Nothing happened today, either.
| 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 | -0.1254 % | 2,617.7 |
| FixedFloater | 4.16 % | 3.40 % | 28,162 | 18.57 | 1 | 0.2633 % | 4,173.0 |
| Floater | 2.93 % | 3.09 % | 52,359 | 19.45 | 4 | -0.1254 % | 2,706.9 |
| OpRet | 4.05 % | -2.28 % | 96,444 | 0.08 | 1 | -0.0395 % | 2,728.2 |
| SplitShare | 4.24 % | 3.79 % | 61,157 | 3.97 | 6 | -0.2341 % | 3,149.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0395 % | 2,494.6 |
| Perpetual-Premium | 5.49 % | -2.21 % | 82,500 | 0.09 | 19 | -0.0124 % | 2,437.4 |
| Perpetual-Discount | 5.21 % | 5.12 % | 113,505 | 15.20 | 17 | 0.0451 % | 2,607.3 |
| FixedReset | 4.24 % | 3.65 % | 184,467 | 6.57 | 74 | -0.0264 % | 2,569.1 |
| Deemed-Retractible | 5.00 % | 1.97 % | 103,986 | 0.24 | 42 | 0.0610 % | 2,565.9 |
| FloatingReset | 2.63 % | 1.20 % | 80,499 | 0.16 | 6 | 0.1638 % | 2,531.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CIU.PR.C | FixedReset | -3.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2044-08-28 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 3.65 % |
| TRP.PR.A | FixedReset | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2044-08-28 Maturity Price : 22.01 Evaluated at bid price : 22.57 Bid-YTW : 3.82 % |
| PVS.PR.C | SplitShare | -1.26 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2015-12-10 Maturity Price : 25.50 Evaluated at bid price : 25.81 Bid-YTW : 3.70 % |
| GWO.PR.N | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.50 Bid-YTW : 4.67 % |
| GWO.PR.Q | Deemed-Retractible | 1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 5.10 % |
| PWF.PR.P | FixedReset | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2044-08-28 Maturity Price : 22.73 Evaluated at bid price : 23.16 Bid-YTW : 3.48 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.P | FixedReset | 203,692 | Indicated for redemption September 30. YTW SCENARIO Maturity Type : Call Maturity Date : 2014-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.39 Bid-YTW : 2.22 % |
| GWO.PR.R | Deemed-Retractible | 55,585 | Scotia crossed 30,000 at 23.88; Desjardins crossed 12,000 at the same price. YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.95 Bid-YTW : 5.31 % |
| MFC.PR.K | FixedReset | 52,680 | RBC crossed 50,000 at 24.97. YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 3.80 % |
| TD.PF.B | FixedReset | 51,134 | Recent new issue. YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2044-08-28 Maturity Price : 23.23 Evaluated at bid price : 25.18 Bid-YTW : 3.68 % |
| BNS.PR.Y | FixedReset | 43,080 | TD crossed 35,000 at 23.89. YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.89 Bid-YTW : 3.41 % |
| BAM.PF.F | FixedReset | 25,070 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.56 Bid-YTW : 4.26 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CIU.PR.C | FixedReset | Quote: 20.52 – 21.45 Spot Rate : 0.9300 Average : 0.5262 YTW SCENARIO |
| TRP.PR.A | FixedReset | Quote: 22.57 – 23.09 Spot Rate : 0.5200 Average : 0.3302 YTW SCENARIO |
| GWO.PR.R | Deemed-Retractible | Quote: 23.95 – 24.45 Spot Rate : 0.5000 Average : 0.3298 YTW SCENARIO |
| FTS.PR.J | Perpetual-Discount | Quote: 24.08 – 24.54 Spot Rate : 0.4600 Average : 0.3282 YTW SCENARIO |
| IAG.PR.E | Deemed-Retractible | Quote: 26.02 – 26.39 Spot Rate : 0.3700 Average : 0.2493 YTW SCENARIO |
| BAM.PR.X | FixedReset | Quote: 22.53 – 22.80 Spot Rate : 0.2700 Average : 0.1616 YTW SCENARIO |