The TXPR price index set a new 52-week high today of 699.05, eclipsing the old mark of 698.89 set on 2026-2-27 (which I didn’t report).
| 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 | 0.0992 % | 2,488.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0992 % | 4,717.8 |
| Floater | 5.79 % | 6.08 % | 61,922 | 13.71 | 3 | 0.0992 % | 2,718.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1580 % | 3,658.1 |
| SplitShare | 4.77 % | 4.17 % | 75,894 | 3.01 | 5 | 0.1580 % | 4,368.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1580 % | 3,408.5 |
| Perpetual-Premium | 5.68 % | 5.59 % | 89,132 | 14.12 | 7 | -0.0113 % | 3,080.8 |
| Perpetual-Discount | 5.61 % | 5.70 % | 46,783 | 14.31 | 28 | -0.7869 % | 3,373.3 |
| FixedReset Disc | 5.87 % | 5.74 % | 125,597 | 13.94 | 27 | 0.3231 % | 3,206.3 |
| Insurance Straight | 5.44 % | 5.55 % | 63,229 | 14.47 | 22 | -0.1335 % | 3,344.3 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3231 % | 3,814.2 |
| FixedReset Prem | 5.95 % | 4.41 % | 88,877 | 2.47 | 21 | -0.1293 % | 2,666.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3231 % | 3,277.5 |
| FixedReset Ins Non | 5.28 % | 5.31 % | 95,328 | 14.72 | 14 | -0.2631 % | 3,131.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.G | Perpetual-Discount | -20.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-02 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 6.98 % |
| IFC.PR.A | FixedReset Ins Non | -3.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-02 Maturity Price : 21.36 Evaluated at bid price : 21.36 Bid-YTW : 5.41 % |
| NA.PR.I | FixedReset Prem | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-02 Maturity Price : 23.66 Evaluated at bid price : 26.00 Bid-YTW : 5.51 % |
| MFC.PR.J | FixedReset Ins Non | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-02 Maturity Price : 23.51 Evaluated at bid price : 24.82 Bid-YTW : 5.48 % |
| PWF.PR.Z | Perpetual-Discount | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-02 Maturity Price : 22.24 Evaluated at bid price : 22.52 Bid-YTW : 5.78 % |
| PWF.PR.R | Perpetual-Discount | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-02 Maturity Price : 23.74 Evaluated at bid price : 24.05 Bid-YTW : 5.78 % |
| FTS.PR.F | Perpetual-Discount | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-02 Maturity Price : 22.77 Evaluated at bid price : 23.05 Bid-YTW : 5.33 % |
| MFC.PR.B | Insurance Straight | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-02 Maturity Price : 21.78 Evaluated at bid price : 22.02 Bid-YTW : 5.28 % |
| GWO.PR.G | Insurance Straight | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-02 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 5.50 % |
| SLF.PR.G | FixedReset Ins Non | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-02 Maturity Price : 19.76 Evaluated at bid price : 19.76 Bid-YTW : 5.32 % |
| IFC.PR.G | FixedReset Ins Non | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-02 Maturity Price : 23.69 Evaluated at bid price : 25.55 Bid-YTW : 5.31 % |
| BN.PF.E | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-02 Maturity Price : 22.66 Evaluated at bid price : 23.61 Bid-YTW : 5.66 % |
| NA.PR.C | FixedReset Prem | 1.33 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-11-15 Maturity Price : 25.00 Evaluated at bid price : 26.66 Bid-YTW : 3.21 % |
| ENB.PF.G | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-02 Maturity Price : 22.43 Evaluated at bid price : 23.22 Bid-YTW : 5.93 % |
| FTS.PR.H | FixedReset Disc | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-02 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 5.40 % |
| BN.PF.D | Perpetual-Discount | 2.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-02 Maturity Price : 21.25 Evaluated at bid price : 21.52 Bid-YTW : 5.79 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.C | FixedReset Disc | 59,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-02 Maturity Price : 24.53 Evaluated at bid price : 24.85 Bid-YTW : 5.23 % |
| IFC.PR.C | FixedReset Ins Non | 46,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-02 Maturity Price : 23.89 Evaluated at bid price : 24.53 Bid-YTW : 5.51 % |
| FTS.PR.H | FixedReset Disc | 41,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-02 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 5.40 % |
| FTS.PR.M | FixedReset Disc | 29,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-02 Maturity Price : 23.19 Evaluated at bid price : 24.76 Bid-YTW : 5.31 % |
| IFC.PR.F | Insurance Straight | 27,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-02 Maturity Price : 23.56 Evaluated at bid price : 23.81 Bid-YTW : 5.66 % |
| GWO.PR.N | FixedReset Ins Non | 25,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-02 Maturity Price : 18.53 Evaluated at bid price : 18.53 Bid-YTW : 5.61 % |
| There were 10 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 |
| CU.PR.G | Perpetual-Discount | Quote: 16.25 – 20.54 Spot Rate : 4.2900 Average : 2.2993 YTW SCENARIO |
| MFC.PR.J | FixedReset Ins Non | Quote: 24.82 – 26.15 Spot Rate : 1.3300 Average : 0.9619 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 21.36 – 22.19 Spot Rate : 0.8300 Average : 0.4823 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 23.76 – 24.75 Spot Rate : 0.9900 Average : 0.7430 YTW SCENARIO |
| GWO.PR.L | Insurance Straight | Quote: 25.09 – 25.58 Spot Rate : 0.4900 Average : 0.2934 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 25.40 – 26.40 Spot Rate : 1.0000 Average : 0.8283 YTW SCENARIO |