Bare bones!
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 | 4.66 % | 5.66 % | 10,698 | 17.06 | 1 | 0.7639 % | 1,688.2 |
FixedFloater | 6.46 % | 5.59 % | 21,547 | 17.04 | 1 | 1.3793 % | 3,127.2 |
Floater | 4.45 % | 4.61 % | 53,711 | 16.22 | 4 | -0.5851 % | 1,745.2 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0540 % | 2,812.0 |
SplitShare | 4.71 % | 4.99 % | 79,372 | 2.53 | 6 | 0.0540 % | 3,290.6 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0540 % | 2,567.4 |
Perpetual-Premium | 5.78 % | -10.93 % | 79,886 | 0.09 | 6 | 0.0526 % | 2,592.9 |
Perpetual-Discount | 5.55 % | 5.60 % | 93,849 | 14.48 | 33 | 0.1495 % | 2,631.5 |
FixedReset | 5.14 % | 4.72 % | 180,776 | 14.11 | 88 | 0.0514 % | 1,984.5 |
Deemed-Retractible | 5.17 % | 5.71 % | 126,577 | 6.83 | 34 | 0.1154 % | 2,642.2 |
FloatingReset | 3.15 % | 4.86 % | 34,025 | 5.34 | 17 | -0.1346 % | 2,066.1 |
Performance Highlights | |||
Issue | Index | Change | Notes |
BAM.PF.E | FixedReset | -6.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 17.46 Evaluated at bid price : 17.46 Bid-YTW : 5.15 % |
TRP.PR.I | FloatingReset | -5.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 10.63 Evaluated at bid price : 10.63 Bid-YTW : 4.80 % |
VNR.PR.A | FixedReset | -3.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 17.56 Evaluated at bid price : 17.56 Bid-YTW : 5.22 % |
BAM.PR.Z | FixedReset | -2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 5.23 % |
BNS.PR.F | FloatingReset | -2.58 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.51 Bid-YTW : 7.46 % |
TD.PR.Y | FixedReset | -2.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.30 Bid-YTW : 4.31 % |
IAG.PR.A | Deemed-Retractible | -1.62 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.25 Bid-YTW : 7.00 % |
NA.PR.Q | FixedReset | -1.52 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.25 Bid-YTW : 4.74 % |
BAM.PR.C | Floater | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 10.09 Evaluated at bid price : 10.09 Bid-YTW : 4.72 % |
BNS.PR.P | FixedReset | -1.45 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.75 Bid-YTW : 3.97 % |
FTS.PR.G | FixedReset | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 16.87 Evaluated at bid price : 16.87 Bid-YTW : 4.55 % |
GWO.PR.N | FixedReset | -1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.25 Bid-YTW : 10.52 % |
RY.PR.Z | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 19.08 Evaluated at bid price : 19.08 Bid-YTW : 4.11 % |
SLF.PR.A | Deemed-Retractible | 1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.83 Bid-YTW : 6.12 % |
IFC.PR.A | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.75 Bid-YTW : 10.13 % |
TRP.PR.G | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.01 % |
SLF.PR.I | FixedReset | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.22 Bid-YTW : 7.23 % |
TD.PF.B | FixedReset | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 19.19 Evaluated at bid price : 19.19 Bid-YTW : 4.16 % |
TD.PF.C | FixedReset | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 4.14 % |
BAM.PF.H | FixedReset | 1.18 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : 4.33 % |
SLF.PR.D | Deemed-Retractible | 1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.29 Bid-YTW : 6.80 % |
SLF.PR.C | Deemed-Retractible | 1.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.28 Bid-YTW : 6.81 % |
RY.PR.H | FixedReset | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 19.17 Evaluated at bid price : 19.17 Bid-YTW : 4.14 % |
BAM.PR.G | FixedFloater | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 25.00 Evaluated at bid price : 14.70 Bid-YTW : 5.59 % |
BMO.PR.T | FixedReset | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 4.23 % |
SLF.PR.E | Deemed-Retractible | 1.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.43 Bid-YTW : 6.76 % |
BAM.PF.C | Perpetual-Discount | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 20.88 Evaluated at bid price : 20.88 Bid-YTW : 5.87 % |
PWF.PR.T | FixedReset | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 4.00 % |
BMO.PR.W | FixedReset | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 4.22 % |
BNS.PR.Q | FixedReset | 1.54 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.11 Bid-YTW : 4.45 % |
HSE.PR.E | FixedReset | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 5.63 % |
TD.PF.A | FixedReset | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 19.34 Evaluated at bid price : 19.34 Bid-YTW : 4.13 % |
SLF.PR.H | FixedReset | 2.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.38 Bid-YTW : 8.75 % |
GWO.PR.O | FloatingReset | 2.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.29 Bid-YTW : 11.02 % |
TRP.PR.E | FixedReset | 2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 18.34 Evaluated at bid price : 18.34 Bid-YTW : 4.56 % |
TRP.PR.D | FixedReset | 3.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 17.37 Evaluated at bid price : 17.37 Bid-YTW : 4.76 % |
HSE.PR.B | FloatingReset | 6.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 10.26 Evaluated at bid price : 10.26 Bid-YTW : 5.49 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
TRP.PR.J | FixedReset | 138,415 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.63 Bid-YTW : 4.98 % |
RY.PR.Q | FixedReset | 127,205 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.92 Bid-YTW : 4.60 % |
BAM.PF.G | FixedReset | 115,887 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 4.78 % |
VNR.PR.A | FixedReset | 85,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-22 Maturity Price : 17.56 Evaluated at bid price : 17.56 Bid-YTW : 5.22 % |
BNS.PR.G | FixedReset | 69,883 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 26.05 Bid-YTW : 4.75 % |
IFC.PR.C | FixedReset | 62,085 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.11 Bid-YTW : 7.95 % |
There were 46 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
BAM.PF.E | FixedReset | Quote: 17.46 – 18.90 Spot Rate : 1.4400 Average : 0.9105 YTW SCENARIO |
TD.PR.Y | FixedReset | Quote: 23.30 – 23.97 Spot Rate : 0.6700 Average : 0.4063 YTW SCENARIO |
BNS.PR.F | FloatingReset | Quote: 18.51 – 19.75 Spot Rate : 1.2400 Average : 1.0357 YTW SCENARIO |
NA.PR.Q | FixedReset | Quote: 23.25 – 23.74 Spot Rate : 0.4900 Average : 0.2890 YTW SCENARIO |
TRP.PR.A | FixedReset | Quote: 14.65 – 15.40 Spot Rate : 0.7500 Average : 0.5580 YTW SCENARIO |
BAM.PR.Z | FixedReset | Quote: 18.51 – 19.00 Spot Rate : 0.4900 Average : 0.3083 YTW SCENARIO |