Just the bare bones again!
| 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 | 4.69 % | 5.70 % | 10,068 | 17.03 | 1 | 0.0694 % | 1,676.6 |
| FixedFloater | 6.39 % | 5.61 % | 20,354 | 16.76 | 1 | 3.1944 % | 3,109.8 |
| Floater | 4.54 % | 4.68 % | 56,751 | 16.11 | 4 | 0.2649 % | 1,705.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1965 % | 2,805.2 |
| SplitShare | 4.72 % | 5.08 % | 91,262 | 1.58 | 6 | 0.1965 % | 3,282.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1965 % | 2,561.2 |
| Perpetual-Premium | 5.77 % | -15.39 % | 90,915 | 0.09 | 6 | -0.0131 % | 2,594.3 |
| Perpetual-Discount | 5.51 % | 5.53 % | 92,240 | 14.62 | 33 | 0.2530 % | 2,649.8 |
| FixedReset | 5.06 % | 4.52 % | 179,626 | 14.31 | 87 | 0.2279 % | 2,011.6 |
| Deemed-Retractible | 5.15 % | 5.31 % | 126,458 | 5.09 | 34 | 0.1434 % | 2,647.8 |
| FloatingReset | 3.04 % | 4.61 % | 34,922 | 5.39 | 17 | 0.2601 % | 2,088.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.A | FixedReset | -3.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-12 Maturity Price : 15.02 Evaluated at bid price : 15.02 Bid-YTW : 4.61 % |
| TRP.PR.B | FixedReset | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-12 Maturity Price : 11.86 Evaluated at bid price : 11.86 Bid-YTW : 4.28 % |
| BNS.PR.Z | FixedReset | -1.76 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.65 Bid-YTW : 5.61 % |
| FTS.PR.I | FloatingReset | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-12 Maturity Price : 11.32 Evaluated at bid price : 11.32 Bid-YTW : 4.24 % |
| BIP.PR.A | FixedReset | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-12 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 5.62 % |
| TRP.PR.D | FixedReset | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-12 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 4.37 % |
| TD.PF.E | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-12 Maturity Price : 21.16 Evaluated at bid price : 21.16 Bid-YTW : 4.27 % |
| BAM.PF.A | FixedReset | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-12 Maturity Price : 19.92 Evaluated at bid price : 19.92 Bid-YTW : 4.70 % |
| MFC.PR.I | FixedReset | 1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.60 Bid-YTW : 6.43 % |
| GWO.PR.N | FixedReset | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.80 Bid-YTW : 9.88 % |
| SLF.PR.J | FloatingReset | 1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.50 Bid-YTW : 10.84 % |
| BAM.PR.X | FixedReset | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-12 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 4.44 % |
| BAM.PR.T | FixedReset | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-12 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 4.93 % |
| MFC.PR.H | FixedReset | 1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.39 Bid-YTW : 6.13 % |
| BNS.PR.F | FloatingReset | 1.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.27 Bid-YTW : 6.60 % |
| HSE.PR.E | FixedReset | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-12 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 5.52 % |
| TRP.PR.F | FloatingReset | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-12 Maturity Price : 12.94 Evaluated at bid price : 12.94 Bid-YTW : 4.61 % |
| HSE.PR.G | FixedReset | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-12 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 5.52 % |
| BMO.PR.Q | FixedReset | 1.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.25 Bid-YTW : 6.00 % |
| TD.PF.D | FixedReset | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-12 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 4.25 % |
| MFC.PR.J | FixedReset | 1.68 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.99 Bid-YTW : 6.58 % |
| SLF.PR.H | FixedReset | 1.68 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.35 Bid-YTW : 8.66 % |
| NA.PR.S | FixedReset | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-12 Maturity Price : 19.39 Evaluated at bid price : 19.39 Bid-YTW : 4.19 % |
| TRP.PR.C | FixedReset | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-12 Maturity Price : 12.60 Evaluated at bid price : 12.60 Bid-YTW : 4.47 % |
| BAM.PF.B | FixedReset | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-12 Maturity Price : 18.49 Evaluated at bid price : 18.49 Bid-YTW : 4.73 % |
| GWO.PR.O | FloatingReset | 2.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.25 Bid-YTW : 10.94 % |
| PWF.PR.Q | FloatingReset | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-12 Maturity Price : 11.75 Evaluated at bid price : 11.75 Bid-YTW : 4.36 % |
| PWF.PR.T | FixedReset | 2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-12 Maturity Price : 21.07 Evaluated at bid price : 21.07 Bid-YTW : 3.85 % |
| IAG.PR.G | FixedReset | 2.73 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.70 Bid-YTW : 6.28 % |
| HSE.PR.A | FixedReset | 3.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-12 Maturity Price : 11.35 Evaluated at bid price : 11.35 Bid-YTW : 5.38 % |
| BAM.PR.G | FixedFloater | 3.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-12 Maturity Price : 25.00 Evaluated at bid price : 14.86 Bid-YTW : 5.61 % |
| MFC.PR.F | FixedReset | 3.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.55 Bid-YTW : 10.18 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.R | FixedReset | 91,389 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.24 Bid-YTW : 4.59 % |
| BNS.PR.G | FixedReset | 84,745 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 26.12 Bid-YTW : 4.66 % |
| RY.PR.Q | FixedReset | 72,641 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.50 Bid-YTW : 4.59 % |
| BNS.PR.L | Deemed-Retractible | 67,265 | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-05-27 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 3.37 % |
| MFC.PR.O | FixedReset | 60,370 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 26.21 Bid-YTW : 4.73 % |
| SLF.PR.A | Deemed-Retractible | 58,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.67 Bid-YTW : 6.20 % |
| There were 23 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.O | FloatingReset | Quote: 12.25 – 14.25 Spot Rate : 2.0000 Average : 1.2956 YTW SCENARIO |
| RY.PR.K | FloatingReset | Quote: 22.12 – 23.50 Spot Rate : 1.3800 Average : 1.1804 YTW SCENARIO |
| BAM.PR.G | FixedFloater | Quote: 14.86 – 15.50 Spot Rate : 0.6400 Average : 0.4880 YTW SCENARIO |
| TRP.PR.B | FixedReset | Quote: 11.86 – 12.39 Spot Rate : 0.5300 Average : 0.3838 YTW SCENARIO |
| RY.PR.I | FixedReset | Quote: 23.67 – 24.17 Spot Rate : 0.5000 Average : 0.3557 YTW SCENARIO |
| BNS.PR.Z | FixedReset | Quote: 20.65 – 21.00 Spot Rate : 0.3500 Average : 0.2237 YTW SCENARIO |