The TXPR price index celebrated Bastille Day with another 52-week high, with today’s high and closing value of 668.14 eclipsing the prior mark of 667.61 set 2025-7-11.
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 | -0.2376 % | 2,321.9 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2376 % | 4,520.0 |
Floater | 6.88 % | 6.91 % | 50,839 | 12.67 | 2 | -0.2376 % | 2,604.9 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1241 % | 3,666.8 |
SplitShare | 4.77 % | 4.46 % | 57,397 | 2.46 | 7 | 0.1241 % | 4,378.9 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1241 % | 3,416.6 |
Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3836 % | 2,979.3 |
Perpetual-Discount | 5.78 % | 5.87 % | 46,892 | 14.08 | 32 | 0.3836 % | 3,248.7 |
FixedReset Disc | 5.65 % | 6.26 % | 120,187 | 13.13 | 40 | 0.1836 % | 2,974.4 |
Insurance Straight | 5.67 % | 5.76 % | 50,512 | 14.27 | 19 | 0.1799 % | 3,195.2 |
FloatingReset | 5.74 % | 5.36 % | 39,974 | 14.86 | 2 | -3.4820 % | 3,545.6 |
FixedReset Prem | 5.77 % | 5.02 % | 118,702 | 2.99 | 16 | 0.1025 % | 2,611.1 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1836 % | 3,040.4 |
FixedReset Ins Non | 5.25 % | 5.62 % | 64,015 | 14.15 | 14 | 0.1982 % | 3,046.8 |
Performance Highlights | |||
Issue | Index | Change | Notes |
BN.PR.N | Perpetual-Discount | -8.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-14 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 6.56 % |
SLF.PR.J | FloatingReset | -8.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-14 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 6.43 % |
GWO.PR.H | Insurance Straight | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-14 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 5.79 % |
BN.PF.B | FixedReset Disc | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-14 Maturity Price : 22.37 Evaluated at bid price : 23.01 Bid-YTW : 6.32 % |
BN.PR.X | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-14 Maturity Price : 19.19 Evaluated at bid price : 19.19 Bid-YTW : 6.33 % |
ENB.PF.C | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-14 Maturity Price : 20.86 Evaluated at bid price : 20.86 Bid-YTW : 6.85 % |
RY.PR.S | FixedReset Prem | 1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-02-24 Maturity Price : 25.00 Evaluated at bid price : 26.16 Bid-YTW : 4.75 % |
PWF.PR.L | Perpetual-Discount | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-14 Maturity Price : 21.65 Evaluated at bid price : 21.90 Bid-YTW : 5.83 % |
ENB.PR.B | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-14 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.96 % |
GWO.PR.T | Insurance Straight | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-14 Maturity Price : 21.87 Evaluated at bid price : 22.20 Bid-YTW : 5.84 % |
PWF.PR.K | Perpetual-Discount | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-14 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 5.82 % |
FTS.PR.G | FixedReset Disc | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-14 Maturity Price : 22.77 Evaluated at bid price : 23.63 Bid-YTW : 5.72 % |
MFC.PR.F | FixedReset Ins Non | 3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-14 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 6.02 % |
PWF.PR.F | Perpetual-Discount | 3.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-14 Maturity Price : 22.34 Evaluated at bid price : 22.61 Bid-YTW : 5.81 % |
POW.PR.D | Perpetual-Discount | 4.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-14 Maturity Price : 21.71 Evaluated at bid price : 21.96 Bid-YTW : 5.72 % |
CU.PR.G | Perpetual-Discount | 5.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-14 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.71 % |
CU.PR.F | Perpetual-Discount | 5.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-14 Maturity Price : 19.66 Evaluated at bid price : 19.66 Bid-YTW : 5.81 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
BMO.PR.Y | FixedReset Disc | 79,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.09 Bid-YTW : 3.52 % |
BIP.PR.F | FixedReset Disc | 70,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-14 Maturity Price : 23.24 Evaluated at bid price : 24.79 Bid-YTW : 6.11 % |
ENB.PF.K | FixedReset Disc | 26,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-14 Maturity Price : 23.12 Evaluated at bid price : 24.19 Bid-YTW : 6.48 % |
CM.PR.Q | FixedReset Disc | 20,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-08-30 Maturity Price : 25.00 Evaluated at bid price : 24.96 Bid-YTW : 5.40 % |
PWF.PR.G | Perpetual-Discount | 19,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-14 Maturity Price : 24.34 Evaluated at bid price : 24.65 Bid-YTW : 5.99 % |
BN.PR.X | FixedReset Disc | 12,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-07-14 Maturity Price : 19.19 Evaluated at bid price : 19.19 Bid-YTW : 6.33 % |
There were 3 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible. | ||
Issue | Index | Quote Data and Yield Notes |
SLF.PR.J | FloatingReset | Quote: 16.00 – 17.78 Spot Rate : 1.7800 Average : 1.0242 YTW SCENARIO |
BN.PR.N | Perpetual-Discount | Quote: 18.30 – 20.15 Spot Rate : 1.8500 Average : 1.1036 YTW SCENARIO |
GWO.PR.H | Insurance Straight | Quote: 21.15 – 22.50 Spot Rate : 1.3500 Average : 0.8564 YTW SCENARIO |
PWF.PR.T | FixedReset Disc | Quote: 22.35 – 24.42 Spot Rate : 2.0700 Average : 1.6329 YTW SCENARIO |
BN.PR.T | FixedReset Disc | Quote: 19.72 – 20.95 Spot Rate : 1.2300 Average : 0.8861 YTW SCENARIO |
PWF.PR.E | Perpetual-Discount | Quote: 23.62 – 24.70 Spot Rate : 1.0800 Average : 0.7559 YTW SCENARIO |