05675AMX5
52743DA79
626209JL5
79014DE47
36786BAU3
79014DF20
626209HG8
48590ETL8
626209JC5
975026FQ3
914764AA3
FACE VALUE ISSUER
10,000
51,000
6,000
70,000
124,000
15,000
69,000
25,000
40,000
30,000
156,000
3,000
30,000
15,000
7,000
10,000
8,000
15,000
9,000
3,000
35,000
8,000
23,000
9,000
10,000
5,000
5,000
40,000
3,000
26,000
36,000
4,000
3,000
23,000
14,000
23,000
118,000
15,000
13,000
20,000
32,000
2,000
5,000
1,000
5,000
6,000
3,000
5,000
3,191
SAGUENAY VILLE
DURHAM DISTR SCH BOARD
ST ANSELME CANADA
REG MUNI OF WATERLOO
CITY OF MONTREAL
SOCIETE TRANS MONTREAL
CITY OF VANCOUVER
CITY OF VAUDREUIL-DORION
VILLE DE GATINEAU
VILLE DE SHERBROOKE
QUEBEC CITY
VILLE DE JOLIETTE
TERREBONNE (VILLE)
ST MARC DES CARRIERES
NOTRE DAME DES PRAIRIES
BOUCHERVILLE MUNICIPALTY
CITY OF BLAINVILLE
CITY OF DRUMMONDVILLE
MUNI OF ST BRUNO CANADA
VILLE DE GATINEAU
LA RAIM
BRIT COL MUNI FIN AUTH
SOUTH COAST BRIT COL TRA
REG MUNI OF WATERLOO
CITY OF SAINTE-ADELE
CITY OF RICHELIEU CANADA
OTTERBURN PARK (VILLE)
NEW TECUMSETH CAN
VILLE DE SHERBROOKE
REGIONAL MUNI OF YORK
CITY OF TORONTO CANADA
CITY OF TROIS-RIVIERES
SALABERRY DE VALLEYFIELD
CITY OF VANCOUVER
NEW BRUNS MUNI FIN CORP
VILLE DE LAVAL
VILLE DE BAIE-COMEAU
VILLE DE BROSSARD
VILLE DE BAIE-COMEAU
LEVIS MUNICIPALITY
BRIT COL MUNI FIN AUTH
VILLE DE SAINT JEROME
VILLE DE GATINEAU
VILLE DE SAINT JEROME
BRIT COL MUNI FIN AUTH
ADMIN REGIONALE KATIVIK
BRIT COL MUNI FIN AUTH
CITY OF WINNIPEG
UNIV OF ONT INST OF TECH
COUPON MATURITY PRICE
4.25
6.75
2.40
3.75
5.45
5.00
4.90
2.30
4.25
2.20
4.35
2.20
4.35
2.00
1.85
4.50
4.25
2.10
2.15
4.00
2.35
1.75
3.80
3.25
2.30
2.20
2.20
4.40
4.15
4.00
6.80
4.00
4.00
3.45
3.10
3.30
3.20
3.50
3.60
3.85
3.75
3.65
3.25
3.35
5.35
3.25
4.95
5.90
6.35
11/18/2019
11/19/2019
11/19/2019
11/30/2019
12/1/2019
12/1/2019
12/2/2019
12/2/2019
12/2/2019
12/10/2019
12/16/2019
12/16/2019
12/16/2019
1/25/2020
5/12/2020
7/8/2020
7/20/2020
7/28/2020
7/28/2020
9/8/2020
10/14/2020
10/15/2020
11/2/2020
11/21/2020
12/1/2020
12/21/2020
12/21/2020
3/23/2021
4/13/2021
6/30/2021
7/26/2021
10/4/2021
10/4/2021
12/2/2021
6/14/2022
6/27/2022
12/5/2022
7/31/2023
8/28/2023
9/5/2023
9/26/2023
2/5/2024
7/8/2024
9/30/2024
12/2/2024
12/3/2024
12/1/2027
2/2/2029
10/15/2034
106.41
113.03
102.07
105.43
110.39
108.38
109.14
101.83
106.48
101.60
107.62
101.60
106.81
101.00
100.47
108.17
107.41
101.05
101.14
106.79
101.67
101.39
107.65
105.67
101.44
101.15
101.15
110.61
108.02
109.95
120.97
108.18
108.18
108.06
106.25
107.25
105.20
107.22
107.63
109.08
111.31
108.28
105.80
106.40
122.56
105.71
124.99
132.82
109.51
YIELD
1.53
1.25
1.52
1.48
1.13
1.50
1.11
1.54
1.55
1.54
1.23
1.54
1.55
1.61
1.68
1.74
1.77
1.75
1.77
1.82
1.83
1.32
1.46
1.54
1.87
1.86
1.86
1.49
1.96
1.45
1.51
2.00
2.00
1.57
1.78
1.78
2.18
2.23
2.27
2.27
1.83
2.30
2.35
2.39
2.07
2.41
2.25
2.61
5.10
CORPORATE STRIPS
Today:
15-Jun-17
Settlement:
20-Jun-17
*Prices and quantity are subject to change without notice
CUSIP
FACE VALUE ISSUER
MATURITY PRICE
YIELD
68309ZFF9
59,000
OHYD GENERIC STRIP
8/6/2018
99.20
0.71
44881ZLL6
228,000
QHEL COUPON STRIP
8/15/2018
99.37
0.55
11069ZQE0
5,000
BRITISH COLUMBIA PROV
8/19/2018
99.22
0.67
077906H73
5,000
BCE COUPON STRIP
8/26/2018
98.60
1.19
65130ZHP6
12,000
NFLAB COUPON STRIP
8/27/2018
99.07
0.79
56346ZKV8
30,000
MP GENERIC STRIP
9/5/2018
99.17
0.69
64285ZWK6
20,000
NEW BRUN GENERIC CPN STP
9/26/2018
98.95
0.84
68323ZWW5
29,000
ONTARIO PROV GEN STRIP
11/3/2018
99.02
0.72
68309ZB22
24,000
ONTARIO HYDRO GEN STRIP
11/26/2018
98.89
0.78
74815ZF56
50,000
Q GENERIC STRIP
12/1/2018
98.85
0.80
61484ZLK3
71,000
MONTREAL QUE CPN STRIP
12/1/2018
98.69
0.91
077906HB4
11,000
BCE COUPON STRIP
12/1/2018
98.08
1.34
68323ZUG2
241,000
ONTARIO PROV GEN STRIP
12/2/2018
98.92
0.75
11069ZMF1
5,000
BRITISH COLUMBIA PROV CT
12/9/2018
98.81
0.82
29252ZBQ8
178,000
12/11/2018
98.46
1.05
44884ZFH9
69,000
HYD-QUEBEC COUPON STRIP
1/15/2019
98.56
0.93
44882ZTA1
11,000
QHEL GENERIC STRIP
1/16/2019
98.56
0.92
74167ZXK7
22,000
PRINCE EDW ISL GEN STRIP
1/29/2019
98.33
1.05
68309ZFG7
11,000
OHYD GENERIC STRIP
2/6/2019
98.44
0.97
44881ZLM4
16,000
QHEL COUPON STRIP
2/15/2019
98.49
0.92
BRCOL GENERIC STRIP
2/23/2019
98.50
0.90
QHEL INT STRIP
2/26/2019
98.41
0.95
11069ZZS9
9,000
44882ZQW6
17,000
ENBRIDGE CPN STRIP
68323ZKL2
6,000
ONTARIO PROV GEN STRIP
3/8/2019
98.28
1.01
89352ZCM9
12,000
TRANS-CANADA PIPE STRIP
3/20/2019
97.47
1.47
89352ZCL1
93,000
TRANS-CANADA PIPE STRIP
3/20/2019
97.21
1.62
74812ZYM1
14,000
Q GENERIC STRIP
4/1/2019
98.20
1.02
68308ZF60
40,000
ONTARIO HYDRO GEN STRIP
4/1/2019
98.18
1.03
56504ZAU9
177,000
MANULIFE FIN PRIN STRIP
4/8/2019
97.58
1.37
44958ZAS1
25,000
INVESTORS GROUP RESIDUAL
4/8/2019
96.98
1.71
07814ZCH4
38,000
BELL CANADA
4/15/2019
97.29
1.52
65134ZRU0
15,000
NF PROV GEN STRIP
4/17/2019
97.81
1.22
44811ZDV8
5,000
HYDRO ONE STRIP
4/22/2019
97.61
1.32
73923ZAT0
18,000
POWER CORP PRIN STRIP
4/22/2019
96.86
1.74
07814ZEV1
72,000
BCE COUPON STRIP
5/15/2019
97.20
1.50
53948ZFN1
30,000
LOBLAW CPN STRIP
5/23/2019
97.17
1.50
68308ZYS1
30,000
OHYD 111/2 20-STRIP
5/27/2019
97.91
1.09
66983ZLH5
13,000
NOVA SCOTIA CPN STRIP
6/1/2019
97.99
1.05
74815ZF64
34,000
Q GENERIC STRIP
6/1/2019
97.93
1.08
68323ZUH0
109,000
ONTARIO PROV GEN STRIP
6/2/2019
98.04
1.02
06414ZCS6
8,000
BANK OF NOVA SCOTIA
6/20/2019
97.23
1.41
68323ZGG8
13,000
ONT 91/2 22-STRIP
7/13/2019
97.93
1.02
44882ZTB9
13,000
QHEL INT STRIP
7/16/2019
97.98
0.99
CUSIP
FACE VALUE ISSUER
MATURITY PRICE
YIELD
7/25/2019
97.29
1.31
8/6/2019
97.78
1.06
QHEL 11 20-STRIP
8/15/2019
97.93
0.97
FAIRFAX FINANCIAL HLDGS
8/19/2019
95.45
2.16
12,000
QHEL INT STRIP
8/26/2019
97.79
1.03
49,000
INTACT FIN PRIN STRIP
9/3/2019
96.46
1.64
11069ZCZ8
11,000
BRCOL 10.6 20-STRIP
9/5/2019
97.76
1.03
68323ZKM0
15,000
ONTARIO PROV GEN STRIP
9/8/2019
97.62
1.09
74812ZYN9
14,000
Q GENERIC STRIP
10/1/2019
97.49
1.12
68308ZF78
35,000
OHYD GENERIC STRIP
10/1/2019
97.48
1.12
82028ZBH0
246,000
06414ZHL6
70,000
BANK NOVA SCOT PRIN STRP
68323ZWY1
27,000
ONTARIO PROV GEN STRIP
89348ZBY1
495,000
74815ZF72
12,000
Q GENERIC STRIP
61484ZLM9
23,000
61484ZTG4
89,000
68323ZUJ6
108,000
78007ZGB1
39,000
66980ZGS0
68325ZGG6
44881ZLP7
164,000
11069ZZU4
40,000
66990ZAY1
17,000
NS POWER INC CPN STRIP
68309ZFH5
50,000
OHYD GENERIC STRIP
44881ZLN2
52,000
30390ZBP1
25,000
44882ZQX4
45824ZAS0
10/1/2019
96.68
1.49
10/18/2019
96.73
1.43
11/3/2019
97.32
1.15
11/18/2019
93.86
2.65
12/1/2019
97.30
1.12
MONTREAL QUE CPN STRIP
12/1/2019
97.09
1.21
MONTREAL CITY PRIN STRIP
12/1/2019
96.97
1.26
ONTARIO PROV GEN STRIP
12/2/2019
97.46
1.05
ROYAL BANK RESIDUAL STRP
12/6/2019
96.56
1.43
59,000
NOVA SCOTIA PRIN STRIP
1/10/2020
96.66
1.33
56,000
ONTARIO PROV GEN STRIP
2/7/2020
96.78
1.25
QHEL COUPON STRIP
2/15/2020
97.00
1.15
BRCOL GENERIC STRIP
2/23/2020
96.87
1.19
H&R REIT CPN STRIP
3/2/2020
93.89
2.35
MP GENERIC STRIP
3/5/2020
96.72
1.23
SHAW COMM RESID STRIP
TRANSALTA CORP PRIN STRP
40392ZBE3
5,000
56346ZKY2
10,000
68323ZKN8
6,000
ONTARIO PROV GEN STRIP
3/8/2020
96.60
1.28
077906VN2
7,000
BCE COUPON STRIP
4/2/2020
95.29
1.74
07814ZCK7
70,000
BCE COUPON STRIP
4/15/2020
95.23
1.74
65134ZRW6
107,000
NF PROV GEN STRIP
4/17/2020
96.17
1.39
11066ZQG8
5,000
BRCOL GENERIC STRIP
5/15/2020
96.35
1.29
07814ZEX7
7,000
BCE COUPON STRIP
5/15/2020
95.01
1.77
89352ZGJ2
17,000
TRANS-CANADA PIPE STRIP
5/20/2020
94.95
1.79
68308ZYU6
94,000
ONTARIO HYDRO CPN STRIP
5/27/2020
96.14
1.35
74815ZF80
97,000
Q GENERIC STRIP
6/1/2020
96.40
1.25
077906HE8
6,000
BCE COUPON STRIP
6/1/2020
94.90
1.78
68323ZUK3
8,000
ONTARIO PROV GEN STRIP
6/2/2020
96.45
1.23
11066ZSJ0
8,000
BRCOL GENERIC STRIP
6/4/2020
96.22
1.31
11069ZMJ3
16,000
BRCOL GENERIC STRIP
6/9/2020
96.20
1.31
37252ZAV1
66,000
GENWORTH CAN PRN STP
6/15/2020
92.27
2.71
30390ZAV9
186,000
FAIRFAX FINANCIAL HLDGS
6/22/2020
92.87
2.48
ONT 91/2 22-STRIP
7/13/2020
95.82
1.40
HYD-QUEBEC COUPON STRIP
7/15/2020
95.87
1.38
NOVA SCOTIA CPN STRIP
7/30/2020
95.81
1.38
8/7/2020
95.69
1.41
68323ZGJ2
73,000
44884ZFL0
175,000
66983ZHF4
13,000
68325ZGH4
8,000
44881ZLQ5
70,000
QHEL COUPON STRIP
8/15/2020
95.92
1.32
65130ZHT8
32,000
NFLAB HYDRO GEN STRIP
8/27/2020
95.18
1.56
11069ZDB0
23,000
BRCOL 10.6 20-STRIP
9/5/2020
95.66
1.39
ONTARIO PROV GEN STRIP
CUSIP
FACE VALUE ISSUER
MATURITY PRICE
YIELD
56346ZKZ9
5,000
MP GENERIC STRIP
9/5/2020
95.63
1.40
68323ZKP3
25,000
ONTARIO PROV GEN STRIP
9/8/2020
95.52
1.43
44884ZCG4
13,000
HYD-QUEBEC COUPON STRIP
10/15/2020
95.45
1.41
CUSIP
FACE VALUE ISSUER
MATURITY PRICE
YIELD
ONT HYDRO GENERIC STRIP
10/15/2020
95.27
1.46
HYDRO ONE STRIP
10/22/2020
94.32
1.76
INVESTORS GRP CPN STRIP
11/9/2020
93.77
1.91
TRANS-CANADA PIPE STRIP
11/20/2020
92.89
2.17
69,000
TRANSALTA CORP PRIN STRP
11/25/2020
90.09
3.07
59,000
OHYD 111/2 20-STRIP
11/27/2020
94.99
1.50
11068ZBL1
10,000
BRCOL GENERIC STRIP
11/30/2020
95.17
1.44
74815ZF98
55,000
Q GENERIC STRIP
12/1/2020
95.26
1.41
61484ZLP2
75,000
MONTREAL QUE CPN STRIP
12/1/2020
94.52
1.64
46152ZDM0
11,000
INVESTORS GRP CPN STRIP
12/31/2020
93.49
1.92
13606ZCM3
12,000
CM GENERIC STRIP
74810ZCH8
8,000
Q GENERIC STRIP
68309ZFL6
7,000
44882ZVA8
68309ZTY3
68304ZCZ3
16,000
44811ZDY2
9,000
46152ZBV2
42,000
89352ZGL7
6,000
89348ZEL6
68308ZYV4
1/7/2021
92.96
2.07
1/16/2021
94.66
1.54
OHYD GENERIC STRIP
2/6/2021
94.70
1.51
54,000
QHEL GENERIC STRIP
2/15/2021
95.00
1.41
40,000
OHYD GENERIC STRIP
2/18/2021
94.61
1.52
NS POWER FINAN CPN STRIP
2/26/2021
93.95
1.70
3/1/2021
93.25
1.90
66980ZKL0
6,000
53946ZBV9
54,000
LOBLAWS COS CPN STRIP
11071ZEQ2
22,000
TELUS COMM COUPON STRP
4/8/2021
92.87
1.96
683078FD6
31,000
ONTARIO ELECTRICITY FIN
4/11/2021
94.30
1.55
07814ZCN1
6,000
BCE RESIDUAL STRIP
4/15/2021
92.87
1.95
65134ZRY2
19,000
NF PROV GEN STRIP
4/17/2021
93.64
1.73
68323ZXB0
17,000
ONTARIO PROV GEN STRIP
5/3/2021
94.17
1.56
07814ZEZ2
122,000
BCE COUPON STRIP
5/15/2021
92.29
2.07
30390ZCK1
180,000
FAIRFAX FINANCIAL HLDGS
5/25/2021
90.15
2.66
74815ZG22
5,000
Q GENERIC STRIP
6/1/2021
94.19
1.52
077906HG3
9,000
BCE COUPON STRIP
6/1/2021
92.13
2.09
68323ZUM9
30,000
ONTARIO PROV GEN STRIP
6/2/2021
94.40
1.46
11069ZML8
7,000
BRITISH COLUMBIA PROV CT
6/9/2021
94.11
1.53
14007ZCM6
16,000
CAP DESJARD INC CPN STP
6/15/2021
92.98
1.83
11071ZDG5
7,000
TELUS COMM RESIDUAL STRI
6/19/2021
92.26
2.03
68323ZGL7
5,000
ONT 91/2 22-STRIP
7/13/2021
93.95
1.54
44884ZFN6
25,000
HYD-QUEBEC COUPON STRIP
7/15/2021
93.98
1.53
74167ZXQ4
13,000
PRINCE EDW ISL GEN STRIP
7/29/2021
94.10
1.49
OHYD GENERIC STRIP
8/6/2021
93.73
1.57
ONTARIO PROV GEN STRIP
8/7/2021
93.76
1.57
8/15/2021
93.99
1.50
9/5/2021
93.63
1.57
68309ZFM4
8,000
68325ZGK7
15,000
44882ZVB6
126,000
56346ZLB1
9,000
68323ZKR9
42,000
ONTARIO PROV GEN STRIP
9/8/2021
93.54
1.59
78007ZHD6
19,000
ROYAL BANK RESIDUAL STRP
9/29/2021
91.31
2.14
68304ZDB5
27,000
ONT HYDRO GENERIC STRIP
10/15/2021
93.25
1.62
07814ZFA6
122,000
BCE COUPON STRIP
11/15/2021
91.12
2.12
53948ZFT8
14,000
LOBLAWS COS CPN STRIP
11/23/2021
91.10
2.12
BRCOL GENERIC STRIP
QHEL GENERIC STRIP
MP GENERIC STRIP
11068ZBM9
5,000
11/30/2021
93.12
1.61
66983ZLN2
19,000
NOVA SCOTIA CPN STRIP
12/1/2021
93.15
1.60
61484ZLR8
50,000
MONTREAL QUE CPN STRIP
12/1/2021
92.63
1.73
68323ZUN7
122,000
ONTARIO PROV GEN STRIP
12/2/2021
93.39
1.54
11069ZMM6
13,000
BRCOL GENERIC STRIP
12/9/2021
93.11
1.60
CUSIP
FACE VALUE ISSUER
MATURITY PRICE
YIELD
14007ZCN4
22,000
CAP DESJARD INC CPN STP
12/15/2021
92.17
1.83
14007ZCP9
106,000
CAPTL DESJ PRN STRP
12/15/2021
92.17
1.83
06414ZCX5
5,000
BANK OF NOVA SCOTIA
12/20/2021
90.83
2.15
44884ZFP1
10,000
HYD-QUEBEC COUPON STRIP
1/15/2022
93.03
1.59
44882ZTG8
19,000
QHEL GENERIC STRIP
1/16/2022
93.03
1.59
74810ZCK1
16,000
Q GENERIC STRIP
1/16/2022
92.49
1.71
74167ZXR2
20,000
PRINCE EDW ISL GEN STRIP
1/29/2022
91.97
1.82
68325ZGL5
52,000
ONTARIO PROV GEN STRIP
2/7/2022
92.59
1.67
19238ZBQ8
17,000
COGECO CABLE PRN STRP
2/14/2022
89.39
2.43
06414ZJB6
47,000
BANK NOVA SCOT PRIN STRP
3/30/2022
89.76
2.27
11071ZET6
44,000
TELUS COMM RESIDUAL STRI
4/8/2022
89.75
2.27
74815ZG48
40,000
Q GENERIC STRIP
6/1/2022
91.95
1.70
66983ZLP7
12,000
NOVA SCOTIA CPN STRIP
6/1/2022
91.69
1.76
077906HJ7
17,000
BCE COUPON STRIP
6/1/2022
89.76
2.20
68323ZUP2
112,000
ONTARIO PROV GEN STRIP
6/2/2022
92.22
1.64
11066ZSN1
6,000
BRITISH COLUMBIA
6/4/2022
91.90
1.71
077906MV4
8,000
BCE COUPON STRIP
6/15/2022
89.63
2.21
44882ZTH6
7,000
QHEL GENERIC STRIP
7/16/2022
91.56
1.75
74810ZCL9
19,000
Q CPN STRIP
7/16/2022
91.06
1.86
NEW BRUN GENERIC CPN STP
7/27/2022
91.05
1.85
ONTARIO HYDRO CPN STRIP
8/18/2022
91.07
1.82
64285ZSS4
9,000
68309ZUB1
18,000
11069ZQN0
8,000
BRITISH COLUMBIA PROV
8/19/2022
91.30
1.77
65130ZHX9
14,000
NFLAB HYDRO GEN STRIP
8/27/2022
90.15
2.01
64285ZWT7
27,000
NEW BRUN GENERIC CPN STP
9/26/2022
90.70
1.86
30390ZDG9
38,000
FAIRFAX FINANCIAL HLDGS
10/14/2022
85.10
3.06
01626ZBF0
5,000
ALI COUCHE TARD PRIN STP
11/1/2022
88.33
2.33
82028ZCF3
5,000
SHAW COMM COUPON STRIP
11/9/2022
86.40
2.73
53948ZCQ7
19,000
11/23/2022
88.59
2.25
74815ZG55
128,000
Q GENERIC STRIP
12/1/2022
90.75
1.79
68323ZUQ0
101,000
ONTARIO PROV GEN STRIP
12/2/2022
90.89
1.76
68325ZGN1
5,000
ONTARIO PROV GEN STRIP
2/7/2023
90.08
1.86
077906ZD0
7,000
BCE COUPON STRIP
2/23/2023
87.68
2.33
53946ZBZ0
17,000
LOBLAWS COS CPN STRIP
3/1/2023
