The TXPR Price Index set a new 52-week high today of 712.22, erasing the previous mark of 710.92 set May 28.
| 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 | 0.3067 % | 2,629.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3067 % | 4,952.2 |
| Floater | 5.50 % | 5.58 % | 39,019 | 14.57 | 3 | 0.3067 % | 2,854.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0318 % | 3,628.4 |
| SplitShare | 4.80 % | 4.97 % | 64,619 | 2.69 | 5 | 0.0318 % | 4,333.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0318 % | 3,380.9 |
| Perpetual-Premium | 5.68 % | 5.42 % | 59,818 | 0.09 | 7 | 0.1355 % | 3,082.8 |
| Perpetual-Discount | 5.54 % | 5.62 % | 43,204 | 14.42 | 27 | 0.2889 % | 3,406.3 |
| FixedReset Disc | 5.68 % | 5.76 % | 98,618 | 14.05 | 19 | 0.2995 % | 3,345.8 |
| Insurance Straight | 5.45 % | 5.53 % | 53,175 | 14.60 | 20 | 0.0789 % | 3,297.1 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2995 % | 4,085.3 |
| FixedReset Prem | 5.91 % | 4.79 % | 80,719 | 2.28 | 29 | 0.1724 % | 2,657.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2995 % | 3,420.1 |
| FixedReset Ins Non | 5.27 % | 5.24 % | 53,598 | 14.62 | 14 | 0.3267 % | 3,241.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.G | Insurance Straight | -4.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-09 Maturity Price : 22.24 Evaluated at bid price : 22.51 Bid-YTW : 5.81 % |
| GWO.PR.Q | Insurance Straight | -2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-09 Maturity Price : 22.28 Evaluated at bid price : 22.55 Bid-YTW : 5.74 % |
| BN.PR.N | Perpetual-Discount | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-09 Maturity Price : 20.64 Evaluated at bid price : 20.64 Bid-YTW : 5.80 % |
| ENB.PF.G | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-09 Maturity Price : 22.85 Evaluated at bid price : 24.01 Bid-YTW : 5.95 % |
| PWF.PR.P | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-09 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.66 % |
| FTS.PR.H | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-09 Maturity Price : 19.89 Evaluated at bid price : 19.89 Bid-YTW : 5.62 % |
| PWF.PR.L | Perpetual-Discount | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-09 Maturity Price : 22.87 Evaluated at bid price : 23.14 Bid-YTW : 5.60 % |
| GWO.PR.N | FixedReset Ins Non | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-09 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 5.51 % |
| MFC.PR.J | FixedReset Ins Non | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-09 Maturity Price : 23.60 Evaluated at bid price : 24.82 Bid-YTW : 5.74 % |
| MFC.PR.N | FixedReset Ins Non | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-09 Maturity Price : 23.28 Evaluated at bid price : 25.00 Bid-YTW : 5.25 % |
| ENB.PR.P | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-09 Maturity Price : 23.29 Evaluated at bid price : 24.60 Bid-YTW : 5.70 % |
| MFC.PR.C | Insurance Straight | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-09 Maturity Price : 21.63 Evaluated at bid price : 21.88 Bid-YTW : 5.18 % |
| SLF.PR.E | Insurance Straight | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-09 Maturity Price : 21.61 Evaluated at bid price : 21.86 Bid-YTW : 5.17 % |
| GWO.PR.Y | Insurance Straight | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-09 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.40 % |
| GWO.PR.I | Insurance Straight | 2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-09 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.40 % |
| BN.PR.T | FixedReset Disc | 3.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-09 Maturity Price : 22.18 Evaluated at bid price : 22.89 Bid-YTW : 5.76 % |
| CU.PR.G | Perpetual-Discount | 5.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-09 Maturity Price : 20.69 Evaluated at bid price : 20.69 Bid-YTW : 5.51 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Prem | 58,201 | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.57 Bid-YTW : 4.55 % |
| FFH.PR.K | FixedReset Prem | 35,650 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.19 Bid-YTW : 4.17 % |
| GWO.PF.A | Perpetual-Premium | 27,610 | YTW SCENARIO Maturity Type : Call Maturity Date : 2035-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 5.72 % |
| NA.PR.C | FixedReset Prem | 23,677 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-11-15 Maturity Price : 25.00 Evaluated at bid price : 26.33 Bid-YTW : 2.48 % |
| ENB.PF.K | FixedReset Prem | 20,180 | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-03-01 Maturity Price : 25.00 Evaluated at bid price : 26.08 Bid-YTW : 3.92 % |
| ENB.PR.B | FixedReset Disc | 13,105 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-07-09 Maturity Price : 22.10 Evaluated at bid price : 22.75 Bid-YTW : 6.00 % |
| There were 1 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.G | Insurance Straight | Quote: 22.51 – 24.80 Spot Rate : 2.2900 Average : 1.7391 YTW SCENARIO |
| GWO.PR.Q | Insurance Straight | Quote: 22.55 – 23.59 Spot Rate : 1.0400 Average : 0.5988 YTW SCENARIO |
| RY.PR.S | FixedReset Prem | Quote: 26.86 – 27.86 Spot Rate : 1.0000 Average : 0.5935 YTW SCENARIO |
| BN.PF.G | FixedReset Prem | Quote: 25.00 – 26.00 Spot Rate : 1.0000 Average : 0.6218 YTW SCENARIO |
| POW.PR.H | Perpetual-Premium | Quote: 25.35 – 26.35 Spot Rate : 1.0000 Average : 0.7615 YTW SCENARIO |
| BN.PR.N | Perpetual-Discount | Quote: 20.64 – 21.21 Spot Rate : 0.5700 Average : 0.3809 YTW SCENARIO |