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 | 4.86 % | 5.92 % | 9,976 | 16.75 | 1 | -2.4561 % | 1,617.3 |
| FixedFloater | 6.60 % | 5.71 % | 19,557 | 16.90 | 1 | 0.2786 % | 3,063.4 |
| Floater | 4.57 % | 4.72 % | 55,521 | 16.02 | 4 | -0.0726 % | 1,692.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1144 % | 2,806.1 |
| SplitShare | 4.72 % | 4.97 % | 85,175 | 2.54 | 6 | -0.1144 % | 3,283.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1144 % | 2,562.1 |
| Perpetual-Premium | 5.79 % | -10.78 % | 89,859 | 0.08 | 6 | 0.0066 % | 2,588.6 |
| Perpetual-Discount | 5.55 % | 5.59 % | 93,798 | 14.48 | 33 | -0.4999 % | 2,627.2 |
| FixedReset | 5.15 % | 4.66 % | 176,560 | 14.12 | 87 | -0.6557 % | 1,975.7 |
| Deemed-Retractible | 5.18 % | 5.41 % | 127,494 | 5.04 | 34 | -0.0037 % | 2,632.2 |
| FloatingReset | 3.14 % | 4.78 % | 34,732 | 5.37 | 17 | -0.2714 % | 2,072.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.H | FloatingReset | -3.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 9.47 Evaluated at bid price : 9.47 Bid-YTW : 4.74 % |
| TRP.PR.G | FixedReset | -3.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 18.03 Evaluated at bid price : 18.03 Bid-YTW : 5.28 % |
| TRP.PR.B | FixedReset | -3.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 10.92 Evaluated at bid price : 10.92 Bid-YTW : 4.79 % |
| TRP.PR.E | FixedReset | -3.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 4.81 % |
| TRP.PR.C | FixedReset | -3.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 11.60 Evaluated at bid price : 11.60 Bid-YTW : 4.97 % |
| PWF.PR.Q | FloatingReset | -2.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 11.40 Evaluated at bid price : 11.40 Bid-YTW : 4.61 % |
| TRP.PR.D | FixedReset | -2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 16.69 Evaluated at bid price : 16.69 Bid-YTW : 4.95 % |
| FTS.PR.K | FixedReset | -2.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 17.07 Evaluated at bid price : 17.07 Bid-YTW : 4.46 % |
| BAM.PR.E | Ratchet | -2.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 25.00 Evaluated at bid price : 13.90 Bid-YTW : 5.92 % |
| IFC.PR.C | FixedReset | -2.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.70 Bid-YTW : 8.27 % |
| PWF.PR.T | FixedReset | -2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 4.00 % |
| HSE.PR.A | FixedReset | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 10.70 Evaluated at bid price : 10.70 Bid-YTW : 5.84 % |
| IFC.PR.A | FixedReset | -1.64 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.36 Bid-YTW : 10.51 % |
| TRP.PR.F | FloatingReset | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 12.32 Evaluated at bid price : 12.32 Bid-YTW : 4.95 % |
| CM.PR.O | FixedReset | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 4.27 % |
| TD.PF.E | FixedReset | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 20.64 Evaluated at bid price : 20.64 Bid-YTW : 4.44 % |
| FTS.PR.F | Perpetual-Discount | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 22.39 Evaluated at bid price : 22.65 Bid-YTW : 5.48 % |
| SLF.PR.H | FixedReset | -1.52 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.20 Bid-YTW : 8.90 % |
| BAM.PF.E | FixedReset | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 18.82 Evaluated at bid price : 18.82 Bid-YTW : 4.76 % |
| HSE.PR.E | FixedReset | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.82 % |
| BAM.PR.Z | FixedReset | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 19.32 Evaluated at bid price : 19.32 Bid-YTW : 5.00 % |
| FTS.PR.J | Perpetual-Discount | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 21.45 Evaluated at bid price : 21.77 Bid-YTW : 5.52 % |
| BMO.PR.W | FixedReset | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 18.31 Evaluated at bid price : 18.31 Bid-YTW : 4.36 % |
