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 | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.0020 % | 1,640.1 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.0020 % | 2,996.2 |
Floater | 4.69 % | 4.67 % | 63,430 | 16.09 | 3 | 1.0020 % | 1,726.7 |
OpRet | 4.86 % | 0.54 % | 38,166 | 0.08 | 1 | 0.0795 % | 2,834.6 |
SplitShare | 4.87 % | 4.91 % | 83,435 | 4.63 | 7 | 0.2531 % | 3,343.1 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2531 % | 2,608.4 |
Perpetual-Premium | 5.60 % | -12.04 % | 78,552 | 0.09 | 9 | 0.2519 % | 2,641.1 |
Perpetual-Discount | 5.37 % | 5.42 % | 105,404 | 14.77 | 28 | 0.5628 % | 2,741.4 |
FixedReset | 5.21 % | 4.56 % | 160,057 | 7.32 | 88 | 0.6231 % | 1,954.7 |
Deemed-Retractible | 5.13 % | 5.23 % | 122,792 | 4.90 | 33 | 0.5198 % | 2,696.1 |
FloatingReset | 3.13 % | 5.15 % | 30,301 | 5.18 | 18 | -0.2108 % | 2,085.9 |
Performance Highlights | |||
Issue | Index | Change | Notes |
GWO.PR.O | FloatingReset | -4.92 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.55 Bid-YTW : 10.83 % |
SLF.PR.J | FloatingReset | -1.88 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.51 Bid-YTW : 11.04 % |
CCS.PR.C | Deemed-Retractible | -1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.85 Bid-YTW : 6.35 % |
RY.PR.K | FloatingReset | -1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.43 Bid-YTW : 5.38 % |
TD.PF.F | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 24.50 Evaluated at bid price : 24.90 Bid-YTW : 4.98 % |
GWO.PR.Q | Deemed-Retractible | 1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.08 Bid-YTW : 5.73 % |
MFC.PR.K | FixedReset | 1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.97 Bid-YTW : 8.49 % |
TRP.PR.E | FixedReset | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 17.22 Evaluated at bid price : 17.22 Bid-YTW : 4.57 % |
MFC.PR.I | FixedReset | 1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.54 Bid-YTW : 7.06 % |
BNS.PR.F | FloatingReset | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.35 Bid-YTW : 7.86 % |
CU.PR.D | Perpetual-Discount | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 22.54 Evaluated at bid price : 22.87 Bid-YTW : 5.40 % |
IFC.PR.C | FixedReset | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.35 Bid-YTW : 8.32 % |
BAM.PR.Z | FixedReset | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 4.87 % |
CM.PR.Q | FixedReset | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 19.19 Evaluated at bid price : 19.19 Bid-YTW : 4.45 % |
RY.PR.Z | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 18.19 Evaluated at bid price : 18.19 Bid-YTW : 4.12 % |
CU.PR.E | Perpetual-Discount | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 22.60 Evaluated at bid price : 22.94 Bid-YTW : 5.38 % |
GWO.PR.I | Deemed-Retractible | 1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.46 Bid-YTW : 6.73 % |
BMO.PR.T | FixedReset | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 18.12 Evaluated at bid price : 18.12 Bid-YTW : 4.17 % |
TD.PF.C | FixedReset | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 4.23 % |
BMO.PR.Y | FixedReset | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 19.99 Evaluated at bid price : 19.99 Bid-YTW : 4.29 % |
MFC.PR.C | Deemed-Retractible | 1.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.38 Bid-YTW : 6.81 % |
CU.PR.G | Perpetual-Discount | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 20.98 Evaluated at bid price : 20.98 Bid-YTW : 5.42 % |
CU.PR.C | FixedReset | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 16.78 Evaluated at bid price : 16.78 Bid-YTW : 4.54 % |
MFC.PR.L | FixedReset | 1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.54 Bid-YTW : 8.14 % |
HSE.PR.E | FixedReset | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 5.67 % |
MFC.PR.B | Deemed-Retractible | 1.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.22 Bid-YTW : 6.41 % |
