TXPR set a new 52-week high today of 701.82, eclipsing the old mark of 700.90 set yesterday.
ZPR & CPD also set new 52-week highs.
| 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 | 1.2883 % | 2,522.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.2883 % | 4,782.8 |
| Floater | 5.74 % | 5.90 % | 31,398 | 14.06 | 4 | 1.2883 % | 2,756.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,669.6 |
| SplitShare | 4.76 % | 4.49 % | 63,588 | 2.87 | 5 | 0.0000 % | 4,382.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,419.3 |
| Perpetual-Premium | 5.84 % | -7.46 % | 59,746 | 0.08 | 1 | 0.2780 % | 3,031.7 |
| Perpetual-Discount | 5.65 % | 5.69 % | 52,235 | 14.35 | 34 | 0.5121 % | 3,358.2 |
| FixedReset Disc | 5.74 % | 5.88 % | 108,485 | 13.88 | 27 | 0.6499 % | 3,278.7 |
| Insurance Straight | 5.49 % | 5.59 % | 57,281 | 14.49 | 22 | 1.1559 % | 3,314.4 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6499 % | 3,900.4 |
| FixedReset Prem | 5.97 % | 4.41 % | 95,441 | 1.94 | 21 | -0.0293 % | 2,656.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6499 % | 3,351.5 |
| FixedReset Ins Non | 5.08 % | 5.25 % | 79,563 | 14.58 | 14 | 0.7586 % | 3,252.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| POW.PR.B | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 23.58 Evaluated at bid price : 23.85 Bid-YTW : 5.64 % |
| BN.PR.C | Floater | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 13.34 Evaluated at bid price : 13.34 Bid-YTW : 5.91 % |
| BN.PR.K | Floater | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 13.30 Evaluated at bid price : 13.30 Bid-YTW : 5.92 % |
| ENB.PF.C | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 22.47 Evaluated at bid price : 23.20 Bid-YTW : 6.15 % |
| MFC.PR.Q | FixedReset Ins Non | 1.10 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.76 Bid-YTW : 4.75 % |
| NA.PR.K | FixedReset Prem | 1.13 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-05-01 Maturity Price : 25.00 Evaluated at bid price : 28.05 Bid-YTW : 3.35 % |
| ENB.PR.B | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 21.80 Evaluated at bid price : 22.28 Bid-YTW : 6.19 % |
| MFC.PR.J | FixedReset Ins Non | 1.37 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.85 Bid-YTW : 4.63 % |
| GWO.PR.H | Insurance Straight | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 21.61 Evaluated at bid price : 21.86 Bid-YTW : 5.59 % |
| BN.PF.C | Perpetual-Discount | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 5.91 % |
| GWO.PR.N | FixedReset Ins Non | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.41 % |
| SLF.PR.H | FixedReset Ins Non | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 23.70 Evaluated at bid price : 24.45 Bid-YTW : 5.29 % |
| IFC.PR.A | FixedReset Ins Non | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 22.31 Evaluated at bid price : 22.66 Bid-YTW : 5.32 % |
| GWO.PR.I | Insurance Straight | 2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 20.71 Evaluated at bid price : 20.71 Bid-YTW : 5.49 % |
| BN.PR.B | Floater | 2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 13.36 Evaluated at bid price : 13.36 Bid-YTW : 5.90 % |
| POW.PR.D | Perpetual-Discount | 2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 22.29 Evaluated at bid price : 22.56 Bid-YTW : 5.57 % |
| GWO.PR.R | Insurance Straight | 2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 21.39 Evaluated at bid price : 21.66 Bid-YTW : 5.59 % |
| IFC.PR.F | Insurance Straight | 3.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 23.61 Evaluated at bid price : 23.89 Bid-YTW : 5.59 % |
| CU.PR.F | Perpetual-Discount | 3.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 5.54 % |
| GWO.PR.T | Insurance Straight | 3.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 22.97 Evaluated at bid price : 23.24 Bid-YTW : 5.59 % |
| SLF.PR.G | FixedReset Ins Non | 3.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 20.49 Evaluated at bid price : 20.49 Bid-YTW : 5.44 % |
| GWO.PR.G | Insurance Straight | 3.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 23.11 Evaluated at bid price : 23.37 Bid-YTW : 5.61 % |
| IFC.PR.E | Insurance Straight | 7.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 23.51 Evaluated at bid price : 23.81 Bid-YTW : 5.50 % |
| BN.PR.X | FixedReset Disc | 8.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 5.84 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PR.N | FixedReset Disc | 54,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 23.52 Evaluated at bid price : 25.19 Bid-YTW : 5.86 % |
| ENB.PR.J | FixedReset Disc | 54,015 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 22.91 Evaluated at bid price : 23.83 Bid-YTW : 6.04 % |
| ENB.PR.Y | FixedReset Disc | 44,626 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 21.89 Evaluated at bid price : 22.23 Bid-YTW : 6.17 % |
| CU.PR.K | Perpetual-Discount | 38,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 24.60 Evaluated at bid price : 25.00 Bid-YTW : 5.67 % |
| PWF.PR.A | Floater | 35,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 5.57 % |
| ENB.PR.T | FixedReset Disc | 31,587 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-04-23 Maturity Price : 23.08 Evaluated at bid price : 24.28 Bid-YTW : 5.93 % |
| There were 11 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.N | FixedReset Ins Non | Quote: 20.00 – 20.49 Spot Rate : 0.4900 Average : 0.3520 YTW SCENARIO |
| CU.PR.K | Perpetual-Discount | Quote: 25.00 – 25.30 Spot Rate : 0.3000 Average : 0.2379 YTW SCENARIO |
| BN.PR.N | Perpetual-Discount | Quote: 20.36 – 20.59 Spot Rate : 0.2300 Average : 0.1750 YTW SCENARIO |
| GWO.PR.M | Insurance Straight | Quote: 25.21 – 25.53 Spot Rate : 0.3200 Average : 0.2663 YTW SCENARIO |
| CU.PR.J | Perpetual-Discount | Quote: 21.41 – 21.73 Spot Rate : 0.3200 Average : 0.2688 YTW SCENARIO |
| PWF.PR.Z | Perpetual-Discount | Quote: 22.50 – 22.74 Spot Rate : 0.2400 Average : 0.2181 YTW SCENARIO |