87.28
2.40
56346ZLE5
16,000
MP GENERIC STRIP
3/5/2023
89.88
1.88
68323ZKU2
10,000
ONTARIO PROV GEN STRIP
3/8/2023
89.82
1.89
077906C94
30,000
BCE COUPON STRIP
3/22/2023
88.53
2.13
30390ZEU7
25,000
FAIRFAX FINANCIAL HLDGS
3/22/2023
83.47
3.16
077906XP5
7,000
BCE COUPON STRIP
5/1/2023
86.77
2.43
07814ZFD0
5,000
BCE COUPON STRIP
5/15/2023
86.69
2.43
11066ZGT1
5,000
BRCOL GENERIC STRIP
5/19/2023
89.51
1.88
74815ZG63
40,000
Q GENERIC STRIP
6/1/2023
89.45
1.88
66983ZLR3
40,000
NOVA SCOTIA CPN STRIP
6/1/2023
89.24
1.92
68323ZUR8
122,000
6/2/2023
89.76
1.82
077906MX0
14,000
BCE COUPON STRIP
6/15/2023
86.35
2.47
06414ZDA4
19,000
BANK OF NOVA SCOTIA
6/20/2023
87.01
2.33
68323ZYN3
20,000
ONTARIO PROV GEN STRIP
7/13/2023
88.81
1.97
077906ZE8
16,000
BCE COUPON STRIP
8/23/2023
85.66
2.52
LOBLAW CPN STRIP
ONTARIO PROV GEN STRIP
CUSIP
FACE VALUE ISSUER
MATURITY PRICE
YIELD
68323ZKV0
6,000
ONTARIO PROV GEN STRIP
9/8/2023
88.36
2.00
74815Z4D1
5,000
QUEBEC PROVINCE STRIP
9/21/2023
87.97
2.06
65134ZSD7
20,000
NF PROV GEN STRIP
10/17/2023
86.92
2.23
46152ZCB5
23,000
INVESTORS GRP CPN STRIP
11/9/2023
84.59
2.64
53948ZFX9
5,000
LOBLAWS COS CPN STRIP
11/23/2023
84.87
2.57
89117ZBX2
6,000
TORONTO DOMINION STRIP
11/26/2023
85.01
2.54
Q GENERIC STRIP
12/1/2023
87.93
2.00
ONTARIO PROV GEN STRIP
12/2/2023
88.37
1.93
74815ZG71
21,000
68323ZUS6
207,000
11066ZSR2
5,000
BRCOL GENERIC STRIP
12/4/2023
87.86
2.01
44882ZVG5
12,000
QHEL GENERIC STRIP
2/15/2024
87.85
1.96
11258ZEZ7
10,000
BRKFLD ASSET MAN PRIN ST
3/8/2024
84.20
2.58
37252ZBQ1
162,000
GENWORTH CAN PRN STP
4/1/2024
79.11
3.49
077906CQ6
14,000
5/15/2024
83.65
2.60
68323ZUT4
5,000
ONTARIO PROV GEN STRIP
077906MZ5
6,000
BCE COUPON STRIP
65134ZPB4
15,000
NF PROV GEN STRIP
44882ZVH3
86,000
QHEL GENERIC STRIP
65130ZJB5
20,000
13607ZCV2
8,000
68323ZUU1
27,000
ONTARIO PROV GEN STRIP
11066ZNC0
14,000
BRCOL GENERIC STRIP
68323ZYR4
9,000
44882ZVJ9
125,000
BCE COUPON STRIP
6/2/2024
87.19
1.98
6/15/2024
83.34
2.63
7/7/2024
84.65
2.38
8/15/2024
86.33
2.07
NFLAB HYDRO GEN STRIP
8/27/2024
84.41
2.37
CANADIAN IMPERIAL BANK
11/15/2024
83.16
2.51
12/2/2024
85.83
2.06
12/18/2024
85.81
2.05
ONTARIO PROV GEN STRIP
1/13/2025
84.95
2.17
QHEL GENERIC STRIP
2/15/2025
85.09
2.12
56346ZLJ4
5,000
MP GENERIC STRIP
3/5/2025
84.47
2.20
68323ZL49
16,000
ONTARIO PROV GEN STRIP
3/8/2025
84.46
2.20
74812ZYZ2
27,000
Q GENERIC STRIP
89348ZDK9
20,000
TRANSALTA CORP CPN STRIP
4/1/2025
83.82
2.28
4/22/2025
70.26
4.55
68323ZXK0
5,000
5/3/2025
84.03
2.22
44811ZKG3
13,000
HYDRO ONE STRIP
5/20/2025
81.93
2.53
89117ZCA1
35,000
TORONTO DOMINION STRIP
5/26/2025
82.34
2.46
89117ZCB9
12,000
TD PRINCIPAL STRIP
5/26/2025
82.02
2.51
CANADA GENERIC RESIDUAL
6/1/2025
90.71
1.23
ONTARIO PROV GEN STRIP
6/2/2025
84.46
2.14
6/20/2025
81.49
2.58
7/7/2025
81.61
2.54
ONTARIO PROV GEN STRIP
13508ZB50
6,000
68323ZUV9
28,000
06414ZDF3
129,000
65134ZPD0
5,000
44882ZVK6
37,000
QHEL GENERIC STRIP
8/15/2025
83.67
2.20
07814ZFJ7
23,000
BCE COUPON STRIP
11/15/2025
79.21
2.79
077906CT0
14,000
BCE COUPON STRIP
11/15/2025
79.21
2.79
74815ZH39
99,000
Q GENERIC STRIP
12/1/2025
82.77
2.25
68323ZZF9
16,000
ONTARIO PROV GEN STRIP
12/2/2025
83.04
2.21
46152ZDX6
130,000
INVESTORS GRP CPN STRIP
12/31/2025
77.30
3.04
68323ZYT0
5,000
ONTARIO PROV GEN STRIP
1/13/2026
82.15
2.31
11258ZEF1
38,000
BRKFLD ASSET MAN PRIN ST
1/28/2026
77.60
2.97
44882ZVL4
66,000
QHEL GENERIC STRIP
2/15/2026
82.32
2.26
53946ZCF3
51,000
LOBLAWS COS CPN STRIP
3/1/2026
74.90
3.35
64285ZXA7
31,000
NEW BRUN GENERIC CPN STP
3/26/2026
81.19
2.39
683078FJ3
16,000
ONTARIO ELECTRICITY FIN
4/11/2026
81.53
2.33
BANK NOVA SCOT PRIN STRP
NF PROV GEN STRIP
CUSIP
FACE VALUE ISSUER
MATURITY PRICE
YIELD
68323ZXM6
18,000
ONTARIO PROV GEN STRIP
5/3/2026
81.34
2.34
077906HS7
34,000
BCE COUPON STRIP
6/1/2026
77.45
2.88
68323ZA74
30,000
ONTARIO PROV GEN STRIP
6/2/2026
81.82
2.25
13606ZCY7
12,000
CANADIAN IMPERIAL BANK
7/7/2026
77.58
2.83
68323ZL72
8,000
ONTARIO PROV GEN STRIP
9/8/2026
80.29
2.40
68323ZK73
65,000
ONTARIO PROV GEN STRIP
12/2/2026
80.34
2.33
53946ZKL1
9,000
LOBLAW COS CPN STRIP
2/17/2027
70.94
3.59
68323ZL80
6,000
ONTARIO PROV GEN STRIP
3/8/2027
78.85
2.46
68323ZK81
32,000
ONTARIO PROV GEN STRIP
6/2/2027
78.96
2.39
13606ZDA8
15,000
CANADIAN IMPERIAL BANK
7/7/2027
75.26
2.85
68323ZYW3
6,000
ONTARIO PROV GEN STRIP
7/13/2027
78.70
2.39
68323ZL98
7,000
ONTARIO PROV GEN STRIP
9/8/2027
78.23
2.42
07814ZFN8
14,000
BCE COUPON STRIP
11/15/2027
72.65
3.10
68323Z4W6
55,000
ONTARIO PROV GEN STRIP
12/2/2027
78.51
2.33
13606ZDB6
8,000
CANADIAN IMPERIAL BANK
1/7/2028
72.29
3.10
44882ZVQ3
10,000
QHEL GENERIC STRIP
2/15/2028
77.81
2.37
53948ZDB9
107,000
LOBLAWS COS CPN STRIP
5/23/2028
69.83
3.31
68323Z4X4
51,000
ONTARIO PROV GEN STRIP
6/2/2028
76.97
2.40
74815ZH96
31,000
Q GENERIC STRIP
12/1/2028
75.26
2.50
68323Z4Y2
5,000
ONTARIO PROV GEN STRIP
12/2/2028
75.49
2.47
66980ZLC9
20,000
NS POWER FINAN CPN STRIP
2/26/2029
72.85
2.73
65130ZJX7
19,000
NFLAB COUPON STRIP
89348ZDV5
20,000
TRANSALTA CORP PRIN STRP
68323Z5A3
9,000
68323ZZB8
5,000
56346ZLU9
10,000
07814ZFT5
7,000
077906DC6
9,000
68323Z5B1
12,000
ONTARIO PROV GEN STRIP
68323Z5C9
12,000
13607ZDK5
19,000
66983ZMK7
17,000
68323Z5D7
13,000
74815ZJ78
56,000
Q GENERIC STRIP
53946ZMS4
460,000
68323Z5G0
25,000
44882ZWB5
12,000
077906DJ1
101,000
68323Z5J4
5,000
13667ZEK1
250,000
2/27/2029
71.59
2.88
10/22/2029
48.04
6.03
ONTARIO PROV GEN STRIP
12/2/2029
72.94
2.55
ONTARIO PROV GEN STRIP
1/13/2030
71.68
2.67
MP GENERIC STRIP
3/5/2030
71.12
2.70
BCE COUPON STRIP
5/15/2030
62.18
3.72
BCE COUPON STRIP
5/15/2030
61.80
3.77
6/2/2030
71.61
2.60
ONTARIO PROV GEN STRIP
12/2/2030
70.46
2.62
CM GENERIC RESIDUAL
5/15/2031
66.13
3.00
NOVA SCOTIA CPN STRIP
6/1/2031
67.59
2.83
ONTARIO PROV GEN STRIP
6/2/2031
69.14
2.66
12/1/2031
67.44
2.75
3/1/2032
55.62
4.03
ONTARIO PROV GEN STRIP
12/2/2032
65.35
2.77
QHEL GENERIC STRIP
2/15/2033
64.75
2.80
BCE COUPON STRIP
5/15/2033
52.01
4.15
ONTARIO PROV GEN STRIP
12/2/2033
63.58
2.77
CANADIAN TIRE PRIN STRIP
2/24/2034
51.16
4.06
QHEL GENERIC STRIP
2/15/2035
60.51
2.87
6/2/2035
60.39
2.83
LOBLAW-RES STRIP
44882ZWF6
9,000
68323Z5M7
13,000
10549ZBV0
1,000,000
BRKFLD ASSET MAN PRIN ST
6/14/2035
44.82
4.51
68323Z5N5
32,000
ONTARIO PROV GEN STRIP
12/2/2035
59.53
2.83
68323Z5Q8
25,000
ONTARIO PROV GEN STRIP
12/2/2036
57.61
2.86
68323Z5S4
25,000
ONTARIO PROV GEN STRIP
12/2/2037
55.85
2.87
82028ZDS4
1,000,000
SHAW COMM RESID STRIP
11/9/2039
34.94
4.75
ONTARIO PROV GEN STRIP
CUSIP
FACE VALUE ISSUER
MATURITY PRICE
YIELD
13508ZZ70
20,000
CANADA GENERIC STRIP
12/1/2046
54.83
2.05
077906KX2
14,000
BCE COUPON STRIP
12/1/2052
19.34
4.69
CORPORATE BONDS
Today:
15-Jun-17
Settlement:
20-Jun-17
*Prices and quantity are subject to change without notice
CUSIP
31943BBB5
29254ZAJ3
34527ABC3
064149Q75
02138ZAA1
47787ZAF9
03524BAA4
29410ZAG0
38141GRE6
70960AAA6
83357ZAC1
766910AV5
13595ZLB0
46152HAF8
03739YAB3
780086DV3
07813ZAY0
39138CAC0
064149S24
136765AR5
23384NAM9
51925ZDT1
87971MAZ6
780085Y42
891145YM0
FACE VALUE ISSUER
10000
225000
1000000
1000000
330000
500000
500000
59000
1000000
81000
500000
217000
1000000
250000
500000
1000000
500000
500000
1000000
1000000
500000
1000000
1000000
1000000
745000
FIRST CAP REALTY INC
ENBRIDGE INCOME FUND
FORD CREDIT CANADA CO
BANK OF NOVA SCOTIA
ALTAGAS LTD
JOHN DEERE CANADA FND IN
ANHEUSER-BUSCH INBEV FIN
EPCOR UTILITIES
GOLDMAN SACHS GROUP INC
PENSKE TRUCK LEASING CAN
SOBEYS INC
RIOCAN REAL ESTATE INVST
CANADIAN IMPERIAL BANK
IGM FINANCIAL INC
AON FINANCE NS1 ULC
ROYAL BANK OF CANADA
BELL CANADA
GREAT-WEST LIFECO INC
BANK OF NOVA SCOTIA
CANADIAN WESTERN BANK
DAIMLER CANADA FINANCE
LAURENTIAN BANK OF CDA
TELUS CORP
ROYAL BANK OF CANADA
TORONTO-DOMINION BANK
COUPON MATURITY
5.7
2.92
3.32
2.37
4.6
2.3
2.375
5.8
3.375
3.65
7.16
2.87
2.22
6.58
4.76
2.26
4.4
6.14
2.242
2.531
2.27
2.56
1.5
3.77
2.171
11/30/2017
12/14/2017
12/19/2017
1/11/2018
1/15/2018
1/17/2018
1/25/2018
1/31/2018
2/1/2018
2/1/2018
2/26/2018
3/5/2018
3/7/2018
3/7/2018
3/8/2018
3/12/2018
3/16/2018
3/21/2018
3/22/2018
3/22/2018
3/26/2018
3/26/2018
3/27/2018
3/30/2018
4/2/2018
PRICE
102.23
101.09
101.32
101
102.13
101
100.92
103.16
101.62
101.64
104
101.31
101.06
104.05
102.61
101.11
102.53
103.97
101.11
101.08
101.03
101.17
100.45
102.32
101.09
YIELD
SPREAD
0.64
0.66
0.65
0.57
0.84
0.55
0.83
0.63
0.73
0.97
1.27
1.01
0.73
0.88
1.10
0.73
0.96
0.84
0.76
1.09
0.92
1.02
0.91
0.77
0.77
64.00
62.00
60.00
28.00
72.00
43.00
50.00
47.00
59.00
64.00
62.00
33.00
48.00
69.00
33.00
54.00
42.00
35.00
68.00
50.00
60.00
50.00
34.00
35.00
BENCHMARK S&P
CAN 1 1/2 17
CAN 1 1/2 17
CAN 1 1/2 17
CAN 1 1/4 18
CAN 1 1/2 17
CAN 1 1/2 17
CAN 1 1/4 18
CAN 1 1/2 17
CAN 1 1/2 17
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
N.A.
N.A.
BBB
A+
BBB
A
AABBB+
BBB
BB+
BBB
A+
A+ /*AAABBB+
A+
N.A.
N.A.
A
BBB
BBB+
N.A.
N.A.
DBRS
BBBH
BBBH
BBB
AA
BBB /*
A /*
N.A.
AL
AH
N.A.
BBH
BBBH
AA
AH
N.A.
AA
BBBH
AH
AA
AL
AL
AL
BBBH
AAA
AA
CALL DATE
CALL PRICE FEATURE
Dep. Note
MAPLE
MAPLE
Dep. Note
Dep. Note
Dep. Note
Dep. Note
Dep. Note
Dep. Note
Covered
CUSIP
918423AM6
112900AG0
39191ZAT6
62895ZAM2
07813ZBN3
90664ZAR1
0641498J9
063671WW7
38141GGP3
12741RAC3
86721ZAC3
05590HAH0
82509ZAF3
02135ZAB2
36158ZCA2
14911ZAP6
13644ZAW7
31807ZAE2
68214WAD0
438121AB1
68214WAG3
26153PAA2
293365AA0
403925AR1
56502ZAC1
17039AAA4
780086FE9
47787ZAE2
892329AM5
13650JAE4
EJ2850828
01585PAA3
45834ZAB5
07329VAL4
34527ABD1
833577AF6
633067XJ7
064149W37
918423AG9
31943BBC3
95751DAE2
07813ZBE3
17310ZET4
06367VHF5
UV8667007
05590HAK3
56348ZAV7
87262KAA3
44810ZBJ8
13595Z4F0
780086FX7
51925DAZ9
25675TAA5
05573YAA9
94975ZBS4
FACE VALUE ISSUER
400000
250000
500000
250000
500000
150000
1000000
1000000
1000000
497000
250000
500000
500000
34000
35000
500000
52000
21000
500000
1000000
500000
504000
31000
459000
500000
250000
1000000
500000
1000000
200000
75000
160000
250000
500000
1000000
500000
1000000
1000000
500000
250000
100000
500000
7000
1000000
700000
500000
250000
500000
500000
1000000
1000000
998000
500000
74000
1000000
VW CREDIT CANADA INC
BROOKFIELD OFFICE PROP
GREATER TORONTO AIRPORTS
NAV CANADA
BELL CANADA
UNION GAS LTD
BANK OF NOVA SCOTIA
BANK OF MONTREAL
GOLDMAN SACHS GROUP INC
CADILLAC FAIRVIEW FINANC
SUNCOR ENERGY INC
BMW CANADA INC
SHOPPERS DRUG MART CORP
ALTALINK LP
GENERAL ELEC CAP CANADA
CATERPILLAR FIN SERV LTD
CANADIAN PACIFIC RR CO
FINNING INTL INC
OMERS REALTY CORP
HONDA CANADA FINANCE INC
OMERS REALTY CORP
DREAM OFFICE REIT
ENMAX CORP
H&R REAL ESTATE INVESTME
MANULIFE FINANCIAL CORP
CHOICE PROPERTIES REIT
ROYAL BANK OF CANADA
JOHN DEERE CANADA FND IN
TOYOTA CREDIT CANADA INC
CANADIAN REAL ESTATE INV
GOLF TOWN CAN/GOLFSMITH
ALGONQUIN POWER CO
INTER PIPELINE LTD
BCIMC REALTY CORP
FORD CREDIT CANADA CO
SOBEYS INC
NATIONAL BANK OF CANADA
BANK OF NOVA SCOTIA
VW CREDIT CANADA INC
FIRST CAP REALTY INC
WESTCOAST ENERGY INC
BELL CANADA
CITIGROUP FIN CANADA INC
BANK OF MONTREAL
MOLSON COORS INTL LP
BMW CANADA INC
MANITOBA TELECOM SERVICE
TMX GROUP LTD
HYDRO ONE INC
CANADIAN IMPERIAL BANK
ROYAL BANK OF CANADA
LAURENTIAN BANK OF CDA
DOLLARAMA INC
BROOKFIELD RENEWABLE PAR
WELLS FARGO CANADA CORP
COUPON MATURITY
1.6
4
5.26
1.949
4.88
5.35
1.33
6.02
5
3.64
5.8
2.33
2.36
5.243
2.42
2.29
6.25
6.02
4.74
2.35
2.498
3.424
6.15
3.344
5.505
3.554
2.82
2.65
2.75
3.676
10.5
5.5
3.839
2.79
3.7
3.52
2.794
2.75
2.8
5.25
8.5
3.5
6.25
3.21
2.25
2.33
4.59
3.253
2.78
1.7
2.89
3.278
3.095
5.25
2.78
4/4/2018
4/16/2018
4/17/2018
4/19/2018
4/26/2018
4/27/2018
5/1/2018
5/2/2018
5/3/2018
5/9/2018
5/22/2018
5/23/2018
5/24/2018
5/29/2018
5/31/2018
6/1/2018
6/1/2018
6/1/2018
6/4/2018
6/4/2018
6/5/2018
6/13/2018
6/19/2018
6/20/2018
6/26/2018
7/5/2018
7/12/2018
7/16/2018
7/18/2018
7/24/2018
7/24/2018
7/25/2018
7/30/2018
8/2/2018
8/2/2018
8/8/2018
8/9/2018
8/13/2018
8/20/2018
8/30/2018
9/4/2018
9/10/2018
9/12/2018
9/13/2018
9/18/2018
9/26/2018
10/1/2018
10/3/2018
10/9/2018
10/9/2018
10/11/2018
10/15/2018
11/5/2018
11/5/2018
11/15/2018
PRICE
100.42
102.3
103.7
100.94
103.26
103.7
100.43
104.48
103.36
102.46
104.27
101.3
101.24
103.95
101.35
101.25
104.83
104.59
103.66
101.34
101.51
100.97
104.86
102.23
104.74
102.69
102.2
101.96
102.09
102.67
38
104.84
103.16
102.21
102.84
102.2
102.27
102.18
102.02
104.81
108.63
102.99
106.29
102.86
101.35
101.75
104.38
102.8
102.55
101.05
102.58
102.63
102.63
105.54
102.42
YIELD
SPREAD
1.06
64.00
1.18
0.75
30.00
0.81
37.00
1.02
56.00
0.98
48.00
0.83
38.00
0.82
36.00
1.11
60.00
0.85
33.00
1.13
60.00
0.91
39.00
1.01
49.00
1.01
48.00
0.98
45.00
0.96
43.00
1.11
58.00
1.14
60.00
0.89
35.00
0.94
41.00
0.91
38.00
2.42 188.00
1.23
93.00
1.10
80.00
0.81
50.00
0.95
64.00
0.73
41.00
0.81
48.00
0.80
47.00
1.21
87.00
151.04
1.05
70.00
0.97
62.00
0.80
45.00
1.14
79.00
1.56
0.79
43.00
0.84
43.00
1.06
69.00
1.18
80.00
1.27
87.00
1.03
60.00
1.09
70.00
0.87
43.00
1.15
72.00
0.94
49.00
1.14
68.00
1.06
60.00
0.81
35.00
0.89
43.00
0.90
44.00
1.26
80.00
1.16
68.00
1.18
69.00
1.04
55.00
BENCHMARK S&P
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 4 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 1 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 4 1/4 18
CAN 1 1/4 18
CAN 4 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
BBB+
BBBA+
AABBB+
AN.A.
