Bare bones!
| 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 | 4.63 % | 5.63 % | 10,968 | 17.09 | 1 | 0.6203 % | 1,698.7 |
| FixedFloater | 6.48 % | 5.60 % | 21,395 | 17.02 | 1 | -0.2041 % | 3,120.9 |
| Floater | 4.49 % | 4.68 % | 51,862 | 16.08 | 4 | -0.8004 % | 1,731.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0944 % | 2,814.7 |
| SplitShare | 4.71 % | 5.09 % | 76,233 | 2.52 | 6 | 0.0944 % | 3,293.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0944 % | 2,569.9 |
| Perpetual-Premium | 5.78 % | -9.51 % | 86,573 | 0.08 | 6 | -0.0854 % | 2,590.7 |
| Perpetual-Discount | 5.57 % | 5.60 % | 95,849 | 14.46 | 33 | -0.2146 % | 2,625.9 |
| FixedReset | 5.13 % | 4.79 % | 180,088 | 13.83 | 88 | 0.2540 % | 1,989.6 |
| Deemed-Retractible | 5.17 % | 5.71 % | 127,249 | 6.82 | 34 | -0.0124 % | 2,641.8 |
| FloatingReset | 3.18 % | 4.87 % | 28,752 | 5.35 | 17 | 0.5037 % | 2,076.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.C | Perpetual-Discount | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-25 Maturity Price : 20.51 Evaluated at bid price : 20.51 Bid-YTW : 5.98 % |
| BAM.PF.G | FixedReset | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-25 Maturity Price : 19.81 Evaluated at bid price : 19.81 Bid-YTW : 5.01 % |
| W.PR.H | Perpetual-Discount | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-25 Maturity Price : 23.14 Evaluated at bid price : 23.40 Bid-YTW : 5.92 % |
| BAM.PR.B | Floater | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-25 Maturity Price : 10.19 Evaluated at bid price : 10.19 Bid-YTW : 4.68 % |
| BNS.PR.R | FixedReset | -1.45 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.17 Bid-YTW : 4.76 % |
| TD.PR.S | FixedReset | -1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.26 Bid-YTW : 4.26 % |
| W.PR.J | Perpetual-Discount | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-25 Maturity Price : 23.21 Evaluated at bid price : 23.51 Bid-YTW : 6.00 % |
| TRP.PR.E | FixedReset | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-25 Maturity Price : 18.13 Evaluated at bid price : 18.13 Bid-YTW : 4.79 % |
| BIP.PR.A | FixedReset | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-25 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 6.04 % |
| HSE.PR.G | FixedReset | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-25 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 5.89 % |
| MFC.PR.F | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.75 Bid-YTW : 10.35 % |
| BMO.PR.S | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-25 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 4.35 % |
| FTS.PR.H | FixedReset | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-25 Maturity Price : 13.55 Evaluated at bid price : 13.55 Bid-YTW : 4.49 % |
| NA.PR.S | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-25 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 4.48 % |
| NA.PR.W | FixedReset | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-25 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 4.46 % |
| TRP.PR.H | FloatingReset | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-25 Maturity Price : 10.00 Evaluated at bid price : 10.00 Bid-YTW : 4.56 % |
| BNS.PR.Z | FixedReset | 1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.51 Bid-YTW : 5.81 % |
| CM.PR.Q | FixedReset | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-25 Maturity Price : 20.22 Evaluated at bid price : 20.22 Bid-YTW : 4.58 % |
| BNS.PR.P | FixedReset | 1.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.05 Bid-YTW : 3.84 % |
| TD.PF.D | FixedReset | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-25 Maturity Price : 20.54 Evaluated at bid price : 20.54 Bid-YTW : 4.51 % |
| CM.PR.P | FixedReset | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-25 Maturity Price : 19.09 Evaluated at bid price : 19.09 Bid-YTW : 4.32 % |
| GWO.PR.N | FixedReset | 1.51 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.45 Bid-YTW : 10.41 % |
| HSE.PR.C | FixedReset | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-25 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 5.97 % |
| IFC.PR.A | FixedReset | 1.69 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.00 Bid-YTW : 10.06 % |
| PWF.PR.Q | FloatingReset | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-25 Maturity Price : 12.32 Evaluated at bid price : 12.32 Bid-YTW : 4.33 % |
| TD.PF.E | FixedReset | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-25 Maturity Price : 20.97 Evaluated at bid price : 20.97 Bid-YTW : 4.51 % |
| MFC.PR.J | FixedReset | 1.94 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.98 Bid-YTW : 6.82 % |
| VNR.PR.A | FixedReset | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-25 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 5.31 % |
| BNS.PR.F | FloatingReset | 5.40 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.51 Bid-YTW : 6.50 % |
| BAM.PF.E | FixedReset | 7.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-25 Maturity Price : 18.69 Evaluated at bid price : 18.69 Bid-YTW : 4.97 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.G | FixedReset | 116,455 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 4.61 % |
| MFC.PR.O | FixedReset | 64,052 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 26.05 Bid-YTW : 4.91 % |
| TRP.PR.J | FixedReset | 55,844 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.59 Bid-YTW : 5.02 % |
| RY.PR.Q | FixedReset | 50,811 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.94 Bid-YTW : 4.59 % |
| EML.PR.A | FixedReset | 47,768 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-17 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 5.49 % |
| BNS.PR.G | FixedReset | 26,320 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 26.08 Bid-YTW : 4.73 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.G | FixedReset | Quote: 19.81 – 20.89 Spot Rate : 1.0800 Average : 0.6812 YTW SCENARIO |
| HSE.PR.G | FixedReset | Quote: 19.25 – 19.95 Spot Rate : 0.7000 Average : 0.4921 YTW SCENARIO |
| NA.PR.Q | FixedReset | Quote: 23.02 – 23.71 Spot Rate : 0.6900 Average : 0.4987 YTW SCENARIO |
| BNS.PR.A | FloatingReset | Quote: 22.70 – 23.24 Spot Rate : 0.5400 Average : 0.3717 YTW SCENARIO |
| BAM.PF.C | Perpetual-Discount | Quote: 20.51 – 20.91 Spot Rate : 0.4000 Average : 0.2554 YTW SCENARIO |
| FTS.PR.F | Perpetual-Discount | Quote: 22.60 – 23.14 Spot Rate : 0.5400 Average : 0.4039 YTW SCENARIO |