Getting back into the swing of things! It’s been a while!
| 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 | 1.8238 % | 2,676.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.8238 % | 4,910.3 |
| Floater | 3.24 % | 3.23 % | 99,894 | 19.14 | 3 | 1.8238 % | 2,829.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0967 % | 3,691.6 |
| SplitShare | 4.63 % | 3.93 % | 45,054 | 3.91 | 6 | 0.0967 % | 4,408.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0967 % | 3,439.7 |
| Perpetual-Premium | 5.12 % | -3.57 % | 67,159 | 0.09 | 30 | 0.0883 % | 3,301.3 |
| Perpetual-Discount | 4.62 % | 4.68 % | 50,176 | 16.04 | 4 | 0.0706 % | 3,942.7 |
| FixedReset Disc | 4.05 % | 3.73 % | 147,638 | 17.87 | 40 | -0.0651 % | 2,770.7 |
| Insurance Straight | 4.91 % | -2.84 % | 88,692 | 0.10 | 22 | 0.0644 % | 3,709.5 |
| FloatingReset | 2.82 % | 3.07 % | 40,654 | 19.55 | 2 | -0.2172 % | 2,590.5 |
| FixedReset Prem | 4.81 % | 3.01 % | 199,254 | 1.46 | 33 | 0.1718 % | 2,764.0 |
| FixedReset Bank Non | 1.80 % | 2.27 % | 103,593 | 0.59 | 1 | -0.0799 % | 2,893.1 |
| FixedReset Ins Non | 4.08 % | 3.54 % | 125,622 | 17.90 | 20 | 0.4021 % | 2,924.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.G | FixedReset Disc | -6.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-28 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 4.41 % |
| BAM.PF.F | FixedReset Disc | -3.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-28 Maturity Price : 21.84 Evaluated at bid price : 22.15 Bid-YTW : 4.35 % |
| CM.PR.S | FixedReset Disc | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-28 Maturity Price : 23.62 Evaluated at bid price : 24.01 Bid-YTW : 3.61 % |
| SLF.PR.J | FloatingReset | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-28 Maturity Price : 15.31 Evaluated at bid price : 15.31 Bid-YTW : 2.54 % |
| GWO.PR.N | FixedReset Ins Non | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-28 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 3.41 % |
| BAM.PR.T | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-28 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 4.23 % |
| BMO.PR.S | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-28 Maturity Price : 22.96 Evaluated at bid price : 23.95 Bid-YTW : 3.47 % |
| BAM.PR.Z | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-28 Maturity Price : 23.36 Evaluated at bid price : 23.78 Bid-YTW : 4.18 % |
| BAM.PR.C | Floater | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-28 Maturity Price : 13.24 Evaluated at bid price : 13.24 Bid-YTW : 3.23 % |
| SLF.PR.H | FixedReset Ins Non | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-28 Maturity Price : 22.52 Evaluated at bid price : 23.49 Bid-YTW : 3.26 % |
| TRP.PR.E | FixedReset Disc | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-28 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 4.09 % |
| IFC.PR.A | FixedReset Ins Non | 4.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-28 Maturity Price : 20.31 Evaluated at bid price : 20.31 Bid-YTW : 3.38 % |
| BAM.PR.K | Floater | 5.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-28 Maturity Price : 13.30 Evaluated at bid price : 13.30 Bid-YTW : 3.22 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.H | Insurance Straight | 183,827 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-28 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 4.07 % |
| SLF.PR.I | FixedReset Ins Non | 91,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.13 Bid-YTW : 2.73 % |
| RY.PR.H | FixedReset Disc | 49,243 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-28 Maturity Price : 22.80 Evaluated at bid price : 23.68 Bid-YTW : 3.43 % |
| CM.PR.S | FixedReset Disc | 28,803 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-28 Maturity Price : 23.62 Evaluated at bid price : 24.01 Bid-YTW : 3.61 % |
| TRP.PR.E | FixedReset Disc | 20,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-28 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 4.09 % |
| BMO.PR.S | FixedReset Disc | 11,960 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-28 Maturity Price : 22.96 Evaluated at bid price : 23.95 Bid-YTW : 3.47 % |
| There were 8 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.G | FixedReset Disc | Quote: 21.01 – 22.91 Spot Rate : 1.9000 Average : 1.1147 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 22.15 – 23.78 Spot Rate : 1.6300 Average : 1.1659 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 26.05 – 27.05 Spot Rate : 1.0000 Average : 0.5550 YTW SCENARIO |
| CM.PR.S | FixedReset Disc | Quote: 24.01 – 24.79 Spot Rate : 0.7800 Average : 0.4627 YTW SCENARIO |
| BIP.PR.B | FixedReset Prem | Quote: 26.55 – 27.45 Spot Rate : 0.9000 Average : 0.6150 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 25.95 – 26.71 Spot Rate : 0.7600 Average : 0.5164 YTW SCENARIO |
Welcome back, James, you’ve been missed!
Ditto! (from Quebec City)
Good to see you back James.