A+
BBB+
AA+
AA+
BBB
A
AAA
BBB+
BBB+
AA+
N.A.
N.A.
N.A.
BBB+
N.A.
A
BBB
AAA
N.A.
N.A.
NR
BBB
BBB+
N.A.
BBB
BB+
N.A.
N.A.
BBB+
N.A.
BBB+
BBB+
BBB+
A+
BBBA+
BBB+
N.A.
A
A+
AABBB
N.A.
BBB
A
DBRS
BBBH
BBB
NR
AAL
BBBH
A
AA
AA
AH
AAA
AL
A
BBB
A
N.A.
A
BBB
BBBH
AAA
AH
AAL
BBBL
AL
BBBH
A
BBB
AA
A /*
AAL
BBB
NR
BBBL
BBBH
AA
BBB
BBH
AAL
AA
BBBH
BBBH
AL
BBBH
A
AA
BBBL
A
BBBH
AH
AH
AA
AA
AL
BBB
BBBH
AA
CALL DATE
CALL PRICE FEATURE
Covered
Covered
MAPLE
MAPLE
Dep. Note
7/24/2017
100 HY,Call 2015 at 105.25
Dep. Note
Dep. Note
MAPLE
Dep. Note
Dep. Note
Dep. Note
Dep. Note
CUSIP
12801ZCJ5
29250ZAH1
892329AN3
92343ZAA3
05590HAN7
31943BBD1
403925AG5
617577AA9
437376AA4
780086GH1
29254ZAE4
136765AS3
95751ZAJ2
02138ZAC7
47787ZAY8
34527ABF6
14046ZAA7
14048ZAA5
29254ZAF1
FACE VALUE ISSUER
500000
250000
993000
90000
500000
240000
173000
159000
250000
1000000
116000
1000000
95000
250000
500000
1000000
245000
99000
200000
FEDERATION DES CAISSES
ENBRIDGE PIPELINES INC
TOYOTA CREDIT CANADA INC
VERESEN INC
BMW CANADA INC
FIRST CAP REALTY INC
H&R REAL ESTATE INVESTME
MORGUARD CORPORATION
HOME TRUST CO
ROYAL BANK OF CANADA
ENBRIDGE INCOME FUND
CANADIAN WESTERN BANK
WESTCOAST ENERGY INC
ALTAGAS LTD
JOHN DEERE CANADA FND IN
FORD CREDIT CANADA CO
CAPITAL POWER CORP
CAPITAL POWER PACKAGE BD
ENBRIDGE INCOME FUND
COUPON MATURITY
2.795
6.62
2.8
4
2.27
4.95
5
4.099
3.4
2.77
4
3.077
5.6
4.55
1.75
2.939
4.85
3.8
4.1
11/19/2018
11/19/2018
11/21/2018
11/22/2018
11/26/2018
11/30/2018
12/1/2018
12/10/2018
12/10/2018
12/11/2018
12/20/2018
1/14/2019
1/16/2019
1/17/2019
1/28/2019
2/19/2019
2/21/2019
2/21/2019
2/22/2019
PRICE
102.56
107.85
102.49
103.83
101.76
105.2
104.99
103
97.75
102.61
104.03
102.43
106.55
104.97
101.08
102.42
104.76
102.72
104.52
YIELD
SPREAD
0.97
48.00
1.01
51.00
1.03
54.00
1.27
78.00
1.03
54.00
1.30
80.00
1.50 100.00
2.02 152.00
5.00
0.98
48.00
1.28
77.00
1.50
98.00
1.37
80.00
1.35
82.00
1.07
50.00
1.46
88.00
1.94 135.00
2.13
20.00
1.36
77.00
BENCHMARK S&P
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 3/4 19
CAN 1 1/4 18
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CPXCN4.85 19
CAN 1 3/4 19
A+
BBB+
AABBB
A+
N.A.
N.A.
N.A.
B- /*
AAN.A.
N.A.
BBB+
BBB
A
BBB
BBBN.A.
N.A.
DBRS
AA
A
AAL
BBB /*A
BBBH
BBBH
BBBL
B /*AA
BBBH
AL
AL
BBB /*
A /*
BBB
BBBL
N.A.
BBBH
CALL DATE
CALL PRICE FEATURE
Dep. Note
Dep. Note
Dep. Note
CUSIP
07813ZBK9
06367VQU2
07329VAH3
55279QAA8
539481AH4
775109BD2
0641493J4
759480AF3
04315LAH8
891145N42
56502ZAD9
449586AA4
11257ZAB5
62895ZAJ9
739239AB7
780086MN1
7800858C3
40427HST1
893578AA2
00900QAC7
884903BR5
14911ZAR2
02137PAC0
51925DBA3
92343ZAD7
07813ZBB9
13638ZCD5
199910AP5
13595ZWG7
47787ZAG7
766910AT0
86682ZAC0
78460TAB1
12801ZCK2
960410AA6
94975ZBM7
31943BBE9
438121AF2
12657ZAA1
23384NAR8
303901AQ5
29251ZAU1
13321LAG3
45823ZAA0
36158ZBN5
17039BAC8
92277LAA4
918423AK0
82028KAP6
65478FAA0
0641496N2
633067ZK2
01626PAB2
775109AN1
89119ZAB9
FACE VALUE ISSUER
500000
1000000
500000
1000000
500000
500000
1000000
95000
134000
1000000
500000
500000
689000
100000
500000
1000000
996000
1000000
490000
250000
500000
489000
224000
1000000
101000
1000000
386000
208000
1000000
500000
500000
500000
118000
500000
957000
1000000
250000
1000000
250000
500000
1000000
493000
500000
500000
130000
250000
250000
500000
495000
1000000
1000000
1000000
500000
500000
500000
BELL CANADA
BANK OF MONTREAL
BCIMC REALTY CORP
MCAP COMMERCIAL LP
LOBLAW COS LTD
ROGERS COMMUNICATIONS IN
BANK OF NOVA SCOTIA
RELIANCE LP
ARTIS REAL ESTATE
TORONTO-DOMINION BANK
MANULIFE FINANCIAL CORP
IGM FINANCIAL INC
BROOKFIELD ASSET MAN INC
NAV CANADA
POWER CORPORATION CANADA
ROYAL BANK OF CANADA
ROYAL BANK OF CANADA
HSBC BANK CANADA
TRANSCONTINENTAL INC
AIMIA INC
THOMSON REUTERS CORP
CATERPILLAR FIN SERV LTD
ALTALINK INVESTMENTS LP
LAURENTIAN BANK OF CDA
VERESEN INC
BELL CANADA
CANADIAN NATL RESOURCES
COMINAR REIT
CANADIAN IMPERIAL BANK
JOHN DEERE CANADA FND IN
RIOCAN REAL ESTATE INVST
SUN LIFE FINANCIAL INC
SNC-LAVALIN GROUP INC
FEDERATION DES CAISSES
WESTJET AIRLINES LTD
WELLS FARGO CANADA CORP
FIRST CAP REALTY INC
HONDA CANADA FINANCE INC
CU INC
DAIMLER CANADA FINANCE
FAIRFAX FINL HLDGS LTD
ENBRIDGE INC
CAMECO CORPORATION
INTACT FINANCIAL CORP
GENERAL ELEC CAP CANADA
CHOICE PROPERTIES LP
VENTAS CANADA FIN LTD
VW CREDIT CANADA INC
SHAW COMMUNICATIONS INC
NISSAN CANADA FIN SERVIC
BANK OF NOVA SCOTIA
NATIONAL BANK OF CANADA
ALIMENTATION COUCHE-TARD
ROGERS COMMUNICATIONS IN
TORONTO HYDRO CORP
COUPON MATURITY
5.52
2.43
2.96
3.955
3.748
2.8
2.462
5.187
3.753
2.447
7.768
7.35
3.95
5.304
7.57
1.4
2.98
2.491
3.897
5.6
3.369
1.75
3.674
2.81
3.06
3.35
3.05
3.62
2.35
2.35
3.85
5.7
6.19
2.443
3.287
2.944
5.48
1.631
6.8
1.78
7.5
4.77
5.67
5.41
5.68
3
3
2.5
5.65
1.584
2.4
2.404
3.319
5.38
4.49
2/26/2019
3/4/2019
3/7/2019
3/11/2019
3/12/2019
3/13/2019
3/14/2019
3/15/2019
3/27/2019
4/2/2019
4/8/2019
4/8/2019
4/9/2019
4/17/2019
4/22/2019
4/26/2019
5/7/2019
5/13/2019
5/13/2019
5/17/2019
5/23/2019
6/3/2019
6/5/2019
6/13/2019
6/13/2019
6/18/2019
6/19/2019
6/21/2019
6/24/2019
6/24/2019
6/28/2019
7/2/2019
7/3/2019
7/17/2019
7/23/2019
7/25/2019
7/30/2019
8/12/2019
8/13/2019
8/19/2019
8/19/2019
9/2/2019
9/2/2019
9/3/2019
9/10/2019
9/20/2019
9/30/2019
10/1/2019
10/1/2019
10/7/2019
10/28/2019
10/28/2019
11/1/2019
11/4/2019
11/12/2019
PRICE
107.03
102.29
103.14
100.12
104.26
102.7
102.32
105.53
102.24
102.38
111.3
110.38
104.6
107.57
110.84
100.6
103.37
102.31
103.06
93.87
103.72
101.12
104.03
102.38
102.86
104.07
102.88
100.66
102.55
102.48
104.8
108.94
108.82
102.69
102.78
103.64
108.32
100.9
111.98
101.03
111.38
107.14
106.97
108.97
109.76
103.12
103.44
102.45
109.37
100.58
102.81
102.81
104.42
109.32
108.03
YIELD
SPREAD
1.29
1.07
1.11
3.88
1.25
1.22
1.11
1.93
2.45
1.10
1.39
1.48
1.36
1.10
1.56
1.07
1.16
1.25
2.24
9.17
1.40
1.17
1.28
1.58
1.59
1.28
1.58
3.28
1.06
1.10
1.43
1.23
1.76
1.13
1.92
1.18
1.46
1.20
1.14
1.30
2.10
1.46
2.40
1.27
1.22
1.41
1.46
1.40
1.46
1.33
1.19
1.19
1.41
1.37
1.08
69.00
48.00
51.00
330.00
65.00
62.00
51.00
133.00
185.00
49.00
77.00
83.00
71.00
45.00
94.00
46.00
51.00
60.00
162.00
74.00
54.00
65.00
92.00
92.00
73.00
104.00
278.00
52.00
59.00
88.00
67.00
120.00
57.00
140.00
62.00
89.00
62.00
55.00
71.00
149.00
86.00
180.00
66.00
60.00
85.00
85.00
80.00
84.00
72.00
57.00
57.00
79.00
74.00
45.00
BENCHMARK S&P
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 3 3/4 19
CAN 3 3/4 19
CAN 3 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 3 3/4 19
CAN 3 3/4 19
CAN 1 3/4 19
CAN 3 3/4 19
CAN 1 3/4 19
CAN 3 3/4 19
CAN 3 3/4 19
CAN 3 3/4 19
CAN 3 3/4 19
CAN 3 3/4 19
CAN 1 3/4 19
CAN 3 3/4 19
CAN 1 3/4 19
CAN 3 3/4 19
CAN 3 3/4 19
CAN 3 3/4 19
CAN 3 3/4 19
CAN 1 3/4 19
CAN 3 3/4 19
CAN 3 3/4 19
CAN 1 3/4 19
CAN 3 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
DBRS
BBB+
BBBH
A+
AA
N.A.
AA
N.A.
BBBL
BBB
BBB
BBB+
BBBu
N.A.
AA
BBBBBBL
N.A.
BBBL
AAAA
A
A
A+ /*AH
AAL
AAAAL
A
A
N.A.
AAA
AAAA
AAAH
BBBBBBL
BBB- /*- BBBL /*NR
BBBH
A
A
A
BBB
BBB
AL
BBB
BBB /*BBB+
BBBH
BBB+
BBBH
N.A.
BBBL
A+
AA
A
A /*
BBB
BBBH
A
A
BBB
BBB /*
A+
AA
BBBN.A.
A
AA
N.A.
BBBH
N.A.
AH
A
AH
A
AL
BBBBBB
BBB+
BBBH
BBB
BBBH
N.A.
A
AAN.A.
N.A.
BBB
BBB+
N.A.
BBB+
BBBH
BBBBBBL
N.A.
AL
N.A.
AA
A
AAL
BBB
N.A.
BBB+
BBBu
A
A
CALL DATE
CALL PRICE FEATURE
Dep. Note
Dep. Note
Dep. Note
Dep. Note
Dep. Note
Dep. Note
HY
3/5/2019
100
Dep. Note
Dep. Note
Dep. Note
6/20/2019
100
Dep. Note
Dep. Note
CUSIP
29250ZAK4
44810ZBT6
89347ZAK3
892329AQ6
39191ZAV1
80310ZAA7
636273AB0
13650JAG9
29087ZAC1
13638ZCQ6
87971MAK9
199910AJ9
780086JX3
56348ZAU9
0641497l5
40427HSQ7
13596ZLB9
51925DBD7
136765AX2
29270PAB2
227107AH2
12801ZCL0
403925AL4
633067B28
29251ZAW7
18976JAB6
448055AH6
FACE VALUE ISSUER
500000
500000
250000
1000000
500000
500000
500000
250000
500000
1000000
1000000
235000
1000000
250000
985000
1000000
1000000
1000000
1000000
318000
439000
500000
452000
1000000
500000
500000
250000
ENBRIDGE PIPELINES INC
HYDRO ONE INC
TRANSALTA CORP
TOYOTA CREDIT CANADA INC
GREATER TORONTO AIRPORTS
SAPUTO INC
NATL GRID ELECT TRANS
CANADIAN REAL ESTATE INV
EMERA INC
CANADIAN NATL RESOURCES
TELUS CORP
COMINAR REIT
ROYAL BANK OF CANADA
MANITOBA TELECOM SERVICE
BANK OF NOVA SCOTIA
HSBC BANK CANADA
CANADIAN IMPERIAL BANK
LAURENTIAN BANK OF CDA
CANADIAN WESTERN BANK
ENERCARE SOLUTIONS INC
CROMBIE REAL ESTATE INV
FEDERATION DES CAISSES
H&R REAL ESTATE INVESTME
NATIONAL BANK OF CANADA
ENBRIDGE INC
CO-OPERATORS FINANCIAL S
HUSKY ENERGY INC
COUPON MATURITY
4.49
1.48
6.4
2.48
5.96
2.654
2.9
2.564
4.83
2.6
5.05
4.23
2.35
5.625
2.27
2.938
1.66
2.5
2.377
4.6
2.775
1.748
4.45
1.742
4.53
5.778
5
11/12/2019
11/18/2019
11/18/2019
11/19/2019
11/20/2019
11/26/2019
11/26/2019
11/30/2019
12/2/2019
12/3/2019
12/4/2019
12/4/2019
12/9/2019
12/16/2019
1/13/2020
1/14/2020
1/20/2020
1/23/2020
1/23/2020
2/3/2020
2/10/2020
3/2/2020
3/2/2020
3/3/2020
3/9/2020
3/10/2020
3/12/2020
PRICE
107.42
101.04
109.13
102.83
111.7
103.21
103.75
101.69
108.14
102.04
108.7
101.78
102.78
110.02
102.56
104
101.03
101.98
101.35
106.49
99.88
101.2
106.21
101.21
107.55
109.63
108.68
YIELD
SPREAD
1.33
1.04
2.47
1.28
1.04
1.31
1.33
1.85
1.44
1.75
1.43
3.47
1.20
1.51
1.25
1.35
1.25
1.72
1.84
2.04
2.82
1.29
2.07
1.28
1.68
2.12
1.73
70.00
42.00
66.00
40.00
68.00
70.00
123.00
80.00
112.00
79.00
285.00
57.00
86.00
61.00
70.00
57.00
107.00
116.00
139.00
218.00
60.00
136.00
59.00
96.00
140.00
102.00
BENCHMARK S&P
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 1/2 20
CAN 1 3/4 19
CAN 1 1/2 20
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 1/2 20
CAN 3 1/2 20
CAN 1 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 1 1/2 20
BBB+
A
BBBAAA+
N.A.
AN.A.
BBB
BBB+
BBB+
N.A.
AABBB+
N.A.
AAA+
BBB
N.A.
BBB
N.A.
A+
N.A.
A
BBB+
BBB
BBB+
DBRS
A
AH
BBBL
AAL
NR
AL
N.A.
BBB
NR
BBBH
BBBH
BBBL
AA
BBBH
AA
AH
AA
AL
AL
BBB
BBBL
AA
BBBH
AAL
BBBH
BBB
AL
CALL DATE
CALL PRICE FEATURE
Maple
Dep. Note
Dep. Note
Dep. Note
Dep. Note
Dep. Note
Dep. Note
Dep. Note
Dep. Note
CUSIP
154728AM1
8911454A9
29250ZAL2
65478FAC6
33564PAB9
17039BAD6
44810ZBP4
31943BBF6
14006ZAD9
34527ABL3
892329AT0
37045YAB0
23384NBA4
44810ZBA7
02138ZAD5
766910AX1
06367VCT0
02137PAD8
14911ZAS0
592179JP1
07813ZBP8
70960aab4
064151bl6
37252BAA0
35085ZBB1
07813ZBD5
53947ZBT3
303901AR3
891145S47
918423AN4
136765AV6
95751ZAL7
31807ZAM4
47787ZAZ5
13595ZZ66
125094AF9
780086KY9
45834ZAD1
87971MAM5
68214WAJ7
131253AL0
199910AL4
39138CAG1
13638ZCE3
01626PAD8
766910BA0
759480AH9
34527ABN9
02135ZAJ5
47787ZAX0
UV8667015
775109AR2
884903BJ3
05573YAD3
05590HAR8
FACE VALUE ISSUER
1000000
1000000
500000
1000000
701000
582000
500000
250000
500000
1000000
1000000
500000
500000
500000
250000
500000
1000000
250000
484000
500000
500000
250000
1000000
1000000
500000
1000000
500000
500000
1000000
428000
1000000
492000
234000
1000000
989000
500000
993000
250000
500000
500000
100000
297000
500000
262000
500000
189000
162000
1000000
100000
500000
500000
500000
500000
500000
500000
CENTRAL 1 CREDIT UNION
TORONTO-DOMINION BANK
ENBRIDGE PIPELINES INC
NISSAN CANADA FIN SERVIC
FIRST NATIONAL FINANCIAL
CHOICE PROPERTIES LP
HYDRO ONE INC
FIRST CAP REALTY INC
CAPITAL DESJARDINS INC
FORD CREDIT CANADA CO
TOYOTA CREDIT CANADA INC
GM FINANCIAL CAD
DAIMLER CANADA FINANCE
HYDRO ONE INC
ALTAGAS LTD
RIOCAN REAL ESTATE INVST
BANK OF MONTREAL
ALTALINK INVESTMENTS LP
CATERPILLAR FIN SERV LTD
MET LIFE GLOB FUNDING I
BELL CANADA
PENSKE TRUCK LEASING CAN
BANK OF NOVA SCOTIA
GENWORTH MI CANADA INC
407 INTERNATIONAL INC
BELL CANADA
LOBLAW COS LTD
FAIRFAX FINL HLDGS LTD
TORONTO-DOMINION BANK
VW CREDIT CANADA INC
CANADIAN WESTERN BANK
WESTCOAST ENERGY INC
FINNING INTL INC
JOHN DEERE CANADA FND IN
CANADIAN IMPERIAL BANK
SERVICES FINANCIERS CDPQ
ROYAL BANK OF CANADA
INTER PIPELINE LTD
TELUS CORP
OMERS REALTY CORP
SMART REIT
COMINAR REIT
GREAT-WEST LIFECO INC
CANADIAN NATL RESOURCES
ALIMENTATION COUCHE-TARD
RIOCAN REAL ESTATE INVST
RELIANCE LP
FORD CREDIT CANADA CO
ALTALINK LP
JOHN DEERE CANADA FND IN
MOLSON COORS INTL LP
ROGERS COMMUNICATIONS IN
THOMSON REUTERS CORP
BROOKFIELD RENEWABLE PAR
BMW CANADA INC
COUPON MATURITY
1.87
1.693
4.45
1.75
4.01
3.6
1.62
5.6
5.187
2.45
2.05
3.08
1.57
4.4
4.07
3.62
2.84
3.265
1.5
3.027
3.54
2.95
2.13
5.68
4.99
3.25
5.22
7.25
2.563
2.15
2.751
4.57
3.232
1.6
1.85
4.6
1.92
3.448
5.05
3.203
4.05
4.941
4.65
2.89
4.214
2.185
3.813
2.923
3.621
2.05
2.75
4.7
4.35
5.14
1.78
3/16/2020
4/2/2020
4/6/2020
4/9/2020
4/9/2020
4/20/2020
4/30/2020
4/30/2020
5/5/2020
5/7/2020
5/20/2020
5/22/2020
5/25/2020
6/1/2020
6/1/2020
6/1/2020
6/4/2020
6/5/2020
6/8/2020
6/11/2020
6/12/2020
6/12/2020
6/15/2020
6/15/2020
6/16/2020
6/17/2020
6/18/2020
6/22/2020
6/24/2020
6/24/2020
6/29/2020
7/2/2020
7/3/2020
7/13/2020
7/14/2020
7/15/2020
7/17/2020
7/20/2020
7/23/2020
7/24/2020
7/27/2020
7/27/2020
8/13/2020
8/14/2020
8/21/2020
8/26/2020
9/15/2020
9/16/2020
9/17/2020
9/17/2020
9/18/2020
9/29/2020
9/30/2020
10/13/2020
10/19/2020
PRICE
100.81
101.09
108.14
100.78
100.83
104.79
101.17
110.56
110.14
101.64
101.72
103.12
100.07
108.93
106.8
105.31
104.35
105.07
100.26
104.47
105.66
103.6
102.23
108.83
111.16
104.84
110.77
113.8
103.57
101.51
102.3
108.46
104.15
100.48
101.47
110.05
101.56
105.33
110.32
105.51
106.45
103.5
109.76
102.84
107.97
101
104.38
102.92
107.24
101.77
102.84
109.82
108.45
110.52
100.74
YIELD
SPREAD
1.57
1.29
1.47
1.46
3.69
1.70
1.20
1.80
1.57
1.86
1.45
1.98
1.55
1.30
1.70
1.76
1.33
1.35
1.41
1.49
1.59
1.71
1.37
2.59
1.18
1.59
1.53
2.46
1.35
1.63
1.96
1.70
1.82
1.44
1.36
1.25
1.40
1.67
1.61
1.38
1.90
3.73
1.47
1.96
1.62
1.86
2.40
1.99
1.33
1.49
1.82
1.61
1.69
1.85
1.55
87.00
59.00
74.00
76.00
300.00
100.00
49.00
106.00
83.00
115.00
73.00
126.00
82.00
56.00
96.00
103.00
60.00
77.00
68.00
75.00
85.00
97.00
63.00
185.00
43.00
85.00
78.00
171.00
61.00
90.00
123.00
95.00
108.00
70.00
62.00
50.00
66.00
92.00
86.00
63.00
115.00
300.00
71.00
121.00
87.00
107.00
160.00
119.00
57.00
69.00
103.00
80.00
88.00
104.00
75.00
BENCHMARK S&P
CAN 1 1/2 20
CAN 1 1/2 20
CAN 3 1/2 20
CAN 1 1/2 20
CAN 1 1/2 20
CAN 3 1/2 20
CAN 1 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 1 1/2 20
CAN 1 1/2 20
CAN 1 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 0 3/4 20
CAN 0 3/4 20
CAN 0 3/4 20
CAN 3 1/2 20
CAN 0 3/4 20
CAN 0 3/4 20
CAN 0 3/4 20
CAN 0 3/4 20
CAN 0 3/4 20
CAN 0 3/4 20
A
N.A.
