Page 14 Fixed Income Quarterly—Benchmark Barometer
Table 9.5: Ten Best Long Performers – Ranked by Total Return
Coupon Interest Price Total Issue (%) Maturity Par Value Return Return Return
Monthly
Weston Ltd. George - 96115ZAD4
Bell Canada PRYDES - 078149DV0 TransCanada PipeLines - 89353ZAY4 Transalta Corporation - 89347ZAE7 C.I.B.C. Capital Trust - 12544UAB7 Shaw Communications Inc. - 82028KAQ4 Loblaw Companies Ltd. - 53947ZAF4 Loblaw Companies Ltd. - 53947ZAH0 Loblaw Companies Ltd. - 53947ZAT4 Cameco Corporation - 13321LAJ7
7.10 7.65 6.27 6.90 10.25 6.75 6.50 6.45 6.54 5.09
02/05/2032 12/30/2031 07/18/2028 11/15/2030 06/30/2039 11/09/2039 01/22/2029 03/01/2039 02/17/2033 11/14/2042
150,000,000 150,000,000 106,900,000 147,210,000 300,000,000
1,429,300,000 175,000,000 120,000,000 188,000,000 100,000,000
0.44% 0.45% 0.41% 0.48% 0.53% 0.41% 0.42% 0.41% 0.42% 0.37%
2.65% 1.63% 1.57% 1.32% 1.20% 1.29% 1.24% 1.14% 1.05% 1.04%
3.10% 2.08% 1.98% 1.80% 1.72% 1.69% 1.66% 1.55% 1.47% 1.41%
YTD
Cameco Corporation - 13321LAJ7 Loblaw Companies Ltd. - 53947ZAH0 Loblaw Companies Ltd. - 53947ZAY3 Loblaw Companies Ltd. - 53947ZAX5 Loblaw Companies Ltd. - 53947ZAU1 Sobeys Inc. - 83357ZAL1
Shaw Communications Inc. - 82028KAQ4 Hydro One Inc. - 44810ZBG4
Loblaw Companies Ltd. - 53947ZAT4 Toronto Hydro Corp. - 89119ZAF0
5.09 6.45 5.90 6.15 6.05 6.64 6.75 3.79 6.54 3.96
11/14/2042 03/01/2039 01/18/2036 01/29/2035 06/09/2034 06/07/2040 11/09/2039 07/31/2062 02/17/2033 04/09/2063
100,000,000 120,000,000 300,000,000 200,000,000 200,000,000 150,000,000
1,429,300,000 310,000,000 188,000,000 200,000,000
1.26% 1.28% 1.24% 1.23% 1.34% 1.40% 1.38% 0.93% 1.30% 1.02%
10.04% 7.69% 7.46% 7.32% 7.18% 7.06% 6.97% 7.40% 6.98% 7.18%
11.29% 8.98% 8.71% 8.54% 8.53% 8.46% 8.35% 8.34% 8.28% 8.20%
Source: PCBond, a business unit of TSX Inc.
Table 9.6: Ten Worst Long Performers – Ranked by Total Return
Coupon Interest Price Total Issue (%) Maturity Par Value Return Return Return
Monthly
University of B.C. - 914104AB0
SEC LP & Arci Ltd - 784103AA1
Canadian Utilities Inc. - 12657ZAZ6
Ontario Infrastructure Projects Corp. - 683086AA0 Alberta - 01306ZDC2
Newfoundland - 651333FM3
University of B.C. - 914104AA2
New Brunswick - 642866FR3
Prince Edward Island - 741666CL3
TransLink - 83740TAC1
4.82 5.19 3.83 4.70 3.90 5.60 6.65 5.50 6.80 3.85
07/26/2035 08/29/2033 09/11/2062 06/01/2037 12/01/2033 10/17/2033 12/01/2031 01/27/2034 02/21/2030 02/09/2052
125,000,000 544,509,116 200,000,000 300,000,000
1,215,000,000 272,500,000 125,000,000 529,100,000
80,000,000 250,000,000
0.34% 0.38% 0.39% 0.35% 0.30% 0.36% 0.40% 0.35% 0.38% 0.32%
-1.78% -1.81% -1.77% -1.70% -1.52% -1.56% -1.59% -1.53% -1.56% -1.49%
-1.44% -1.43% -1.39% -1.35% -1.23% -1.20% -1.20% -1.18% -1.18% -1.17%
YTD
Can Pac Rail - 13645RAA2
Nova Gas Transmission Ltd - 66975ZAM6 York Region District Sch. - 987049AB9 York Region District Sch. - 987049AC7 City of Toronto - 891288CZ3
B.C. MFA - 626209HV5
Pearson Intl Fuel Facilities - 70501YAA0 On. Sch. Bd. Fin. Co. - 683244AE7
On. Sch. Bd. Fin. Co. - 683244AP2
On. Sch. Bd. Fin. Co. - 683244AA5
6.91 6.05 6.45 5.30 5.34 4.98 5.09 6.55 4.79 7.20
10/01/2024 07/16/2027 06/04/2024 06/03/2025 07/18/2027 04/06/2025 03/09/2032 10/19/2026 08/08/2030 06/09/2025
166,474,398 50,000,000 84,690,710 76,043,899 78,146,203 81,624,140 91,544,670
219,075,911 96,005,424 134,236,865
1.39% 1.37% 1.32% 1.14% 1.12% 1.07% 1.22% 1.31% 1.05% 1.42%
-0.38% 0.00% 0.87% 1.05% 1.32% 1.41% 1.33% 1.26% 1.81% 1.46%
1.01% 1.37% 2.19% 2.19% 2.44% 2.47% 2.55% 2.57% 2.87% 2.88%
Source: PCBond, a business unit of TSX Inc.