The TXPR Price Index hit a new 52-week high today of 710.65, eclipsing the old mark of 709.86 set May 25.
| 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 | 0.6718 % | 2,577.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6718 % | 4,888.1 |
| Floater | 5.57 % | 5.85 % | 38,696 | 14.07 | 3 | 0.6718 % | 2,817.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0317 % | 3,633.0 |
| SplitShare | 4.80 % | 4.43 % | 52,183 | 2.81 | 5 | 0.0317 % | 4,338.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0317 % | 3,385.2 |
| Perpetual-Premium | 5.76 % | 5.17 % | 64,781 | 0.08 | 3 | -0.2764 % | 3,051.3 |
| Perpetual-Discount | 5.61 % | 5.69 % | 50,977 | 14.32 | 30 | 0.0493 % | 3,360.8 |
| FixedReset Disc | 5.61 % | 5.79 % | 94,437 | 13.92 | 24 | 0.0581 % | 3,324.4 |
| Insurance Straight | 5.45 % | 5.58 % | 50,815 | 14.45 | 22 | 0.2054 % | 3,305.9 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0581 % | 3,954.7 |
| FixedReset Prem | 5.97 % | 4.42 % | 84,167 | 2.27 | 24 | 0.1365 % | 2,660.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0581 % | 3,398.2 |
| FixedReset Ins Non | 5.06 % | 5.23 % | 80,560 | 2.13 | 14 | -0.3890 % | 3,268.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.L | FixedReset Ins Non | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-27 Maturity Price : 23.30 Evaluated at bid price : 24.81 Bid-YTW : 5.44 % |
| GWO.PR.R | Insurance Straight | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-27 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.68 % |
| ENB.PR.J | FixedReset Disc | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-27 Maturity Price : 22.86 Evaluated at bid price : 23.70 Bid-YTW : 6.06 % |
| PWF.PF.A | Perpetual-Discount | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-27 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.75 % |
| ENB.PR.B | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-27 Maturity Price : 22.09 Evaluated at bid price : 22.75 Bid-YTW : 6.05 % |
| SLF.PR.G | FixedReset Ins Non | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-27 Maturity Price : 20.77 Evaluated at bid price : 20.77 Bid-YTW : 5.37 % |
| MFC.PR.F | FixedReset Ins Non | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-27 Maturity Price : 21.08 Evaluated at bid price : 21.08 Bid-YTW : 5.43 % |
| SLF.PR.D | Insurance Straight | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-27 Maturity Price : 21.52 Evaluated at bid price : 21.78 Bid-YTW : 5.09 % |
| GWO.PR.P | Insurance Straight | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-27 Maturity Price : 24.25 Evaluated at bid price : 24.55 Bid-YTW : 5.58 % |
| GWO.PR.I | Insurance Straight | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-27 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 5.41 % |
| BN.PR.B | Floater | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-27 Maturity Price : 13.53 Evaluated at bid price : 13.53 Bid-YTW : 5.86 % |
| BN.PR.N | Perpetual-Discount | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-27 Maturity Price : 20.98 Evaluated at bid price : 20.98 Bid-YTW : 5.76 % |
| ENB.PR.F | FixedReset Disc | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-27 Maturity Price : 23.16 Evaluated at bid price : 23.50 Bid-YTW : 6.00 % |
| SLF.PR.C | Insurance Straight | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-27 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.18 % |
| GWO.PR.H | Insurance Straight | 2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-27 Maturity Price : 21.82 Evaluated at bid price : 22.06 Bid-YTW : 5.58 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| ENB.PF.C | FixedReset Disc | 247,005 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-27 Maturity Price : 22.36 Evaluated at bid price : 23.00 Bid-YTW : 6.19 % |
| ENB.PR.P | FixedReset Disc | 155,911 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-27 Maturity Price : 23.10 Evaluated at bid price : 24.20 Bid-YTW : 5.84 % |
| IFC.PR.A | FixedReset Ins Non | 95,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-27 Maturity Price : 23.02 Evaluated at bid price : 23.43 Bid-YTW : 5.23 % |
| ENB.PR.B | FixedReset Disc | 48,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-27 Maturity Price : 22.09 Evaluated at bid price : 22.75 Bid-YTW : 6.05 % |
| BN.PR.R | FixedReset Disc | 36,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-27 Maturity Price : 22.70 Evaluated at bid price : 23.85 Bid-YTW : 5.68 % |
| BN.PF.B | FixedReset Disc | 25,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-05-27 Maturity Price : 23.48 Evaluated at bid price : 25.21 Bid-YTW : 5.79 % |
| There were 6 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.Y | Insurance Straight | Quote: 20.97 – 23.00 Spot Rate : 2.0300 Average : 1.1818 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 21.56 – 22.96 Spot Rate : 1.4000 Average : 0.8300 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 24.81 – 25.81 Spot Rate : 1.0000 Average : 0.7097 YTW SCENARIO |
| ENB.PR.J | FixedReset Disc | Quote: 23.70 – 24.40 Spot Rate : 0.7000 Average : 0.5076 YTW SCENARIO |
| ENB.PF.C | FixedReset Disc | Quote: 23.00 – 23.94 Spot Rate : 0.9400 Average : 0.7673 YTW SCENARIO |
| GWO.PR.R | Insurance Straight | Quote: 21.50 – 22.10 Spot Rate : 0.6000 Average : 0.4458 YTW SCENARIO |