BBB+
N.A.
N.A.
N.A.
A
N.A.
A
BBB
AABBB
A
A
BBB
BBB
A+
A
A
AABBB+
BBB
N.A.
BBB+
A
BBB+
BBB
BBBAABBB+
N.A.
BBB+
BBB+
A
A+
AAA
AABBB+
BBB+
N.A.
N.A.
N.A.
A+
BBB+
BBB
BBB
BBBBBB
A
A
BBBBBB+
BBB+
BBB
A+
DBRS
AH
AA
A
AL
BBBL
BBB
AH
BBBH
AAL
BBB
N.A.
BBB
AL
AH
BBB /*
BBBH
AA
BBB
A
N.A.
BBBH
N.A.
AA
AH
A
BBBH
BBB
BBB
AA
BBBH
AL
AL
BBBH
A /*
AA
AAA
AA
BBBH
BBBH
AAL
BBB
BBBL
AH
BBBH
N.A.
BBBH
BBBL
BBB
A
A /*
BBBL
BBBu
BBBH
BBBH
A
CALL DATE
CALL PRICE FEATURE
Dep. Note
Dep. Note
1/20/2020
100
Dep. Note
Dep. Note
3/5/2020
100
Dep. Note
Dep. Note
Dep. Note
Dep. Note
Dep. Note
8/18/2020
100
CUSIP
69363TAF9
930783AB1
11291ZAB3
199910AK6
05565QCK2
29254ZAD6
19238VAE5
19237ZAA5
14046ZAB5
29290ZAJ9
40416RAA2
00206RBX9
89347ZAL1
82028KAR2
05590HAT4
880789AB8
0641492L0
13650JAF1
12741RAB5
87971MAT0
40427HSY0
94975ZBU9
29251ZAX5
45834ZAA7
52541RAC1
17039AAC0
131253AQ9
38141GVL5
01585PAC9
39191ZBA6
62895ZAL4
136375CA8
438121AG0
82028KAV3
892329AV5
112585AG9
31943BBN9
780086GV0
48124BAE5
8911457U2
29251ZBF3
949746RU7
775109AS0
47787Zbs0
70632ZAA9
06367XVK4
65020PAD5
68214WAK4
68214WAK4
87971MAV5
766910BC6
592179JR7
51925DBH8
06367VJN6
13596ZBC8
FACE VALUE ISSUER
500000
250000
226000
100000
250000
250000
290000
135000
250000
250000
100000
1000000
300000
500000
500000
489000
1000000
250000
500000
500000
1000000
1000000
500000
250000
50000
250000
471000
1000000
37000
500000
100000
500000
1000000
402000
1000000
500000
250000
986000
1000000
1000000
500000
1000000
500000
500000
250000
989000
250000
500000
500000
500000
500000
500000
1000000
1000000
989000
PSP CAPITAL INC
WAJAX CORP
BROOKFIELD INFRA FIN ULC
COMINAR REIT
BP CAPITAL MARKETS PLC
ENBRIDGE INCOME FUND
COGECO COMMUNICATIONS
COGECO CABLE PACKAGE
CAPITAL POWER CORP
ENBRIDGE GAS DISTRIBUTIO
HCN CANADIAN HLDNGS-1 LP
AT&T INC
TRANSALTA CORP
SHAW COMMUNICATIONS INC
BMW CANADA INC
TERANET HOLDINGS LP
BANK OF NOVA SCOTIA
CANADIAN REAL ESTATE INV
CADILLAC FAIRVIEW FINANC
TELUS CORP
HSBC BANK CANADA
WELLS FARGO CANADA CORP
ENBRIDGE INC
INTER PIPELINE LTD
LEISUREWORLD SENIOR CARE
CHOICE PROPERTIES REIT
SMART REIT
GOLDMAN SACHS GROUP INC
ALGONQUIN POWER CO
GREATER TORONTO AIRPORTS
NAV CANADA
CANADIAN NATL RAILWAY
HONDA CANADA FINANCE INC
SHAW COMMUNICATIONS INC
TOYOTA CREDIT CANADA INC
BROOKFIELD ASSET MAN INC
FIRST CAP REALTY INC
ROYAL BANK OF CANADA
JPMORGAN CHASE & CO
TORONTO-DOMINION BANK
ENBRIDGE INC
WELLS FARGO & COMPANY
ROGERS COMMUNICATIONS IN
JOHN DEERE CANADA FND IN
PEMBINA PIPELINE CORP
BANK OF MONTREAL
NEWALTA CORP
OMERS REALTY CORP
OMERS REALTY CORP
TELUS CORP
RIOCAN REAL ESTATE INVST
MET LIFE GLOB FUNDING I
LAURENTIAN BANK OF CDA
BANK OF MONTREAL
CANADIAN IMPERIAL BANK
COUPON MATURITY
3.03
6.125
3.538
4
3.497
4.85
5.15
4.2
5.276
4.04
3.35
3.825
5
5.5
1.88
4.807
3.27
4.323
4.31
3.6
2.449
3.04
4.26
4.967
3.474
3.498
3.749
3.55
4.82
1.51
4.397
2.75
2.155
3.15
2.2
5.3
4.5
2.86
3.19
2.045
3.16
2.222
5.34
1.85
4.89
1.88
5.875
2.971
2.971
3.2
2.194
3.107
2.75
3.4
1.9
10/22/2020
10/23/2020
10/30/2020
11/2/2020
11/9/2020
11/12/2020
11/16/2020
11/16/2020
11/16/2020
11/23/2020
11/25/2020
11/25/2020
11/25/2020
12/7/2020
12/11/2020
12/16/2020
1/11/2021
1/15/2021
1/25/2021
1/26/2021
1/29/2021
1/29/2021
2/1/2021
2/2/2021
2/3/2021
2/8/2021
2/11/2021
2/12/2021
2/15/2021
2/16/2021
2/18/2021
2/18/2021
2/18/2021
2/19/2021
2/25/2021
3/1/2021
3/1/2021
3/4/2021
3/5/2021
3/8/2021
3/11/2021
3/15/2021
3/22/2021
3/24/2021
3/29/2021
3/31/2021
4/1/2021
4/5/2021
4/5/2021
4/5/2021
4/9/2021
4/16/2021
4/22/2021
4/23/2021
4/26/2021
PRICE
105.94
104.75
105.05
100.95
105.95
109.47
110.16
106.39
108.96
108.49
104.82
106.08
106.5
112.22
100.87
108.4
106.1
107.17
110.15
106.44
102.99
105.01
107.95
110.8
105.75
105.21
105.38
105.78
109.48
100.89
110.66
104.55
101.96
104.36
102.09
111.62
108.61
104.71
105.31
101.88
104.13
101.58
112.93
100.89
110.36
101.29
89.75
105.24
105.24
105.15
100.44
105.18
102.72
106.89
101.34
YIELD
SPREAD
1.21
1.11
1.98
3.70
1.68
1.95
2.05
2.24
2.51
1.49
1.89
1.98
2.99
1.84
1.62
2.29
1.50
2.22
1.41
1.75
1.59
1.60
1.97
1.87
1.83
2.00
2.20
1.90
2.11
1.26
1.40
1.44
1.60
1.91
1.61
2.02
2.07
1.55
1.71
1.52
1.98
1.78
1.77
1.60
2.02
1.53
9.14
1.54
1.54
1.76
2.07
1.70
2.01
1.55
1.54
40.00
117.00
290.00
87.00
114.00
123.00
20.00
170.00
67.00
108.00
117.00
102.00
81.00
147.00
68.00
140.00
62.00
92.00
77.00
78.00
111.00
100.00
100.00
118.00
138.00
104.00
128.00
40.00
53.00
58.00
74.00
105.00
75.00
115.00
120.00
68.00
84.00
66.00
112.00
92.00
89.00
74.00
115.00
66.00
67.00
67.00
92.00
121.00
83.00
114.00
67.00
67.00
BENCHMARK S&P
CAN 0 3/4 20
CAN 0 3/4 20
CAN 0 3/4 20
CAN 0 3/4 20
CAN 0 3/4 20
CAN 0 3/4 20
CCACN5.15 20
CAN 0 3/4 20
CAN 0 3/4 20
CAN 0 3/4 20
CAN 0 3/4 20
CAN 0 3/4 20
CAN 0 3/4 20
CAN 0 3/4 20
CAN 0 3/4 20
CAN 0 3/4 20
CAN 3 1/2 20
CAN 0 3/4 20
CAN 0 3/4 20
CAN 0 3/4 20
CAN 3 1/4 21
CAN 0 3/4 21
CAN 0 3/4 20
CAN 0 3/4 20
CAN 0 3/4 20
CAN 0 3/4 21
CAN 0 3/4 20
CAN 0 3/4 21
CAN 0 3/4 21
CAN 3 1/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 3 1/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 3 1/4 21
CAN 0 3/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 3 1/4 21
CAN 0 3/4 21
CAN 3 1/4 21
CAN 0 3/4 21
AAA
BB+
BBB+
N.A.
AN.A.
BBBN.A.
BBBBBB+
BBB+
BBB+ /*BBBBBBA+
BBB
N.A.
N.A.
AA+
BBB+
AAA
BBB+
BBB+
N.A.
BBB
N.A.
BBB+
BBB
A+
AAA
N.A.
BBBAAAN.A.
AAAAABBB+
A
BBB+
A
BBB
N.A.
N.A.
N.A.
N.A.
BBB+
BBB
AABBB
A+
N.A.
DBRS
AAA
BBL
N.A.
BBBL
N.A.
BBBH
BBBL
N.A.
BBBL
A
N.A.
N.A.
BBBL
BBBL
N.A.
BBB
AA
BBB
AAA
BBBH
AH
AA
BBBH
BBBH
AL
BBB
BBB
AH
BBBL
NR
AAL
A
AH
BBBL
AAL
AL
BBBH
AA
AALu
AA
BBBH
AA
BBBu
A /*
BBB
AA
CCCL
AAL
AAL
BBBH
BBBH
N.A.
AL
AA
AA
CALL DATE
CALL PRICE FEATURE
10/23/2017
103.063 HY
MAPLE
Maple
Dep. Note
Dep. Note
MAPLE
1/18/2021
100 MAPLE
Dep. Note
MAPLE
Dep. Note
2/11/2021
7/17/2017
3/5/2021
100
Dep. Note
102.938 HY
100
Dep. Note
Dep. Note
Dep. Note
CUSIP
34527ABR0
JK9469822
07813ZBA1
303901AU6
05277BAA8
35085ZBC9
126462AC4
227107AJ8
90664ZAC4
07329vaq3
0641494K0
05590HAQ0
110727BJ2
80310ZAB5
116705AA2
34527ABH2
387427AB3
23384NAV9
13596ZDN2
780086MV3
892329AW3
25675TAD9
633067W90
759480AG1
61746BDT0
69363TAJ1
45823ZAC6
86682ZAD8
565018CW6
136765AW4
136765AW4
17039BAE4
02138ZAE3
40427HSU8
07813ZBG8
07813ZBU7
06367XYL9
95751ZAP8
92343ZAE5
884903BS3
89353ZBW7
823901AH6
89119ZAD5
172967JB8
12657ZAL7
86721ZAL3
59162NAA7
064151pq0
438121AK1
199910AQ3
766910AU7
29290ZAF7
8911452R4
44810ZBF6
13644ZAZ0
FACE VALUE ISSUER
1000000
500000
500000
500000
500000
500000
100000
969000
500000
500000
1000000
500000
136000
995000
250000
1000000
329000
500000
991000
1000000
1000000
416000
900000
397000
1000000
500000
1000000
500000
500000
975000
975000
250000
250000
1000000
1000000
1000000
700000
500000
500000
500000
500000
100000
500000
1000000
250000
1000000
500000
1000000
1000000
393000
500000
225000
989000
1000000
64000
FORD CREDIT CANADA CO
AVIVA PLC
BELL CANADA
FAIRFAX FINL HLDGS LTD
AUTOCANADA INC
407 INTERNATIONAL INC
CT REAL ESTATE INV TRUST
CROMBIE REAL ESTATE INV
UNION GAS LTD
BCIMC REALTY CORP
BANK OF NOVA SCOTIA
BMW CANADA INC
TELUS COMM INC
SAPUTO INC
BRUCE POWER LP
FORD CREDIT CANADA CO
GRANITE REIT HOLDINGS LP
DAIMLER CANADA FINANCE
CANADIAN IMPERIAL BANK
ROYAL BANK OF CANADA
TOYOTA CREDIT CANADA INC
DOLLARAMA INC
NATIONAL BANK OF CANADA
RELIANCE LP
MORGAN STANLEY
PSP CAPITAL INC
INTACT FINANCIAL CORP
SUN LIFE FINANCIAL INC
MANULIFE BANK OF CANADA
CANADIAN WESTERN BANK
CANADIAN WESTERN BANK
CHOICE PROPERTIES LP
ALTAGAS LTD
HSBC BANK CANADA
BELL CANADA
BELL CANADA
BANK OF MONTREAL
WESTCOAST ENERGY INC
VERESEN INC
THOMSON REUTERS CORP
TRANSCANADA PIPELINES
SHERRITT INTL CORP
TORONTO HYDRO CORP
CITIGROUP INC
CU INC
SUNCOR ENERGY INC
METRO INC
BANK OF NOVA SCOTIA
HONDA CANADA FINANCE INC
COMINAR REIT
RIOCAN REAL ESTATE INVST
ENBRIDGE GAS DISTRIBUTIO
TORONTO-DOMINION BANK
HYDRO ONE INC
CANADIAN PACIFIC RR CO
COUPON MATURITY
2.58
4.5
4.95
6.4
5.625
4.3
2.159
3.962
2.76
2.1
2.873
1.83
10.65
2.196
2.844
3.279
3.788
1.91
1.64
1.65
1.75
2.337
1.809
4.075
3.125
1.34
4.7
4.57
1.915
2.788
2.788
3.6
3.72
2.908
3.15
2
1.61
3.883
3.43
3.309
3.65
8
3.54
3.39
4.801
3.1
3.2
1.9
1.823
4.25
3.716
4.77
2.621
3.2
5.1
5/10/2021
5/10/2021
5/19/2021
5/25/2021
5/25/2021
5/26/2021
6/1/2021
6/1/2021
6/2/2021
6/3/2021
6/4/2021
6/15/2021
6/19/2021
6/23/2021
6/23/2021
7/2/2021
7/5/2021
7/8/2021
7/12/2021
7/15/2021
7/21/2021
7/22/2021
7/26/2021
8/2/2021
8/5/2021
8/18/2021
8/18/2021
8/23/2021
9/1/2021
9/13/2021
9/13/2021
9/20/2021
9/28/2021
9/29/2021
9/29/2021
10/1/2021
10/28/2021
10/28/2021
11/10/2021
11/12/2021
11/15/2021
11/15/2021
11/18/2021
11/18/2021
11/22/2021
11/26/2021
12/1/2021
12/2/2021
12/7/2021
12/8/2021
12/13/2021
12/17/2021
12/22/2021
1/13/2022
1/14/2022
PRICE
101.6
108.11
111.76
113.97
103.12
110.3
100.97
103.29
104.62
102.08
104.98
100.77
132.94
102.25
103.84
104.28
104.55
100.8
100.53
100.45
100.49
102.43
101.03
105.49
104.83
100.12
112.07
111.79
101.06
102.35
102.35
105.74
107.03
105.16
105.4
100.8
100.13
108.47
105.07
105.96
108.48
68.25
108.91
105.98
114.16
105.35
105.64
101.17
100.63
100.91
106.56
113.71
104.41
107.24
113.9
YIELD
SPREAD
2.15
2.31
1.82
2.63
4.47
1.42
1.90
3.07
1.52
1.56
1.57
1.63
2.03
1.61
1.85
2.16
2.57
1.70
1.50
1.54
1.63
1.72
1.55
2.66
1.90
1.31
1.69
1.64
1.65
2.20
2.20
2.10
1.99
1.65
1.81
1.80
1.58
1.85
2.19
1.86
1.64
18.94
1.45
1.97
1.48
1.81
1.85
1.63
1.68
4.03
2.17
1.59
1.60
1.55
1.91
128.00
143.00
94.00
175.00
55.00
103.00
220.00
65.00
68.00
69.00
82.00
118.00
80.00
103.00
(5.12)
178.00
89.00
69.00
72.00
81.00
90.00
73.00
184.00
105.00
46.00
85.00
80.00
80.00
135.00
135.00
128.00
116.00
79.00
95.00
95.00
72.00
98.00
133.00
105.00
80.00
60.00
110.00
60.00
95.00
103.00
76.00
81.00
320.00
133.00
74.00
73.00
67.00
105.00
BENCHMARK S&P
CAN 0 3/4 21
CAN 0 3/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 3 1/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 3 1/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 3 1/4 21
BBB
BBB
BBB+
BBBB
A
BBB+
N.A.
AN.A.
N.A.
A+
BBB+
N.A.
BBB
BBB
N.A.
A
N.A.
AAAAN.A.
N.A.
BBBBBB+
AAA
N.A.
A
A+
N.A.
N.A.
N.A.
BBB
AABBB+
BBB+
A+
BBB+
BBB
BBB+
AN.A.
A
BBB+
A
ABBB
A+
N.A.
N.A.
BBB
BBB+
AAA
BBB+
DBRS
BBB
N.A.
BBBH
BBB
N.A.
A
BBBH
BBBL
A
AA
AA
A
BBBH
AL
BBB
BBB
BBB
AL
AA
AA
N.A.
