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 | 4.71 % | 5.70 % | 11,777 | 17.06 | 1 | 0.0434 % | 1,677.3 |
| FixedFloater | 6.46 % | 5.59 % | 20,526 | 17.03 | 1 | 0.0000 % | 3,127.2 |
| Floater | 4.52 % | 4.70 % | 50,617 | 16.04 | 4 | -0.1434 % | 1,716.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1698 % | 2,815.6 |
| SplitShare | 4.70 % | 5.10 % | 72,216 | 2.52 | 6 | -0.1698 % | 3,294.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1698 % | 2,570.7 |
| Perpetual-Premium | 5.77 % | -11.88 % | 84,994 | 0.08 | 6 | 0.1250 % | 2,593.8 |
| Perpetual-Discount | 5.53 % | 5.57 % | 95,607 | 14.51 | 33 | 0.3958 % | 2,642.1 |
| FixedReset | 5.12 % | 4.84 % | 172,977 | 13.85 | 88 | 0.1934 % | 1,994.8 |
| Deemed-Retractible | 5.16 % | 5.56 % | 126,916 | 5.07 | 34 | 0.0198 % | 2,647.6 |
| FloatingReset | 3.17 % | 4.92 % | 27,281 | 5.34 | 17 | -0.1336 % | 2,082.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| NA.PR.S | FixedReset | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-27 Maturity Price : 18.98 Evaluated at bid price : 18.98 Bid-YTW : 4.55 % |
| TRP.PR.E | FixedReset | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-27 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 4.84 % |
| TRP.PR.A | FixedReset | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-27 Maturity Price : 14.95 Evaluated at bid price : 14.95 Bid-YTW : 4.95 % |
| FTS.PR.F | Perpetual-Discount | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-27 Maturity Price : 22.96 Evaluated at bid price : 23.23 Bid-YTW : 5.35 % |
| BAM.PR.T | FixedReset | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-27 Maturity Price : 15.88 Evaluated at bid price : 15.88 Bid-YTW : 5.24 % |
| CU.PR.E | Perpetual-Discount | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-27 Maturity Price : 22.14 Evaluated at bid price : 22.41 Bid-YTW : 5.55 % |
| TRP.PR.B | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-27 Maturity Price : 11.60 Evaluated at bid price : 11.60 Bid-YTW : 4.77 % |
| BAM.PR.Z | FixedReset | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-27 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 5.30 % |
| CU.PR.F | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-27 Maturity Price : 20.72 Evaluated at bid price : 20.72 Bid-YTW : 5.52 % |
| CU.PR.D | Perpetual-Discount | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-27 Maturity Price : 22.15 Evaluated at bid price : 22.43 Bid-YTW : 5.54 % |
| FTS.PR.H | FixedReset | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-27 Maturity Price : 13.55 Evaluated at bid price : 13.55 Bid-YTW : 4.49 % |
| PWF.PR.T | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-27 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 4.08 % |
| HSE.PR.A | FixedReset | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-27 Maturity Price : 11.13 Evaluated at bid price : 11.13 Bid-YTW : 5.86 % |
| SLF.PR.I | FixedReset | 1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.60 Bid-YTW : 7.13 % |
| BAM.PF.B | FixedReset | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-27 Maturity Price : 17.65 Evaluated at bid price : 17.65 Bid-YTW : 5.24 % |
| NA.PR.Q | FixedReset | 1.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.45 Bid-YTW : 4.70 % |
| CU.PR.G | Perpetual-Discount | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-27 Maturity Price : 20.78 Evaluated at bid price : 20.78 Bid-YTW : 5.51 % |
| GWO.PR.N | FixedReset | 1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.60 Bid-YTW : 10.26 % |
| BAM.PF.G | FixedReset | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-27 Maturity Price : 20.06 Evaluated at bid price : 20.06 Bid-YTW : 4.95 % |
| FTS.PR.J | Perpetual-Discount | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-27 Maturity Price : 22.22 Evaluated at bid price : 22.55 Bid-YTW : 5.34 % |
| MFC.PR.H | FixedReset | 1.59 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.79 Bid-YTW : 6.12 % |
| GWO.PR.O | FloatingReset | 1.64 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.40 Bid-YTW : 10.96 % |
| BNS.PR.P | FixedReset | 1.74 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.95 Bid-YTW : 3.93 % |
| TRP.PR.G | FixedReset | 2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-27 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 5.03 % |
| IFC.PR.A | FixedReset | 2.58 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.50 Bid-YTW : 9.59 % |
| HSE.PR.G | FixedReset | 3.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-04-27 Maturity Price : 19.86 Evaluated at bid price : 19.86 Bid-YTW : 5.71 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.G | FixedReset | 154,817 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 26.09 Bid-YTW : 4.73 % |
| TRP.PR.J | FixedReset | 151,517 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.52 Bid-YTW : 5.09 % |
| RY.PR.R | FixedReset | 135,280 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.19 Bid-YTW : 4.68 % |
| RY.PR.Q | FixedReset | 118,676 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.98 Bid-YTW : 4.56 % |
| TD.PF.G | FixedReset | 90,787 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.95 Bid-YTW : 4.66 % |
| BNS.PR.E | FixedReset | 83,290 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 4.62 % |
| There were 27 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: 12.40 – 13.40 Spot Rate : 1.0000 Average : 0.6336 YTW SCENARIO |
| HSE.PR.E | FixedReset | Quote: 19.79 – 20.47 Spot Rate : 0.6800 Average : 0.4609 YTW SCENARIO |
| NA.PR.S | FixedReset | Quote: 18.98 – 19.50 Spot Rate : 0.5200 Average : 0.3425 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 12.56 – 13.14 Spot Rate : 0.5800 Average : 0.4076 YTW SCENARIO |
| TD.PR.Z | FloatingReset | Quote: 21.50 – 22.15 Spot Rate : 0.6500 Average : 0.5036 YTW SCENARIO |
| BNS.PR.B | FloatingReset | Quote: 21.30 – 21.84 Spot Rate : 0.5400 Average : 0.3942 YTW SCENARIO |