| CU.PR.G | Perpetual-Discount | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 20.51 Evaluated at bid price : 20.51 Bid-YTW : 5.57 % |
| BMO.PR.T | FixedReset | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 4.38 % |
| TD.PF.D | FixedReset | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 4.44 % |
| GWO.PR.N | FixedReset | -1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.25 Bid-YTW : 10.50 % |
| MFC.PR.G | FixedReset | -1.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.56 Bid-YTW : 7.19 % |
| SLF.PR.D | Deemed-Retractible | -1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.80 Bid-YTW : 7.13 % |
| FTS.PR.G | FixedReset | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 4.51 % |
| FTS.PR.M | FixedReset | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 18.92 Evaluated at bid price : 18.92 Bid-YTW : 4.58 % |
| CU.PR.D | Perpetual-Discount | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 21.90 Evaluated at bid price : 22.25 Bid-YTW : 5.57 % |
| MFC.PR.J | FixedReset | -1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.60 Bid-YTW : 6.94 % |
| SLF.PR.C | Deemed-Retractible | -1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.87 Bid-YTW : 7.08 % |
| BAM.PF.B | FixedReset | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 17.81 Evaluated at bid price : 17.81 Bid-YTW : 5.00 % |
| ELF.PR.H | Perpetual-Discount | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 23.20 Evaluated at bid price : 23.65 Bid-YTW : 5.83 % |
| FTS.PR.H | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 13.27 Evaluated at bid price : 13.27 Bid-YTW : 4.36 % |
| BIP.PR.A | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 5.75 % |
| BAM.PF.A | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 4.97 % |
| CU.PR.E | Perpetual-Discount | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 21.87 Evaluated at bid price : 22.20 Bid-YTW : 5.59 % |
| RY.PR.F | Deemed-Retractible | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.90 Bid-YTW : 4.69 % |
| BNS.PR.D | FloatingReset | 1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.21 Bid-YTW : 6.34 % |
| GWO.PR.M | Deemed-Retractible | 1.35 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-03-31 Maturity Price : 25.25 Evaluated at bid price : 25.50 Bid-YTW : 5.38 % |
| SLF.PR.G | FixedReset | 1.67 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.00 Bid-YTW : 9.89 % |
| BAM.PR.T | FixedReset | 2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 16.10 Evaluated at bid price : 16.10 Bid-YTW : 4.93 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.R | FixedReset | 55,083 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.18 Bid-YTW : 4.66 % |
| BAM.PR.R | FixedReset | 53,976 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 15.65 Evaluated at bid price : 15.65 Bid-YTW : 4.95 % |
| PWF.PR.P | FixedReset | 46,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 4.54 % |
| TD.PF.C | FixedReset | 36,920 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-18 Maturity Price : 18.78 Evaluated at bid price : 18.78 Bid-YTW : 4.24 % |
| RY.PR.Q | FixedReset | 32,315 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.38 Bid-YTW : 4.71 % |
| RY.PR.F | Deemed-Retractible | 31,858 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.90 Bid-YTW : 4.69 % |
| There were 21 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: 18.82 – 19.63 Spot Rate : 0.8100 Average : 0.5039 YTW SCENARIO |
| IFC.PR.A | FixedReset | Quote: 14.36 – 15.00 Spot Rate : 0.6400 Average : 0.4307 YTW SCENARIO |
| PWF.PR.Q | FloatingReset | Quote: 11.40 – 12.40 Spot Rate : 1.0000 Average : 0.7932 YTW SCENARIO |
| HSE.PR.E | FixedReset | Quote: 19.00 – 19.50 Spot Rate : 0.5000 Average : 0.3054 YTW SCENARIO |
| TRP.PR.I | FloatingReset | Quote: 10.60 – 11.75 Spot Rate : 1.1500 Average : 0.9615 YTW SCENARIO |
| PWF.PR.T | FixedReset | Quote: 20.70 – 21.24 Spot Rate : 0.5400 Average : 0.3541 YTW SCENARIO |