Long corporates are now at 3.06%.
| 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 | 0.3505 % | 2,705.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3505 % | 4,964.8 |
| Floater | 3.21 % | 3.21 % | 49,050 | 19.22 | 3 | 0.3505 % | 2,861.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2187 % | 3,712.8 |
| SplitShare | 4.62 % | 3.75 % | 45,138 | 3.68 | 6 | 0.2187 % | 4,433.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2187 % | 3,459.5 |
| Perpetual-Premium | 5.00 % | -15.93 % | 54,976 | 0.09 | 34 | -0.3144 % | 3,319.2 |
| Perpetual-Discount | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3144 % | 3,994.4 |
| FixedReset Disc | 3.87 % | 3.59 % | 102,947 | 17.68 | 39 | -1.2637 % | 2,880.3 |
| Insurance Straight | 4.89 % | -8.51 % | 82,272 | 0.09 | 19 | -0.1925 % | 3,729.5 |
| FloatingReset | 2.91 % | 2.93 % | 29,796 | 19.94 | 1 | 0.0000 % | 2,722.4 |
| FixedReset Prem | 4.66 % | 2.99 % | 132,371 | 2.19 | 33 | -0.3935 % | 2,764.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.2637 % | 2,944.3 |
| FixedReset Ins Non | 4.06 % | 3.49 % | 96,951 | 17.75 | 19 | -0.6438 % | 2,983.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -7.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 16.65 Evaluated at bid price : 16.65 Bid-YTW : 3.87 % |
| BAM.PR.X | FixedReset Disc | -3.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 4.12 % |
| TRP.PR.A | FixedReset Disc | -3.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 4.15 % |
| BAM.PR.R | FixedReset Disc | -3.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 4.18 % |
| CU.PR.C | FixedReset Disc | -2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 22.07 Evaluated at bid price : 22.69 Bid-YTW : 3.83 % |
| FTS.PR.M | FixedReset Disc | -2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 22.47 Evaluated at bid price : 23.08 Bid-YTW : 3.92 % |
| BIP.PR.B | FixedReset Prem | -2.47 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.04 Bid-YTW : 4.47 % |
| PWF.PR.I | Perpetual-Premium | -2.46 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-05 Maturity Price : 25.00 Evaluated at bid price : 25.41 Bid-YTW : -0.69 % |
| SLF.PR.H | FixedReset Ins Non | -2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 22.28 Evaluated at bid price : 23.00 Bid-YTW : 3.50 % |
| TRP.PR.D | FixedReset Disc | -2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 21.24 Evaluated at bid price : 21.52 Bid-YTW : 4.08 % |
| BAM.PF.H | FixedReset Prem | -1.98 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 27.20 Bid-YTW : 2.82 % |
| IFC.PR.A | FixedReset Ins Non | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 21.02 Evaluated at bid price : 21.02 Bid-YTW : 3.41 % |
| RY.PR.M | FixedReset Disc | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 23.01 Evaluated at bid price : 24.40 Bid-YTW : 3.59 % |
| MFC.PR.F | FixedReset Ins Non | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 3.37 % |
| BAM.PF.B | FixedReset Disc | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 22.80 Evaluated at bid price : 23.50 Bid-YTW : 4.03 % |
| BAM.PF.E | FixedReset Disc | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 21.68 Evaluated at bid price : 21.95 Bid-YTW : 4.13 % |
| BAM.PR.T | FixedReset Disc | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 4.10 % |
| TD.PF.B | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 23.10 Evaluated at bid price : 24.22 Bid-YTW : 3.48 % |
| CM.PR.P | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 22.97 Evaluated at bid price : 24.09 Bid-YTW : 3.47 % |
| TD.PF.L | FixedReset Prem | -1.44 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.60 Bid-YTW : 2.99 % |
| SLF.PR.G | FixedReset Ins Non | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 18.42 Evaluated at bid price : 18.42 Bid-YTW : 3.25 % |
| BAM.PF.F | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 22.91 Evaluated at bid price : 23.85 Bid-YTW : 4.11 % |
| CM.PR.Q | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.70 Bid-YTW : 3.44 % |
| RY.PR.Z | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 23.03 Evaluated at bid price : 24.00 Bid-YTW : 3.45 % |
| BAM.PR.C | Floater | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 13.40 Evaluated at bid price : 13.40 Bid-YTW : 3.21 % |
| ELF.PR.G | Perpetual-Premium | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 24.56 Evaluated at bid price : 24.81 Bid-YTW : 4.79 % |
| BIP.PR.A | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 23.06 Evaluated at bid price : 24.41 Bid-YTW : 4.57 % |
| GWO.PR.N | FixedReset Ins Non | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 3.39 % |
| BAM.PR.K | Floater | 3.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 13.40 Evaluated at bid price : 13.40 Bid-YTW : 3.21 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.I | Perpetual-Premium | 98,680 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-05 Maturity Price : 25.00 Evaluated at bid price : 25.41 Bid-YTW : -0.69 % |
| RY.PR.H | FixedReset Disc | 88,871 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 23.05 Evaluated at bid price : 24.12 Bid-YTW : 3.47 % |
| MFC.PR.I | FixedReset Ins Non | 41,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 24.01 Evaluated at bid price : 25.14 Bid-YTW : 3.89 % |
| FTS.PR.M | FixedReset Disc | 32,489 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 22.47 Evaluated at bid price : 23.08 Bid-YTW : 3.92 % |
| BAM.PF.B | FixedReset Disc | 32,124 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 22.80 Evaluated at bid price : 23.50 Bid-YTW : 4.03 % |
| SLF.PR.G | FixedReset Ins Non | 29,708 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-06 Maturity Price : 18.42 Evaluated at bid price : 18.42 Bid-YTW : 3.25 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.D | FixedReset Disc | Quote: 24.87 – 27.30 Spot Rate : 2.4300 Average : 1.3151 YTW SCENARIO |
| PVS.PR.G | SplitShare | Quote: 26.20 – 27.72 Spot Rate : 1.5200 Average : 0.9577 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 16.65 – 18.25 Spot Rate : 1.6000 Average : 1.0710 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 17.60 – 18.54 Spot Rate : 0.9400 Average : 0.5583 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 20.20 – 20.92 Spot Rate : 0.7200 Average : 0.4713 YTW SCENARIO |
| FTS.PR.M | FixedReset Disc | Quote: 23.08 – 23.70 Spot Rate : 0.6200 Average : 0.3826 YTW SCENARIO |