The TXPR Price Index set a new 52-week high today of 689.37, beyond the old mark of 688.35 set yesterday.
| 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 | 6.53 % | 6.99 % | 19,472 | 13.48 | 1 | 0.0000 % | 2,450.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0255 % | 4,585.7 |
| Floater | 5.96 % | 6.23 % | 58,485 | 13.56 | 3 | -0.0255 % | 2,642.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1019 % | 3,686.6 |
| SplitShare | 4.74 % | 4.48 % | 69,161 | 3.28 | 5 | 0.1019 % | 4,402.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1019 % | 3,435.1 |
| Perpetual-Premium | 5.47 % | -1.73 % | 71,335 | 0.09 | 7 | -0.0338 % | 3,103.2 |
| Perpetual-Discount | 5.51 % | 5.58 % | 43,952 | 14.54 | 26 | 0.0034 % | 3,423.8 |
| FixedReset Disc | 5.88 % | 5.88 % | 105,750 | 13.84 | 30 | 0.3047 % | 3,102.6 |
| Insurance Straight | 5.37 % | 5.41 % | 54,043 | 14.69 | 22 | 0.4169 % | 3,388.0 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3047 % | 3,690.9 |
| FixedReset Prem | 5.63 % | 4.67 % | 114,286 | 2.75 | 22 | 0.0141 % | 2,634.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3047 % | 3,171.5 |
| FixedReset Ins Non | 5.23 % | 5.24 % | 58,282 | 14.61 | 15 | 0.0523 % | 3,062.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.G | Perpetual-Discount | -4.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-10-30 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.73 % |
| POW.PR.B | Perpetual-Discount | -3.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-10-30 Maturity Price : 23.54 Evaluated at bid price : 23.81 Bid-YTW : 5.66 % |
| CU.PR.F | Perpetual-Discount | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-10-30 Maturity Price : 20.81 Evaluated at bid price : 20.81 Bid-YTW : 5.50 % |
| PWF.PR.F | Perpetual-Discount | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-10-30 Maturity Price : 23.17 Evaluated at bid price : 23.47 Bid-YTW : 5.61 % |
| ENB.PR.N | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-10-30 Maturity Price : 23.10 Evaluated at bid price : 24.30 Bid-YTW : 5.78 % |
| POW.PR.D | Perpetual-Discount | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-10-30 Maturity Price : 22.61 Evaluated at bid price : 22.86 Bid-YTW : 5.51 % |
| PWF.PR.E | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-10-30 Maturity Price : 24.54 Evaluated at bid price : 24.79 Bid-YTW : 5.57 % |
| ENB.PF.E | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-10-30 Maturity Price : 21.83 Evaluated at bid price : 22.25 Bid-YTW : 6.08 % |
| MFC.PR.C | Insurance Straight | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-10-30 Maturity Price : 22.26 Evaluated at bid price : 22.53 Bid-YTW : 5.04 % |
| PWF.PR.T | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-10-30 Maturity Price : 23.15 Evaluated at bid price : 24.50 Bid-YTW : 5.18 % |
| GWO.PR.R | Insurance Straight | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-10-30 Maturity Price : 22.12 Evaluated at bid price : 22.40 Bid-YTW : 5.41 % |
| PWF.PR.R | Perpetual-Discount | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-10-30 Maturity Price : 24.50 Evaluated at bid price : 24.75 Bid-YTW : 5.58 % |
| GWO.PR.G | Insurance Straight | 2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-10-30 Maturity Price : 23.85 Evaluated at bid price : 24.10 Bid-YTW : 5.45 % |
| BN.PR.Z | FixedReset Disc | 2.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-10-30 Maturity Price : 23.49 Evaluated at bid price : 24.86 Bid-YTW : 5.71 % |
| BN.PR.M | Perpetual-Discount | 12.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-10-30 Maturity Price : 21.32 Evaluated at bid price : 21.32 Bid-YTW : 5.64 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.E | Insurance Straight | 100,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-10-30 Maturity Price : 21.89 Evaluated at bid price : 22.13 Bid-YTW : 5.13 % |
| SLF.PR.G | FixedReset Ins Non | 82,719 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-10-30 Maturity Price : 18.78 Evaluated at bid price : 18.78 Bid-YTW : 5.53 % |
| BN.PR.Z | FixedReset Disc | 60,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-10-30 Maturity Price : 23.49 Evaluated at bid price : 24.86 Bid-YTW : 5.71 % |
| RY.PR.M | FixedReset Prem | 35,752 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-24 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 4.24 % |
| GWO.PR.S | Insurance Straight | 27,420 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-10-30 Maturity Price : 23.93 Evaluated at bid price : 24.19 Bid-YTW : 5.48 % |
| GWO.PR.P | Insurance Straight | 25,954 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-10-30 Maturity Price : 23.92 Evaluated at bid price : 24.16 Bid-YTW : 5.65 % |
| There were 7 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 |
| ENB.PF.E | FixedReset Disc | Quote: 22.25 – 23.60 Spot Rate : 1.3500 Average : 0.9252 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 20.00 – 21.25 Spot Rate : 1.2500 Average : 0.8422 YTW SCENARIO |
| BN.PF.J | FixedReset Prem | Quote: 25.20 – 26.20 Spot Rate : 1.0000 Average : 0.6854 YTW SCENARIO |
| POW.PR.B | Perpetual-Discount | Quote: 23.81 – 24.75 Spot Rate : 0.9400 Average : 0.6461 YTW SCENARIO |
| BN.PF.G | FixedReset Disc | Quote: 23.50 – 24.24 Spot Rate : 0.7400 Average : 0.5123 YTW SCENARIO |
| GWO.PR.T | Insurance Straight | Quote: 23.28 – 25.00 Spot Rate : 1.7200 Average : 1.5197 YTW SCENARIO |