BBB
AAL
BBBL
AH
AAA
A
A
AH
AL
AL
BBB
BBB /*
AH
BBBH
BBBH
AA
AL
BBB /*BBBH
AL
BL
A
A
AH
AL
BBB
AA
AH
BBBL
BBBH
A
AA
AH
BBB
CALL DATE
CALL PRICE FEATURE
7/17/2017
2/26/2021
5/1/2021
104.219 HY
100
100
5/2/2021
100
Dep. Note
MAPLE
6/5/2021
100
Dep. Note
Dep. Note
Dep. Note
MAPLE
Dep. Note
Dep. Note
6/20/2021
100
8/29/2021
100
Dep. Note
Dep. Note
10/10/2021
10/12/2021
100
100
11/15/2017
100 HY
MAPLE
10/26/2021
11/1/2021
100
100
Dep. Note
Dep. Note
MAPLE
CUSIP
31430WAA2
36158ZBV7
31943BBQ2
92277LAC0
05572ZAA7
13638ZDA0
19238VAF2
01585PAE5
29270PAC0
29254ZAG9
663307AC0
34527ABT6
780086KD5
02137PAE6
11291ZAA5
06367V6B6
633067C27
13596ZNQ4
780086NV2
83179XAD0
891160K51
87971MBA0
110727BL7
949746SQ5
064151UU5
403925AW0
68214WAP3
47787ZAW2
45834ZAC3
766910AY9
37045YAC8
199910AR1
775109AV3
126462AA8
80310ZAD1
136765AY0
060505ES9
07329VAK6
6330674V2
07317QAE5
131253AS5
07329VAS9
17039BAF1
39191ZAZ2
07813ZBS2
303901AV4
70632ZAB7
01626PAC0
13671ZAL7
25675TAG2
019456AB8
13321LAH1
880789AP7
02135ZAG1
29250ZAQ1
FACE VALUE ISSUER
500000
14000
291000
40000
487000
894000
101000
100000
465000
250000
250000
1000000
1000000
250000
623000
1000000
1000000
1000000
1000000
975000
1000000
1000000
22000
1000000
1000000
915000
500000
355000
500000
500000
1000000
232000
500000
250000
1000000
1000000
100000
445000
1000000
500000
250000
500000
250000
500000
1000000
500000
429000
500000
992000
1000000
485000
1000000
500000
329000
500000
FEDERATION DES CAISSES
GENERAL ELEC CAP CANADA
FIRST CAP REALTY INC
VENTAS CANADA FIN LTD
BROOKFIELD RENEWABLE PAR
CANADIAN NATL RESOURCES
COGECO COMMUNICATIONS
ALGONQUIN POWER CO
ENERCARE SOLUTIONS INC
ENBRIDGE INCOME FUND
NORTH WEST REDWATER PRT/
FORD CREDIT CANADA CO
ROYAL BANK OF CANADA
ALTALINK INVESTMENTS LP
BROOKFIELD INFRA FIN ULC
BANK OF MONTREAL
NATIONAL BANK OF CANADA
CANADIAN IMPERIAL BANK
ROYAL BANK OF CANADA
SMART REIT
TORONTO-DOMINION BANK
TELUS CORP
TELUS COMM INC
WELLS FARGO & COMPANY
BANK OF NOVA SCOTIA
H&R REAL ESTATE INVESTME
OMERS REALTY CORP
JOHN DEERE CANADA FND IN
INTER PIPELINE LTD
RIOCAN REAL ESTATE INVST
GM FINANCIAL CAD
COMINAR REIT
ROGERS COMMUNICATIONS IN
CT REAL ESTATE INV TRUST
SAPUTO INC
CANADIAN WESTERN BANK
BANK OF AMERICA CORP
BCIMC REALTY CORP
NATIONAL BANK OF CANADA
BAYTEX ENERGY CORP
SMART REIT
BCIMC REALTY CORP
CHOICE PROPERTIES LP
GREATER TORONTO AIRPORTS
BELL CANADA
FAIRFAX FINL HLDGS LTD
PEMBINA PIPELINE CORP
ALIMENTATION COUCHE-TARD
CANADIAN UTILITIES LTD
DOLLARAMA INC
ALLIED PROPERTIES REIT
CAMECO CORPORATION
TERANET HOLDINGS LP
ALTALINK LP
ENBRIDGE PIPELINES INC
COUPON MATURITY
2.091
4.6
4.43
3.3
4.79
3.31
4.925
4.65
3.38
4.85
2.1
2.71
1.968
2.244
3.452
2.12
2.105
2.04
2
2.876
1.994
2.35
9.65
2.094
1.83
2.923
1.823
2.05
3.776
3.746
2.6
4.164
4
2.852
1.939
2.737
3.228
3.51
1.957
6.625
3.73
2.15
3.6
3.04
3
5.84
3.77
3.899
3.122
2.203
3.934
3.75
3.646
2.978
2.93
1/17/2022
1/26/2022
1/31/2022
2/1/2022
2/7/2022
2/11/2022
2/14/2022
2/15/2022
2/21/2022
2/22/2022
2/23/2022
2/23/2022
3/2/2022
3/7/2022
3/11/2022
3/16/2022
3/18/2022
3/21/2022
3/21/2022
3/21/2022
3/23/2022
3/28/2022
4/8/2022
4/25/2022
4/27/2022
5/6/2022
5/9/2022
5/13/2022
5/30/2022
5/30/2022
6/1/2022
6/1/2022
6/6/2022
6/9/2022
6/13/2022
6/16/2022
6/22/2022
6/29/2022
6/30/2022
7/19/2022
7/22/2022
8/11/2022
9/20/2022
9/21/2022
10/3/2022
10/14/2022
10/24/2022
11/1/2022
11/9/2022
11/10/2022
11/14/2022
11/14/2022
11/18/2022
11/28/2022
11/30/2022
PRICE
101.84
112.97
109.48
104.84
111.64
104.13
111.49
110.62
104.03
111.9
101.16
101.59
101.29
101.98
104.92
102.11
101.95
101.75
101.43
101.94
101.5
102.01
133.67
100.5
100.57
101.06
100.63
101.59
107.7
106.7
100.12
100.61
109.65
103.14
100.28
101.44
105.26
108.42
101.02
100
105.8
101.8
106.13
107.64
104.8
113.64
107.3
108.54
107.64
100.95
105.25
103.1
105.1
107.17
104.71
YIELD
SPREAD
1.67
1.66
2.25
2.17
2.14
2.37
2.31
2.23
2.45
2.16
1.84
2.35
1.68
1.78
2.33
1.66
1.68
1.66
1.69
2.44
1.66
1.90
2.22
1.99
1.71
2.69
1.69
1.71
2.13
2.30
2.57
4.03
1.95
2.17
1.88
2.43
2.11
1.75
1.74
6.62
2.51
1.78
2.30
1.45
2.02
3.04
2.31
2.20
1.63
2.01
2.88
3.12
2.61
1.60
2.01
80.00
80.00
132.00
133.00
120.00
149.00
145.00
135.00
153.00
122.00
91.00
143.00
76.00
86.00
140.00
73.00
75.00
73.00
76.00
152.00
74.00
97.00
125.00
106.00
78.00
181.00
75.00
77.00
118.00
136.00
164.00
310.00
100.00
124.00
94.00
149.00
117.00
80.00
80.00
156.00
83.00
135.00
50.00
107.00
208.00
135.00
124.00
67.00
106.00
192.00
217.00
166.00
63.00
101.00
BENCHMARK S&P
CAN 0 3/4 21
CAN 3 1/4 21
CAN 2 3/4 22
CAN 3 1/4 21
CAN 2 3/4 22
CAN 0 3/4 21
CAN 3 1/4 21
CAN 0 3/4 21
CAN 0 1/2 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 0 1/2 22
CAN 0 1/2 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 0 1/2 22
CAN 0 1/2 22
CAN 0 1/2 22
CAN 0 1/2 22
CAN 0 1/2 22
CAN 0 1/2 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 0 1/2 22
CAN 0 1/2 22
CAN 0 3/4 21
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 1 09/22
A+
AAN.A.
BBB+
BBB
BBB+
BBBBBB
BBB
N.A.
BBB+
BBB
AAA
BBB+
N.A.
N.A.
N.A.
AAN.A.
AABBB+
BBB+
A
A+
N.A.
N.A.
A
BBB+
BBB
BBB
N.A.
BBB+
BBB+
N.A.
N.A.
BBB+
N.A.
N.A.
BBN.A.
N.A.
N.A.
A+
BBB+
BBBBBB
BBB
A
N.A.
N.A.
BBB
BBB
A
BBB+
DBRS
AA
N.A.
BBBH
N.A.
BBBH
BBBH
BBBL
BBBL
BBB
BBBH
AL
BBB
AA
BBB
N.A.
AA
AAL
AA
AA
BBB
AA
BBBH
BBBH
AA
AA
BBBH
AAL
A /*
BBBH
BBBH
BBB
BBBL
BBBu
BBBH
AL
AL
A
AA
AAL
N.A.
BBB
AA
BBB
NR
BBBH
BBB
BBB
N.A.
A
BBB
BBBL
BBBH
BBB
A
A
CALL DATE
CALL PRICE FEATURE
Dep. Note
1/2/2022
100
1/21/2022
100
1/23/2022
100
12/7/2021
2/11/2022
100
100
Dep. Note
Dep. Note
Dep. Note
Dep. Note
Dep. Note
Dep. Note
2/28/2022
100
Dep. Note
4/9/2022
100
5/9/2022
5/13/2022
100
100
Dep. Note
MAPLE
7/19/2017
Dep. Note
103.313 HY
7/11/2022
6/20/2022
6/21/2022
9/3/2022
100
100
100
100
10/10/2022
100
10/18/2022
100
CUSIP
95751ZAQ6
29251ZBC0
31943BBR0
559222AT1
29254ZAK0
74819RAQ9
13650JAH7
94975ZBN5
03524BAB2
17039AAG1
87971MAQ6
060505EZ3
07813ZBC7
303901AX0
11257ZAC3
89119ZAE3
766910AW3
38141GVY7
05545FAA5
EK9018020
19238VAJ4
131253AM8
291839AC2
02138ZAG8
290876AC5
29251ZBD8
21053ZAX2
17039AAB2
90664ZAV2
LW6366543
891160LV3
89353ZBX5
833577AE9
29250ZAS7
07813ZBF0
539481AJ0
45834ZAN9
QZ5414391
823901AK9
87262KAB1
008911BC2
949746SG7
31943BBU3
02135ZAL0
80310ZAC3
564835AF3
387427AC1
780086NK6
404280be8
349553AN7
70632ZAH4
403925AY6
82028KAT8
6174468D4
17039AAD8
FACE VALUE ISSUER
1000000
1000000
280000
487000
500000
250000
286000
1000000
700000
250000
1000000
1000000
1000000
500000
675000
452000
500000
1000000
433000
500000
100000
153000
500000
250000
500000
1000000
20000
250000
500000
1000000
988000
500000
500000
500000
1000000
500000
985000
250000
100000
500000
500000
1000000
250000
631000
1000000
500000
500000
1000000
1000000
807000
378000
1000000
500000
1000000
250000
WESTCOAST ENERGY INC
ENBRIDGE INC
FIRST CAP REALTY INC
MAGNA INTERNATIONAL INC
ENBRIDGE INCOME FUND
QUEBECOR MEDIA
CANADIAN REAL ESTATE INV
WELLS FARGO CANADA CORP
ANHEUSER-BUSCH INBEV FIN
CHOICE PROPERTIES REIT
TELUS CORP
BANK OF AMERICA CORP
BELL CANADA
FAIRFAX FINL HLDGS LTD
BROOKFIELD ASSET MAN INC
TORONTO HYDRO CORP
RIOCAN REAL ESTATE INVST
GOLDMAN SACHS GROUP INC
BHP BILLITON FINANCE LTD
BROOKFIELD RESIDENTIAL
COGECO COMMUNICATIONS
SMART REIT
EMPIRE LIFE INSURANCE
ALTAGAS LTD
EMERA INC
ENBRIDGE INC
ENBRIDGE GAS DISTRIBUTIO
CHOICE PROPERTIES REIT
UNION GAS LTD
MOLSON COORS INTL LP
TORONTO-DOMINION BANK
TRANSCANADA PIPELINES
SOBEYS INC
ENBRIDGE PIPELINES INC
BELL CANADA
LOBLAW COS LTD
INTER PIPELINE LTD
IRON MOUNTAIN CANADA
SHERRITT INTERNATIONAL C
TMX GROUP LTD
AIR CANADA
WELLS FARGO & COMPANY
FIRST CAP REALTY INC
ALTALINK LP
SAPUTO INC
MANUFACTURERS LIFE INSUR
GRANITE REIT HOLDINGS LP
ROYAL BANK OF CANADA
HSBC HOLDINGS PLC
FORTIS INC
PEMBINA PIPELINE CORP
H&R REAL ESTATE INVESTME
SHAW COMMUNICATIONS INC
MORGAN STANLEY
CHOICE PROPERTIES REIT
COUPON MATURITY
3.12
3.19
3.95
3.1
3.94
6.625
2.951
3.46
3.375
3.196
3.35
2.604
3.35
4.5
4.54
2.91
3.725
2.433
3.23
6.125
4.175
3.985
2.87
3.57
2.9
3.94
6.05
4.903
3.79
2.84
1.909
3.69
4.7
3.79
4.7
4.86
2.608
5.375
7.5
4.461
4.75
2.509
3.9
3.668
2.827
2.926
3.873
2.333
3.196
2.85
2.99
3.369
4.35
3
4.293
12/5/2022
12/5/2022
12/5/2022
12/15/2022
1/13/2023
1/15/2023
1/18/2023
1/24/2023
1/25/2023
3/7/2023
3/15/2023
3/15/2023
3/22/2023
3/22/2023
3/31/2023
4/10/2023
4/18/2023
4/26/2023
5/15/2023
5/15/2023
5/26/2023
5/30/2023
5/31/2023
6/12/2023
6/16/2023
6/30/2023
7/5/2023
7/5/2023
7/10/2023
7/15/2023
7/18/2023
7/19/2023
8/8/2023
8/17/2023
9/11/2023
9/12/2023
9/13/2023
9/15/2023
9/24/2023
10/3/2023
10/6/2023
10/27/2023
10/30/2023
11/6/2023
11/21/2023
11/29/2023
11/30/2023
12/5/2023
12/5/2023
12/12/2023
1/22/2024
1/30/2024
1/31/2024
2/7/2024
2/8/2024
PRICE
105.43
104.54
107.97
105.55
108.26
111.38
101.2
108.13
106.55
104.12
106.24
101.93
106.36
107.09
111.53
106.54
106.51
100.86
105.11
105
108.86
106.84
101.77
106.2
104.18
108.33
123.13
113.04
110.9
102.06
100.33
109.35
106.75
109.37
113.75
114.58
101.45
107.38
65.38
112.14
102.25
101.18
107.26
110.96
103.72
102.99
103.96
102.48
104.36
103.99
102.78
101.76
110.73
103.13
109.69
YIELD
SPREAD
2.06
2.30
2.38
2.01
2.35
4.31
2.71
1.92
2.13
2.41
2.14
2.17
2.12
3.14
2.39
1.67
2.52
2.24
2.30
4.71
2.50
2.73
0.98
2.40
2.15
2.39
1.97
2.47
1.80
2.47
1.85
1.98
3.42
2.10
2.23
2.24
2.35
3.65
16.59
2.32
4.27
2.31
2.65
1.84
2.19
0.83
3.17
1.92
2.46
2.17
2.52
3.07
2.51
2.48
2.63
110.00
134.00
142.00
105.00
138.00
176.00
95.00
116.00
137.00
110.00
125.00
108.00
210.00
134.00
63.00
147.00
132.00
125.00
145.00
168.00
125.00
136.00
110.00
134.00
90.00
142.00
75.00
142.00
80.00
93.00
104.00
117.00
118.00
130.00
126.00
125.00
159.00
77.00
113.00
68.00
212.00
86.00
140.00
111.00
146.00
201.00
145.00
142.00
157.00
BENCHMARK S&P
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 1 1/2 23
CAN 1 1/2 23
CAN 0 1/2 22
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 0 1/2 22
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 4 1/4 18
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/4 18
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
BBB+
BBB+
N.A.
AN.A.
B+
N.A.
A
ABBB
BBB+
BBB+
BBB+
BBBAA
BBB
BBB+
A
B+
BBBN.A.
N.A.
BBB
BBB
BBB+
BBB+
BBB
ABBBAAABB+
BBB+
BBB+
BBB
BBB+
BBN.A.
N.A.
BB+
A
N.A.
A
N.A.
A+
N.A.
AAA
BBB+
BBB
N.A.
BBBBBB+
BBB
DBRS
AL
BBBH
BBBH
AL
BBBH
NR
BBB
AA
N.A.
BBB
BBBH
N.A.
BBBH
BBB
AL
A
BBBH
AH
N.A.
N.A.
BBBL
BBB
AL
BBB /*
N.A.
BBBH
A
BBB
A
BBBL
AA
AL
BBH
A
BBBH
BBB
BBBH
N.A.
BL
AH
N.A.
AA
BBBH
A
AL
AH
BBB
AA
N.A.
N.A.
N.A.
BBBH
BBBL
AH
BBB
CALL DATE
CALL PRICE FEATURE
11/15/2022
100
12/19/2022
100
2/7/2023
12/15/2022
3/15/2022
12/22/2022
MAPLE
100
100
100 MAPLE
100
HY
1/10/2023
100
4/26/2022
5/15/2021
2/27/2023
100 MAPLE
MAPLE
100 HY
100
5/31/2018
3/12/2023
100
100
3/30/2023
100
4/5/2023
4/10/2023
6/15/2023
100
100
100
4/19/2023
5/8/2023
5/17/2023
6/11/2023
6/12/2023
7/13/2023
9/15/2019
9/24/2019
8/3/2023
10/6/2022
9/21/2023
11/29/2018
9/30/2023
10/12/2023
11/22/2023
11/30/2023
10/31/2023
11/8/2023
Dep. Note
100
100
100
100
100
100
104.031 HY
100 HY
100
100
100
100 Fix Floater
100
Dep. Note
Dep. Note
100
100
100
100
MAPLE
100
CUSIP
766910AZ6
564835AG1
29270PAD8
11291ZAD9
11257ZAD1
775109BA8
02138ZAH6
87971MAR4
37252BAC6
69363TAH5
45834ZAQ2
154728AG4
713448DQ8
86682ZAF3
03524BAG1
455870AB1
35085ZBJ4
56348ZAW5
13638ZCR4
02135ZAM8
9611488Y2
548243AG9
116705AD6
116705AD6
13321LAK4
374825AG2
780086JC9
663307AA4
891145T79
29290ZAN0
31943BBV1
95751ZAS2
70137TAH8
06369ZBS2
34957ZAS3
92277LAB2
064149P27
136069JJ1
29254ZAM6
014443AD7
780086CW2
136765AP9
564835AH9
02138ZAM5
87971MAX1
70632ZAE1
131253AT3
303901AW2
448055AM5
45834ZAM1
019456AC6
70137TAJ4
949746RQ6
891160EW9
564835AJ5
FACE VALUE ISSUER
460000
1000000
703000
408000
500000
500000
250000
1000000
1000000
500000
1000000
250000
948000
500000
1000000
1000000
500000
250000
476000
500000
500000
91000
340000
340000
820000
250000
2000000
250000
992000
500000
216000
989000
250000
2000000
442000
250000
1000000
2000000
500000
250000
1000000
1000000
1000000
250000
1000000
465000
480000
500000
500000
500000
870000
250000
1000000
57000
1000000
RIOCAN REAL ESTATE INVST
MANUFACTURERS LIFE INSUR
ENERCARE SOLUTIONS INC
BROOKFIELD INFRA FIN ULC
BROOKFIELD ASSET MAN INC
ROGERS COMMUNICATIONS IN
ALTAGAS LTD
TELUS CORP
GENWORTH MI CANADA INC
PSP CAPITAL INC
INTER PIPELINE LTD
CENTRAL 1 CREDIT UNION
PEPSICO INC
SUN LIFE FINANCIAL INC
ANHEUSER-BUSCH INBEV FIN
INDUSTRIAL ALLIANCE
407 INTERNATIONAL INC
MANITOBA TELECOM SERVICE
CANADIAN NATL RESOURCES
ALTALINK LP
GEORGE WESTON LTD
LOWER MATTAGAMI ENERGY
BRUCE POWER LP
BRUCE POWER LP
CAMECO CORPORATION
GIBSON ENERGY INC
ROYAL BANK OF CANADA
NORTH WEST REDWATER PRT/
TORONTO-DOMINION BANK
ENBRIDGE GAS DISTRIBUTIO
FIRST CAP REALTY INC
WESTCOAST ENERGY INC
PARKLAND FUEL CORP
BANK OF MONTREAL
FORTISALBERTA INC
VENTAS CANADA FIN LTD
BANK OF NOVA SCOTIA
CANADIAN IMPERIAL BANK
ENBRIDGE INCOME FUND
ALECTRA INC
ROYAL BANK OF CANADA
CANADIAN WESTERN BANK
MANUFACTURERS LIFE INSUR
ALTAGAS LTD
TELUS CORP
PEMBINA PIPELINE CORP
SMART REIT
FAIRFAX FINL HLDGS LTD
HUSKY ENERGY INC
INTER PIPELINE LTD
ALLIED PROPERTIES REIT
PARKLAND FUEL CORP
WELLS FARGO & COMPANY
TORONTO DOMINION BANK
MANUFACTURERS LIFE INSUR
COUPON MATURITY
3.287
2.811
3.99
3.315
5.04
4
4.4
3.35
4.242
3.29
2.734
2.89
2.15
2.77
2.6
2.8
3.35
4
3.55
3.399
4.115
3.416
3
3
4.19
5.25
3.04
3.2
3.226
3.15
4.79
3.43
5.75
3.12
3.3
4.125
3.036
3
3.95
3.239
2.99
3.463
2.64
3.84
3.75
3.54
3.556
4.95
3.55
3.173
3.636
5.625
3.874
9.15
2.1
2/12/2024
2/21/2024
2/21/2024
2/22/2024
3/8/2024
3/13/2024
3/15/2024
4/1/2024
4/1/2024
4/4/2024
4/18/2024
4/25/2024
5/6/2024
5/13/2024
5/15/2024
5/16/2024
5/16/2024
5/27/2024
6/3/2024
6/6/2024
6/17/2024
6/20/2024
6/21/2024
6/21/2024
6/24/2024
7/15/2024
7/17/2024
7/22/2024
7/24/2024
8/22/2024
8/30/2024
9/12/2024
9/16/2024
9/19/2024
9/30/2024
9/30/2024
10/18/2024
10/28/2024
11/19/2024
11/21/2024
12/6/2024
12/17/2024
1/15/2025
1/15/2025
1/17/2025
2/3/2025
2/6/2025
3/3/2025
3/12/2025
3/24/2025
4/21/2025
5/9/2025
5/21/2025
5/26/2025
6/1/2025
PRICE
103.7
103.01
105.74
102.92
114.75
110.51
111.3
106.24
104.97
109.71
101.84
102.12
101.46
102.86
101.76
102.49
109.96
109.7
104.46
109.57
109.76
109.96
103.52
103.52
104.03
101.5
103.23
106.11
108.21
107.62
112.66
107.08
104
103.47
109.22
109.03
103.92
103.25
108.65
109.31
103.98
102.98
103.26
107.55
108.17
105.48
103.76
110.03
104.52
103.98
100.76
102.5
107.18
148.84
101.8
YIELD
SPREAD
2.68
0.99
3.01
2.82
2.55
2.25
2.50
2.32
3.41
1.77
2.43
1.72
1.92
1.24
2.32
1.47
1.76
2.42
2.82
1.87
2.53
1.89
2.44
2.44
3.52
4.96
1.45
2.23
1.98
1.97
2.83
2.32
4.87
1.54
1.89
2.71
1.32
1.59
2.62
1.85
1.34
2.22
1.34
2.70
2.52
2.71
3.00
3.46
2.87
2.59
3.52
5.13
2.85
2.36
1.47
161.00
70.00
195.00
176.00
148.00
113.00
144.00
120.00
230.00
64.00
132.00
138.00
80.00
85.00
120.00
108.00
68.00
130.00
170.00
75.00
141.00
76.00
132.00
132.00
242.00
105.00
111.00
85.00
84.00
170.00
120.00
105.00
80.00
158.00
81.00
108.00
149.00
75.00
81.00
170.00
80.00
153.00
139.00
160.00
187.00
232.00
168.00
139.00
233.00
165.00
113.00
83.00
BENCHMARK S&P
CAN 1 1/2 23
CAN 1 3/4 19
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 2 1/2 24
CAN 2 1/2 24
CAN 2 1/2 24
CAN 2 1/2 24
CAN 2 1/2 24
CAN 2 1/2 24
CAN 1 3/4 19
CAN 2 1/2 24
CAN 3 3/4 19
CAN 2 1/2 24
CAN 3 3/4 19
CAN 2 1/2 24
CAN 2 1/2 24
CAN 2 1/2 24
CAN 2 1/2 24
CAN 2 1/2 24
CAN 2 1/2 24
CAN 2 1/2 24
CAN 2 1/2 24
CAN 2 1/2 24
CAN 1 3/4 19
CAN 2 1/2 24
CAN 2 1/2 24
CAN 2 1/2 24
CAN 2 1/2 24
CAN 2 1/2 24
CAN 1 3/4 19
CAN 2 1/2 24
CAN 2 1/2 24
CAN 1 3/4 19
CAN 1 3/4 19
CAN 2 1/2 24
CAN 2 1/2 24
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 2 1/4 25
CAN 2 1/2 24
CAN 2 1/2 24
CAN 2 1/2 24
CAN 2 1/2 24
CAN 2 1/4 25
CAN 2 1/4 25
CAN 2 1/4 25
CAN 2 1/4 25
CAN 2 1/4 25
CAN 3 1/2 20
BBB
A+
BBB
BBB+
ABBB+
BBB
BBB+
BBB+
AAA
BBB+
AA+
AAA
A
BBB+
BBB+
A
BBB
N.A.
BBB
BBB
BBB
BB
ABBB+
AABBB+
N.A.
BBB+
BBBBB
ABBB+
ABBB
N.A.
A
A
N.A.
A+
BBB
BBB+
BBB
N.A.
BBBBBB+
BBB+
N.A.
BBAA
A+
DBRS
BBBH
AH
BBB
N.A.
