Sorry, technical problems continue. I will update when I can.
Update, 2017-5-13:
| 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 | 0.8419 % | 2,174.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8419 % | 3,990.5 |
| Floater | 3.51 % | 3.66 % | 48,786 | 18.14 | 4 | 0.8419 % | 2,299.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0860 % | 3,029.3 |
| SplitShare | 4.70 % | 4.41 % | 64,813 | 1.59 | 5 | -0.0860 % | 3,617.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0860 % | 2,822.6 |
| Perpetual-Premium | 5.30 % | -5.07 % | 73,573 | 0.09 | 22 | 0.2167 % | 2,790.8 |
| Perpetual-Discount | 5.08 % | 5.05 % | 104,084 | 15.32 | 14 | 0.3450 % | 3,013.0 |
| FixedReset | 4.43 % | 4.00 % | 215,347 | 6.55 | 94 | 0.0455 % | 2,335.4 |
| Deemed-Retractible | 4.98 % | 4.85 % | 134,580 | 2.65 | 30 | -0.0163 % | 2,891.7 |
| FloatingReset | 2.46 % | 2.93 % | 47,650 | 4.47 | 10 | 0.0651 % | 2,538.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.I | FixedReset | -1.38 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.43 Bid-YTW : 2.74 % |
| BAM.PR.C | Floater | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-10 Maturity Price : 13.03 Evaluated at bid price : 13.03 Bid-YTW : 3.66 % |
| MFC.PR.F | FixedReset | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.59 Bid-YTW : 9.29 % |
| MFC.PR.M | FixedReset | 1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.75 Bid-YTW : 5.79 % |
| MFC.PR.K | FixedReset | 1.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.80 Bid-YTW : 6.22 % |
| BAM.PR.M | Perpetual-Discount | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-10 Maturity Price : 22.82 Evaluated at bid price : 23.10 Bid-YTW : 5.19 % |
| BAM.PF.D | Perpetual-Discount | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-10 Maturity Price : 23.48 Evaluated at bid price : 23.94 Bid-YTW : 5.16 % |
| PWF.PR.A | Floater | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-10 Maturity Price : 14.92 Evaluated at bid price : 14.92 Bid-YTW : 3.16 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.Z | FixedReset | 150,414 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.20 Bid-YTW : 4.83 % |
| MFC.PR.R | FixedReset | 48,970 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.94 Bid-YTW : 4.17 % |
| NA.PR.W | FixedReset | 40,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-10 Maturity Price : 21.16 Evaluated at bid price : 21.16 Bid-YTW : 3.97 % |
| POW.PR.D | Perpetual-Discount | 38,610 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-10 Maturity Price : 24.67 Evaluated at bid price : 24.93 Bid-YTW : 5.05 % |
| VNR.PR.A | FixedReset | 30,460 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-10 Maturity Price : 21.36 Evaluated at bid price : 21.64 Bid-YTW : 4.45 % |
| RY.PR.B | Deemed-Retractible | 24,917 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-06-09 Maturity Price : 25.00 Evaluated at bid price : 25.43 Bid-YTW : -17.45 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.H | FixedReset | Quote: 26.17 – 26.60 Spot Rate : 0.4300 Average : 0.3258 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 25.51 – 25.80 Spot Rate : 0.2900 Average : 0.1904 YTW SCENARIO |
| BAM.PR.X | FixedReset | Quote: 16.65 – 16.99 Spot Rate : 0.3400 Average : 0.2405 YTW SCENARIO |
| POW.PR.D | Perpetual-Discount | Quote: 24.93 – 25.21 Spot Rate : 0.2800 Average : 0.1809 YTW SCENARIO |
| BNS.PR.Q | FixedReset | Quote: 24.89 – 25.16 Spot Rate : 0.2700 Average : 0.1787 YTW SCENARIO |
| MFC.PR.B | Deemed-Retractible | Quote: 23.60 – 23.83 Spot Rate : 0.2300 Average : 0.1516 YTW SCENARIO |