TXPR closed at 622.34, up 0.64% on the day. Volume today was 2.26-million, highest of the past 21 trading days.
CPD closed at 12.38, up 0.49% on the day. Volume was 49,540, near the median of the past 21 trading days.
ZPR closed at 10.57, up 0.19% on the day. Volume was 305,610, third-highest of the past 21 trading days.
Five-year Canada yields were down to 2.90%.
| 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 | -0.1701 % | 2,145.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1701 % | 4,115.3 |
| Floater | 9.62 % | 10.20 % | 36,757 | 9.38 | 4 | -0.1701 % | 2,371.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0400 % | 3,605.9 |
| SplitShare | 4.79 % | 5.19 % | 42,280 | 1.30 | 8 | -0.0400 % | 4,306.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0400 % | 3,359.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2531 % | 2,914.9 |
| Perpetual-Discount | 5.90 % | 5.98 % | 51,302 | 13.92 | 31 | 0.2531 % | 3,178.5 |
| FixedReset Disc | 5.51 % | 6.89 % | 118,695 | 12.56 | 58 | 0.1423 % | 2,667.1 |
| Insurance Straight | 5.76 % | 5.86 % | 59,359 | 14.08 | 20 | 0.2501 % | 3,142.6 |
| FloatingReset | 7.85 % | 7.95 % | 26,615 | 11.41 | 1 | 1.1765 % | 2,831.4 |
| FixedReset Prem | 6.44 % | 5.68 % | 206,781 | 13.57 | 7 | 0.1895 % | 2,571.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1423 % | 2,726.4 |
| FixedReset Ins Non | 5.19 % | 6.16 % | 92,832 | 13.66 | 14 | 0.6898 % | 2,831.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| NA.PR.S | FixedReset Disc | -7.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 22.21 Evaluated at bid price : 22.85 Bid-YTW : 6.14 % |
| ENB.PF.A | FixedReset Disc | -1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 7.67 % |
| GWO.PR.Q | Insurance Straight | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 21.35 Evaluated at bid price : 21.62 Bid-YTW : 6.01 % |
| CU.PR.D | Perpetual-Discount | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 20.54 Evaluated at bid price : 20.54 Bid-YTW : 6.06 % |
| BN.PR.N | Perpetual-Discount | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 6.29 % |
| BN.PF.C | Perpetual-Discount | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.21 % |
| TD.PF.D | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 23.49 Evaluated at bid price : 24.10 Bid-YTW : 5.87 % |
| FFH.PR.E | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 7.48 % |
| BIP.PR.E | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 22.59 Evaluated at bid price : 23.35 Bid-YTW : 6.64 % |
| FFH.PR.D | FloatingReset | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 22.10 Evaluated at bid price : 22.36 Bid-YTW : 7.95 % |
| TD.PF.E | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 23.50 Evaluated at bid price : 24.03 Bid-YTW : 5.93 % |
| MFC.PR.F | FixedReset Ins Non | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 6.51 % |
| ENB.PR.F | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 7.55 % |
| PWF.PR.S | Perpetual-Discount | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 20.48 Evaluated at bid price : 20.48 Bid-YTW : 5.89 % |
| BN.PR.M | Perpetual-Discount | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 6.10 % |
| ENB.PF.G | FixedReset Disc | 2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 17.38 Evaluated at bid price : 17.38 Bid-YTW : 8.03 % |
| SLF.PR.G | FixedReset Ins Non | 2.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 6.62 % |
| IFC.PR.G | FixedReset Ins Non | 3.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 23.01 Evaluated at bid price : 24.29 Bid-YTW : 5.83 % |
| BN.PF.I | FixedReset Disc | 3.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 22.28 Evaluated at bid price : 22.65 Bid-YTW : 7.35 % |
| GWO.PR.T | Insurance Straight | 3.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 22.00 Evaluated at bid price : 22.00 Bid-YTW : 5.92 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PF.A | Perpetual-Discount | 252,482 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 5.89 % |
| GWO.PR.R | Insurance Straight | 251,312 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.83 % |
| IFC.PR.F | Insurance Straight | 152,264 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 22.53 Evaluated at bid price : 22.81 Bid-YTW : 5.86 % |
| ENB.PR.Y | FixedReset Disc | 88,828 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 7.58 % |
| ENB.PF.A | FixedReset Disc | 74,289 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 7.67 % |
| ENB.PR.D | FixedReset Disc | 72,485 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-10-18 Maturity Price : 18.19 Evaluated at bid price : 18.19 Bid-YTW : 7.56 % |
| There were 34 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| NA.PR.S | FixedReset Disc | Quote: 22.85 – 24.96 Spot Rate : 2.1100 Average : 1.1823 YTW SCENARIO |
| ENB.PF.A | FixedReset Disc | Quote: 18.76 – 19.72 Spot Rate : 0.9600 Average : 0.5348 YTW SCENARIO |
| PWF.PR.H | Perpetual-Discount | Quote: 23.70 – 24.40 Spot Rate : 0.7000 Average : 0.4082 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 20.54 – 21.38 Spot Rate : 0.8400 Average : 0.5780 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 21.91 – 22.70 Spot Rate : 0.7900 Average : 0.5315 YTW SCENARIO |
| GWO.PR.H | Insurance Straight | Quote: 20.66 – 21.28 Spot Rate : 0.6200 Average : 0.3944 YTW SCENARIO |