TXPR closed at 604.21, down 0.63% on the day. Volume today was 1.25-million, lowest of the past 21 trading days.
CPD closed at 12.00, down 0.66% on the day. Volume was 70,520, near the median of the past 21 trading days.
ZPR closed at 10.19, down 0.78% on the day. Volume was 203,170, third-highest of the past 21 trading days.
Five-year Canada yields were up to 3.02%.
| 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 | -0.0431 % | 2,210.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0431 % | 4,239.6 |
| Floater | 10.12 % | 10.28 % | 28,899 | 9.28 | 2 | -0.0431 % | 2,443.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3903 % | 3,534.2 |
| SplitShare | 4.71 % | 6.32 % | 30,014 | 1.18 | 4 | 0.3903 % | 4,220.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3903 % | 3,293.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3258 % | 2,820.9 |
| Perpetual-Discount | 6.10 % | 6.23 % | 61,812 | 13.54 | 31 | -0.3258 % | 3,076.1 |
| FixedReset Disc | 5.52 % | 7.04 % | 140,897 | 12.41 | 62 | -0.8819 % | 2,605.3 |
| Insurance Straight | 5.98 % | 6.15 % | 65,836 | 13.66 | 21 | -0.2684 % | 3,025.9 |
| FloatingReset | 8.88 % | 8.95 % | 27,780 | 10.40 | 3 | 0.5305 % | 2,741.1 |
| FixedReset Prem | 6.81 % | 5.94 % | 260,519 | 11.99 | 5 | -0.4382 % | 2,529.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8819 % | 2,663.1 |
| FixedReset Ins Non | 5.29 % | 6.27 % | 106,084 | 13.52 | 14 | 0.5486 % | 2,777.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PF.G | FixedReset Disc | -14.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 9.05 % |
| PWF.PR.P | FixedReset Disc | -5.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 14.08 Evaluated at bid price : 14.08 Bid-YTW : 7.70 % |
| FFH.PR.I | FixedReset Disc | -4.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 17.82 Evaluated at bid price : 17.82 Bid-YTW : 7.92 % |
| FFH.PR.C | FixedReset Disc | -3.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 20.88 Evaluated at bid price : 20.88 Bid-YTW : 7.42 % |
| MFC.PR.F | FixedReset Ins Non | -2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 6.42 % |
| IFC.PR.C | FixedReset Ins Non | -2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.74 % |
| IFC.PR.F | Insurance Straight | -2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.33 % |
| FFH.PR.G | FixedReset Disc | -2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 7.82 % |
| CCS.PR.C | Insurance Straight | -2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 19.96 Evaluated at bid price : 19.96 Bid-YTW : 6.36 % |
| CU.PR.E | Perpetual-Discount | -2.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 6.24 % |
| BN.PF.J | FixedReset Disc | -2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 22.24 Evaluated at bid price : 22.75 Bid-YTW : 6.82 % |
| BN.PR.Z | FixedReset Disc | -2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 7.40 % |
| ENB.PR.F | FixedReset Disc | -2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 7.81 % |
| FFH.PR.E | FixedReset Disc | -2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 7.50 % |
| FFH.PR.K | FixedReset Disc | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 7.42 % |
| FFH.PR.D | FloatingReset | -2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 8.95 % |
| SLF.PR.G | FixedReset Ins Non | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 16.18 Evaluated at bid price : 16.18 Bid-YTW : 6.62 % |
| FFH.PR.M | FixedReset Disc | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 23.33 Evaluated at bid price : 24.01 Bid-YTW : 7.24 % |
| TD.PF.C | FixedReset Disc | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 22.76 Evaluated at bid price : 23.51 Bid-YTW : 5.53 % |
| MIC.PR.A | Perpetual-Discount | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 6.91 % |
| BN.PR.T | FixedReset Disc | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 16.10 Evaluated at bid price : 16.10 Bid-YTW : 7.91 % |
| IFC.PR.K | Insurance Straight | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 21.42 Evaluated at bid price : 21.75 Bid-YTW : 6.11 % |
| CU.PR.D | Perpetual-Discount | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.25 % |
| FTS.PR.J | Perpetual-Discount | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 19.92 Evaluated at bid price : 19.92 Bid-YTW : 6.08 % |
| BN.PF.I | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 22.37 Evaluated at bid price : 22.83 Bid-YTW : 7.28 % |
| TD.PF.A | FixedReset Disc | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 23.01 Evaluated at bid price : 24.00 Bid-YTW : 5.42 % |
| SLF.PR.J | FloatingReset | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 8.63 % |
