You have no idea how happy I am that my technical difficulties have been resolved!
(table deleted)
Update, 2017-5-16 Recalculated Tables:
| 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 | -0.1669 % | 2,172.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1669 % | 3,986.8 |
| Floater | 3.51 % | 3.68 % | 53,306 | 18.08 | 4 | -0.1669 % | 2,297.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0862 % | 3,026.2 |
| SplitShare | 4.70 % | 4.53 % | 64,586 | 3.95 | 5 | 0.0862 % | 3,613.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0862 % | 2,819.7 |
| Perpetual-Premium | 5.31 % | -3.35 % | 72,125 | 0.09 | 22 | -0.0142 % | 2,788.1 |
| Perpetual-Discount | 5.08 % | 5.04 % | 105,471 | 15.32 | 14 | -0.0836 % | 3,013.6 |
| FixedReset | 4.45 % | 4.04 % | 214,072 | 6.60 | 94 | -0.0799 % | 2,331.5 |
| Deemed-Retractible | 4.99 % | 4.42 % | 133,442 | 0.12 | 30 | -0.1636 % | 2,889.2 |
| FloatingReset | 2.50 % | 3.08 % | 48,842 | 4.46 | 10 | -0.0605 % | 2,533.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.C | Deemed-Retractible | -1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.40 Bid-YTW : 6.17 % |
| PWF.PR.P | FixedReset | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-12 Maturity Price : 15.88 Evaluated at bid price : 15.88 Bid-YTW : 4.03 % |
| MFC.PR.F | FixedReset | -1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.24 Bid-YTW : 9.51 % |
| MFC.PR.B | Deemed-Retractible | -1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.20 Bid-YTW : 5.77 % |
| TRP.PR.A | FixedReset | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-12 Maturity Price : 18.89 Evaluated at bid price : 18.89 Bid-YTW : 3.97 % |
| TRP.PR.F | FloatingReset | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-12 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 3.27 % |
| TRP.PR.B | FixedReset | 2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-12 Maturity Price : 14.76 Evaluated at bid price : 14.76 Bid-YTW : 3.87 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.N | FixedReset | 333,300 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.79 Bid-YTW : 9.03 % |
| HSE.PR.C | FixedReset | 127,385 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-12 Maturity Price : 22.73 Evaluated at bid price : 23.42 Bid-YTW : 4.47 % |
| TD.PF.A | FixedReset | 116,591 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-12 Maturity Price : 21.27 Evaluated at bid price : 21.56 Bid-YTW : 3.86 % |
| BMO.PR.K | Deemed-Retractible | 110,091 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-06-11 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 3.48 % |
| HSE.PR.E | FixedReset | 109,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-12 Maturity Price : 23.00 Evaluated at bid price : 24.01 Bid-YTW : 4.74 % |
| BMO.PR.L | Deemed-Retractible | 99,290 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-06-24 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 4.42 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.I | Deemed-Retractible | Quote: 22.65 – 22.96 Spot Rate : 0.3100 Average : 0.1900 YTW SCENARIO |
| BNS.PR.D | FloatingReset | Quote: 21.70 – 22.05 Spot Rate : 0.3500 Average : 0.2506 YTW SCENARIO |
| TRP.PR.H | FloatingReset | Quote: 13.78 – 14.05 Spot Rate : 0.2700 Average : 0.1992 YTW SCENARIO |
| HSE.PR.C | FixedReset | Quote: 23.42 – 23.65 Spot Rate : 0.2300 Average : 0.1661 YTW SCENARIO |
| BAM.PR.C | Floater | Quote: 12.95 – 13.20 Spot Rate : 0.2500 Average : 0.1862 YTW SCENARIO |
| PWF.PR.P | FixedReset | Quote: 15.88 – 16.08 Spot Rate : 0.2000 Average : 0.1378 YTW SCENARIO |