Another batch of 52-week highs today for TXPR, CPD and ZPR.
| 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 | 0.0400 % | 2,285.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0400 % | 4,383.6 |
| Floater | 7.63 % | 7.88 % | 35,467 | 11.54 | 4 | 0.0400 % | 2,526.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0624 % | 3,642.6 |
| SplitShare | 4.75 % | 4.46 % | 53,494 | 1.11 | 7 | 0.0624 % | 4,350.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0624 % | 3,394.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9291 % | 2,901.6 |
| Perpetual-Discount | 5.92 % | 6.08 % | 52,536 | 13.78 | 32 | 0.9291 % | 3,164.0 |
| FixedReset Disc | 5.31 % | 6.48 % | 102,656 | 12.77 | 53 | 0.4862 % | 2,831.5 |
| Insurance Straight | 5.88 % | 5.95 % | 63,813 | 13.99 | 21 | 0.8650 % | 3,081.5 |
| FloatingReset | 6.41 % | 6.50 % | 37,178 | 13.19 | 3 | 0.5090 % | 3,366.2 |
| FixedReset Prem | 6.15 % | 5.45 % | 172,620 | 13.45 | 8 | 0.1792 % | 2,613.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4862 % | 2,894.3 |
| FixedReset Ins Non | 5.23 % | 5.96 % | 76,060 | 13.85 | 14 | 0.1170 % | 2,891.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.G | FixedReset Ins Non | -6.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 6.94 % |
| MFC.PR.B | Insurance Straight | -2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 19.74 Evaluated at bid price : 19.74 Bid-YTW : 5.95 % |
| GWO.PR.Q | Insurance Straight | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 20.99 Evaluated at bid price : 20.99 Bid-YTW : 6.19 % |
| CU.PR.J | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.02 % |
| ENB.PR.P | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 20.57 Evaluated at bid price : 20.57 Bid-YTW : 6.96 % |
| ENB.PR.A | Perpetual-Discount | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 23.08 Evaluated at bid price : 23.34 Bid-YTW : 5.96 % |
| BN.PF.H | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : 3.99 % |
| GWO.PR.H | Insurance Straight | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 20.42 Evaluated at bid price : 20.42 Bid-YTW : 5.99 % |
| IFC.PR.F | Insurance Straight | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 22.17 Evaluated at bid price : 22.45 Bid-YTW : 5.93 % |
| IFC.PR.K | Insurance Straight | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 22.04 Evaluated at bid price : 22.35 Bid-YTW : 5.90 % |
| POW.PR.A | Perpetual-Discount | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 22.93 Evaluated at bid price : 23.20 Bid-YTW : 6.05 % |
| FFH.PR.I | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 22.53 Evaluated at bid price : 23.05 Bid-YTW : 6.20 % |
| PWF.PR.S | Perpetual-Discount | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 20.21 Evaluated at bid price : 20.21 Bid-YTW : 6.06 % |
| SLF.PR.D | Insurance Straight | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.61 % |
| FFH.PR.K | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-03-31 Maturity Price : 25.00 Evaluated at bid price : 24.40 Bid-YTW : 6.28 % |
| MFC.PR.C | Insurance Straight | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 5.67 % |
| BN.PF.D | Perpetual-Discount | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 6.35 % |
| BN.PR.M | Perpetual-Discount | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 18.84 Evaluated at bid price : 18.84 Bid-YTW : 6.36 % |
| CU.PR.E | Perpetual-Discount | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 21.08 Evaluated at bid price : 21.08 Bid-YTW : 5.89 % |
| FTS.PR.J | Perpetual-Discount | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 20.94 Evaluated at bid price : 20.94 Bid-YTW : 5.75 % |
| ENB.PF.C | FixedReset Disc | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 7.15 % |
| FTS.PR.F | Perpetual-Discount | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 21.65 Evaluated at bid price : 21.90 Bid-YTW : 5.65 % |
| ENB.PR.D | FixedReset Disc | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 19.13 Evaluated at bid price : 19.13 Bid-YTW : 7.17 % |
| BN.PR.N | Perpetual-Discount | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 6.32 % |
| GWO.PR.G | Insurance Straight | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 6.13 % |
| ENB.PF.G | FixedReset Disc | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 7.35 % |
| ENB.PF.K | FixedReset Disc | 2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 22.77 Evaluated at bid price : 23.63 Bid-YTW : 6.62 % |
| IFC.PR.A | FixedReset Ins Non | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 5.59 % |
| IFC.PR.I | Insurance Straight | 2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 22.63 Evaluated at bid price : 23.01 Bid-YTW : 5.89 % |
| ENB.PF.E | FixedReset Disc | 2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 7.27 % |
| MFC.PR.N | FixedReset Ins Non | 2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 21.55 Evaluated at bid price : 21.55 Bid-YTW : 6.20 % |
| PWF.PR.K | Perpetual-Discount | 2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 6.08 % |
| GWO.PR.I | Insurance Straight | 3.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 19.28 Evaluated at bid price : 19.28 Bid-YTW : 5.88 % |
| POW.PR.C | Perpetual-Discount | 3.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 6.06 % |
| GWO.PR.R | Insurance Straight | 3.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 20.34 Evaluated at bid price : 20.34 Bid-YTW : 5.95 % |
| IFC.PR.E | Insurance Straight | 4.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 21.66 Evaluated at bid price : 22.05 Bid-YTW : 5.92 % |
| PWF.PR.Z | Perpetual-Discount | 7.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 21.48 Evaluated at bid price : 21.48 Bid-YTW : 6.12 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.C | FixedReset Disc | 321,451 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-03-02 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : 4.48 % |
| ENB.PR.Y | FixedReset Disc | 57,830 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 18.94 Evaluated at bid price : 18.94 Bid-YTW : 7.20 % |
| TD.PF.J | FixedReset Prem | 24,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 23.43 Evaluated at bid price : 25.30 Bid-YTW : 5.67 % |
| NA.PR.G | FixedReset Prem | 23,180 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 23.62 Evaluated at bid price : 26.23 Bid-YTW : 5.79 % |
| MFC.PR.B | Insurance Straight | 20,499 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 19.74 Evaluated at bid price : 19.74 Bid-YTW : 5.95 % |
| TD.PF.D | FixedReset Disc | 20,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-03 Maturity Price : 24.18 Evaluated at bid price : 24.75 Bid-YTW : 5.82 % |
| There were 7 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.G | FixedReset Ins Non | Quote: 15.75 – 17.15 Spot Rate : 1.4000 Average : 0.9428 YTW SCENARIO |
| BN.PF.D | Perpetual-Discount | Quote: 19.45 – 20.48 Spot Rate : 1.0300 Average : 0.7195 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 24.25 – 25.88 Spot Rate : 1.6300 Average : 1.3277 YTW SCENARIO |
| GWO.PR.Q | Insurance Straight | Quote: 20.99 – 21.73 Spot Rate : 0.7400 Average : 0.4586 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 22.05 – 24.25 Spot Rate : 2.2000 Average : 1.9575 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 22.65 – 23.45 Spot Rate : 0.8000 Average : 0.5681 YTW SCENARIO |