TXPR closed at 620.21, up 0.99% on the day. Volume today was 2.16-million, third-highest of the past 21 trading days.
CPD closed at 12.30, up 0.82% on the day. Volume was 64,420, fourth-highest of the past 21 trading days.
ZPR closed at 10.71, up 1.23% on the day. Volume was 268,330, second-highest of the past 21 trading days.
Five-year Canada yields were up to 3.20%.
| 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 | 0.5570 % | 2,227.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5570 % | 4,273.1 |
| Floater | 8.55 % | 8.98 % | 30,366 | 10.32 | 4 | 0.5570 % | 2,462.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2662 % | 3,628.3 |
| SplitShare | 4.76 % | 4.52 % | 75,031 | 3.03 | 6 | 0.2662 % | 4,333.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2662 % | 3,380.8 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2987 % | 2,816.6 |
| Perpetual-Discount | 6.11 % | 6.25 % | 55,054 | 13.49 | 31 | 0.2987 % | 3,071.4 |
| FixedReset Disc | 5.43 % | 6.90 % | 102,699 | 12.61 | 58 | 0.5627 % | 2,721.5 |
| Insurance Straight | 5.97 % | 6.11 % | 64,719 | 13.67 | 21 | 0.0296 % | 3,034.2 |
| FloatingReset | 6.55 % | 6.72 % | 40,924 | 12.79 | 2 | 0.7969 % | 3,279.3 |
| FixedReset Prem | 6.37 % | 5.60 % | 170,428 | 3.50 | 7 | -0.0550 % | 2,598.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5627 % | 2,781.9 |
| FixedReset Ins Non | 5.22 % | 6.34 % | 78,102 | 13.45 | 14 | 0.1785 % | 2,816.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.E | Insurance Straight | -6.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.06 % |
| CU.PR.G | Perpetual-Discount | -3.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 6.33 % |
| CU.PR.C | FixedReset Disc | -3.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 7.00 % |
| IFC.PR.A | FixedReset Ins Non | -2.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 6.57 % |
| TD.PF.I | FixedReset Prem | -1.23 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.71 Bid-YTW : 5.45 % |
| BN.PR.N | Perpetual-Discount | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.51 % |
| ENB.PR.F | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 7.74 % |
| BIP.PR.E | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 22.86 Evaluated at bid price : 23.85 Bid-YTW : 6.71 % |
| POW.PR.C | Perpetual-Discount | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 23.54 Evaluated at bid price : 23.81 Bid-YTW : 6.17 % |
| BN.PF.E | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 19.16 Evaluated at bid price : 19.16 Bid-YTW : 7.58 % |
| NA.PR.W | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 22.72 Evaluated at bid price : 23.90 Bid-YTW : 5.68 % |
| FTS.PR.G | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 21.61 Evaluated at bid price : 21.88 Bid-YTW : 6.36 % |
| MFC.PR.C | Insurance Straight | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 5.86 % |
| FFH.PR.E | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.43 % |
| FFH.PR.G | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 6.74 % |
| GWO.PR.Q | Insurance Straight | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 21.32 Evaluated at bid price : 21.32 Bid-YTW : 6.15 % |
| IFC.PR.C | FixedReset Ins Non | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 6.83 % |
| MFC.PR.I | FixedReset Ins Non | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 22.98 Evaluated at bid price : 23.95 Bid-YTW : 6.30 % |
| BN.PR.C | Floater | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 11.89 Evaluated at bid price : 11.89 Bid-YTW : 8.98 % |
| BN.PR.X | FixedReset Disc | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 16.20 Evaluated at bid price : 16.20 Bid-YTW : 7.79 % |
| BN.PF.G | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 7.51 % |
| BN.PR.R | FixedReset Disc | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 7.74 % |
| BN.PR.Z | FixedReset Disc | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 21.09 Evaluated at bid price : 21.09 Bid-YTW : 7.46 % |
| ENB.PF.A | FixedReset Disc | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 7.76 % |
| FFH.PR.F | FloatingReset | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 21.70 Evaluated at bid price : 21.70 Bid-YTW : 6.63 % |
| ENB.PF.G | FixedReset Disc | 1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 18.09 Evaluated at bid price : 18.09 Bid-YTW : 7.97 % |
| BN.PF.A | FixedReset Disc | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 22.84 Evaluated at bid price : 23.93 Bid-YTW : 6.65 % |
| BIP.PR.A | FixedReset Disc | 2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 22.76 Evaluated at bid price : 23.45 Bid-YTW : 7.17 % |
| BN.PR.T | FixedReset Disc | 2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 7.76 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.I | FixedReset Disc | 188,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 23.68 Evaluated at bid price : 24.20 Bid-YTW : 6.98 % |
| GWO.PR.M | Insurance Straight | 179,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 23.58 Evaluated at bid price : 23.85 Bid-YTW : 6.18 % |
| ENB.PR.P | FixedReset Disc | 109,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 7.55 % |
| CU.PR.E | Perpetual-Discount | 105,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.14 % |
| FFH.PR.C | FixedReset Disc | 69,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 24.09 Evaluated at bid price : 25.06 Bid-YTW : 6.40 % |
| TD.PF.A | FixedReset Disc | 65,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-25 Maturity Price : 22.25 Evaluated at bid price : 22.95 Bid-YTW : 5.82 % |
| There were 37 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.A | FixedReset Ins Non | Quote: 19.10 – 23.00 Spot Rate : 3.9000 Average : 2.4413 YTW SCENARIO |
| BIP.PR.F | FixedReset Disc | Quote: 23.79 – 25.50 Spot Rate : 1.7100 Average : 0.9714 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 18.90 – 20.39 Spot Rate : 1.4900 Average : 0.8197 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 23.85 – 25.10 Spot Rate : 1.2500 Average : 0.7703 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 19.95 – 21.29 Spot Rate : 1.3400 Average : 0.9887 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 17.90 – 18.70 Spot Rate : 0.8000 Average : 0.4610 YTW SCENARIO |