| 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 | 1.2260 % | 1,896.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.2260 % | 3,479.1 |
| Floater | 4.58 % | 4.58 % | 50,597 | 16.29 | 2 | 1.2260 % | 2,005.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1811 % | 3,613.9 |
| SplitShare | 4.79 % | 4.39 % | 44,833 | 3.84 | 9 | 0.1811 % | 4,315.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1811 % | 3,367.3 |
| Perpetual-Premium | 5.33 % | 3.40 % | 78,340 | 0.33 | 19 | -0.0953 % | 3,197.6 |
| Perpetual-Discount | 4.98 % | 5.05 % | 76,845 | 15.40 | 12 | 0.1581 % | 3,689.8 |
| FixedReset Disc | 5.03 % | 3.91 % | 147,003 | 17.19 | 56 | 0.0131 % | 2,318.9 |
| Insurance Straight | 5.02 % | 4.63 % | 92,968 | 15.43 | 22 | -0.3391 % | 3,580.8 |
| FloatingReset | 1.96 % | 1.56 % | 45,920 | 1.12 | 3 | 0.0000 % | 1,857.6 |
| FixedReset Prem | 5.16 % | 3.22 % | 218,931 | 0.85 | 22 | 0.0148 % | 2,672.8 |
| FixedReset Bank Non | 1.93 % | 1.83 % | 191,165 | 1.11 | 2 | 0.0800 % | 2,878.6 |
| FixedReset Ins Non | 5.04 % | 3.85 % | 87,979 | 17.35 | 22 | 0.1361 % | 2,426.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.R | FixedReset Disc | -6.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 14.06 Evaluated at bid price : 14.06 Bid-YTW : 4.88 % |
| BAM.PF.B | FixedReset Disc | -4.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 16.82 Evaluated at bid price : 16.82 Bid-YTW : 4.93 % |
| GWO.PR.H | Insurance Straight | -2.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 5.05 % |
| MFC.PR.M | FixedReset Ins Non | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 3.91 % |
| GWO.PR.R | Insurance Straight | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 24.31 Evaluated at bid price : 24.58 Bid-YTW : 4.88 % |
| MFC.PR.L | FixedReset Ins Non | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 17.86 Evaluated at bid price : 17.86 Bid-YTW : 3.94 % |
| SLF.PR.E | Insurance Straight | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 24.21 Evaluated at bid price : 24.50 Bid-YTW : 4.59 % |
| BAM.PR.N | Perpetual-Discount | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 22.98 Evaluated at bid price : 23.25 Bid-YTW : 5.11 % |
| IFC.PR.C | FixedReset Ins Non | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 3.88 % |
| CM.PR.P | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 19.96 Evaluated at bid price : 19.96 Bid-YTW : 3.73 % |
| BAM.PF.H | FixedReset Prem | 1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-01-30 Maturity Price : 25.00 Evaluated at bid price : 25.38 Bid-YTW : -8.36 % |
| NA.PR.G | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 21.87 Evaluated at bid price : 22.15 Bid-YTW : 3.92 % |
| TRP.PR.C | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 10.55 Evaluated at bid price : 10.55 Bid-YTW : 4.73 % |
| IAF.PR.G | FixedReset Ins Non | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 4.03 % |
| IAF.PR.B | Insurance Straight | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 24.46 Evaluated at bid price : 24.70 Bid-YTW : 4.66 % |
| MFC.PR.G | FixedReset Ins Non | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 21.61 Evaluated at bid price : 22.00 Bid-YTW : 3.80 % |
| SLF.PR.I | FixedReset Ins Non | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 3.77 % |
| CM.PR.O | FixedReset Disc | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 19.54 Evaluated at bid price : 19.54 Bid-YTW : 3.81 % |
| BAM.PR.K | Floater | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 9.36 Evaluated at bid price : 9.36 Bid-YTW : 4.58 % |
| CU.PR.F | Perpetual-Discount | 4.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 24.06 Evaluated at bid price : 24.35 Bid-YTW : 4.64 % |
| BAM.PR.T | FixedReset Disc | 4.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 4.60 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PF.F | FixedReset Disc | 108,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 18.46 Evaluated at bid price : 18.46 Bid-YTW : 4.67 % |
| RY.PR.Z | FixedReset Disc | 106,839 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 3.52 % |
| BAM.PR.B | Floater | 101,485 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 9.35 Evaluated at bid price : 9.35 Bid-YTW : 4.58 % |
| RY.PR.S | FixedReset Disc | 76,795 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 21.52 Evaluated at bid price : 21.90 Bid-YTW : 3.55 % |
| MFC.PR.O | FixedReset Ins Non | 68,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 3.05 % |
| TD.PF.L | FixedReset Prem | 33,992 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-14 Maturity Price : 23.31 Evaluated at bid price : 24.96 Bid-YTW : 3.89 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IAF.PR.I | FixedReset Ins Non | Quote: 20.95 – 22.00 Spot Rate : 1.0500 Average : 0.6511 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 16.82 – 17.74 Spot Rate : 0.9200 Average : 0.5588 YTW SCENARIO |
| GWO.PR.H | Insurance Straight | Quote: 24.00 – 24.81 Spot Rate : 0.8100 Average : 0.4803 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 25.15 – 25.99 Spot Rate : 0.8400 Average : 0.5372 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 14.06 – 15.30 Spot Rate : 1.2400 Average : 0.9378 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 18.45 – 19.00 Spot Rate : 0.5500 Average : 0.3774 YTW SCENARIO |
I surrendered all my FTN.PR.A shares for the 2020 special retraction in three different acounts, two at BMO Investorline and one at National Bank Direct Brokerage. Still haven’t received the proceeds, which are supposed to be paid by December 15. Starting to wonder if the proceeds will get paid on time.
If anyone reading this has experience with these retractions, please comment below and indicate if the payments are typically made on time.