Nothing happened today.
| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| Index | Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues | Day’s Perf. | Index Value |
| Ratchet | 5.12 % | 6.24 % | 10,936 | 16.37 | 1 | -1.4925 % | 1,528.6 |
| FixedFloater | 7.03 % | 6.18 % | 24,927 | 16.11 | 1 | 0.0000 % | 2,827.3 |
| Floater | 4.69 % | 4.82 % | 65,164 | 15.84 | 4 | 0.7996 % | 1,652.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0659 % | 2,754.2 |
| SplitShare | 4.83 % | 5.68 % | 71,608 | 1.64 | 7 | -0.0659 % | 3,223.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0659 % | 2,514.7 |
| Perpetual-Premium | 5.80 % | -2.06 % | 85,687 | 0.08 | 6 | 0.0727 % | 2,545.1 |
| Perpetual-Discount | 5.66 % | 5.70 % | 99,230 | 14.25 | 33 | 0.5198 % | 2,561.3 |
| FixedReset | 5.50 % | 5.22 % | 189,624 | 14.23 | 87 | 0.0343 % | 1,855.3 |
| Deemed-Retractible | 5.26 % | 5.64 % | 122,380 | 5.10 | 34 | 0.5249 % | 2,586.8 |
| FloatingReset | 3.14 % | 5.13 % | 40,512 | 5.42 | 16 | 0.1684 % | 1,981.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BMO.PR.Y | FixedReset | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-03-18 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 4.89 % |
| BAM.PR.E | Ratchet | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-03-18 Maturity Price : 25.00 Evaluated at bid price : 13.20 Bid-YTW : 6.24 % |
| MFC.PR.M | FixedReset | -1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.41 Bid-YTW : 8.50 % |
| RY.PR.L | FixedReset | -1.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.52 Bid-YTW : 4.33 % |
| NA.PR.W | FixedReset | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-03-18 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 4.95 % |
| SLF.PR.G | FixedReset | -1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.21 Bid-YTW : 10.59 % |
| CM.PR.Q | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-03-18 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 4.79 % |
| CU.PR.E | Perpetual-Discount | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-03-18 Maturity Price : 21.56 Evaluated at bid price : 21.91 Bid-YTW : 5.63 % |
| PWF.PR.S | Perpetual-Discount | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-03-18 Maturity Price : 21.33 Evaluated at bid price : 21.62 Bid-YTW : 5.62 % |
| SLF.PR.E | Deemed-Retractible | 1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.49 Bid-YTW : 7.31 % |
| MFC.PR.B | Deemed-Retractible | 1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.05 Bid-YTW : 7.12 % |
| SLF.PR.D | Deemed-Retractible | 1.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.37 Bid-YTW : 7.34 % |
| MFC.PR.C | Deemed-Retractible | 1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.48 Bid-YTW : 7.35 % |
| GWO.PR.P | Deemed-Retractible | 1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.07 Bid-YTW : 5.95 % |
| CU.PR.H | Perpetual-Discount | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-03-18 Maturity Price : 23.17 Evaluated at bid price : 23.47 Bid-YTW : 5.63 % |
| GWO.PR.Q | Deemed-Retractible | 1.40 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.11 Bid-YTW : 6.28 % |
| BNS.PR.F | FloatingReset | 1.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.76 Bid-YTW : 8.19 % |
| GWO.PR.G | Deemed-Retractible | 1.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.33 Bid-YTW : 6.20 % |
| GWO.PR.R | Deemed-Retractible | 1.45 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.71 Bid-YTW : 6.81 % |
| SLF.PR.A | Deemed-Retractible | 1.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.86 Bid-YTW : 6.66 % |
| CU.PR.G | Perpetual-Discount | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-03-18 Maturity Price : 20.22 Evaluated at bid price : 20.22 Bid-YTW : 5.62 % |
| HSE.PR.A | FixedReset | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-03-18 Maturity Price : 9.70 Evaluated at bid price : 9.70 Bid-YTW : 6.57 % |
| BNS.PR.D | FloatingReset | 1.64 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.37 Bid-YTW : 8.11 % |
| SLF.PR.H | FixedReset | 1.67 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.25 Bid-YTW : 9.68 % |
| CU.PR.D | Perpetual-Discount | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-03-18 Maturity Price : 21.72 Evaluated at bid price : 22.00 Bid-YTW : 5.61 % |
| GWO.PR.H | Deemed-Retractible | 1.73 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.81 Bid-YTW : 6.80 % |
| SLF.PR.B | Deemed-Retractible | 1.75 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.05 Bid-YTW : 6.59 % |
| GWO.PR.S | Deemed-Retractible | 1.85 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.72 Bid-YTW : 6.01 % |
| GWO.PR.I | Deemed-Retractible | 1.90 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.97 Bid-YTW : 6.98 % |
| CU.PR.F | Perpetual-Discount | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-03-18 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 5.61 % |
| BAM.PR.K | Floater | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-03-18 Maturity Price : 9.62 Evaluated at bid price : 9.62 Bid-YTW : 4.91 % |
| TD.PF.A | FixedReset | 2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-03-18 Maturity Price : 17.73 Evaluated at bid price : 17.73 Bid-YTW : 4.59 % |
| FTS.PR.H | FixedReset | 2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-03-18 Maturity Price : 11.65 Evaluated at bid price : 11.65 Bid-YTW : 5.00 % |
| TRP.PR.C | FixedReset | 2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-03-18 Maturity Price : 11.60 Evaluated at bid price : 11.60 Bid-YTW : 5.07 % |
| BAM.PR.T | FixedReset | 3.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-03-18 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 5.25 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.D | Deemed-Retractible | 130,092 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.37 Bid-YTW : 7.34 % |
| GWO.PR.M | Deemed-Retractible | 125,410 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-03-31 Maturity Price : 25.25 Evaluated at bid price : 25.40 Bid-YTW : 5.35 % |
| RY.PR.Q | FixedReset | 83,130 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-03-18 Maturity Price : 23.33 Evaluated at bid price : 25.58 Bid-YTW : 5.26 % |
| RY.PR.R | FixedReset | 71,182 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 25.37 Bid-YTW : 5.25 % |
| SLF.PR.H | FixedReset | 65,305 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.25 Bid-YTW : 9.68 % |
| TRP.PR.C | FixedReset | 55,140 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-03-18 Maturity Price : 11.60 Evaluated at bid price : 11.60 Bid-YTW : 5.07 % |
| There were 35 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: 10.75 – 11.75 Spot Rate : 1.0000 Average : 0.7626 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 21.45 – 21.99 Spot Rate : 0.5400 Average : 0.3085 YTW SCENARIO |
| TD.PF.B | FixedReset | Quote: 17.63 – 18.13 Spot Rate : 0.5000 Average : 0.3242 YTW SCENARIO |
| RY.PR.L | FixedReset | Quote: 24.52 – 24.89 Spot Rate : 0.3700 Average : 0.2195 YTW SCENARIO |
| BMO.PR.Q | FixedReset | Quote: 17.90 – 18.36 Spot Rate : 0.4600 Average : 0.3180 YTW SCENARIO |
| BNS.PR.F | FloatingReset | Quote: 17.76 – 18.49 Spot Rate : 0.7300 Average : 0.6032 YTW SCENARIO |