AL
BBBu
BBB /*
BBBH
AH
AAA
BBBH
A
N.A.
AL
N.A.
A
A
BBBH
BBBH
A
BBB
AH
BBB
BBB
BBBH
N.A.
AL
AL
AA
A
BBBH
AL
BB
AL
AL
N.A.
AAL
AL
BBBH
A
AAL
BBBH
AH
BBB /*
BBBH
BBB
BBB
BBB
AL
BBBH
BBBL
BB
AAL
AAL
AH
CALL DATE
CALL PRICE FEATURE
2/21/2019
12/21/2023
12/22/2023
12/8/2023
12/13/2023
12/15/2023
1/2/2024
100 Fix Floater
100
100
100
100
100
100
2/18/2024
4/25/2019
3/6/2024
5/13/2019
3/15/2024
5/16/2019
2/16/2024
2/27/2024
3/3/2024
3/6/2024
3/17/2024
100
100
100
100
100
100
100
100
100
100
100
4/21/2024
4/21/2024
3/24/2024
7/15/2024
7/17/2019
4/23/2024
100
100
100
100
100
100
5/22/2024
100
6/12/2024
12/16/2022
9/19/2019
6/30/2024
6/30/2024
10/18/2019
10/28/2019
8/19/2024
8/21/2024
12/6/2019
12/17/2019
1/15/2020
10/15/2024
10/17/2024
11/3/2024
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
12/12/2024
12/24/2024
2/21/2025
5/9/2023
100
100
100
100 HY, Call 2020 at 104.219
Fix Floater
Fix Floater
MAPLE
Fix Floater
MAPLE
MAPLE
HY,Call 2020 at 103.94
NVCC
Dep. Note
6/1/2020
HY, Call 2022 at 100.00
NVCC
Fix Floater
NVCC
Fix Floater
Fix Floater
Fix Floater
Dep. Note
100 Fix Floater
CUSIP
01626PAE6
11282ZAA6
07329VAp5
780086kr4
126462Ab6
172967js1
92660FAF1
064149AW7
8911454X9
780085N93
89353ZBY3
31943BBW9
063679EC4
29290ZAQ3
90664ZAE0
136375CF7
00126TAB1
86682ZAG1
8911455X8
891102AD7
823901AL7
17039AAF3
06369ZBT0
064151GC1
95751ZAR4
564835AK2
92660FAJ3
780086LZ5
136069LY5
11257ZAE9
86682ZAH9
07813ZBT0
87971MBC6
02138ZAP8
34959ZAC6
663307AE6
31943BBX7
949746RX1
02135ZAR7
06369ZCC6
90664ZAF7
126462AD2
LW6366584
29290ZAR1
29250ZAV0
70632ZAG6
07813ZBV5
89119ZAJ2
86721ZAM1
780086JM7
154728AK5
064151QE6
06368AAA8
14006ZAF4
45834ZAP4
FACE VALUE ISSUER
500000
340000
500000
2000000
250000
1000000
250000
63000
2000000
1000000
1000000
493000
998000
388000
500000
443000
23000
1000000
2000000
6000
100000
250000
2000000
2000000
500000
1000000
250000
2000000
2000000
460000
1000000
1000000
1000000
250000
250000
250000
230000
1000000
495000
2000000
437000
250000
1000000
500000
500000
500000
1000000
1000000
991000
2000000
1000000
1000000
1000000
500000
494000
ALIMENTATION COUCHE-TARD
BROOKFIELD RENEWABLE PAR
BCIMC REALTY CORP
ROYAL BANK OF CANADA
CT REAL ESTATE INV TRUST
CITIGROUP INC
VIDEOTRON LTD
BANK OF NOVA SCOTIA
TORONTO-DOMINION BANK
ROYAL BANK OF CANADA
TRANSCANADA PIPELINES
FIRST CAP REALTY INC
BANK OF MONTREAL
ENBRIDGE GAS DISTRIBUTIO
UNION GAS LTD
CANADIAN NATL RAILWAY
TELUS COMM INC
SUN LIFE FINANCIAL INC
TORONTO-DOMINION BANK
TOROMONT INDUSTRIES LTD
SHERRITT INTERNATIONAL C
CHOICE PROPERTIES REIT
BANK OF MONTREAL
BANK OF NOVA SCOTIA
WESTCOAST ENERGY INC
MANUFACTURERS LIFE INSUR
VIDEOTRON LTD
ROYAL BANK OF CANADA
CANADIAN IMPERIAL BANK
BROOKFIELD ASSET MAN INC
SUN LIFE FINANCIAL INC
BELL CANADA
TELUS CORP
ALTAGAS LTD
FORTISBC ENERGY INC
NORTH WEST REDWATER PRT/
FIRST CAP REALTY INC
WELLS FARGO & COMPANY
ALTALINK LP
BANK OF MONTREAL
UNION GAS LTD
CT REAL ESTATE INV TRUST
MOLSON COORS INTL LP
ENBRIDGE GAS DISTRIBUTIO
ENBRIDGE PIPELINES INC
PEMBINA PIPELINE CORP
BELL CANADA
TORONTO HYDRO CORP
SUNCOR ENERGY INC
ROYAL BANK OF CANADA
CENTRAL 1 CREDIT UNION
BANK OF NOVA SCOTIA
BANK OF MONTREAL
CAPITAL DESJARDINS INC
INTER PIPELINE LTD
COUPON MATURITY
3.6
3.752
2.84
2.48
3.527
4.09
5.625
8.9
2.692
4.93
3.3
4.323
4.609
3.31
3.19
2.8
8.8
2.6
2.982
3.71
7.875
4.055
3.34
3.367
3.77
2.389
5.75
3.31
3.42
4.82
3.1
3.55
3.75
4.12
2.58
3.2
3.604
2.975
2.747
3.32
2.81
3.289
3.44
2.5
3
3.71
2.9
2.52
3
3.45
3.06
2.62
2.7
4.954
3.484
6/2/2025
6/2/2025
6/3/2025
6/4/2025
6/9/2025
6/9/2025
6/15/2025
6/20/2025
6/24/2025
7/16/2025
7/17/2025
7/31/2025
9/10/2025
9/11/2025
9/17/2025
9/22/2025
9/22/2025
9/25/2025
9/30/2025
9/30/2025
10/11/2025
11/24/2025
12/8/2025
12/8/2025
12/8/2025
1/5/2026
1/15/2026
1/20/2026
1/26/2026
1/28/2026
2/19/2026
3/2/2026
3/10/2026
4/7/2026
4/8/2026
4/24/2026
5/6/2026
5/19/2026
5/29/2026
6/1/2026
6/1/2026
6/1/2026
7/15/2026
8/5/2026
8/10/2026
8/11/2026
8/12/2026
8/25/2026
9/14/2026
9/29/2026
10/14/2026
12/2/2026
12/9/2026
12/15/2026
12/16/2026
PRICE
106.57
106.97
104.93
102.06
105.02
106.99
109.62
147.32
102.66
121
107.3
109.4
118.93
108.61
107.91
105.82
142.31
103.06
103.61
105.34
64.5
107.92
104.81
104.76
108.6
102.55
109.5
104.63
105.06
113.8
104.83
107.06
107.88
108.71
103.81
105.54
103.51
101.84
105.25
104.9
104.78
102.07
102.7
102.06
103.62
105.33
101.65
103.36
102.84
105.24
102.74
103.13
103.89
113.29
104.41
YIELD
SPREAD
2.65
2.74
2.14
1.76
2.80
3.09
4.16
2.37
1.78
2.09
2.28
3.01
2.09
2.13
2.11
2.01
2.98
1.63
1.84
2.96
15.65
2.96
1.90
1.94
2.60
1.64
3.47
1.97
1.96
2.94
1.73
2.61
2.70
2.96
2.09
2.48
3.14
2.74
2.08
2.02
2.20
3.02
3.09
2.24
2.54
3.02
2.69
2.11
2.64
2.16
2.39
2.25
2.24
1.85
2.94
145.00
154.00
94.00
112.00
160.00
189.00
114.00
113.00
87.00
107.00
180.00
87.00
92.00
90.00
80.00
175.00
91.00
112.00
177.00
175.00
116.00
120.00
139.00
90.00
118.00
117.00
173.00
94.00
140.00
149.00
167.00
80.00
119.00
185.00
145.00
79.00
121.00
91.00
173.00
180.00
95.00
125.00
173.00
140.00
81.00
135.00
130.00
153.00
95.00
94.00
100.00
164.00
BENCHMARK S&P
CAN 2 1/4 25
CAN 2 1/4 25
CAN 2 1/4 25
CAN 3 1/2 20
CAN 2 1/4 25
CAN 2 1/4 25
CAN 2 1/4 25
CAN 3 1/2 20
CAN 2 1/4 25
CAN 2 1/4 25
CAN 2 1/4 25
CAN 2 1/4 25
CAN 2 1/4 25
CAN 2 1/4 25
CAN 2 1/4 25
CAN 2 1/4 25
CAN 0 3/4 20
CAN 0 3/4 20
CAN 2 1/4 25
CAN 2 1/4 25
CAN 0 3/4 20
CAN 0 3/4 20
CAN 2 1/4 25
CAN 0 3/4 20
CAN 0 3/4 21
CAN 0 3/4 21
CAN 2 1/4 25
CAN 0 3/4 21
CAN 2 1/4 25
CAN 2 1/4 25
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 3 1/4 21
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 0 3/4 21
CAN 0 3/4 21
CAN 1 1/2 26
CAN 1 1/2 26
CAN 3 1/4 21
CAN 1 1/2 26
BBB
BBB
N.A.
ABBB+
BBB
BB
AAN.A.
AN.A.
A+
BBB+
AA
BBB+
AAN.A.
N.A.
BBB
BBB
BBB+
BBB+
A+
BB
ABBB
AABBB+
BBB+
BBB
N.A.
BBB+
N.A.
A
A
BBB
ABBB+
BBBBBB+
BBB+
BBB
BBB+
A
AAAA+
A+
A
BBB+
DBRS
N.A.
BBBH
AA
AL
BBBH
AL
NR
AAL
AL
AA
AL
BBBH
AA
A
A
A
BBBH
AL
AL
BBBH
BL
BBB
AL
AL
AL
AH
N.A.
AL
AL
AL
AL
BBBH
N.A.
BBB /*
A
AL
BBBH
AA
A
AL
A
BBBH
BBBL
A
A
BBB
BBBH
A
AL
AL
A
AA
AA
AAL
BBBH
CALL DATE
CALL PRICE FEATURE
3/2/2025
3/2/2025
3/3/2025
6/4/2020
3/9/2025
4/17/2025
100 MAPLE
100
100
100 NVCC
100
MAPLE
100 HY
Dep. Note
100 NVCC
Dep. Note
100
6/11/2025
6/17/2025
6/22/2025
Dep. Note
100
100
100 MAPLE
3/15/2025
6/24/2020
9/25/2020
9/30/2020
6/30/2025
10/11/2022
8/24/2025
12/8/2020
12/8/2020
9/8/2025
1/5/2021
3/15/2025
1/20/2021
1/26/2021
10/28/2025
2/19/2021
12/2/2025
12/10/2025
1/7/2026
1/8/2026
1/24/2026
2/6/2026
2/28/2026
6/1/2021
3/1/2026
3/1/2026
4/15/2026
5/5/2026
5/10/2026
5/11/2026
5/12/2026
5/25/2026
6/14/2026
9/29/2021
10/14/2021
12/15/2021
9/16/2026
100
100
100
100
100
100
100
100
100
102.875
100
100
100
100
100
100
100
100
100
100
Fix Floater
NVCC
HY
NVCC
NVCC
Fix Floater
HY
NVCC
NVCC
Fix Floater
100
100 NVCC
100
100
100
100
100
100
100
100
100
100 NVCC
100 NVCC
Dep. Note
Dep. Note
100 Fix Floater
100
CUSIP
097751AE1
11282ZAL2
67103MAF3
449586AC0
01585PAG0
455870AC9
82028KAW1
448055AN3
11257ZAF6
064151AR4
07329VAR1
35085ZBN5
014443AG0
172967EB3
06369ZCD4
663307AL0
45823ZAF9
29251ZBK2
70632ZAF8
126462AE0
078149DW8
53947ZAC1
564835AL0
53947ZAD9
13668ZAD0
627912AB4
89353ZBA5
455870AD7
86682ZAJ5
134917AE3
53947ZAF4
07813ZAC8
89347ZAC1
448810AC5
39191ZAA7
89347ZAE7
8911457R9
07813ZAL8
39138CAB2
078149DV0
96115ZAD4
44810ZAB6
53947ZAT4
73927CAB6
39138CAD8
35085ZBP0
44810ZAD2
13668ZAL2
53947ZAU1
53947ZAX5
07813ZAT1
663307AM8
10549PAJ0
13668ZAN8
83357ZAD9
FACE VALUE ISSUER
500000
500000
500000
500000
100000
1000000
500000
1000000
925000
2000000
500000
1000000
500000
100000
2000000
42000
500000
1000000
500000
225000
100000
31000
1000000
21000
7000
100000
8000
1000000
1000000
100000
42000
100000
87000
100000
100000
200000
2000000
21000
100000
29000
100000
100000
15000
100000
100000
100000
100000
21000
100000
100000
250000
250000
240000
5000
250000
BOMBARDIER INC
BROOKFIELD RENEWABLE PAR
OPB FINANCE TRUST
IGM FINANCIAL INC
ALGONQUIN POWER CO
INDUSTRIAL ALLIANCE
SHAW COMMUNICATIONS INC
HUSKY ENERGY INC
BROOKFIELD ASSET MAN INC
BANK OF NOVA SCOTIA
BCIMC REALTY CORP
407 INTERNATIONAL INC
ALECTRA INC
CITIGROUP INC
BANK OF MONTREAL
NORTH WEST REDWATER PRT/
INTACT FINANCIAL CORP
ENBRIDGE INC
PEMBINA PIPELINE CORP
CT REAL ESTATE INV TRUST
BELL CANADA
LOBLAW COMPANIES LIMITED
MANUFACTURERS LIFE INSUR
LOBLAW COMPANIES LIMITED
CANADIAN TIRE CORP LTD
CLARICA LIFE INSUR CO
TRANSCANADA PIPELINES
INDUSTRIAL ALLIANCE
SUN LIFE FINANCIAL INC
CANADA LIFE ASSURANCE CO
LOBLAW COMPANIES LIMITED
BELL CANADA
TRANSALTA CORP
HYDRO ONE INC
GREATER TORONTO AIRPORTS
TRANSALTA CORP
TORONTO-DOMINION BANK
BELL CANADA
GREAT-WEST LIFECO INC
BELL CANADA
GEORGE WESTON LTD
HYDRO ONE INC
LOBLAW COMPANIES LIMITED
POWER FINANCIAL CORP
GREAT-WEST LIFECO INC
407 INTERNATIONAL INC
HYDRO ONE INC
CANADIAN TIRE CORP LTD
LOBLAW COMPANIES LIMITED
LOBLAW COMPANIES LIMITED
BELL CANADA
NORTH WEST REDWATER PRT/
BROOKFIELD ASSET MAN INC
CANADIAN TIRE CORP LTD
SOBEYS INC
COUPON MATURITY
7.35
3.63
2.98
3.44
4.09
2.64
3.8
3.6
3.8
2.58
3
2.43
2.488
5.16
2.57
2.8
2.85
3.2
4.24
3.469
7
6.65
3.181
6.45
6.375
6.3
6.89
3.3
3.05
6.4
6.5
6.55
7.3
7.35
7.05
6.9
4.859
7.85
6.74
7.65
7.1
6.93
6.54
6.9
6.67
3.43
6.35
6.445
6.05
6.15
6.1
3.65
5.95
5.61
6.06
12/22/2026
1/15/2027
1/25/2027
1/26/2027
2/17/2027
2/23/2027
3/1/2027
3/10/2027
3/16/2027
3/30/2027
3/31/2027
5/4/2027
5/17/2027
5/24/2027
6/1/2027
6/1/2027
6/7/2027
6/8/2027
6/15/2027
6/16/2027
9/24/2027
11/8/2027
11/22/2027
2/9/2028
4/13/2028
5/15/2028
8/7/2028
9/15/2028
9/19/2028
12/11/2028
1/22/2029
5/1/2029
10/22/2029
6/3/2030
6/12/2030
11/15/2030
3/4/2031
4/2/2031
11/24/2031
12/30/2031
2/5/2032
6/1/2032
2/17/2033
3/11/2033
3/21/2033
6/1/2033
1/31/2034
2/24/2034
6/9/2034
1/29/2035
3/16/2035
6/1/2035
6/14/2035
9/4/2035
10/29/2035
PRICE
103.25
104.38
106.02
105.25
108.46
102.72
106.05
102.87
105.9
101.52
105
102.16
101.97
107
101.13
100.87
100.78
100.28
109.72
103.11
134.96
132.43
107.24
131.05
130.14
133.39
136.47
106.78
105.59
136.8
131.76
132.02
111.5
147.8
147.77
108.5
116.55
145.34
140.91
137.72
137.37
147.01
133.65
140.87
140.98
107.76
141.67
131.51
129.19
131.02
130.53
104.57
120.81
121.91
107
YIELD
SPREAD
6.88
3.09
2.26
2.80
3.05
2.03
3.06
3.25
3.08
2.24
2.41
2.18
2.26
3.60
2.33
2.70
2.76
3.17
3.08
3.10
3.01
2.99
1.77
3.02
3.08
2.74
3.01
2.13
2.09
2.66
3.20
3.27
5.97
2.90
2.67
5.97
2.71
3.64
3.18
4.16
3.76
3.00
3.69
3.50
3.31
2.81
3.12
3.86
3.72
3.73
3.73
3.30
4.28
3.92
5.45
179.00
96.00
150.00
175.00
118.00
176.00
195.00
178.00
(7.14)
101.00
78.00
86.00
139.00
130.00
136.00
177.00
181.00
182.00
169.00
167.00
100.00
169.00
175.00
150.00
177.00
124.00
120.00
141.00
186.00
193.00
153.00
130.00
161.00
227.00
127.00
280.00
185.00
162.00
178.00
158.00
139.00
91.00
119.00
195.00
180.00
181.00
181.00
140.00
237.00
200.00
-
BENCHMARK S&P
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 3 1/4 21
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 2 3/4 22
CAN 1 06/27
CAN 1 06/27
CAN 1 06/27
CAN 2 3/4 22
CAN 1 06/27
CAN 1 06/27
CAN 1 06/27
CAN 1 06/27
CAN 1 06/27
CAN 1 06/27
CAN 1 06/27
CAN 2 3/4 22
CAN 1 06/27
CAN 1 06/27
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 26
CAN 1 06/27
CAN 1 06/27
CAN 1 06/27
CAN 1 06/27
CAN 2 1/4 25
CAN 1 06/27
CAN 2 3/4 48
CAN 1 06/27
CAN 2 3/4 48
CAN 1 06/27
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
BBBB
AA+
A+ /*BBB
A
BBBBBB+
ABBB+
N.A.
A
A
BBB
BBB
BBB+
N.A.
BBB+
BBB
BBB+
BBB+
BBB
A+
BBB
BBB+
A+
AA
AAABBB
BBB+
BBBA
A+
BBBABBB+
A+
BBB
BBB
A
BBB
A+
A+
A
A
BBB+
BBB
BBB
BBB+
BBB+
ABBB+
BB+
DBRS
NR
BBBH
AAH
AH
N.A.
