Brompton has announced a treasury offering of SBC.PR.A preferreds only; I have updated the post SBC.PR.A: Capital Unit Split.
| 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 | 0.7732 % | 2,411.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7732 % | 4,571.6 |
| Floater | 5.98 % | 6.25 % | 59,872 | 13.46 | 3 | 0.7732 % | 2,634.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2453 % | 3,654.9 |
| SplitShare | 4.78 % | 4.23 % | 70,117 | 1.20 | 5 | 0.2453 % | 4,364.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2453 % | 3,405.5 |
| Perpetual-Premium | 5.66 % | 5.54 % | 73,723 | 6.85 | 7 | -0.0564 % | 3,100.7 |
| Perpetual-Discount | 5.50 % | 5.61 % | 50,441 | 14.47 | 28 | 0.4537 % | 3,405.1 |
| FixedReset Disc | 5.84 % | 5.88 % | 103,393 | 13.75 | 31 | 0.8508 % | 3,123.3 |
| Insurance Straight | 5.47 % | 5.52 % | 56,958 | 14.52 | 21 | -0.6760 % | 3,322.5 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8508 % | 3,715.5 |
| FixedReset Prem | 5.92 % | 4.90 % | 111,997 | 2.27 | 20 | 0.1524 % | 2,650.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8508 % | 3,192.6 |
| FixedReset Ins Non | 5.28 % | 5.32 % | 75,672 | 14.64 | 13 | 2.1337 % | 3,108.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.T | Insurance Straight | -14.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 20.17 Evaluated at bid price : 20.17 Bid-YTW : 6.52 % |
| GWO.PR.Y | Insurance Straight | -3.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 5.66 % |
| FTS.PR.G | FixedReset Disc | -2.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 23.11 Evaluated at bid price : 24.20 Bid-YTW : 5.27 % |
| POW.PR.B | Perpetual-Discount | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 5.65 % |
| ENB.PR.J | FixedReset Disc | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 21.72 Evaluated at bid price : 21.98 Bid-YTW : 6.29 % |
| PWF.PR.H | Perpetual-Premium | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 24.68 Evaluated at bid price : 25.00 Bid-YTW : 5.81 % |
| CU.PR.F | Perpetual-Discount | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 5.50 % |
| GWO.PR.R | Insurance Straight | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 21.83 Evaluated at bid price : 22.07 Bid-YTW : 5.52 % |
| ENB.PR.B | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 21.16 Evaluated at bid price : 21.16 Bid-YTW : 6.18 % |
| FTS.PR.K | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 22.42 Evaluated at bid price : 23.02 Bid-YTW : 5.40 % |
| BN.PR.T | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 20.47 Evaluated at bid price : 20.47 Bid-YTW : 6.19 % |
| BN.PR.N | Perpetual-Discount | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.76 % |
| MFC.PR.M | FixedReset Ins Non | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 23.14 Evaluated at bid price : 24.72 Bid-YTW : 5.23 % |
| ENB.PR.P | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 21.82 Evaluated at bid price : 22.12 Bid-YTW : 6.16 % |
| PWF.PR.L | Perpetual-Discount | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 22.82 Evaluated at bid price : 23.10 Bid-YTW : 5.57 % |
| CU.PR.G | Perpetual-Discount | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 5.37 % |
| PWF.PR.A | Floater | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 13.70 Evaluated at bid price : 13.70 Bid-YTW : 5.74 % |
| FTS.PR.H | FixedReset Disc | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 5.59 % |
| BN.PF.E | FixedReset Disc | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 22.33 Evaluated at bid price : 23.02 Bid-YTW : 5.83 % |
| PWF.PR.E | Perpetual-Discount | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 24.23 Evaluated at bid price : 24.52 Bid-YTW : 5.66 % |
| CU.PR.C | FixedReset Disc | 2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 23.48 Evaluated at bid price : 23.90 Bid-YTW : 5.44 % |
| ENB.PR.D | FixedReset Disc | 2.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.24 % |
| IFC.PR.C | FixedReset Ins Non | 3.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 23.67 Evaluated at bid price : 24.25 Bid-YTW : 5.55 % |
| MFC.PR.N | FixedReset Ins Non | 3.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 23.06 Evaluated at bid price : 24.55 Bid-YTW : 5.13 % |
| PWF.PR.K | Perpetual-Discount | 3.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 22.16 Evaluated at bid price : 22.44 Bid-YTW : 5.57 % |
| POW.PR.A | Perpetual-Discount | 4.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 24.64 Evaluated at bid price : 24.90 Bid-YTW : 5.70 % |
| ENB.PR.F | FixedReset Disc | 5.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 21.48 Evaluated at bid price : 21.84 Bid-YTW : 6.14 % |
| MFC.PR.L | FixedReset Ins Non | 6.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 23.12 Evaluated at bid price : 24.52 Bid-YTW : 5.16 % |
| BN.PF.G | FixedReset Disc | 10.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 23.01 Evaluated at bid price : 24.50 Bid-YTW : 5.79 % |
| GWO.PR.N | FixedReset Ins Non | 18.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 5.62 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BIP.PR.B | FixedReset Disc | 200,884 | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-01-30 Maturity Price : 25.00 Evaluated at bid price : 24.94 Bid-YTW : 5.27 % |
| GWO.PR.N | FixedReset Ins Non | 128,397 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 5.62 % |
| FTS.PR.J | Perpetual-Discount | 66,006 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 22.12 Evaluated at bid price : 22.40 Bid-YTW : 5.32 % |
| FTS.PR.H | FixedReset Disc | 64,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 5.59 % |
| ENB.PF.G | FixedReset Disc | 62,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-12-02 Maturity Price : 22.02 Evaluated at bid price : 22.55 Bid-YTW : 6.14 % |
| BN.PF.M | FixedReset Prem | 60,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-01-01 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 4.91 % |
| There were 19 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 |
| GWO.PR.T | Insurance Straight | Quote: 20.17 – 24.00 Spot Rate : 3.8300 Average : 2.1645 YTW SCENARIO |
| ENB.PF.C | FixedReset Disc | Quote: 22.21 – 24.50 Spot Rate : 2.2900 Average : 1.3116 YTW SCENARIO |
| CU.PR.J | Perpetual-Discount | Quote: 21.60 – 23.15 Spot Rate : 1.5500 Average : 1.1026 YTW SCENARIO |
| FTS.PR.G | FixedReset Disc | Quote: 24.20 – 25.09 Spot Rate : 0.8900 Average : 0.5244 YTW SCENARIO |
| NA.PR.S | FixedReset Prem | Quote: 25.75 – 26.75 Spot Rate : 1.0000 Average : 0.7077 YTW SCENARIO |
| ENB.PR.J | FixedReset Disc | Quote: 21.98 – 22.78 Spot Rate : 0.8000 Average : 0.5310 YTW SCENARIO |