Just bare bones again, I’m afraid!
| 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 | 5.05 % | 6.13 % | 10,731 | 16.52 | 1 | -0.8876 % | 1,559.1 |
| FixedFloater | 6.79 % | 5.97 % | 22,151 | 16.33 | 1 | -0.0714 % | 2,929.8 |
| Floater | 4.60 % | 4.76 % | 60,824 | 15.97 | 4 | -0.8450 % | 1,682.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 2,803.2 |
| SplitShare | 4.73 % | 5.28 % | 90,368 | 1.60 | 6 | 0.0000 % | 3,280.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 2,559.4 |
| Perpetual-Premium | 5.77 % | -2.44 % | 86,435 | 0.08 | 6 | -0.0263 % | 2,568.9 |
| Perpetual-Discount | 5.56 % | 5.61 % | 96,991 | 14.42 | 33 | -0.0627 % | 2,615.0 |
| FixedReset | 5.25 % | 4.66 % | 183,586 | 13.81 | 87 | -0.0299 % | 1,934.5 |
| Deemed-Retractible | 5.20 % | 5.29 % | 123,752 | 5.11 | 34 | -0.1492 % | 2,624.2 |
| FloatingReset | 3.13 % | 5.00 % | 36,295 | 5.39 | 17 | -0.0905 % | 2,019.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.B | FloatingReset | -3.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-05 Maturity Price : 9.50 Evaluated at bid price : 9.50 Bid-YTW : 5.76 % |
| TRP.PR.B | FixedReset | -2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-05 Maturity Price : 11.10 Evaluated at bid price : 11.10 Bid-YTW : 4.56 % |
| GWO.PR.N | FixedReset | -2.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.17 Bid-YTW : 10.49 % |
| TD.PF.D | FixedReset | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-05 Maturity Price : 19.84 Evaluated at bid price : 19.84 Bid-YTW : 4.50 % |
| TRP.PR.C | FixedReset | -1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-05 Maturity Price : 11.47 Evaluated at bid price : 11.47 Bid-YTW : 4.89 % |
| FTS.PR.H | FixedReset | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-05 Maturity Price : 12.70 Evaluated at bid price : 12.70 Bid-YTW : 4.42 % |
| BAM.PR.K | Floater | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-05 Maturity Price : 9.93 Evaluated at bid price : 9.93 Bid-YTW : 4.79 % |
| HSE.PR.G | FixedReset | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-05 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 5.97 % |
| IFC.PR.A | FixedReset | -1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.42 Bid-YTW : 10.30 % |
| BMO.PR.Y | FixedReset | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-05 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 4.28 % |
| MFC.PR.G | FixedReset | -1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.52 Bid-YTW : 7.85 % |
| RY.PR.K | FloatingReset | -1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.00 Bid-YTW : 4.75 % |
| BMO.PR.M | FixedReset | -1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.05 Bid-YTW : 4.41 % |
| BAM.PR.C | Floater | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-05 Maturity Price : 9.90 Evaluated at bid price : 9.90 Bid-YTW : 4.80 % |
| MFC.PR.L | FixedReset | 1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.78 Bid-YTW : 7.98 % |
| TD.PR.S | FixedReset | 1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.27 Bid-YTW : 4.24 % |
| TRP.PR.A | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-05 Maturity Price : 14.76 Evaluated at bid price : 14.76 Bid-YTW : 4.67 % |
| BNS.PR.Z | FixedReset | 1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.75 Bid-YTW : 6.42 % |
| FTS.PR.F | Perpetual-Discount | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-05 Maturity Price : 22.60 Evaluated at bid price : 22.85 Bid-YTW : 5.42 % |
| TRP.PR.F | FloatingReset | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-05 Maturity Price : 12.32 Evaluated at bid price : 12.32 Bid-YTW : 4.82 % |
| PWF.PR.Q | FloatingReset | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-05 Maturity Price : 11.50 Evaluated at bid price : 11.50 Bid-YTW : 4.43 % |
| BNS.PR.Y | FixedReset | 2.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.65 Bid-YTW : 6.20 % |
| MFC.PR.K | FixedReset | 2.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.40 Bid-YTW : 8.16 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.G | FixedReset | 218,289 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.33 Bid-YTW : 4.62 % |
| BNS.PR.G | FixedReset | 214,613 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 26.18 Bid-YTW : 4.59 % |
| RY.PR.H | FixedReset | 52,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-05 Maturity Price : 18.54 Evaluated at bid price : 18.54 Bid-YTW : 4.26 % |
| RY.PR.Q | FixedReset | 36,355 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.33 Bid-YTW : 4.72 % |
| BMO.PR.Q | FixedReset | 30,664 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.30 Bid-YTW : 6.88 % |
| MFC.PR.O | FixedReset | 24,327 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 26.20 Bid-YTW : 4.72 % |
| There were 22 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.Q | FloatingReset | Quote: 11.50 – 15.00 Spot Rate : 3.5000 Average : 2.2937 YTW SCENARIO |
| GWO.PR.O | FloatingReset | Quote: 12.02 – 13.50 Spot Rate : 1.4800 Average : 1.0756 YTW SCENARIO |
| BAM.PR.E | Ratchet | Quote: 13.40 – 14.40 Spot Rate : 1.0000 Average : 0.7945 YTW SCENARIO |
| BNS.PR.A | FloatingReset | Quote: 22.82 – 23.44 Spot Rate : 0.6200 Average : 0.4438 YTW SCENARIO |
| TD.PF.D | FixedReset | Quote: 19.84 – 20.40 Spot Rate : 0.5600 Average : 0.3848 YTW SCENARIO |
| RY.PR.K | FloatingReset | Quote: 22.00 – 22.85 Spot Rate : 0.8500 Average : 0.6999 YTW SCENARIO |