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 | 4.69 % | 5.71 % | 11,582 | 16.99 | 1 | -1.3014 % | 1,676.6 |
| FixedFloater | 6.46 % | 5.59 % | 20,594 | 17.03 | 1 | 0.2045 % | 3,127.2 |
| Floater | 4.52 % | 4.69 % | 51,329 | 16.05 | 4 | -0.7119 % | 1,718.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2021 % | 2,820.4 |
| SplitShare | 4.70 % | 5.04 % | 75,183 | 2.52 | 6 | 0.2021 % | 3,300.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2021 % | 2,575.1 |
| Perpetual-Premium | 5.78 % | -10.24 % | 86,874 | 0.08 | 6 | -0.0066 % | 2,590.5 |
| Perpetual-Discount | 5.55 % | 5.60 % | 96,767 | 14.48 | 33 | 0.2230 % | 2,631.7 |
| FixedReset | 5.13 % | 4.82 % | 177,665 | 13.85 | 88 | 0.0703 % | 1,991.0 |
| Deemed-Retractible | 5.16 % | 5.64 % | 128,350 | 5.07 | 34 | 0.1971 % | 2,647.0 |
| FloatingReset | 3.17 % | 4.93 % | 28,401 | 5.34 | 17 | 0.4165 % | 2,085.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BNS.PR.P | FixedReset | -2.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.54 Bid-YTW : 4.26 % |
| PWF.PR.A | Floater | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-26 Maturity Price : 11.55 Evaluated at bid price : 11.55 Bid-YTW : 4.09 % |
| BAM.PF.E | FixedReset | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-26 Maturity Price : 18.38 Evaluated at bid price : 18.38 Bid-YTW : 5.05 % |
| GWO.PR.O | FloatingReset | -1.53 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.20 Bid-YTW : 11.18 % |
| BNS.PR.Q | FixedReset | -1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.80 Bid-YTW : 4.82 % |
| BAM.PR.E | Ratchet | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-26 Maturity Price : 25.00 Evaluated at bid price : 14.41 Bid-YTW : 5.71 % |
| TRP.PR.F | FloatingReset | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-26 Maturity Price : 12.54 Evaluated at bid price : 12.54 Bid-YTW : 4.93 % |
| BAM.PF.B | FixedReset | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-26 Maturity Price : 17.43 Evaluated at bid price : 17.43 Bid-YTW : 5.31 % |
| FTS.PR.G | FixedReset | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-26 Maturity Price : 16.79 Evaluated at bid price : 16.79 Bid-YTW : 4.78 % |
| FTS.PR.H | FixedReset | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-26 Maturity Price : 13.40 Evaluated at bid price : 13.40 Bid-YTW : 4.54 % |
| MFC.PR.L | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.00 Bid-YTW : 7.26 % |
| PWF.PR.L | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-26 Maturity Price : 22.71 Evaluated at bid price : 23.00 Bid-YTW : 5.56 % |
| FTS.PR.J | Perpetual-Discount | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-26 Maturity Price : 21.86 Evaluated at bid price : 22.21 Bid-YTW : 5.42 % |
| HSE.PR.B | FloatingReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-26 Maturity Price : 10.38 Evaluated at bid price : 10.38 Bid-YTW : 5.50 % |
| BNS.PR.A | FloatingReset | 1.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.00 Bid-YTW : 4.16 % |
| PWF.PR.S | Perpetual-Discount | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-26 Maturity Price : 21.80 Evaluated at bid price : 22.15 Bid-YTW : 5.43 % |
| EML.PR.A | FixedReset | 1.46 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-17 Maturity Price : 25.00 Evaluated at bid price : 25.72 Bid-YTW : 5.15 % |
| IFC.PR.C | FixedReset | 1.66 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.35 Bid-YTW : 7.95 % |
| VNR.PR.A | FixedReset | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-26 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 5.22 % |
| FTS.PR.F | Perpetual-Discount | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-26 Maturity Price : 22.71 Evaluated at bid price : 23.00 Bid-YTW : 5.40 % |
| TRP.PR.D | FixedReset | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-26 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 4.90 % |
| TRP.PR.A | FixedReset | 3.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-26 Maturity Price : 15.15 Evaluated at bid price : 15.15 Bid-YTW : 4.88 % |
| TRP.PR.I | FloatingReset | 6.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-26 Maturity Price : 11.29 Evaluated at bid price : 11.29 Bid-YTW : 4.59 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.G | FixedReset | 195,151 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 4.61 % |
| TRP.PR.J | FixedReset | 187,845 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.54 Bid-YTW : 5.07 % |
| CU.PR.F | Perpetual-Discount | 87,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-26 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.58 % |
| MFC.PR.F | FixedReset | 82,155 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.83 Bid-YTW : 10.27 % |
| RY.PR.R | FixedReset | 55,734 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.10 Bid-YTW : 4.75 % |
| BAM.PR.R | FixedReset | 39,525 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-26 Maturity Price : 15.67 Evaluated at bid price : 15.67 Bid-YTW : 5.20 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.A | FixedReset | Quote: 18.83 – 19.46 Spot Rate : 0.6300 Average : 0.4167 YTW SCENARIO |
| BNS.PR.R | FixedReset | Quote: 23.10 – 23.79 Spot Rate : 0.6900 Average : 0.5136 YTW SCENARIO |
| BAM.PF.B | FixedReset | Quote: 17.43 – 18.00 Spot Rate : 0.5700 Average : 0.4078 YTW SCENARIO |
| BNS.PR.P | FixedReset | Quote: 23.54 – 24.19 Spot Rate : 0.6500 Average : 0.5217 YTW SCENARIO |
| TD.PR.S | FixedReset | Quote: 23.10 – 23.51 Spot Rate : 0.4100 Average : 0.3162 YTW SCENARIO |
| BNS.PR.D | FloatingReset | Quote: 18.68 – 18.99 Spot Rate : 0.3100 Average : 0.2294 YTW SCENARIO |