TXPR closed at 623.29, up 0.76% on the day after setting a new 52-week high. Volume today was 2.29-million, above the median of the past 21 trading days.
CPD closed at 12.415, up 0.85% on the day after setting a new 52-week high. Volume was 56,470, near the median of the past 21 trading days.
ZPR closed at 10.57, up 0.76% on the day after setting a new 52-week high. Volume was 156,150, near the median of the past 21 trading days.
Five-year Canada yields were down to 2.93%.
| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
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| Index | Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues | Day’s Perf. | Index Value |
| Ratchet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2566 % | 2,223.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2566 % | 4,265.2 |
| Floater | 10.06 % | 10.34 % | 32,890 | 9.19 | 2 | -0.2566 % | 2,458.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4226 % | 3,522.7 |
| SplitShare | 4.72 % | 5.65 % | 29,437 | 1.15 | 4 | 0.4226 % | 4,206.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4226 % | 3,282.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5036 % | 2,876.6 |
| Perpetual-Discount | 5.98 % | 6.12 % | 58,940 | 13.69 | 31 | 0.5036 % | 3,136.8 |
| FixedReset Disc | 5.38 % | 6.82 % | 141,935 | 12.70 | 62 | 0.1518 % | 2,669.9 |
| Insurance Straight | 5.79 % | 5.91 % | 66,036 | 13.94 | 21 | 0.8236 % | 3,125.2 |
| FloatingReset | 8.72 % | 8.69 % | 25,426 | 10.61 | 3 | -0.4162 % | 2,768.6 |
| FixedReset Prem | 6.72 % | 5.76 % | 233,920 | 12.07 | 5 | -0.1239 % | 2,563.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1518 % | 2,729.2 |
| FixedReset Ins Non | 5.22 % | 6.21 % | 106,183 | 13.78 | 14 | 0.4722 % | 2,813.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PF.G | FixedReset Disc | -17.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 9.11 % |
| MFC.PR.F | FixedReset Ins Non | -4.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 6.72 % |
| IFC.PR.A | FixedReset Ins Non | -2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 6.48 % |
| BN.PF.D | Perpetual-Discount | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 19.86 Evaluated at bid price : 19.86 Bid-YTW : 6.28 % |
| BN.PF.I | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 22.91 Evaluated at bid price : 23.75 Bid-YTW : 7.02 % |
| BIP.PR.B | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 24.12 Evaluated at bid price : 24.50 Bid-YTW : 7.60 % |
| ENB.PF.K | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 22.79 Evaluated at bid price : 23.75 Bid-YTW : 6.51 % |
| FTS.PR.J | Perpetual-Discount | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 20.71 Evaluated at bid price : 20.71 Bid-YTW : 5.77 % |
| PWF.PR.T | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 21.78 Evaluated at bid price : 22.17 Bid-YTW : 6.19 % |
| MFC.PR.I | FixedReset Ins Non | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 23.24 Evaluated at bid price : 24.65 Bid-YTW : 5.92 % |
| ENB.PR.F | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 7.40 % |
| BN.PF.B | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 21.34 Evaluated at bid price : 21.63 Bid-YTW : 6.82 % |
| FFH.PR.E | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 7.37 % |
| GWO.PR.I | Insurance Straight | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 5.84 % |
| ENB.PR.A | Perpetual-Discount | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 22.60 Evaluated at bid price : 22.85 Bid-YTW : 6.04 % |
| PVS.PR.J | SplitShare | 1.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.00 Bid-YTW : 5.65 % |
| ENB.PF.G | FixedReset Disc | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 17.67 Evaluated at bid price : 17.67 Bid-YTW : 7.80 % |
| FFH.PR.K | FixedReset Disc | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 22.14 Evaluated at bid price : 22.48 Bid-YTW : 7.05 % |
| SLF.PR.H | FixedReset Ins Non | 2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 19.46 Evaluated at bid price : 19.46 Bid-YTW : 6.33 % |
| GWO.PR.Q | Insurance Straight | 3.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 21.65 Evaluated at bid price : 21.90 Bid-YTW : 5.97 % |
| PWF.PR.Z | Perpetual-Discount | 4.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 6.15 % |
| MFC.PR.L | FixedReset Ins Non | 5.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 22.30 Evaluated at bid price : 23.02 Bid-YTW : 5.78 % |
| IFC.PR.I | Insurance Straight | 7.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 23.04 Evaluated at bid price : 23.50 Bid-YTW : 5.82 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PF.E | FixedReset Disc | 82,199 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 18.47 Evaluated at bid price : 18.47 Bid-YTW : 7.52 % |
| SLF.PR.G | FixedReset Ins Non | 61,084 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 16.38 Evaluated at bid price : 16.38 Bid-YTW : 6.58 % |
| ENB.PR.F | FixedReset Disc | 36,419 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 7.40 % |
| POW.PR.G | Perpetual-Discount | 34,233 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 22.63 Evaluated at bid price : 22.88 Bid-YTW : 6.20 % |
| TD.PF.D | FixedReset Disc | 31,515 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 23.27 Evaluated at bid price : 23.84 Bid-YTW : 5.93 % |
| ENB.PR.T | FixedReset Disc | 29,426 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-08-23 Maturity Price : 20.23 Evaluated at bid price : 20.23 Bid-YTW : 7.18 % |
| There were 66 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 : 1.9865 YTW SCENARIO |
| ENB.PF.C | FixedReset Disc | Quote: 17.99 – 19.61 Spot Rate : 1.6200 Average : 0.9259 YTW SCENARIO |
| GWO.PR.H | Insurance Straight | Quote: 20.63 – 22.00 Spot Rate : 1.3700 Average : 0.7670 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 22.46 – 23.64 Spot Rate : 1.1800 Average : 0.7235 YTW SCENARIO |
| NA.PR.S | FixedReset Disc | Quote: 25.10 – 26.10 Spot Rate : 1.0000 Average : 0.5517 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 21.20 – 22.50 Spot Rate : 1.3000 Average : 0.8533 YTW SCENARIO |