FTS.PR.M | FixedReset | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 18.86 Evaluated at bid price : 18.86 Bid-YTW : 4.34 % |
CU.PR.F | Perpetual-Discount | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.42 % |
SLF.PR.G | FixedReset | 1.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.20 Bid-YTW : 9.68 % |
BAM.PR.X | FixedReset | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 13.42 Evaluated at bid price : 13.42 Bid-YTW : 4.64 % |
TRP.PR.C | FixedReset | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 11.68 Evaluated at bid price : 11.68 Bid-YTW : 4.60 % |
RY.PR.M | FixedReset | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 19.07 Evaluated at bid price : 19.07 Bid-YTW : 4.35 % |
SLF.PR.I | FixedReset | 1.54 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.75 Bid-YTW : 8.18 % |
BAM.PR.K | Floater | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 10.14 Evaluated at bid price : 10.14 Bid-YTW : 4.67 % |
SLF.PR.A | Deemed-Retractible | 1.66 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.62 Bid-YTW : 6.23 % |
HSE.PR.C | FixedReset | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 5.67 % |
SLF.PR.E | Deemed-Retractible | 1.72 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.32 Bid-YTW : 6.83 % |
TRP.PR.B | FixedReset | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 11.25 Evaluated at bid price : 11.25 Bid-YTW : 4.27 % |
SLF.PR.B | Deemed-Retractible | 1.83 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.82 Bid-YTW : 6.15 % |
SLF.PR.D | Deemed-Retractible | 1.93 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.10 Bid-YTW : 6.92 % |
HSE.PR.G | FixedReset | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 18.84 Evaluated at bid price : 18.84 Bid-YTW : 5.62 % |
SLF.PR.C | Deemed-Retractible | 2.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.14 Bid-YTW : 6.89 % |
FTS.PR.J | Perpetual-Discount | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 22.46 Evaluated at bid price : 22.77 Bid-YTW : 5.26 % |
FTS.PR.F | Perpetual-Discount | 2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 23.17 Evaluated at bid price : 23.47 Bid-YTW : 5.26 % |
SLF.PR.H | FixedReset | 2.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.68 Bid-YTW : 9.13 % |
VNR.PR.A | FixedReset | 3.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 18.02 Evaluated at bid price : 18.02 Bid-YTW : 4.89 % |
PWF.PR.Q | FloatingReset | 4.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 4.37 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
BMO.PR.R | FloatingReset | 65,220 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.55 Bid-YTW : 4.97 % |
IFC.PR.C | FixedReset | 37,129 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.35 Bid-YTW : 8.32 % |
NA.PR.A | FixedReset | 36,935 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.63 Bid-YTW : 4.92 % |
RY.PR.Q | FixedReset | 25,986 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.37 Bid-YTW : 4.39 % |
BMO.PR.S | FixedReset | 25,633 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-28 Maturity Price : 18.27 Evaluated at bid price : 18.27 Bid-YTW : 4.24 % |
SLF.PR.I | FixedReset | 23,137 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.75 Bid-YTW : 8.18 % |
There were 25 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
HSE.PR.B | FloatingReset | Quote: 10.15 – 12.15 Spot Rate : 2.0000 Average : 1.3883 YTW SCENARIO |
GWO.PR.O | FloatingReset | Quote: 12.55 – 13.57 Spot Rate : 1.0200 Average : 0.7117 YTW SCENARIO |
RY.PR.Q | FixedReset | Quote: 26.37 – 26.75 Spot Rate : 0.3800 Average : 0.2326 YTW SCENARIO |
PWF.PR.T | FixedReset | Quote: 20.40 – 20.83 Spot Rate : 0.4300 Average : 0.3179 YTW SCENARIO |
TRP.PR.D | FixedReset | Quote: 16.79 – 17.15 Spot Rate : 0.3600 Average : 0.2482 YTW SCENARIO |
NA.PR.S | FixedReset | Quote: 17.53 – 17.94 Spot Rate : 0.4100 Average : 0.3103 YTW SCENARIO |