| 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 | 1.2518 % | 2,839.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.2518 % | 5,210.1 |
| Floater | 3.06 % | 3.10 % | 61,562 | 19.46 | 3 | 1.2518 % | 3,002.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0843 % | 3,728.4 |
| SplitShare | 4.60 % | 4.22 % | 54,931 | 3.88 | 5 | 0.0843 % | 4,452.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0843 % | 3,474.1 |
| Perpetual-Premium | 5.08 % | -2.88 % | 54,390 | 0.09 | 32 | -0.1347 % | 3,272.2 |
| Perpetual-Discount | 4.75 % | 4.61 % | 2,540,201 | 16.17 | 2 | -0.8357 % | 3,837.8 |
| FixedReset Disc | 3.80 % | 3.77 % | 110,840 | 17.16 | 40 | 0.2888 % | 2,919.4 |
| Insurance Straight | 4.92 % | 4.26 % | 76,922 | 3.53 | 20 | -0.1850 % | 3,689.9 |
| FloatingReset | 2.53 % | 2.77 % | 25,629 | 20.31 | 2 | 1.1748 % | 2,866.0 |
| FixedReset Prem | 4.69 % | 2.94 % | 127,371 | 1.49 | 31 | 0.0662 % | 2,765.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2888 % | 2,984.2 |
| FixedReset Ins Non | 4.03 % | 3.67 % | 91,464 | 17.19 | 19 | -0.0536 % | 2,991.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -7.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-27 Maturity Price : 16.65 Evaluated at bid price : 16.65 Bid-YTW : 4.12 % |
| ELF.PR.G | Perpetual-Discount | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-27 Maturity Price : 23.93 Evaluated at bid price : 24.17 Bid-YTW : 4.94 % |
| GWO.PR.N | FixedReset Ins Non | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-27 Maturity Price : 16.73 Evaluated at bid price : 16.73 Bid-YTW : 3.69 % |
| RY.PR.P | Perpetual-Premium | -1.45 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-24 Maturity Price : 25.75 Evaluated at bid price : 25.90 Bid-YTW : 2.13 % |
| BAM.PR.X | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-27 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 4.31 % |
| BIP.PR.A | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 4.03 % |
| TRP.PR.A | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-27 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 4.21 % |
| MFC.PR.F | FixedReset Ins Non | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-27 Maturity Price : 18.64 Evaluated at bid price : 18.64 Bid-YTW : 3.60 % |
| FTS.PR.H | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-27 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 3.99 % |
| RY.PR.M | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-11-24 Maturity Price : 25.00 Evaluated at bid price : 24.60 Bid-YTW : 3.38 % |
| SLF.PR.J | FloatingReset | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-27 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 2.29 % |
| FTS.PR.K | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-27 Maturity Price : 21.70 Evaluated at bid price : 22.16 Bid-YTW : 3.92 % |
| TRP.PR.B | FixedReset Disc | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-27 Maturity Price : 14.49 Evaluated at bid price : 14.49 Bid-YTW : 4.25 % |
| TRP.PR.E | FixedReset Disc | 2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-27 Maturity Price : 21.98 Evaluated at bid price : 22.31 Bid-YTW : 4.14 % |
| BAM.PR.R | FixedReset Disc | 2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-27 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 4.31 % |
| BAM.PR.B | Floater | 3.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-27 Maturity Price : 14.26 Evaluated at bid price : 14.26 Bid-YTW : 3.02 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.Y | Insurance Straight | 145,425 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-27 Maturity Price : 24.38 Evaluated at bid price : 24.76 Bid-YTW : 4.56 % |
| RY.PR.J | FixedReset Disc | 88,806 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 3.20 % |
| PWF.PF.A | Perpetual-Discount | 77,023 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-27 Maturity Price : 24.10 Evaluated at bid price : 24.48 Bid-YTW : 4.61 % |
| RY.PR.H | FixedReset Disc | 64,942 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-27 Maturity Price : 23.19 Evaluated at bid price : 24.43 Bid-YTW : 3.60 % |
| RY.PR.P | Perpetual-Premium | 50,702 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-24 Maturity Price : 25.75 Evaluated at bid price : 25.90 Bid-YTW : 2.13 % |
| TD.PF.I | FixedReset Prem | 46,992 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.61 Bid-YTW : 2.01 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.P | FixedReset Disc | Quote: 16.65 – 18.10 Spot Rate : 1.4500 Average : 0.9926 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 13.90 – 14.57 Spot Rate : 0.6700 Average : 0.4168 YTW SCENARIO |
| BAM.PR.C | Floater | Quote: 13.90 – 14.39 Spot Rate : 0.4900 Average : 0.3050 YTW SCENARIO |
| ELF.PR.G | Perpetual-Discount | Quote: 24.17 – 24.65 Spot Rate : 0.4800 Average : 0.3113 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 24.51 – 24.80 Spot Rate : 0.2900 Average : 0.1815 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 22.90 – 23.35 Spot Rate : 0.4500 Average : 0.3450 YTW SCENARIO |
Hi,
Looking at BOP.PR.C. Like the min RR. It is a 6% min, spread 518, recall 6/30/2026 YTR 5.18% P3M. One of the better ytr of the group.
I know P3 is in the adequate range for risk but it is a Brookfield co.
Most of the RR I want are over par but this has a decent ytr Is this ok?
Pls advise. Thx