Another good solid day for TXPR, which gained 0.32% and set a new 52-week high despite (because of?) the BoC policy easing.
| 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 | -0.2373 % | 2,305.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2373 % | 4,422.1 |
| Floater | 8.26 % | 8.60 % | 31,839 | 10.66 | 4 | -0.2373 % | 2,548.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1534 % | 3,628.2 |
| SplitShare | 4.77 % | 4.24 % | 65,021 | 1.18 | 7 | -0.1534 % | 4,332.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1534 % | 3,380.6 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7053 % | 2,899.3 |
| Perpetual-Discount | 5.92 % | 6.09 % | 52,745 | 13.71 | 32 | 0.7053 % | 3,161.5 |
| FixedReset Disc | 5.43 % | 6.63 % | 106,179 | 12.81 | 53 | 0.2723 % | 2,767.4 |
| Insurance Straight | 5.91 % | 5.99 % | 68,997 | 13.97 | 21 | -0.0923 % | 3,062.8 |
| FloatingReset | 6.41 % | 6.04 % | 33,710 | 12.79 | 4 | 0.0462 % | 3,378.4 |
| FixedReset Prem | 6.03 % | 5.48 % | 222,848 | 13.89 | 9 | -0.0997 % | 2,598.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2723 % | 2,828.8 |
| FixedReset Ins Non | 5.16 % | 5.90 % | 84,884 | 13.94 | 14 | 0.4390 % | 2,848.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.E | Insurance Straight | -7.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.94 % |
| SLF.PR.C | Insurance Straight | -5.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.88 % |
| GWO.PR.N | FixedReset Ins Non | -3.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 6.68 % |
| SLF.PR.D | Insurance Straight | -2.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 19.98 Evaluated at bid price : 19.98 Bid-YTW : 5.59 % |
| BN.PF.J | FixedReset Disc | -2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 21.38 Evaluated at bid price : 21.70 Bid-YTW : 7.10 % |
| FFH.PR.E | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 21.96 Evaluated at bid price : 22.50 Bid-YTW : 5.60 % |
| PVS.PR.L | SplitShare | -1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 5.38 % |
| FFH.PR.F | FloatingReset | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 22.51 Evaluated at bid price : 22.75 Bid-YTW : 6.04 % |
| BN.PR.X | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 7.10 % |
| PWF.PR.G | Perpetual-Discount | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 24.34 Evaluated at bid price : 24.65 Bid-YTW : 6.06 % |
| CU.PR.G | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 5.93 % |
| ELF.PR.H | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 6.14 % |
| POW.PR.G | Perpetual-Discount | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 22.98 Evaluated at bid price : 23.25 Bid-YTW : 6.12 % |
| GWO.PR.H | Insurance Straight | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 5.97 % |
| GWO.PR.S | Insurance Straight | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 21.65 Evaluated at bid price : 21.90 Bid-YTW : 6.00 % |
| FFH.PR.G | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 21.51 Evaluated at bid price : 21.86 Bid-YTW : 6.13 % |
| MFC.PR.I | FixedReset Ins Non | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 23.05 Evaluated at bid price : 24.08 Bid-YTW : 5.98 % |
| CCS.PR.C | Insurance Straight | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 6.02 % |
| GWO.PR.T | Insurance Straight | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 21.53 Evaluated at bid price : 21.53 Bid-YTW : 6.00 % |
| PWF.PR.Z | Perpetual-Discount | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 6.11 % |
| BN.PF.E | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 6.99 % |
| PWF.PR.S | Perpetual-Discount | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 20.09 Evaluated at bid price : 20.09 Bid-YTW : 6.07 % |
| BN.PF.F | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 6.96 % |
| GWO.PR.L | Insurance Straight | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 23.41 Evaluated at bid price : 23.70 Bid-YTW : 5.97 % |
| BN.PR.M | Perpetual-Discount | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 19.32 Evaluated at bid price : 19.32 Bid-YTW : 6.28 % |
| ENB.PR.N | FixedReset Disc | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 21.76 Evaluated at bid price : 22.10 Bid-YTW : 6.65 % |
| POW.PR.D | Perpetual-Discount | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 6.03 % |
| MFC.PR.B | Insurance Straight | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.70 % |
| PWF.PR.R | Perpetual-Discount | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 6.12 % |
| BN.PR.R | FixedReset Disc | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 17.91 Evaluated at bid price : 17.91 Bid-YTW : 7.03 % |
| SLF.PR.J | FloatingReset | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 7.06 % |
| MFC.PR.C | Insurance Straight | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 20.02 Evaluated at bid price : 20.02 Bid-YTW : 5.65 % |
| BN.PR.Z | FixedReset Disc | 2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 21.90 Evaluated at bid price : 22.20 Bid-YTW : 6.77 % |
| ENB.PR.F | FixedReset Disc | 2.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 7.14 % |
| IFC.PR.G | FixedReset Ins Non | 3.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 23.10 Evaluated at bid price : 24.45 Bid-YTW : 5.73 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.C | FixedReset Disc | 209,958 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 23.86 Evaluated at bid price : 24.85 Bid-YTW : 5.14 % |
| TD.PF.J | FixedReset Prem | 128,405 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 23.36 Evaluated at bid price : 25.10 Bid-YTW : 5.58 % |
| GWO.PR.R | Insurance Straight | 54,810 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 5.99 % |
| CU.PR.E | Perpetual-Discount | 51,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 5.93 % |
| FFH.PR.E | FixedReset Disc | 50,615 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 21.96 Evaluated at bid price : 22.50 Bid-YTW : 5.60 % |
| PWF.PR.Z | Perpetual-Discount | 44,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-11 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 6.11 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.F | Insurance Straight | Quote: 22.30 – 25.00 Spot Rate : 2.7000 Average : 1.6984 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 19.00 – 20.70 Spot Rate : 1.7000 Average : 0.9961 YTW SCENARIO |
| ELF.PR.H | Perpetual-Discount | Quote: 22.75 – 24.00 Spot Rate : 1.2500 Average : 0.7543 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 19.00 – 20.50 Spot Rate : 1.5000 Average : 1.0154 YTW SCENARIO |
| ENB.PF.A | FixedReset Disc | Quote: 19.75 – 20.90 Spot Rate : 1.1500 Average : 0.6717 YTW SCENARIO |
| BN.PF.J | FixedReset Disc | Quote: 21.70 – 23.20 Spot Rate : 1.5000 Average : 1.0546 YTW SCENARIO |