| 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 | -0.8535 % | 1,750.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8535 % | 3,198.3 |
| Floater | 4.28 % | 4.42 % | 52,179 | 16.48 | 4 | -0.8535 % | 1,843.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0132 % | 2,925.1 |
| SplitShare | 4.83 % | 4.44 % | 51,924 | 4.32 | 6 | 0.0132 % | 3,493.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0132 % | 2,725.5 |
| Perpetual-Premium | 5.48 % | 5.39 % | 88,636 | 14.40 | 23 | -0.4617 % | 2,639.8 |
| Perpetual-Discount | 5.50 % | 5.52 % | 95,097 | 14.57 | 15 | -0.3506 % | 2,725.3 |
| FixedReset | 4.89 % | 4.70 % | 213,753 | 6.78 | 96 | -0.4026 % | 2,091.0 |
| Deemed-Retractible | 5.22 % | 5.26 % | 141,099 | 4.57 | 32 | -0.3679 % | 2,723.6 |
| FloatingReset | 2.84 % | 3.97 % | 45,583 | 4.83 | 12 | -0.6825 % | 2,297.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.H | FloatingReset | -3.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-08 Maturity Price : 11.01 Evaluated at bid price : 11.01 Bid-YTW : 3.97 % |
| TRP.PR.A | FixedReset | -2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-08 Maturity Price : 15.25 Evaluated at bid price : 15.25 Bid-YTW : 4.95 % |
| TRP.PR.C | FixedReset | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-08 Maturity Price : 12.78 Evaluated at bid price : 12.78 Bid-YTW : 4.97 % |
| TRP.PR.B | FixedReset | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-08 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 4.78 % |
| TRP.PR.F | FloatingReset | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-08 Maturity Price : 14.70 Evaluated at bid price : 14.70 Bid-YTW : 4.06 % |
| HSE.PR.G | FixedReset | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-08 Maturity Price : 21.28 Evaluated at bid price : 21.28 Bid-YTW : 5.38 % |
| SLF.PR.B | Deemed-Retractible | -1.92 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.98 Bid-YTW : 6.74 % |
| BNS.PR.B | FloatingReset | -1.82 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.64 Bid-YTW : 4.19 % |
| TD.PF.D | FixedReset | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-08 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 4.65 % |
| PWF.PR.A | Floater | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-08 Maturity Price : 11.85 Evaluated at bid price : 11.85 Bid-YTW : 4.02 % |
| FTS.PR.J | Perpetual-Discount | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-08 Maturity Price : 21.53 Evaluated at bid price : 21.85 Bid-YTW : 5.46 % |
| SLF.PR.D | Deemed-Retractible | -1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.56 Bid-YTW : 7.38 % |
| IAG.PR.A | Deemed-Retractible | -1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.41 Bid-YTW : 6.93 % |
| FTS.PR.G | FixedReset | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-08 Maturity Price : 17.44 Evaluated at bid price : 17.44 Bid-YTW : 4.67 % |
| SLF.PR.C | Deemed-Retractible | -1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.59 Bid-YTW : 7.36 % |
| TD.PF.F | Perpetual-Premium | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-08 Maturity Price : 24.11 Evaluated at bid price : 24.50 Bid-YTW : 5.04 % |
| SLF.PR.E | Deemed-Retractible | -1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.72 Bid-YTW : 7.32 % |
| POW.PR.B | Perpetual-Premium | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-08 Maturity Price : 24.01 Evaluated at bid price : 24.26 Bid-YTW : 5.59 % |
| FTS.PR.F | Perpetual-Discount | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-08 Maturity Price : 22.21 Evaluated at bid price : 22.48 Bid-YTW : 5.48 % |
| BMO.PR.Y | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-08 Maturity Price : 20.96 Evaluated at bid price : 20.96 Bid-YTW : 4.52 % |
| BMO.PR.S | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-08 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 4.52 % |
| MFC.PR.F | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.51 Bid-YTW : 10.97 % |
| SLF.PR.J | FloatingReset | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.71 Bid-YTW : 10.15 % |
| BMO.PR.T | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-08 Maturity Price : 18.71 Evaluated at bid price : 18.71 Bid-YTW : 4.54 % |
| ELF.PR.G | Perpetual-Discount | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-08 Maturity Price : 21.50 Evaluated at bid price : 21.76 Bid-YTW : 5.53 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.K | FixedReset | 157,565 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-08 Maturity Price : 23.10 Evaluated at bid price : 24.90 Bid-YTW : 4.85 % |
| TD.PF.H | FixedReset | 97,945 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.58 Bid-YTW : 4.49 % |
| NA.PR.A | FixedReset | 81,213 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 4.56 % |
| BAM.PF.I | FixedReset | 80,134 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-08 Maturity Price : 23.14 Evaluated at bid price : 24.98 Bid-YTW : 4.80 % |
| BNS.PR.C | FloatingReset | 75,967 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.25 Bid-YTW : 3.82 % |
| BIP.PR.C | FixedReset | 60,018 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 5.02 % |
| There were 84 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.H | FloatingReset | Quote: 11.01 – 11.77 Spot Rate : 0.7600 Average : 0.4647 YTW SCENARIO |
| TD.PF.F | Perpetual-Premium | Quote: 24.50 – 25.00 Spot Rate : 0.5000 Average : 0.3151 YTW SCENARIO |
| PWF.PR.T | FixedReset | Quote: 19.48 – 19.93 Spot Rate : 0.4500 Average : 0.2765 YTW SCENARIO |
| TD.PR.S | FixedReset | Quote: 23.86 – 24.25 Spot Rate : 0.3900 Average : 0.2646 YTW SCENARIO |
| HSE.PR.G | FixedReset | Quote: 21.28 – 21.59 Spot Rate : 0.3100 Average : 0.1992 YTW SCENARIO |
| POW.PR.B | Perpetual-Premium | Quote: 24.26 – 24.53 Spot Rate : 0.2700 Average : 0.1817 YTW SCENARIO |
Why were TRP shares down so much today?
I have no idea. The common didn’t do anything.