So Trudeau will be running a minority government in his second term, propped up by the NDP – just like his old man! PipelineCanada, here we come!
| 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 | -0.1133 % | 1,920.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1133 % | 3,523.8 |
| Floater | 6.27 % | 6.39 % | 47,810 | 13.33 | 4 | -0.1133 % | 2,030.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1292 % | 3,389.6 |
| SplitShare | 4.65 % | 4.57 % | 51,961 | 3.93 | 7 | -0.1292 % | 4,047.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1292 % | 3,158.4 |
| Perpetual-Premium | 5.50 % | -21.23 % | 59,384 | 0.09 | 8 | 0.0490 % | 3,024.7 |
| Perpetual-Discount | 5.37 % | 5.43 % | 68,865 | 14.72 | 25 | 0.0704 % | 3,223.7 |
| FixedReset Disc | 5.62 % | 5.77 % | 169,140 | 14.29 | 66 | 0.1847 % | 2,088.6 |
| Deemed-Retractible | 5.20 % | 5.73 % | 61,602 | 7.84 | 27 | -0.0251 % | 3,168.4 |
| FloatingReset | 6.29 % | 6.66 % | 85,692 | 12.97 | 2 | -0.1138 % | 2,407.8 |
| FixedReset Prem | 5.14 % | 4.11 % | 159,606 | 1.67 | 20 | 0.1433 % | 2,601.6 |
| FixedReset Bank Non | 1.97 % | 4.34 % | 90,557 | 2.20 | 3 | 0.3469 % | 2,683.3 |
| FixedReset Ins Non | 5.46 % | 8.33 % | 113,584 | 7.74 | 21 | -0.1951 % | 2,115.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.G | FixedReset Ins Non | -1.92 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.76 Bid-YTW : 11.12 % |
| MFC.PR.K | FixedReset Ins Non | -1.47 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.44 Bid-YTW : 8.71 % |
| CCS.PR.C | Deemed-Retractible | -1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.83 Bid-YTW : 5.68 % |
| HSE.PR.A | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-22 Maturity Price : 10.69 Evaluated at bid price : 10.69 Bid-YTW : 7.62 % |
| MFC.PR.Q | FixedReset Ins Non | -1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.00 Bid-YTW : 8.67 % |
| BAM.PR.X | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-22 Maturity Price : 13.02 Evaluated at bid price : 13.02 Bid-YTW : 6.37 % |
| BAM.PR.N | Perpetual-Discount | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-22 Maturity Price : 21.17 Evaluated at bid price : 21.17 Bid-YTW : 5.67 % |
| BIP.PR.D | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-22 Maturity Price : 22.54 Evaluated at bid price : 23.05 Bid-YTW : 5.80 % |
| PWF.PR.P | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-22 Maturity Price : 12.76 Evaluated at bid price : 12.76 Bid-YTW : 6.16 % |
| CU.PR.I | FixedReset Prem | 1.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 3.24 % |
| CM.PR.Q | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-22 Maturity Price : 18.34 Evaluated at bid price : 18.34 Bid-YTW : 5.95 % |
| CU.PR.F | Perpetual-Discount | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-22 Maturity Price : 21.70 Evaluated at bid price : 21.70 Bid-YTW : 5.27 % |
| BMO.PR.Y | FixedReset Disc | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-22 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 5.64 % |
| TRP.PR.B | FixedReset Disc | 2.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-22 Maturity Price : 11.44 Evaluated at bid price : 11.44 Bid-YTW : 6.29 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.F | FloatingReset | 65,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-22 Maturity Price : 13.57 Evaluated at bid price : 13.57 Bid-YTW : 6.66 % |
| SLF.PR.H | FixedReset Ins Non | 62,980 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.03 Bid-YTW : 9.04 % |
| BNS.PR.Z | FixedReset Bank Non | 52,490 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.89 Bid-YTW : 4.50 % |
| IFC.PR.A | FixedReset Ins Non | 50,225 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.68 Bid-YTW : 9.92 % |
| CM.PR.T | FixedReset Disc | 48,368 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-22 Maturity Price : 22.70 Evaluated at bid price : 23.75 Bid-YTW : 5.21 % |
| CM.PR.O | FixedReset Disc | 36,975 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-22 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 5.87 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.G | FixedReset Ins Non | Quote: 12.76 – 13.13 Spot Rate : 0.3700 Average : 0.2392 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 17.44 – 17.77 Spot Rate : 0.3300 Average : 0.2204 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 14.71 – 15.17 Spot Rate : 0.4600 Average : 0.3524 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 22.57 – 23.00 Spot Rate : 0.4300 Average : 0.3271 YTW SCENARIO |
| PWF.PR.A | Floater | Quote: 11.42 – 11.73 Spot Rate : 0.3100 Average : 0.2142 YTW SCENARIO |
| EMA.PR.E | Perpetual-Discount | Quote: 21.10 – 21.40 Spot Rate : 0.3000 Average : 0.2114 YTW SCENARIO |