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 | 0.8415 % | 1,822.5 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8415 % | 3,329.3 |
Floater | 4.15 % | 4.20 % | 63,094 | 17.00 | 4 | 0.8415 % | 1,918.7 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2381 % | 2,940.2 |
SplitShare | 4.82 % | 4.68 % | 79,690 | 4.26 | 6 | 0.2381 % | 3,511.3 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2381 % | 2,739.6 |
Perpetual-Premium | 5.46 % | 5.16 % | 87,812 | 14.47 | 23 | 0.3212 % | 2,662.5 |
Perpetual-Discount | 5.46 % | 5.49 % | 107,491 | 14.59 | 15 | 0.8108 % | 2,757.0 |
FixedReset | 4.69 % | 4.54 % | 260,841 | 6.77 | 96 | 1.1426 % | 2,179.0 |
Deemed-Retractible | 5.17 % | 4.64 % | 141,672 | 4.51 | 32 | 0.2454 % | 2,756.1 |
FloatingReset | 2.80 % | 3.79 % | 45,929 | 4.78 | 12 | 0.8869 % | 2,333.5 |
Performance Highlights | |||
Issue | Index | Change | Notes |
BNS.PR.B | FloatingReset | 1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.11 Bid-YTW : 3.80 % |
NA.PR.X | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 26.94 Bid-YTW : 3.85 % |
W.PR.M | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 26.05 Bid-YTW : 4.20 % |
BAM.PF.B | FixedReset | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 19.49 Evaluated at bid price : 19.49 Bid-YTW : 4.96 % |
NA.PR.S | FixedReset | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 19.56 Evaluated at bid price : 19.56 Bid-YTW : 4.70 % |
MFC.PR.O | FixedReset | 1.09 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 26.90 Bid-YTW : 3.80 % |
GRP.PR.A | SplitShare | 1.14 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-01-27 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : -18.33 % |
CU.PR.D | Perpetual-Discount | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 22.64 Evaluated at bid price : 23.00 Bid-YTW : 5.37 % |
CM.PR.P | FixedReset | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 19.18 Evaluated at bid price : 19.18 Bid-YTW : 4.51 % |
BAM.PR.C | Floater | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 11.08 Evaluated at bid price : 11.08 Bid-YTW : 4.27 % |
RY.PR.Z | FixedReset | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 4.47 % |
TRP.PR.F | FloatingReset | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 4.01 % |
FTS.PR.F | Perpetual-Discount | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 22.62 Evaluated at bid price : 22.87 Bid-YTW : 5.41 % |
MFC.PR.F | FixedReset | 1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.39 Bid-YTW : 10.19 % |
HSE.PR.C | FixedReset | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 21.24 Evaluated at bid price : 21.52 Bid-YTW : 5.04 % |
TD.PF.E | FixedReset | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 22.13 Evaluated at bid price : 22.64 Bid-YTW : 4.40 % |
TRP.PR.E | FixedReset | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 19.51 Evaluated at bid price : 19.51 Bid-YTW : 4.72 % |
MFC.PR.L | FixedReset | 1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.69 Bid-YTW : 7.06 % |
NA.PR.W | FixedReset | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 4.68 % |
TD.PR.Z | FloatingReset | 1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.20 Bid-YTW : 3.70 % |
BNS.PR.A | FloatingReset | 1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.89 Bid-YTW : 3.46 % |
CU.PR.H | Perpetual-Premium | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 24.23 Evaluated at bid price : 24.63 Bid-YTW : 5.37 % |
IFC.PR.C | FixedReset | 1.38 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.60 Bid-YTW : 6.35 % |
BMO.PR.Y | FixedReset | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 21.48 Evaluated at bid price : 21.83 Bid-YTW : 4.44 % |
PWF.PR.T | FixedReset | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 20.96 Evaluated at bid price : 20.96 Bid-YTW : 4.37 % |
TRP.PR.A | FixedReset | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 15.82 Evaluated at bid price : 15.82 Bid-YTW : 4.94 % |
SLF.PR.H | FixedReset | 1.44 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.65 Bid-YTW : 8.06 % |
CU.PR.F | Perpetual-Discount | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 21.08 Evaluated at bid price : 21.08 Bid-YTW : 5.40 % |
FTS.PR.H | FixedReset | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 14.01 Evaluated at bid price : 14.01 Bid-YTW : 4.67 % |
CM.PR.Q | FixedReset | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 21.39 Evaluated at bid price : 21.71 Bid-YTW : 4.45 % |
RY.PR.H | FixedReset | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 19.58 Evaluated at bid price : 19.58 Bid-YTW : 4.51 % |
RY.PR.M | FixedReset | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 21.28 Evaluated at bid price : 21.28 Bid-YTW : 4.45 % |
PWF.PR.P | FixedReset | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 14.41 Evaluated at bid price : 14.41 Bid-YTW : 4.68 % |
BAM.PR.B | Floater | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 11.25 Evaluated at bid price : 11.25 Bid-YTW : 4.20 % |
TD.PF.D | FixedReset | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 21.84 Evaluated at bid price : 22.18 Bid-YTW : 4.42 % |
BAM.PF.A | FixedReset | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 21.16 Evaluated at bid price : 21.16 Bid-YTW : 4.87 % |