| MFC.PR.L | FixedReset Ins Non | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 21.71 Evaluated at bid price : 22.10 Bid-YTW : 6.02 % |
| CM.PR.P | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 22.86 Evaluated at bid price : 23.62 Bid-YTW : 5.50 % |
| MFC.PR.K | FixedReset Ins Non | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 22.69 Evaluated at bid price : 23.68 Bid-YTW : 5.87 % |
| FTS.PR.K | FixedReset Disc | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 19.54 Evaluated at bid price : 19.54 Bid-YTW : 6.78 % |
| FTS.PR.H | FixedReset Disc | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 14.69 Evaluated at bid price : 14.69 Bid-YTW : 7.40 % |
| RY.PR.O | Perpetual-Discount | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 23.33 Evaluated at bid price : 23.60 Bid-YTW : 5.19 % |
| GWO.PR.Y | Insurance Straight | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.14 % |
| GWO.PR.R | Insurance Straight | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.15 % |
| BN.PR.X | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 15.98 Evaluated at bid price : 15.98 Bid-YTW : 7.57 % |
| MFC.PR.Q | FixedReset Ins Non | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 22.74 Evaluated at bid price : 23.73 Bid-YTW : 6.00 % |
| FTS.PR.M | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 19.48 Evaluated at bid price : 19.48 Bid-YTW : 7.12 % |
| IFC.PR.G | FixedReset Ins Non | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 22.20 Evaluated at bid price : 22.75 Bid-YTW : 6.30 % |
| TD.PF.D | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 23.14 Evaluated at bid price : 23.70 Bid-YTW : 5.94 % |
| RY.PR.N | Perpetual-Discount | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 23.54 Evaluated at bid price : 23.80 Bid-YTW : 5.15 % |
| BMO.PR.W | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 23.41 Evaluated at bid price : 24.31 Bid-YTW : 5.31 % |
| MFC.PR.C | Insurance Straight | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 5.75 % |
| IFC.PR.I | Insurance Straight | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 22.25 Evaluated at bid price : 22.55 Bid-YTW : 6.06 % |
| BN.PR.M | Perpetual-Discount | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 6.23 % |
| PVS.PR.K | SplitShare | 1.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.05 Bid-YTW : 5.57 % |
| PWF.PR.G | Perpetual-Discount | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 23.48 Evaluated at bid price : 23.75 Bid-YTW : 6.25 % |
| SLF.PR.C | Insurance Straight | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 5.58 % |
| GWO.PR.G | Insurance Straight | 3.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 6.18 % |
| ENB.PF.G | FixedReset Disc | 4.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 8.05 % |
| FFH.PR.H | FloatingReset | 5.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 9.61 % |
| ENB.PF.E | FixedReset Disc | 7.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 8.07 % |
| MFC.PR.M | FixedReset Ins Non | 27.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.35 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PR.H | FixedReset Disc | 89,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 19.53 Evaluated at bid price : 19.53 Bid-YTW : 7.09 % |
| RY.PR.H | FixedReset Disc | 46,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 23.97 Evaluated at bid price : 24.93 Bid-YTW : 5.24 % |
| NA.PR.S | FixedReset Disc | 38,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 22.95 Evaluated at bid price : 24.38 Bid-YTW : 5.73 % |
| TD.PF.J | FixedReset Disc | 35,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 23.19 Evaluated at bid price : 24.76 Bid-YTW : 5.73 % |
| FFH.PR.C | FixedReset Disc | 34,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 20.88 Evaluated at bid price : 20.88 Bid-YTW : 7.42 % |
| POW.PR.G | Perpetual-Discount | 29,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-06 Maturity Price : 22.33 Evaluated at bid price : 22.60 Bid-YTW : 6.26 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PF.G | FixedReset Disc | Quote: 15.80 – 19.35 Spot Rate : 3.5500 Average : 1.9951 YTW SCENARIO |
| FFH.PR.D | FloatingReset | Quote: 21.40 – 22.95 Spot Rate : 1.5500 Average : 0.9734 YTW SCENARIO |
| BN.PR.R | FixedReset Disc | Quote: 16.01 – 17.20 Spot Rate : 1.1900 Average : 0.8332 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 21.35 – 22.50 Spot Rate : 1.1500 Average : 0.7936 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 21.25 – 22.61 Spot Rate : 1.3600 Average : 1.0121 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 14.08 – 15.04 Spot Rate : 0.9600 Average : 0.6333 YTW SCENARIO |