A
BBBL
AL
AL
AL
AA
A
A
AL
AL
AL
A
BBBHe
BBB
BBBHe
BBBH
BBB
AH
BBB
BBBH
AH
AL
A
AL
AAL
BBB
BBBH
BBBL
AH
NR
BBBL
AL
BBBH
AH
BBBL
BBB
AH
BBB
AH
AH
A
AH
BBBH
BBB
BBB
BBBH
AL
AL
BBBH
BBH
CALL DATE
CALL PRICE FEATURE
HY
10/15/2026
10/25/2026
10/26/2026
11/17/2026
2/23/2022
12/1/2026
12/10/2026
12/16/2026
3/30/2022
12/31/2026
2/4/2027
2/17/2027
5/24/2022
6/1/2022
3/1/2027
3/7/2027
3/8/2027
3/15/2027
3/16/2027
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
100
11/22/2022
100 Fix Floater
9/15/2023
9/19/2023
100 Fix Floater
100 Fix Floater
3/4/2026
Fix Floater
NVCC
MAPLE
NVCC
100 NVCC
12/1/2032
100
12/1/2034
100
CUSIP
35085ZAD8
53947ZAY3
35085ZAM8
04878TAA5
83357ZAE7
05573YAB7
07813ZBL7
44810ZAS9
86721ZAB5
36158ZBK1
44810ZAX8
739239AC5
775109AP6
82028KAQ4
39138CAF3
13644ZAX5
45823ZAB8
83357ZAL1
44810ZAY6
775109AQ4
449586AB2
39191ZAX7
775109AT8
90664ZAU4
44810ZBD1
12657ZAW3
95751ZAN3
89353ZBV9
39191ZAY5
56502FAA9
35085ZBF2
866796AD7
45823ZAD4
29251ZBB2
12657ZAY9
87971MAS2
44810ZAE0
70632ZAC5
29250ZAR9
02135ZAK2
44810ZBK5
87971MAU7
29251ZBG1
70632ZAD3
87971MAW3
90664ZAD2
44810ZBN9
02138ZAL7
29290ZAP5
07813ZBH6
29254ZAN4
59162NAB5
87971MAY9
136375CG5
29250ZAU2
FACE VALUE ISSUER
100000
100000
100000
250000
250000
153000
100000
100000
250000
23000
100000
100000
100000
250000
100000
25000
100000
250000
120000
100000
100000
100000
100000
250000
100000
204000
242000
350000
100000
100000
100000
100000
100000
250000
226000
250000
100000
100000
100000
37000
100000
250000
250000
250000
250000
100000
100000
90000
95000
250000
90000
43000
250000
245000
100000
407 INTERNATIONAL INC
LOBLAW COMPANIES LIMITED
407 INTERNATIONAL INC
ATLANTIC POWER LP
SOBEYS INC
BROOKFIELD RENEWABLE PAR
BELL CANADA
HYDRO ONE INC
SUNCOR ENERGY INC
GENERAL ELEC CAP CANADA
HYDRO ONE INC
POWER CORPORATION CANADA
ROGERS COMMUNICATIONS IN
SHAW COMMUNICATIONS INC
GREAT-WEST LIFECO INC
CANADIAN PACIFIC RR CO
INTACT FINANCIAL CORP
SOBEYS INC
HYDRO ONE INC
ROGERS COMMUNICATIONS IN
IGM FINANCIAL INC
GREATER TORONTO AIRPORTS
ROGERS COMMUNICATIONS IN
UNION GAS LTD
HYDRO ONE INC
CU INC
WESTCOAST ENERGY INC
TRANSCANADA PIPELINES
GREATER TORONTO AIRPORTS
MANULIFE FIN DELAWARE
407 INTERNATIONAL INC
SUN LIFE FINANCIAL INC
INTACT FINANCIAL CORP
ENBRIDGE INC
CU INC
TELUS CORP
HYDRO ONE INC
PEMBINA PIPELINE CORP
ENBRIDGE PIPELINES INC
ALTALINK LP
HYDRO ONE INC
TELUS CORP
ENBRIDGE INC
PEMBINA PIPELINE CORP
TELUS CORP
UNION GAS LTD
HYDRO ONE INC
ALTAGAS LTD
ENBRIDGE GAS DISTRIBUTIO
BELL CANADA
ENBRIDGE INCOME FUND
METRO INC
TELUS CORP
CANADIAN NATL RAILWAY
ENBRIDGE PIPELINES INC
COUPON MATURITY
5.96
5.9
5.75
5.95
5.79
5.84
6.17
4.89
5.39
5.73
6.03
8.57
6.68
6.75
5.998
6.45
6.4
6.64
5.49
6.11
6
5.3
6.56
4.88
4.39
4.543
4.791
4.55
4.53
5.059
4.19
5.4
5.16
4.24
3.805
4.4
6.59
4.75
4.55
4.922
4.59
5.15
4.57
4.81
4.85
4.2
4.17
4.5
4
4.75
4.87
5.03
4.75
3.95
4.55
12/3/2035
1/18/2036
2/14/2036
6/23/2036
10/6/2036
11/5/2036
2/26/2037
3/13/2037
3/26/2037
10/22/2037
3/3/2039
4/22/2039
11/4/2039
11/9/2039
11/16/2039
11/17/2039
11/23/2039
6/7/2040
7/16/2040
8/25/2040
12/10/2040
2/25/2041
3/22/2041
6/21/2041
9/26/2041
10/24/2041
10/28/2041
11/15/2041
12/2/2041
12/15/2041
4/25/2042
5/29/2042
6/16/2042
8/27/2042
9/10/2042
4/1/2043
4/22/2043
4/30/2043
8/17/2043
9/17/2043
10/9/2043
11/26/2043
3/11/2044
3/25/2044
4/5/2044
6/2/2044
6/6/2044
8/15/2044
8/22/2044
9/29/2044
11/21/2044
12/1/2044
1/17/2045
9/22/2045
9/29/2045
PRICE
143.31
127.45
134.71
85.12
104.25
120.17
131.32
124.06
120.97
136.85
142.08
168.08
138.95
132.3
137.67
139.81
141.33
113.25
135.18
130.92
133.62
141.15
138.5
125.77
118.4
121.14
113.69
114.32
129.33
115.03
115.95
124.66
124.88
100.43
109.12
103.64
156.49
105.87
113.82
129.45
121.74
114.99
105.37
106.86
110.56
115.99
115.5
103.2
111.49
112.21
133.37
118.83
109.28
114.82
114.5
YIELD
SPREAD
2.91
3.82
3.25
7.42
5.43
4.30
3.88
3.23
3.86
3.24
3.30
3.91
4.02
4.45
3.55
3.80
3.68
5.61
3.30
4.02
3.79
2.89
4.00
3.30
3.28
3.28
3.91
3.66
2.86
3.95
3.24
3.65
3.64
4.21
3.27
4.17
3.32
4.36
3.71
3.25
3.33
4.20
4.23
4.37
4.18
3.29
3.29
4.30
3.35
4.00
3.04
3.90
4.17
3.15
3.71
97.00
190.00
132.00
238.00
195.00
130.00
194.00
130.00
135.00
195.00
208.00
252.00
160.00
185.00
173.00
135.00
208.00
185.00
93.00
208.00
135.00
134.00
133.00
198.00
172.00
90.00
203.00
130.00
172.00
169.00
229.00
133.00
224.00
135.00
244.00
177.00
11.35
139.00
226.00
230.00
244.00
225.00
135.00
134.00
237.00
140.00
207.00
110.00
196.00
224.00
120.00
177.00
BENCHMARK S&P
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
A
BBB
BBB
BBBB+
BBB
BBB+
A
AAAA
A
BBB+
BBBA+
BBB+
N.A.
BB+
A
BBB+
A+ /*A+
BBB+
AA
A
BBB+
AA+
AA
AN.A.
BBB+
A
BBB+
A
BBB
BBB+
A
A
BBB+
BBB+
BBB
BBB+
AA
BBB
BBB+
BBB+
N.A.
BBB
BBB+
A
BBB+
DBRS
A
BBB
BBB
NR
BBH
BBBH
BBBH
AH
AL
N.A.
AH
A
BBBu
BBBL
AH
BBB
A
BBH
AH
BBBu
AH
NR
BBBu
A
AH
AH
AL
AL
NR
AL
A
AL
A
BBBH
AH
BBBH
AH
BBB
A
A
AH
BBBH
BBBH
BBB
BBBH
A
AH
BBB /*
A
BBBH
BBBH
BBB
BBBH
A
A
CALL DATE
CALL PRICE FEATURE
HY
11/16/2039
Hybrid
MAPLE
2/25/2040
6/10/2040
100
100
9/22/2040
12/21/2040
100
100
12/15/2036
1/25/2042
5/29/2037
100 Fix Floater
100
100 Fix Floater
10/1/2042
100
10/30/2042
2/17/2043
100
100
4/9/2043
5/26/2043
9/11/2043
9/25/2043
10/5/2043
12/2/2043
12/6/2043
2/15/2044
2/22/2044
3/29/2044
5/21/2044
6/1/2044
7/17/2044
3/22/2045
3/29/2045
100
100
100
100
100
100
100
100
100
100
100
100
100
100 MAPLE
100
CUSIP
07813ZBR4
87971MBB8
89353ZBZ0
29250ZAW8
86721ZAN9
34957ZAV6
44810ZAR1
12657ZBJ1
02135ZAS5
70632ZAJ0
449586AD8
739239AD3
03524BAH9
44810ZBU3
87971MBE2
29290ZAK6
135110AB0
86679QAB7
35085ZBG0
80928BAC0
44810ZBG4
055974AA7
80928FAA5
87239GAA2
12544UAA9
87239GAC8
87239GAB0
12544UAB7
86680BAA9
56501XAA1
FACE VALUE ISSUER
250000
250000
243000
150000
250000
85000
100000
207000
100000
250000
100000
100000
250000
100000
250000
100000
100000
100000
100000
100000
100000
250000
250000
250000
250000
250000
250000
250000
250000
250000
BELL CANADA
TELUS CORP
TRANSCANADA PIPELINES
ENBRIDGE PIPELINES INC
SUNCOR ENERGY INC
FORTISALBERTA INC
HYDRO ONE INC
CU INC
ALTALINK LP
PEMBINA PIPELINE CORP
IGM FINANCIAL INC
POWER CORPORATION CANADA
ANHEUSER-BUSCH INBEV FIN
HYDRO ONE INC
TELUS CORP
ENBRIDGE GAS DISTRIBUTIO
CANADA LIFE CAP TRUST
SUN LIFE CAP TRUST
407 INTERNATIONAL INC
SCOTIABANK CAP TR
HYDRO ONE INC
BMO CAPITAL TRUST II
SCOTIABANK TIER I TRUST
TD CAP TRUST IV
CIBC CAPITAL TRUST
TD CAP TRUST IV
TD CAP TRUST IV
CIBC CAPITAL TRUST
SUN LIFE CAP TRUST II
MANULIFE FIN CAP TR II
COUPON MATURITY
4.35
4.4
4.35
4.13
4.34
3.34
5
3.763
3.717
4.74
4.56
4.81
4.32
3.72
4.7
4.95
7.529
7.093
3.98
5.65
3.79
10.221
7.802
9.523
9.976
6.631
10
10.25
5.863
7.405
12/18/2045
1/29/2046
6/6/2046
8/9/2046
9/13/2046
9/21/2046
10/19/2046
11/19/2046
12/3/2046
1/21/2047
1/25/2047
1/31/2047
5/15/2047
11/18/2047
3/6/2048
11/22/2050
6/30/2052
6/30/2052
9/11/2052
12/31/2056
7/31/2062
12/31/2107
6/30/2108
6/30/2108
6/30/2108
6/30/2108
6/30/2108
6/30/2108
12/31/2108
12/31/2108
PRICE
105.79
103.76
112.02
106.96
107.9
100.66
131.49
109.36
108.91
105.99
113.37
115.99
107.99
108.31
108.85
130.37
145.94
140.38
113.97
126.04
108.49
114.37
113.2
116.25
117.08
117.69
137.09
138.61
111.25
115.02
YIELD
SPREAD
4.00
4.17
3.67
3.73
3.88
3.30
3.31
3.26
3.24
4.37
3.80
3.89
3.86
3.28
4.18
3.42
3.56
3.59
3.30
3.76
3.42
0.74
1.19
1.37
1.40
2.03
6.74
6.83
1.32
1.34
207.00
224.00
172.00
179.00
194.00
136.00
135.00
131.00
129.00
244.00
185.00
194.00
192.00
133.00
224.00
145.00
164.00
168.00
134.00
183.00
145.00
112.00
121.00
137.00
140.00
144.00
483.00
492.00
115.00
115.00
BENCHMARK S&P
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 1 1/4 18
CAN 3 3/4 19
CAN 3 3/4 19
CAN 3 3/4 19
CAN 3 1/4 21
CAN 2 3/4 48
CAN 2 3/4 48
CAN 1 3/4 19
CAN 1 3/4 19
BBB+
BBB+
ABBB+
AAA
A
A
BBB
A+ /*A
AA
BBB+
BBB+
A+
A
A
BBB
A
BBBBBB
BBB+
BBBBBB+
BBB+
BBBA
A
DBRS
BBBH
BBBH
AL
A
AL
AL
AH
AH
A
N.A.
AH
A
N.A.
AH
BBBH
A
AH
A
A
AL
AH
AL
AL
AL
AL
AL
AL
AL
A
A
CALL DATE
CALL PRICE FEATURE
6/18/2045
7/29/2045
12/6/2045
2/9/2046
3/13/2046
3/21/2046
100
100
100
100
100
100
5/19/2046
6/3/2046
7/21/2046
7/25/2046
7/31/2046
11/15/2046
5/18/2047
9/6/2047
100
100
100
100
100
100 MAPLE
100
100
6/30/2052
6/30/2032
6/11/2052
12/31/2036
100 Hybrid
100 Hybrid
100
100 Hybrid
12/31/2018
6/30/2019
6/30/2019
6/30/2019
6/30/2021
6/30/2039
6/30/2039
12/31/2019
12/31/2019
100
100
100
100
100
100
100
100
100
Hybrid
Hybrid
Hybrid
Hybrid
Hybrid
Hybrid
Hybrid
Hybrid
Hybrid
HIGH YIELD BONDS
Today:
15-Jun-17
Settlement:
20-Jun-17
*Prices and quantity are subject to change without notice
CUSIP
EJ2850828
00900QAC7
930783AB1
65020PAD5
05277BAA8
823901AH6
07317QAE5
74819RAQ9
EK9018020
QZ5414391
823901AK9
008911BC2
374825AG2
70137TAH8
70137TAJ4
92660FAF1
823901AL7
92660FAJ3
097751AE1
04878TAA5
FACE VALUE
75,000
250,000
250,000
250,000
500,000
100,000
500,000
250,000
500,000
250,000
100,000
500,000
250,000
250,000
250,000
250,000
100,000
250,000
500,000
250,000
ISSUER
GOLF TOWN CAN/GOLFSMITH
AIMIA INC
WAJAX CORP
NEWALTA CORP
AUTOCANADA INC
SHERRITT INTL CORP
BAYTEX ENERGY CORP
QUEBECOR MEDIA
BROOKFIELD RESIDENTIAL
IRON MOUNTAIN CANADA
SHERRITT INTERNATIONAL C
AIR CANADA
GIBSON ENERGY INC
PARKLAND FUEL CORP
PARKLAND FUEL CORP
VIDEOTRON LTD
SHERRITT INTERNATIONAL C
VIDEOTRON LTD
BOMBARDIER INC
ATLANTIC POWER LP
COUPON MATURITY PRICE
10.50
5.60
6.13
5.88
5.63
8.00
6.63
6.63
6.13
5.38
7.50
4.75
5.25
5.75
5.63
5.63
7.88
5.75
7.35
5.95
7/24/2018
5/17/2019
10/23/2020
4/1/2021
5/25/2021
11/15/2021
7/19/2022
1/15/2023
5/15/2023
9/15/2023
9/24/2023
10/6/2023
7/15/2024
9/16/2024
5/9/2025
6/15/2025
10/11/2025
1/15/2026
12/22/2026
6/23/2036
YIELD
38.00 151.04
93.87
9.17
104.75
1.11
89.75
9.14
103.12
4.47
68.25 18.94
100.00
6.62
111.38
4.31
105.00
4.71
107.38
3.65
65.38 16.59
102.25
4.27
101.50
4.96
104.00
4.87
102.50
5.13
109.62
4.16
64.50 15.65
109.50
3.47
103.25
6.88
85.12
7.42
S&P
DBRS
NR
NR
BBB- /*- BBBL /*BB+
BBL
N.A.
CCCL
B
N.A.
N.A.
BL
BBN.A.
B+
NR
B+
N.A.
BBN.A.
N.A.
BL
BB+
N.A.
BB
N.A.
BBBB
BBBB
BB
NR
N.A.
BL
BB
N.A.
BNR
BBNR
CALL DATE CALL PRICE FEATURE
42940
43031
42933
42933
43054
42935
44331
43723
43732
44840
45488
44911
45055
45731
44845
44089
100 HY,Call 2015 at 105.25
HY
103.063 HY
102.938 HY
104.219 HY
100 HY
103.313 HY
HY
100 HY
104.031 HY
100 HY
100 HY
100 HY,Call 2020 at 103.94
100 HY,Call 2017 at 104.13
100 HY,Call 2020 at 104.219
100 HY
100 HY
102.875 HY
HY
HY
PROVINCIAL BONDS
Today:
15-Jun-17
Settlement:
20-Jun-17
*Prices and quantity are subject to change without notice
CUSIP
642866GB7
11070ZDE1
683234TQ1
013051DJ3
563469TY1
68323ABR4
68323ACW2
56344ZBB4
74814ZDU4
31739ZAS4
110709FX5
11070TAE8
803854JY5
44889ZEQ5
013051DN4
683234B80
6428668Z3
11070ZDK7
68323ACU6
563469UM5
74814ZEE9
013051CZ8
31739ZAT2
110709FZ0
683078DK2
56344ZJT7
013051DR5
683234WT1
6832348J0
642869AB7
563469TK1
448814DG5
563469UG8
74814ZEG4
1107098X3
68323AAD6
110709FM9
013051DU8
563469UK9
448814DW0
683078FQ7
44885ZFL9
563469TR6
74814ZEH2
642869AD3
110709BJ0
68323AEA8
642866BL0
68323AAW4
683234HC5
448814DZ3
683078FV6
74814ZEL3
013051DG9
110709GB2
748148NX7
68323ADL5
68323ABN3
563469UA1
642869AF8
74814ZEP4
110709DK5
683234HM3
013051DL8
110709GF3
FACE VALUE ISSUER
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
2,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
275,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
500,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
250,000
100,000
146,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
500,000
500,000
175,000
1,000,000
1,000,000
1,000,000
250,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
250,000
1,000,000
1,000,000
PROV OF NEW BRUNSWICK
BRITISH COLUMBIA PROV OF
ONTARIO (PROVINCE OF)
PROVINCE OF ALBERTA
MANITOBA (PROVINCE OF)
ONTARIO (PROVINCE OF)
ONTARIO (PROVINCE OF)
MANITOBA (PROVINCE OF)
PROVINCE OF QUEBEC
FINANCEMENT QUEBEC
BRITISH COLUMBIA PROV OF
BRITISH COLUMBIA PROV OF
PROVINCE OF SASKATCHEWAN
HYDRO-QUEBEC
PROVINCE OF ALBERTA
ONTARIO (PROVINCE OF)
PROV OF NEW BRUNSWICK
BRITISH COLUMBIA PROV OF
ONTARIO (PROVINCE OF)
MANITOBA (PROVINCE OF)
PROVINCE OF QUEBEC
PROVINCE OF ALBERTA
FINANCEMENT QUEBEC
BRITISH COLUMBIA PROV OF
ONTARIO ELECTRICITY FIN
MANITOBA (PROVINCE OF)
PROVINCE OF ALBERTA
ONTARIO (PROVINCE OF)
ONTARIO (PROVINCE OF)
PROV OF NEW BRUNSWICK
MANITOBA (PROVINCE OF)
HYDRO-QUEBEC
MANITOBA (PROVINCE OF)
PROVINCE OF QUEBEC
BRITISH COLUMBIA PROV OF
ONTARIO (PROVINCE OF)
BRITISH COLUMBIA PROV OF
PROVINCE OF ALBERTA
MANITOBA (PROVINCE OF)
HYDRO-QUEBEC
ONTARIO ELECTRICITY FIN
HYDRO QUEBEC PACKAGE
MANITOBA (PROVINCE OF)
PROVINCE OF QUEBEC
PROV OF NEW BRUNSWICK
BRITISH COLUMBIA PROV OF
ONTARIO (PROVINCE OF)
PROV OF NEW BRUNSWICK
ONTARIO (PROVINCE OF)
ONTARIO (PROVINCE OF)
HYDRO-QUEBEC
ONTARIO ELECTRICITY FIN
PROVINCE OF QUEBEC
PROVINCE OF ALBERTA
BRITISH COLUMBIA PROV OF
PROVINCE OF QUEBEC
ONTARIO (PROVINCE OF)
ONTARIO (PROVINCE OF)
MANITOBA (PROVINCE OF)
PROV OF NEW BRUNSWICK
PROVINCE OF QUEBEC
BRITISH COLUMBIA PROV OF
ONTARIO (PROVINCE OF)
PROVINCE OF ALBERTA
BRITISH COLUMBIA PROV OF
COUPON MATURITY PRICE
4.45
5.60
5.50
1.60
1.85
2.10
1.75
5.50
4.50
2.40
4.65
2.25
1.95
1.00
2.00
4.40
4.40
5.30
2.10
1.15
4.50
4.00
2.45
4.10
10.00
4.75
1.25
4.85
4.20
4.50
4.15
11.00
1.60
4.50
3.70
4.00
4.80
1.35
1.55
10.50
10.13
3.00
3.85
4.25
3.35
3.25
1.35
1.55
3.15
9.50
9.63
8.90
3.50
2.55
2.70
9.38
1.95
2.85
2.55
2.85
3.00
8.00
8.10
3.40
3.30
3/26/2018
6/1/2018
6/2/2018
6/15/2018
9/5/2018
9/8/2018
10/9/2018
11/15/2018
12/1/2018
12/1/2018
12/18/2018
3/1/2019
3/1/2019
5/25/2019
6/1/2019
6/2/2019
6/3/2019
6/17/2019
9/8/2019
11/21/2019
12/1/2019
12/1/2019
12/1/2019
12/18/2019
2/6/2020
2/11/2020
6/1/2020
6/2/2020
6/2/2020
6/2/2020
6/3/2020
8/15/2020
9/5/2020
12/1/2020
12/18/2020
6/2/2021
6/15/2021
9/1/2021
9/5/2021
10/15/2021
10/15/2021
10/15/2021
12/1/2021
12/1/2021
12/3/2021
12/18/2021
3/8/2022
5/4/2022
6/2/2022
7/13/2022
7/15/2022
8/18/2022
12/1/2022
12/15/2022
12/18/2022
1/16/2023
1/27/2023
6/2/2023
6/2/2023
6/2/2023
9/1/2023
9/8/2023
9/8/2023
12/1/2023
12/18/2023
103.01
104.7
104.63
100.97
101.59
101.9
101.54
106.73
105.54
102.48
105.92
102.58
101.3
100.25
102.17
106.8
106.78
108.94
102.79
100.64
108.64
107.41
103.66
107.92
122.94
109.74
100.47
110.93
109
109.79
108.91
130.21
101.38
111.06
108.59
110.34
113.63
100.03
101.06
137.96
136.2
106.33
110.67
112.31
108.39
108.36
99.72
100.38
108.04
138.35
139.31
135.66
110.08
105.01
106.25
140.8
102
106.9
105.1
106.75
107.86
136.93
137.27
110.07
109.97
YIELD SPREAD
0.51
0.62
0.61
0.61
0.53
0.53
0.56
0.67
0.65
0.68
0.66
0.72
1.17
0.87
0.87
0.88
0.89
0.77
0.83
0.88
0.92
0.93
0.93
0.88
1.12
1.01
1.09
1.08
1.09
1.12
1.08
1.21
1.16
1.21
1.18
1.31
1.28
1.34
1.29
1.41
1.45
1.48
1.37
1.39
1.40
1.33
1.41
1.47
1.46
1.59
1.53
1.66
1.56
1.59
1.51
1.67
1.58
1.63
1.65
1.65
1.66
1.71
1.75
1.74
1.67
BENCHMARK S&P
8.20
12.60
11.60
11.00
8.90
9.50
9.30
16.30
13.70
17.40
14.00
11.40
-0.21
23.60
23.50
22.90
24.60
18.20
21.70
25.10
27.10
28.30
29.10
22.90
38.10
28.40
35.10
32.50
34.40
36.75
32.80
42.00
41.10
38.20
35.00
41.50
44.50
48.15
42.70
53.10
57.10
-5.94
48.30
49.70
51.60
44.20
48.40
51.70
49.70
59.20
53.80
66.70
58.00
61.50
53.00
66.30
59.60
56.60
58.60
59.10
59.00
62.00
65.40
66.40
59.40
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 1/4 18
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 1 3/4 19
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 3 1/2 20
CAN 1 1/2 20
CAN 0 3/4 20
CAN 0 3/4 20
CAN 3 1/4 21
CAN 3 1/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 3 1/4 21
CAN 3 1/4 21
Q4 1/4 12/21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 0 3/4 21
CAN 0 1/2 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 2 3/4 22
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
CAN 1 1/2 23
A+
AAA
A+
A+
AAA+
A+
AAA+
A+
AAA
AAA
AAA
A+
A+
A+
A+
AAA
A+
AAA+
A+
A+
AAA
A+
AAA+
A+
A+
A+
AAA+
AAA+
AAA
A+
AAA
A+
N.A.
A+
A+
N.A.
