Sorry this is so late, but I went to see Harry Potter and the Cursed Child last night. It was a great show and I endorse it completely. Loaded with very well done special effects and a superb set. My friend and I were most impressed by the portrayals of the Dementors and Moaning Myrtle; I particularly liked the magic duel in the first act.
Moaning MyrtleIt was definitely a ‘risk-off’ kind of day!
| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | -1.3839 % | 2,463.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.3839 % | 4,725.6 |
| Floater | 5.05 % | 5.08 % | 41,899 | 15.40 | 3 | -1.3839 % | 2,723.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4168 % | 3,468.2 |
| SplitShare | 4.90 % | 5.60 % | 44,319 | 3.18 | 8 | 0.4168 % | 4,141.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4168 % | 3,231.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4265 % | 2,838.1 |
| Perpetual-Discount | 6.01 % | 6.11 % | 68,775 | 13.73 | 34 | -0.4265 % | 3,094.8 |
| FixedReset Disc | 4.81 % | 6.33 % | 112,114 | 13.57 | 56 | -2.0251 % | 2,449.9 |
| Insurance Straight | 6.01 % | 6.08 % | 93,001 | 13.81 | 18 | -0.3498 % | 2,993.6 |
| FloatingReset | 5.88 % | 6.21 % | 45,268 | 13.62 | 2 | -1.4783 % | 2,596.5 |
| FixedReset Prem | 5.01 % | 4.76 % | 139,848 | 1.96 | 10 | -0.1660 % | 2,603.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -2.0251 % | 2,504.3 |
| FixedReset Ins Non | 4.72 % | 6.42 % | 60,776 | 13.55 | 14 | -1.2867 % | 2,582.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.T | FixedReset Disc | -45.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 11.01 Evaluated at bid price : 11.01 Bid-YTW : 12.35 % |
| TD.PF.D | FixedReset Disc | -6.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.78 % |
| BAM.PF.A | FixedReset Disc | -6.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 7.24 % |
| IFC.PR.C | FixedReset Disc | -4.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 6.97 % |
| NA.PR.G | FixedReset Disc | -3.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 22.47 Evaluated at bid price : 22.90 Bid-YTW : 6.29 % |
| MFC.PR.M | FixedReset Ins Non | -3.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 6.87 % |
| BAM.PR.T | FixedReset Disc | -3.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 16.72 Evaluated at bid price : 16.72 Bid-YTW : 7.37 % |
| IFC.PR.A | FixedReset Ins Non | -3.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 6.47 % |
| CU.PR.C | FixedReset Disc | -3.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.44 % |
| BAM.PR.B | Floater | -3.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 12.76 Evaluated at bid price : 12.76 Bid-YTW : 5.11 % |
| BIP.PR.F | FixedReset Disc | -3.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 22.22 Evaluated at bid price : 22.59 Bid-YTW : 6.57 % |
| MFC.PR.Q | FixedReset Ins Non | -2.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 21.91 Evaluated at bid price : 22.45 Bid-YTW : 6.25 % |
| FTS.PR.M | FixedReset Disc | -2.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.80 % |
| FTS.PR.H | FixedReset Disc | -2.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 6.95 % |
| BIP.PR.A | FixedReset Disc | -2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 19.81 Evaluated at bid price : 19.81 Bid-YTW : 7.75 % |
| TRP.PR.A | FixedReset Disc | -2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 15.66 Evaluated at bid price : 15.66 Bid-YTW : 7.60 % |
| RY.PR.S | FixedReset Disc | -2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 23.10 Evaluated at bid price : 23.50 Bid-YTW : 5.80 % |
| BIP.PR.E | FixedReset Disc | -2.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 22.21 Evaluated at bid price : 22.93 Bid-YTW : 6.59 % |
| TRP.PR.F | FloatingReset | -2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 16.31 Evaluated at bid price : 16.31 Bid-YTW : 6.21 % |
| IFC.PR.K | Perpetual-Discount | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 6.11 % |
| TRP.PR.B | FixedReset Disc | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 12.35 Evaluated at bid price : 12.35 Bid-YTW : 7.77 % |
| IFC.PR.G | FixedReset Ins Non | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 21.54 Evaluated at bid price : 21.90 Bid-YTW : 6.42 % |
| BAM.PF.F | FixedReset Disc | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 19.77 Evaluated at bid price : 19.77 Bid-YTW : 7.22 % |
| BNS.PR.I | FixedReset Disc | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 23.10 Evaluated at bid price : 23.52 Bid-YTW : 5.79 % |
| IFC.PR.E | Insurance Straight | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 21.65 Evaluated at bid price : 21.65 Bid-YTW : 6.05 % |
| FTS.PR.G | FixedReset Disc | -1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.60 % |
| TRP.PR.C | FixedReset Disc | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 12.95 Evaluated at bid price : 12.95 Bid-YTW : 7.68 % |
