Sorry it’s late!
| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | 0.0477 % | 2,347.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0477 % | 4,306.6 |
| Floater | 3.69 % | 3.73 % | 116,588 | 17.95 | 3 | 0.0477 % | 2,481.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1183 % | 3,081.3 |
| SplitShare | 4.73 % | 4.02 % | 52,658 | 1.33 | 5 | 0.1183 % | 3,679.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1183 % | 2,871.1 |
| Perpetual-Premium | 5.40 % | 4.80 % | 56,233 | 2.43 | 17 | 0.0767 % | 2,782.0 |
| Perpetual-Discount | 5.31 % | 5.34 % | 63,052 | 14.89 | 20 | -0.1022 % | 2,926.4 |
| FixedReset | 4.35 % | 4.36 % | 144,332 | 6.34 | 98 | 0.3518 % | 2,398.3 |
| Deemed-Retractible | 5.07 % | 5.50 % | 104,971 | 6.04 | 31 | 0.0308 % | 2,868.0 |
| FloatingReset | 2.63 % | 3.05 % | 40,398 | 4.19 | 9 | -0.0765 % | 2,616.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.H | FloatingReset | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-25 Maturity Price : 15.02 Evaluated at bid price : 15.02 Bid-YTW : 3.33 % |
| RY.PR.W | Perpetual-Discount | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-25 Maturity Price : 24.23 Evaluated at bid price : 24.52 Bid-YTW : 5.01 % |
| PWF.PR.Z | Perpetual-Discount | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-25 Maturity Price : 24.15 Evaluated at bid price : 24.52 Bid-YTW : 5.35 % |
| POW.PR.D | Perpetual-Discount | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-25 Maturity Price : 23.85 Evaluated at bid price : 24.10 Bid-YTW : 5.24 % |
| TRP.PR.D | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-25 Maturity Price : 21.60 Evaluated at bid price : 22.00 Bid-YTW : 4.43 % |
| BMO.PR.T | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-25 Maturity Price : 21.53 Evaluated at bid price : 21.91 Bid-YTW : 4.28 % |
| TD.PF.D | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-25 Maturity Price : 22.92 Evaluated at bid price : 23.86 Bid-YTW : 4.36 % |
| CM.PR.P | FixedReset | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-25 Maturity Price : 21.46 Evaluated at bid price : 21.81 Bid-YTW : 4.30 % |
| BMO.PR.W | FixedReset | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-25 Maturity Price : 21.38 Evaluated at bid price : 21.70 Bid-YTW : 4.29 % |
| RY.PR.J | FixedReset | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-25 Maturity Price : 22.79 Evaluated at bid price : 23.56 Bid-YTW : 4.37 % |
| SLF.PR.D | Deemed-Retractible | 1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.60 Bid-YTW : 6.98 % |
| HSE.PR.A | FixedReset | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-25 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 4.63 % |
| TD.PF.C | FixedReset | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-25 Maturity Price : 21.51 Evaluated at bid price : 21.88 Bid-YTW : 4.30 % |
| TD.PF.E | FixedReset | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-25 Maturity Price : 23.06 Evaluated at bid price : 24.26 Bid-YTW : 4.35 % |
| PWF.PR.P | FixedReset | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-25 Maturity Price : 16.94 Evaluated at bid price : 16.94 Bid-YTW : 4.40 % |
| TD.PF.B | FixedReset | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-25 Maturity Price : 21.53 Evaluated at bid price : 21.91 Bid-YTW : 4.32 % |
| TRP.PR.E | FixedReset | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-25 Maturity Price : 22.03 Evaluated at bid price : 22.26 Bid-YTW : 4.40 % |
| BMO.PR.Y | FixedReset | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-25 Maturity Price : 22.86 Evaluated at bid price : 23.77 Bid-YTW : 4.32 % |
| HSE.PR.G | FixedReset | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-25 Maturity Price : 23.01 Evaluated at bid price : 24.02 Bid-YTW : 5.18 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset | 317,045 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.11 Bid-YTW : 4.56 % |
| RY.PR.R | FixedReset | 258,875 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.79 Bid-YTW : 3.59 % |
| MFC.PR.I | FixedReset | 164,421 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.77 Bid-YTW : 5.15 % |
| BMO.PR.S | FixedReset | 131,767 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-25 Maturity Price : 21.81 Evaluated at bid price : 22.31 Bid-YTW : 4.29 % |
| BMO.PR.R | FloatingReset | 99,900 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.27 Bid-YTW : 2.97 % |
| RY.PR.Q | FixedReset | 91,621 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.79 Bid-YTW : 3.47 % |
| There were 36 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.W | Perpetual-Discount | Quote: 24.52 – 24.95 Spot Rate : 0.4300 Average : 0.2751 YTW SCENARIO |
| TRP.PR.H | FloatingReset | Quote: 15.02 – 15.68 Spot Rate : 0.6600 Average : 0.5172 YTW SCENARIO |
| MFC.PR.H | FixedReset | Quote: 24.36 – 24.76 Spot Rate : 0.4000 Average : 0.2611 YTW SCENARIO |
| BMO.PR.C | FixedReset | Quote: 25.40 – 25.70 Spot Rate : 0.3000 Average : 0.1740 YTW SCENARIO |
| GWO.PR.P | Deemed-Retractible | Quote: 25.18 – 25.55 Spot Rate : 0.3700 Average : 0.2460 YTW SCENARIO |
| W.PR.M | FixedReset | Quote: 26.18 – 26.50 Spot Rate : 0.3200 Average : 0.2159 YTW SCENARIO |