AAA+
A+
AAA
A+
A+
A+
A+
A+
A+
A+
A+
AAA
A+
A+
A+
AAA+
A+
AAA
A+
A+
AAA
CUSIP
683234HL5
013051DM6
68323ACG7
563469UC7
642869AJ0
FACE VALUE ISSUER
500,000
1,000,000
1,000,000
1,000,000
1,000,000
ONTARIO (PROVINCE OF)
PROVINCE OF ALBERTA
ONTARIO (PROVINCE OF)
MANITOBA (PROVINCE OF)
PROV OF NEW BRUNSWICK
COUPON MATURITY PRICE
7.50
3.10
3.50
3.30
3.65
2/7/2024
6/1/2024
6/2/2024
6/2/2024
6/3/2024
135.81
108.34
111.18
109.71
111.73
YIELD SPREAD
1.76
1.82
1.78
1.81
1.84
BENCHMARK S&P
61.00
68.40
64.70
67.40
71.00
CAN 2 1/2 24
CAN 2 1/2 24
CAN 2 1/2 24
CAN 2 1/2 24
CAN 2 1/2 24
A+
A+
A+
AAA+
CUSIP
803854JW9
110709DP4
11067ZAW9
74814ZES8
683078GD5
013051DQ7
74814ZDE0
683234JA7
68323ACX0
563469UE3
11070TAF5
74814ZEV1
56344ZPH6
683234JQ2
748148PZ0
013051DT1
01306ZCP4
683234JT6
68323ADM3
563469UJ2
11070TAJ7
683078GG8
642866GK7
74814ZEX7
683234KN7
683234KG2
110709EJ7
683234LN6
642866ET0
803854GY8
683234LJ5
11070ZCS1
110709EK4
56344ZQC6
01306ZCV1
748148QJ5
56344ZCG2
01306ZDF5
683234NM6
110709EX6
448814GY3
803854HN1
748148QT3
683234SL3
803854JA7
01306ZDC2
642866FR3
31739ZAG0
44889ZBF2
44889ZCM6
683234VR6
110709FJ6
803854JH2
642866FW2
748148RL9
563469EZ4
803854JJ8
803854JJ8
642866FZ5
683234YD4
110709FL1
563469FL4
74814ZDK6
683234ZP6
683234MM7
642866GA9
642866GA9
44889ZCN4
563469FQ3
803854JL3
803854JL3
FACE VALUE ISSUER
2,000,000
250,000
29,000
1,000,000
500,000
1,000,000
500,000
500,000
1,000,000
1,000,000
1,000,000
1,000,000
1,000,000
250,000
500,000
500,000
67,000
500,000
1,000,000
1,000,000
1,000,000
500,000
1,000,000
1,000,000
500,000
500,000
500,000
174,000
500,000
2,000,000
500,000
500,000
500,000
500,000
500,000
500,000
500,000
500,000
500,000
500,000
500,000
2,000,000
500,000
500,000
2,000,000
500,000
500,000
500,000
500,000
460,000
500,000
500,000
2,000,000
500,000
500,000
500,000
1,000,000
2,000,000
500,000
500,000
500,000
500,000
500,000
500,000
500,000
500,000
500,000
500,000
500,000
1,000,000
2,000,000
PROVINCE OF SASKATCHEWAN
BRITISH COLUMBIA PROV OF
BRITISH COLUMBIA I/P BON
PROVINCE OF QUEBEC
ONTARIO ELECTRICITY FIN
PROVINCE OF ALBERTA
PROVINCE OF QUEBEC
ONTARIO (PROVINCE OF)
ONTARIO (PROVINCE OF)
MANITOBA (PROVINCE OF)
BRITISH COLUMBIA PROV OF
PROVINCE OF QUEBEC
MANITOBA (PROVINCE OF)
ONTARIO (PROVINCE OF)
PROVINCE OF QUEBEC
PROVINCE OF ALBERTA
PROVINCE OF ALBERTA
ONTARIO (PROVINCE OF)
ONTARIO (PROVINCE OF)
MANITOBA (PROVINCE OF)
BRITISH COLUMBIA PROV OF
ONTARIO ELECTRICITY FIN
PROV OF NEW BRUNSWICK
PROVINCE OF QUEBEC
ONTARIO (PROVINCE OF)
ONTARIO (PROVINCE OF)
BRITISH COLUMBIA PROV OF
ONTARIO (PROVINCE OF)
PROV OF NEW BRUNSWICK
PROVINCE OF SASKATCHEWAN
ONTARIO (PROVINCE OF)
BRITISH COLUMBIA PROV OF
BRITISH COLUMBIA PROV OF
MANITOBA (PROVINCE OF)
PROVINCE OF ALBERTA
PROVINCE OF QUEBEC
MANITOBA (PROVINCE OF)
PROVINCE OF ALBERTA
ONTARIO (PROVINCE OF)
BRITISH COLUMBIA PROV OF
HYDRO-QUEBEC
PROVINCE OF SASKATCHEWAN
PROVINCE OF QUEBEC
ONTARIO (PROVINCE OF)
PROVINCE OF SASKATCHEWAN
PROVINCE OF ALBERTA
PROV OF NEW BRUNSWICK
FINANCEMENT QUEBEC
HYDRO-QUEBEC
HYDRO-QUEBEC
ONTARIO (PROVINCE OF)
BRITISH COLUMBIA PROV OF
PROVINCE OF SASKATCHEWAN
PROV OF NEW BRUNSWICK
PROVINCE OF QUEBEC
MANITOBA (PROVINCE OF)
PROVINCE OF SASKATCHEWAN
PROVINCE OF SASKATCHEWAN
PROV OF NEW BRUNSWICK
ONTARIO (PROVINCE OF)
BRITISH COLUMBIA PROV OF
MANITOBA (PROVINCE OF)
PROVINCE OF QUEBEC
ONTARIO (PROVINCE OF)
ONTARIO (PROVINCE OF)
PROV OF NEW BRUNSWICK
PROV OF NEW BRUNSWICK
HYDRO-QUEBEC
MANITOBA (PROVINCE OF)
PROVINCE OF SASKATCHEWAN
PROVINCE OF SASKATCHEWAN
COUPON MATURITY PRICE
3.20
6/3/2024
9.00 8/23/2024
9.00 8/23/2024
3.75
9/1/2024
9.00 5/26/2025
2.35
6/1/2025
5.35
6/1/2025
9.50
6/2/2025
2.60
6/2/2025
2.45
6/2/2025
2.85 6/18/2025
2.75
9/1/2025
4.40
9/5/2025
8.50 12/2/2025
8.50
4/1/2026
2.20
6/1/2026
4.30
6/1/2026
8.00
6/2/2026
2.40
6/2/2026
2.55
6/2/2026
2.30 6/18/2026
8.25 6/22/2026
2.60 8/14/2026
2.50
9/1/2026
8.00 12/2/2026
7.60
6/2/2027
6.15 11/19/2027
6.25 8/25/2028
5.65 12/27/2028
5.75
3/5/2029
6.50
3/8/2029
5.86 6/18/2029
5.70 6/18/2029
3.25
9/5/2029
2.90 9/20/2029
6.00 10/1/2029
6.30
3/5/2031
3.50
6/1/2031
6.20
6/2/2031
6.35 6/18/2031
6.00 8/15/2031
6.40
9/5/2031
6.25
6/1/2032
5.85
3/8/2033
5.80
9/5/2033
3.90 12/1/2033
5.50 1/27/2034
5.25
6/1/2034
6.50 1/16/2035
6.50 2/15/2035
5.60
6/2/2035
5.40 6/18/2035
5.60
9/5/2035
4.65 9/26/2035
5.75 12/1/2036
5.70
3/5/2037
5.00
3/5/2037
5.00
3/5/2037
4.55 3/26/2037
4.70
6/2/2037
4.70 6/18/2037
4.60
3/5/2038
5.00 12/1/2038
4.60
6/2/2039
5.65 7/13/2039
4.80 9/26/2039
4.80 9/26/2039
6.00 2/15/2040
4.65
3/5/2040
4.75
6/1/2040
4.75
6/1/2040
105.03
147.73
145.87
113.16
150.42
102.91
124.64
156.5
105.15
103.8
107.37
106.2
118.26
149.76
150.98
101.03
117.3
149.25
103.11
103.84
102.77
149.27
104.08
103.96
149.87
149.21
138.07
138.08
132.38
132.78
143.25
137.89
136.2
109.44
106.04
139.3
143.52
111.7
144.52
146.94
141.85
143.11
146.31
142.64
137.13
116.53
136.28
134.55
152.19
153.78
142.52
140.76
135.68
126.27
146.07
143.89
127.29
127.12
125.25
130.72
131.63
127.6
136.49
130.42
144.51
130.25
128.53
153.99
129.56
125.59
124.75
YIELD SPREAD
2.41
1.86
2.08
1.79
2.07
1.95
1.98
1.83
1.90
1.93
1.85
1.93
1.98
2.06
2.11
2.07
2.16
1.97
2.02
2.08
1.96
2.19
2.11
2.03
2.14
2.10
2.07
2.36
2.41
2.50
2.27
2.24
2.24
2.36
2.33
2.31
2.52
2.50
2.42
2.39
2.48
2.72
2.51
2.54
2.91
2.65
2.76
2.70
2.74
2.66
2.62
2.56
3.03
2.80
2.69
2.79
3.13
3.14
2.87
2.70
2.65
2.83
2.74
2.75
2.90
2.94
3.03
2.77
2.87
3.17
3.22
61.70
70.20
38.66
65.20
83.40
74.10
75.70
58.80
68.50
72.00
63.80
71.10
75.30
81.00
78.30
77.30
5.00
64.40
71.60
77.50
65.90
86.50
80.20
72.00
81.10
76.00
82.20
84.90
90.70
71.70
75.60
72.30
72.50
86.10
83.80
78.50
98.80
98.60
88.00
84.30
93.70
85.50
96.60
67.80
68.10
80.30
89.70
83.10
86.00
78.20
74.00
68.30
73.70
93.60
80.70
90.60
79.40
77.90
99.50
82.00
77.20
95.10
85.20
86.00
101.20
105.40
111.70
87.50
98.30
79.70
79.90
BENCHMARK S&P
CAN 2 1/2 24
CAN 2 1/2 24
BRCOL2.85 25
CAN 2 1/2 24
CAN 2 1/4 25
CAN 2 1/4 25
CAN 2 1/4 25
CAN 2 1/4 25
CAN 2 1/4 25
CAN 2 1/4 25
CAN 2 1/4 25
CAN 2 1/4 25
CAN 2 1/4 25
CAN 2 1/4 25
CAN 1 1/2 26
CAN 1 1/2 26
ALTA 2.2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 1 1/2 26
CAN 5 3/4 29
CAN 5 3/4 29
CAN 5 3/4 29
CAN 5 3/4 29
CAN 5 3/4 29
CAN 5 3/4 29
CAN 5 3/4 29
CAN 5 3/4 29
CAN 5 3/4 29
CAN 5 3/4 29
CAN 5 3/4 29
CAN 5 3/4 29
CAN 5 3/4 29
CAN 5 3/4 29
CAN 5 3/4 29
CAN 5 3/4 29
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
CAN 5 06/37
AAA
AAA
N.A.
A+
A+
A+
A+
A+
A+
AAAAA
A+
AAA+
A+
A+
A+
A+
A+
N.A.
AAA
A+
N.A.
A+
A+
A+
AAA
A+
A+
AAA
A+
AAA
AAA
AAA+
A+
AAA+
A+
AAA
A+
AAA
A+
A+
AAA
A+
A+
A+
A+
A+
A+
AAA
AAA
A+
A+
AAAAA
AAA
A+
A+
AAA
AAA+
A+
A+
A+
A+
A+
AAAAA
AAA
CUSIP
110709FY3
013051DB0
563469TM7
683234B98
642869AA9
642869AA9
74814ZEF6
803854JT6
563469TQ8
1107098Y1
563469TW5
68323AAY0
642869AE1
642869AE1
74814ZEK5
013051DK0
110709GC0
448814HZ9
68323ACC6
642866GG6
563469UB9
74814ZER0
563469UF0
013051DS3
68323ACY8
68323ADZ4
11070TAG3
110709FQ0
642866GL5
74814ZEW9
448814JA2
563469TH8
56344ZPV5
4488148V8
642866GE1
642866GE1
66989ZEG9
FACE VALUE ISSUER
500,000
500,000
500,000
500,000
500,000
500,000
500,000
2,000,000
500,000
500,000
500,000
500,000
500,000
500,000
500,000
500,000
500,000
500,000
500,000
500,000
500,000
500,000
500,000
250,000
1,000,000
500,000
500,000
250,000
500,000
1,000,000
500,000
500,000
500,000
500,000
150,000
2,000,000
2,000,000
BRITISH COLUMBIA PROV OF
PROVINCE OF ALBERTA
MANITOBA (PROVINCE OF)
ONTARIO (PROVINCE OF)
PROV OF NEW BRUNSWICK
PROV OF NEW BRUNSWICK
PROVINCE OF QUEBEC
PROVINCE OF SASKATCHEWAN
MANITOBA (PROVINCE OF)
BRITISH COLUMBIA PROV OF
MANITOBA (PROVINCE OF)
ONTARIO (PROVINCE OF)
PROV OF NEW BRUNSWICK
PROV OF NEW BRUNSWICK
PROVINCE OF QUEBEC
PROVINCE OF ALBERTA
BRITISH COLUMBIA PROV OF
HYDRO-QUEBEC
ONTARIO (PROVINCE OF)
PROV OF NEW BRUNSWICK
MANITOBA (PROVINCE OF)
PROVINCE OF QUEBEC
MANITOBA (PROVINCE OF)
PROVINCE OF ALBERTA
ONTARIO (PROVINCE OF)
ONTARIO (PROVINCE OF)
BRITISH COLUMBIA PROV OF
BRITISH COLUMBIA PROV OF
PROV OF NEW BRUNSWICK
PROVINCE OF QUEBEC
HYDRO-QUEBEC
MANITOBA (PROVINCE OF)
MANITOBA (PROVINCE OF)
HYDRO-QUEBEC
PROV OF NEW BRUNSWICK
PROV OF NEW BRUNSWICK
NOVA SCOTIA PROVINCE
COUPON MATURITY PRICE
4.95
4.50
4.10
4.65
4.80
4.80
5.00
3.40
4.40
4.30
3.35
3.50
3.55
3.55
4.25
3.45
3.20
5.00
3.45
3.80
4.05
3.50
2.85
3.30
2.90
2.80
2.80
4.90
3.10
3.50
5.00
4.70
3.15
4.00
3.55
3.55
3.50
6/18/2040
12/1/2040
3/5/2041
6/2/2041
6/3/2041
6/3/2041
12/1/2041
2/3/2042
3/5/2042
6/18/2042
3/5/2043
6/2/2043
6/3/2043
6/3/2043
12/1/2043
12/1/2043
6/18/2044
2/15/2045
6/2/2045
8/14/2045
9/5/2045
12/1/2045
9/5/2046
12/1/2046
12/2/2046
6/2/2048
6/18/2048
6/18/2048
8/14/2048
12/1/2048
2/15/2050
3/5/2050
9/5/2052
2/15/2055
6/3/2055
6/3/2055
6/2/2062
137.89
127.64
120.46
132.38
131.27
129.45
138.64
101.66
126.1
127.82
107.65
112.76
110.53
108.65
126.61
109.97
108.45
141.33
112.31
115.07
121.11
113.31
98.51
107.64
101.81
100.32
101.21
144.52
102.67
114.56
146.5
135.9
104.1
127.63
113.77
100.44
101.23
YIELD SPREAD
2.72
2.87
2.90
2.79
2.97
3.06
2.81
3.30
2.91
2.75
2.92
2.80
2.97
3.06
2.82
2.91
2.75
2.83
2.81
3.00
2.94
2.82
2.93
2.91
2.81
2.78
2.74
2.75
2.97
2.80
2.81
2.98
2.96
2.81
2.94
3.53
3.45
82.90
98.40
94.00
81.90
100.00
105.80
83.20
75.60
94.45
78.30
94.90
82.40
98.80
105.00
82.70
92.80
77.30
83.50
82.60
101.80
95.40
83.00
94.80
92.70
82.70
82.70
78.30
77.50
101.10
83.40
83.10
98.80
99.70
82.50
97.10
-19.29
87.30
BENCHMARK S&P
CAN 5 06/37
CAN 5 06/37
CAN 4 06/41
CAN 4 06/41
CAN 4 06/41
CAN 4 06/41
CAN 4 06/41
CAN 4 06/41
CAN 4 06/41
CAN 4 06/41
CAN 3 1/2 45
CAN 3 1/2 45
CAN 3 1/2 45
CAN 3 1/2 45
CAN 3 1/2 45
CAN 3 1/2 45
CAN 3 1/2 45
CAN 3 1/2 45
CAN 3 1/2 45
CAN 3 1/2 45
CAN 3 1/2 45
CAN 3 1/2 45
CAN 3 1/2 45
CAN 3 1/2 45
CAN 3 1/2 45
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 4 06/41
CAN 2 3/4 48
CAN 2 3/4 48
CAN 2 3/4 48
CAN 3 1/2 45
CAN 3 1/2 45
AAA
A+
AAA+
A+
A+
A+
AAA
AAAAA
AAA+
A+
A+
A+
A+
AAA
A+
A+
A+
AAA+
AAA+
A+
A+
AAA
AAA
A+
A+
A+
AAAAA+
A+
A+
N.A.
TERM DEPOSITS / GIC: LESS THAN 1 YEAR
Today:
15-Jun-17
Settlement:
16-Jun-17
*Prices and quantity are subject to change without notice
FINANCIAL INSTITUTION
B2B Bank
Bank of Nova Scotia Ag
Equitable Bank
Hollis Canadian Bank
ICICI Bank Canada
MCAN Mortgage Corp.
Manulife Bank
Manulife Trust
Montreal Trust Agt. Ser
NatCan Trust Agent Ser.
National Bank Agent Ser
National Trust Agent S.
REDEEMABLE
no
no
no
no
no
no
no
no
no
no
no
no
TERM DEPOSITS/ GICS: 30 TO 270 DAYS
REDEEMABLE TERM
30
60
0.45
0.45
0.85
0.9
0.45
0.45
0.1
0.1
0.5
0.6
0.5
0.6
0.45
0.45
0.75
0.75
0.75
0.75
0.45
0.45
TERM IN DAYS
90
120
0.45
0.5
0.45
0.45
0.95
1.05
0.45
0.45
0.5
0.5
0.65
0.65
0.65
0.65
0.45
0.45
0.75
0.75
0.75
0.75
0.45
0.45
180
0.6
0.7
1.15
0.7
0.1
0.7
0.8
0.8
0.7
0.8
0.8
0.7
270
0.65
0.7
1.2
0.7
0.1
0.9
0.9
0.9
0.7
0.8
0.8
0.7
TERM DEPOSITS / GIC: 1 - 6 YEARS
Today:
15-Jun-17
Settlement:
16-Jun-17
*Prices and quantity are subject to change without notice
TERM DEPOSITS/GICS: 1 TO 6 YEARS
FINANCIAL INSTITUTION
B2B Bank
Bank of Nova Scotia Ag
Equitable Bank
Equitable Bank
Hollis Canadian Bank
ICICI Bank Canada
MCAN Mortgage Corp.
Manulife Bank
Manulife Trust
Montreal Trust Agt. Ser
NatCan Trust Agent Ser.
National Bank Agent Ser
National Trust Agent S.
Royal Bank
Street Capital Bank
Zag Bank
COMPOUND
FREQUENCY
A
N
A
N
N
A
N
N
A
N
N
A
N
A
A
A
N
N
N
A
N
A
N
A
N
N
A
N
N
A
N
N
A
N
N
A
N
N
A
N
N
A
N
PAYMENT
FREQUENCY
E
A
E
A
A
E
A
A
E
A
A
E
A
E
E
E
A
A
A
E
A
E
A
E
A
A
E
A
A
E
A
A
E
A
A
E
A
A
E
A
A
E
A
REDEEMABLE
no
no
no
no
cashable
no
no
cashable
no
no
cashable
no
no
no
no
no
no
no
no
no
no
no
no
no
no
cashable
no
no
cashable
no
no
cashable
no
no
cashable
no
no
cashable
no
no
cashable
no
no
REDEEMABLE
TERM
30 days
30 days
30 days
30 days
30 days
30 days
30 days
30 days
90 days
TERM IN YEARS
1
1.2
1.2
1.05
1.05
0.8
1.81
1.81
1.15
1.05
1.05
0.8
1.57
1.57
1.85
1.95
1.95
1.85
1.95
1.95
1.05
1.05
1.05
1.05
1.05
1.05
0.8
1.05
1.05
0.75
1.05
1.05
0.75
1.05
1.05
0.8
1.05
0.7
1.7
1
1
2
3
1.82
1.82
1.25
1.25
1.91
1.91
1.25
1.25
1.73
1.73
2.2
2.3
2.3
2.2
2.3
2.3
1.25
1.25
1.25
1.25
1.25
1.25
1.25
1.25
1.25
1.25
1.25
1.25
1.25
1.25
2.1
2.1
1.3
1.3
4
1.92
1.92
1.35
1.35
1.96
1.96
1.35
1.35
1.85
1.85
2.35
2.45
2.45
2.35
2.45
2.45
1.4
1.4
1.4
1.4
1.35
1.35
1.4
1.4
1.4
1.4
1.35
1.35
1.4
1.4
2.35
2.35
1.5
1.5
5
1.95
1.95
1.55
1.55
2.04
2.04
1.55
1.55
2
2
2.35
2.45
2.45
2.35
2.45
2.45
1.6
1.6
1.6
1.6
1.55
1.55
1.6
1.6
1.6
1.6
1.55
1.55
1.15
1.6
2.35
2.35
1.75
1.75
6
2.2
2.2
1.7
1.7
2.22
2.22
1.7
1.7
2.15
2.15
2.4
2.5
2.5
2.4
2.5
2.5
1.85
1.85
1.85
1.85
1.7
1.7
1.75
1.75
1.75
1.75
1.7
1.7
1.7
1.7
2.35
2.35
1.9
1.9
-
Column Heading
Compound Frequency
Value
A
S
Q
BM
M
BW
W
D
N
Payment Frequency
A
S
Q
BM
M
BW
W
D
P
E
Description
Annually
Semi-annually
Quarterly
Bi-monthly
Monthly
Bi-weekly
Weekly
Daily
Not compounded
Annually
Semi-annually
Quarterly
Bi-monthly
Monthly
Bi-weekly
Weekly
Daily
Periodically
At maturity
Please note that cashable GIC redemptions before maturity may
take up to 4-5 business days to be credited to your account.