Sorry, this report will be delayed until the evening of October 2.
Update, 2020-10-3:
| 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 | 0.6883 % | 1,645.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6883 % | 3,018.9 |
| Floater | 5.17 % | 5.20 % | 53,502 | 15.20 | 3 | 0.6883 % | 1,739.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0057 % | 3,502.9 |
| SplitShare | 4.85 % | 4.96 % | 54,255 | 3.60 | 7 | 0.0057 % | 4,183.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0057 % | 3,263.9 |
| Perpetual-Premium | 5.31 % | 2.98 % | 78,175 | 0.08 | 17 | 0.3428 % | 3,165.3 |
| Perpetual-Discount | 5.16 % | 5.18 % | 88,341 | 15.09 | 17 | 0.7412 % | 3,558.8 |
| FixedReset Disc | 5.53 % | 4.26 % | 119,124 | 16.38 | 65 | -0.0436 % | 2,080.5 |
| Deemed-Retractible | 5.12 % | 4.93 % | 100,838 | 15.33 | 22 | 0.2335 % | 3,465.6 |
| FloatingReset | 2.03 % | 2.88 % | 38,735 | 1.31 | 3 | 0.1008 % | 1,797.1 |
| FixedReset Prem | 5.21 % | 4.02 % | 244,048 | 0.79 | 14 | -0.0225 % | 2,628.4 |
| FixedReset Bank Non | 1.94 % | 2.28 % | 133,721 | 1.31 | 2 | 0.1611 % | 2,848.6 |
| FixedReset Ins Non | 5.70 % | 4.31 % | 81,327 | 16.25 | 22 | -0.4178 % | 2,121.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.M | FixedReset Disc | -35.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 11.98 Evaluated at bid price : 11.98 Bid-YTW : 6.30 % |
| MFC.PR.G | FixedReset Ins Non | -17.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 5.36 % |
| IFC.PR.G | FixedReset Ins Non | -4.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 17.04 Evaluated at bid price : 17.04 Bid-YTW : 4.71 % |
| TRP.PR.B | FixedReset Disc | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 8.36 Evaluated at bid price : 8.36 Bid-YTW : 4.96 % |
| TRP.PR.A | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 11.70 Evaluated at bid price : 11.70 Bid-YTW : 5.56 % |
| BAM.PF.A | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 16.76 Evaluated at bid price : 16.76 Bid-YTW : 5.34 % |
| BIP.PR.E | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 5.76 % |
| NA.PR.C | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 23.09 Evaluated at bid price : 23.41 Bid-YTW : 4.15 % |
| PWF.PR.K | Perpetual-Discount | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 23.99 Evaluated at bid price : 24.24 Bid-YTW : 5.18 % |
| RY.PR.Z | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 18.11 Evaluated at bid price : 18.11 Bid-YTW : 3.87 % |
| PWF.PR.T | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 4.53 % |
| BAM.PR.T | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 13.05 Evaluated at bid price : 13.05 Bid-YTW : 5.28 % |
| CM.PR.O | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 4.21 % |
| TRP.PR.G | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 5.44 % |
| BAM.PF.C | Perpetual-Discount | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 22.30 Evaluated at bid price : 22.57 Bid-YTW : 5.39 % |
| BAM.PR.B | Floater | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 8.30 Evaluated at bid price : 8.30 Bid-YTW : 5.20 % |
| CM.PR.Q | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 18.62 Evaluated at bid price : 18.62 Bid-YTW : 4.22 % |
| SLF.PR.I | FixedReset Ins Non | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 4.26 % |
| BAM.PR.R | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 12.77 Evaluated at bid price : 12.77 Bid-YTW : 5.25 % |
| BAM.PR.N | Perpetual-Discount | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 21.97 Evaluated at bid price : 22.20 Bid-YTW : 5.37 % |
| MFC.PR.L | FixedReset Ins Non | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 15.68 Evaluated at bid price : 15.68 Bid-YTW : 4.43 % |
| BIP.PR.D | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 22.36 Evaluated at bid price : 22.75 Bid-YTW : 5.51 % |
| MFC.PR.H | FixedReset Ins Non | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 4.35 % |
| PWF.PR.S | Perpetual-Discount | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 23.22 Evaluated at bid price : 23.70 Bid-YTW : 5.12 % |
| BAM.PR.M | Perpetual-Discount | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 22.08 Evaluated at bid price : 22.31 Bid-YTW : 5.35 % |
| SLF.PR.H | FixedReset Ins Non | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 4.19 % |
| TRP.PR.F | FloatingReset | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 10.33 Evaluated at bid price : 10.33 Bid-YTW : 5.02 % |
| MFC.PR.N | FixedReset Ins Non | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 16.86 Evaluated at bid price : 16.86 Bid-YTW : 4.31 % |
| MFC.PR.I | FixedReset Ins Non | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 19.43 Evaluated at bid price : 19.43 Bid-YTW : 4.31 % |
| BAM.PF.I | FixedReset Disc | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 24.22 Evaluated at bid price : 24.56 Bid-YTW : 4.90 % |
| TD.PF.K | FixedReset Disc | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 4.09 % |
| RY.PR.J | FixedReset Disc | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 4.05 % |
| TD.PF.D | FixedReset Disc | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 19.22 Evaluated at bid price : 19.22 Bid-YTW : 4.17 % |
| RY.PR.S | FixedReset Disc | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 3.81 % |
| BAM.PF.D | Perpetual-Discount | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 22.88 Evaluated at bid price : 23.17 Bid-YTW : 5.31 % |
| BAM.PF.J | FixedReset Disc | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 23.31 Evaluated at bid price : 24.45 Bid-YTW : 4.82 % |
| BIP.PR.A | FixedReset Disc | 2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 17.16 Evaluated at bid price : 17.16 Bid-YTW : 5.76 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.A | Deemed-Retractible | 109,006 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 23.92 Evaluated at bid price : 24.18 Bid-YTW : 4.93 % |
| RY.PR.Q | FixedReset Prem | 79,145 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 3.54 % |
| TRP.PR.D | FixedReset Disc | 63,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 13.70 Evaluated at bid price : 13.70 Bid-YTW : 5.42 % |
| GWO.PR.I | Deemed-Retractible | 57,858 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 22.18 Evaluated at bid price : 22.46 Bid-YTW : 5.02 % |
| CM.PR.P | FixedReset Disc | 51,690 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-01 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 4.14 % |
| TD.PF.H | FixedReset Prem | 38,175 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.38 Bid-YTW : 4.20 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.M | FixedReset Disc | Quote: 11.98 – 19.25 Spot Rate : 7.2700 Average : 4.9945 YTW SCENARIO |
| MFC.PR.G | FixedReset Ins Non | Quote: 15.50 – 19.29 Spot Rate : 3.7900 Average : 2.5730 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 16.10 – 18.00 Spot Rate : 1.9000 Average : 1.1050 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 17.04 – 18.14 Spot Rate : 1.1000 Average : 0.6851 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 25.20 – 26.20 Spot Rate : 1.0000 Average : 0.6519 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 10.25 – 11.04 Spot Rate : 0.7900 Average : 0.5200 YTW SCENARIO |