The TXPR price index set a new 52-week high today, with today’s high of 667.61 edging the old 52-week high of 667.47 set 2025-7-9.
And five-year Canadas are now at 3.03%
HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
Index | Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues | Day’s Perf. | Index Value |
Ratchet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4338 % | 2,327.5 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4338 % | 4,530.7 |
Floater | 6.86 % | 6.87 % | 51,473 | 12.73 | 2 | -0.4338 % | 2,611.1 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2644 % | 3,662.2 |
SplitShare | 4.78 % | 4.56 % | 59,558 | 2.47 | 7 | -0.2644 % | 4,373.5 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2644 % | 3,412.4 |
Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4772 % | 2,967.9 |
Perpetual-Discount | 5.80 % | 5.90 % | 46,432 | 14.08 | 32 | -0.4772 % | 3,236.3 |
FixedReset Disc | 5.66 % | 6.25 % | 120,559 | 13.18 | 40 | -0.0523 % | 2,968.9 |
Insurance Straight | 5.68 % | 5.78 % | 52,301 | 14.26 | 19 | 0.3852 % | 3,189.4 |
FloatingReset | 5.54 % | 5.37 % | 40,568 | 14.86 | 2 | 1.2069 % | 3,673.5 |
FixedReset Prem | 5.77 % | 5.10 % | 122,585 | 3.00 | 16 | -0.4154 % | 2,608.4 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0523 % | 3,034.8 |
FixedReset Ins Non | 5.26 % | 5.67 % | 66,596 | 14.07 | 14 | 0.2302 % | 3,040.8 |
Performance Highlights | |||
Issue | Index | Change | Notes |
PWF.PR.T | FixedReset Disc | -7.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-11 Maturity Price : 21.96 Evaluated at bid price : 22.35 Bid-YTW : 6.10 % |
CU.PR.F | Perpetual-Discount | -6.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-11 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 6.13 % |
CU.PR.G | Perpetual-Discount | -5.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-11 Maturity Price : 18.99 Evaluated at bid price : 18.99 Bid-YTW : 6.01 % |
BN.PF.I | FixedReset Prem | -4.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-11 Maturity Price : 23.16 Evaluated at bid price : 23.55 Bid-YTW : 7.17 % |
POW.PR.D | Perpetual-Discount | -4.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-11 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 5.98 % |
ELF.PR.F | Perpetual-Discount | -4.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-11 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 6.05 % |
PWF.PR.F | Perpetual-Discount | -3.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-11 Maturity Price : 21.51 Evaluated at bid price : 21.77 Bid-YTW : 6.04 % |
GWO.PR.T | Insurance Straight | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-11 Maturity Price : 21.54 Evaluated at bid price : 21.85 Bid-YTW : 5.93 % |
PVS.PR.L | SplitShare | -1.40 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-06-30 Maturity Price : 25.00 Evaluated at bid price : 26.01 Bid-YTW : 4.73 % |
BN.PR.B | Floater | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-11 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 7.01 % |
BN.PR.N | Perpetual-Discount | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-11 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.99 % |
BN.PF.B | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-11 Maturity Price : 22.55 Evaluated at bid price : 23.33 Bid-YTW : 6.22 % |
BN.PF.D | Perpetual-Discount | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-11 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 6.00 % |
GWO.PR.R | Insurance Straight | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-11 Maturity Price : 20.91 Evaluated at bid price : 20.91 Bid-YTW : 5.79 % |
CU.PR.D | Perpetual-Discount | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-11 Maturity Price : 21.13 Evaluated at bid price : 21.13 Bid-YTW : 5.88 % |
GWO.PR.H | Insurance Straight | 2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-11 Maturity Price : 21.33 Evaluated at bid price : 21.60 Bid-YTW : 5.65 % |
MFC.PR.J | FixedReset Ins Non | 2.65 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.61 Bid-YTW : 5.36 % |
SLF.PR.J | FloatingReset | 2.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-11 Maturity Price : 17.48 Evaluated at bid price : 17.48 Bid-YTW : 5.88 % |
CU.PR.J | Perpetual-Discount | 3.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-11 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 5.82 % |
GWO.PR.M | Insurance Straight | 7.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-11 Maturity Price : 24.35 Evaluated at bid price : 24.66 Bid-YTW : 5.92 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
CM.PR.Q | FixedReset Disc | 500,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-08-30 Maturity Price : 25.00 Evaluated at bid price : 24.96 Bid-YTW : 5.07 % |
BMO.PR.Y | FixedReset Disc | 245,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.09 Bid-YTW : 3.28 % |
BN.PF.G | FixedReset Disc | 76,945 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-11 Maturity Price : 21.89 Evaluated at bid price : 22.37 Bid-YTW : 6.53 % |
ENB.PR.P | FixedReset Disc | 63,410 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-11 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 6.68 % |
CU.PR.I | FixedReset Prem | 32,901 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 4.75 % |
BN.PF.A | FixedReset Disc | 21,008 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-11 Maturity Price : 23.28 Evaluated at bid price : 24.82 Bid-YTW : 6.14 % |
There were 4 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible. | ||
Issue | Index | Quote Data and Yield Notes |
CU.PR.F | Perpetual-Discount | Quote: 18.65 – 21.75 Spot Rate : 3.1000 Average : 1.8747 YTW SCENARIO |
ENB.PR.D | FixedReset Disc | Quote: 20.33 – 22.98 Spot Rate : 2.6500 Average : 1.5041 YTW SCENARIO |
PWF.PR.T | FixedReset Disc | Quote: 22.35 – 24.39 Spot Rate : 2.0400 Average : 1.1536 YTW SCENARIO |
BN.PF.I | FixedReset Prem | Quote: 23.55 – 25.00 Spot Rate : 1.4500 Average : 0.8403 YTW SCENARIO |
MFC.PR.M | FixedReset Ins Non | Quote: 21.15 – 24.70 Spot Rate : 3.5500 Average : 2.9437 YTW SCENARIO |
CU.PR.G | Perpetual-Discount | Quote: 18.99 – 20.22 Spot Rate : 1.2300 Average : 0.7286 YTW SCENARIO |