CU.PR.G | Perpetual-Discount | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 21.09 Evaluated at bid price : 21.09 Bid-YTW : 5.40 % |
FTS.PR.J | Perpetual-Discount | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 22.04 Evaluated at bid price : 22.41 Bid-YTW : 5.34 % |
BAM.PF.E | FixedReset | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 20.51 Evaluated at bid price : 20.51 Bid-YTW : 4.70 % |
MFC.PR.G | FixedReset | 1.67 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.96 Bid-YTW : 5.91 % |
BAM.PF.F | FixedReset | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 21.44 Evaluated at bid price : 21.79 Bid-YTW : 4.70 % |
HSE.PR.G | FixedReset | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 22.26 Evaluated at bid price : 22.79 Bid-YTW : 5.11 % |
CU.PR.E | Perpetual-Discount | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 22.69 Evaluated at bid price : 23.06 Bid-YTW : 5.35 % |
MFC.PR.K | FixedReset | 1.83 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.45 Bid-YTW : 7.19 % |
BAM.PR.R | FixedReset | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 17.19 Evaluated at bid price : 17.19 Bid-YTW : 4.90 % |
BAM.PF.G | FixedReset | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 21.81 Evaluated at bid price : 22.13 Bid-YTW : 4.63 % |
TD.PR.T | FloatingReset | 1.97 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.25 Bid-YTW : 3.57 % |
CU.PR.C | FixedReset | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 20.92 Evaluated at bid price : 20.92 Bid-YTW : 4.30 % |
HSE.PR.E | FixedReset | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 22.25 Evaluated at bid price : 22.74 Bid-YTW : 5.15 % |
MFC.PR.J | FixedReset | 2.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.60 Bid-YTW : 6.00 % |
MFC.PR.I | FixedReset | 2.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.47 Bid-YTW : 5.67 % |
FTS.PR.K | FixedReset | 2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 18.16 Evaluated at bid price : 18.16 Bid-YTW : 4.59 % |
HSE.PR.A | FixedReset | 2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 13.23 Evaluated at bid price : 13.23 Bid-YTW : 5.27 % |
MFC.PR.M | FixedReset | 2.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.24 Bid-YTW : 6.82 % |
MFC.PR.N | FixedReset | 2.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.19 Bid-YTW : 6.79 % |
IAG.PR.G | FixedReset | 2.44 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.25 Bid-YTW : 5.77 % |
SLF.PR.I | FixedReset | 2.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.79 Bid-YTW : 5.94 % |
TRP.PR.H | FloatingReset | 2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 11.90 Evaluated at bid price : 11.90 Bid-YTW : 3.68 % |
BAM.PR.X | FixedReset | 2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 15.29 Evaluated at bid price : 15.29 Bid-YTW : 4.92 % |
SLF.PR.G | FixedReset | 2.62 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.64 Bid-YTW : 9.08 % |
MFC.PR.H | FixedReset | 2.71 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.91 Bid-YTW : 5.00 % |
FTS.PR.G | FixedReset | 2.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 18.63 Evaluated at bid price : 18.63 Bid-YTW : 4.53 % |
RY.PR.J | FixedReset | 2.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 4.54 % |
FTS.PR.M | FixedReset | 3.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 20.41 Evaluated at bid price : 20.41 Bid-YTW : 4.60 % |
TRP.PR.C | FixedReset | 3.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 13.80 Evaluated at bid price : 13.80 Bid-YTW : 4.79 % |
IFC.PR.A | FixedReset | 3.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.06 Bid-YTW : 8.61 % |
TRP.PR.B | FixedReset | 4.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 13.31 Evaluated at bid price : 13.31 Bid-YTW : 4.51 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
TD.PF.H | FixedReset | 172,852 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.81 Bid-YTW : 4.34 % |
BNS.PR.N | Deemed-Retractible | 162,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-01-27 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 0.78 % |
BAM.PR.B | Floater | 118,853 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 11.25 Evaluated at bid price : 11.25 Bid-YTW : 4.20 % |
NA.PR.S | FixedReset | 81,575 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-28 Maturity Price : 19.56 Evaluated at bid price : 19.56 Bid-YTW : 4.70 % |
TRP.PR.K | FixedReset | 77,805 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.42 Bid-YTW : 4.68 % |
IFC.PR.D | FloatingReset | 62,712 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.65 Bid-YTW : 6.58 % |
There were 32 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
VNR.PR.A | FixedReset | Quote: 19.62 – 20.26 Spot Rate : 0.6400 Average : 0.4180 YTW SCENARIO |
TRP.PR.A | FixedReset | Quote: 15.82 – 16.24 Spot Rate : 0.4200 Average : 0.2696 YTW SCENARIO |
TD.PR.Z | FloatingReset | Quote: 23.20 – 23.58 Spot Rate : 0.3800 Average : 0.2436 YTW SCENARIO |
SLF.PR.K | FloatingReset | Quote: 16.91 – 17.49 Spot Rate : 0.5800 Average : 0.4462 YTW SCENARIO |
TD.PR.T | FloatingReset | Quote: 23.25 – 23.62 Spot Rate : 0.3700 Average : 0.2765 YTW SCENARIO |
RY.PR.I | FixedReset | Quote: 24.70 – 24.95 Spot Rate : 0.2500 Average : 0.1690 YTW SCENARIO |