| BMO.PR.E | FixedReset Disc | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 23.12 Evaluated at bid price : 23.57 Bid-YTW : 6.10 % |
| CU.PR.G | Perpetual-Discount | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 6.07 % |
| SLF.PR.D | Insurance Straight | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.90 % |
| PWF.PF.A | Perpetual-Discount | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 18.52 Evaluated at bid price : 18.52 Bid-YTW : 6.20 % |
| FTS.PR.K | FixedReset Disc | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.82 % |
| TD.PF.K | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 23.00 Evaluated at bid price : 23.47 Bid-YTW : 6.05 % |
| NA.PR.W | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.34 % |
| RY.PR.J | FixedReset Disc | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.37 % |
| TRP.PR.G | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.85 % |
| MFC.PR.N | FixedReset Ins Non | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 6.82 % |
| BAM.PR.X | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 7.07 % |
| MFC.PR.J | FixedReset Ins Non | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 22.30 Evaluated at bid price : 23.10 Bid-YTW : 6.14 % |
| SLF.PR.E | Insurance Straight | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 5.88 % |
| PVS.PR.H | SplitShare | -1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.40 Bid-YTW : 6.44 % |
| CU.PR.F | Perpetual-Discount | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.00 % |
| SLF.PR.C | Insurance Straight | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 19.02 Evaluated at bid price : 19.02 Bid-YTW : 5.90 % |
| BAM.PR.C | Floater | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 12.89 Evaluated at bid price : 12.89 Bid-YTW : 5.06 % |
| MIC.PR.A | Perpetual-Discount | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 21.22 Evaluated at bid price : 21.22 Bid-YTW : 6.42 % |
| TRP.PR.D | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 17.99 Evaluated at bid price : 17.99 Bid-YTW : 7.36 % |
| MFC.PR.C | Insurance Straight | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 18.98 Evaluated at bid price : 18.98 Bid-YTW : 5.99 % |
| BAM.PR.N | Perpetual-Discount | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 19.18 Evaluated at bid price : 19.18 Bid-YTW : 6.24 % |
| BAM.PR.R | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 16.86 Evaluated at bid price : 16.86 Bid-YTW : 7.21 % |
| TD.PF.M | FixedReset Prem | -1.11 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.02 Bid-YTW : 5.56 % |
| IFC.PR.I | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 22.16 Evaluated at bid price : 22.50 Bid-YTW : 6.03 % |
| PWF.PR.E | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 22.28 Evaluated at bid price : 22.55 Bid-YTW : 6.21 % |
| TRP.PR.E | FixedReset Disc | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 7.02 % |
| POW.PR.C | Perpetual-Discount | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 23.63 Evaluated at bid price : 23.90 Bid-YTW : 6.09 % |
| EIT.PR.A | SplitShare | 3.22 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.04 Bid-YTW : 4.89 % |
| BAM.PF.G | FixedReset Disc | 3.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 7.27 % |
| BAM.PF.B | FixedReset Disc | 3.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 19.66 Evaluated at bid price : 19.66 Bid-YTW : 7.12 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.S | Perpetual-Discount | 92,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 19.73 Evaluated at bid price : 19.73 Bid-YTW : 6.21 % |
| NA.PR.W | FixedReset Disc | 80,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.34 % |
| GWO.PR.M | Insurance Straight | 80,137 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 23.53 Evaluated at bid price : 23.80 Bid-YTW : 6.13 % |
| PWF.PR.H | Perpetual-Discount | 56,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 23.62 Evaluated at bid price : 23.89 Bid-YTW : 6.13 % |
| BAM.PR.Z | FixedReset Disc | 45,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 22.44 Evaluated at bid price : 23.35 Bid-YTW : 6.43 % |
| GWO.PR.I | Insurance Straight | 35,450 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-07-05 Maturity Price : 18.87 Evaluated at bid price : 18.87 Bid-YTW : 6.01 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.T | FixedReset Disc | Quote: 11.01 – 20.50 Spot Rate : 9.4900 Average : 5.2591 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 17.10 – 19.48 Spot Rate : 2.3800 Average : 1.4326 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 19.30 – 21.50 Spot Rate : 2.2000 Average : 1.4216 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 20.00 – 21.74 Spot Rate : 1.7400 Average : 1.0840 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 20.60 – 22.04 Spot Rate : 1.4400 Average : 0.8387 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 15.66 – 17.40 Spot Rate : 1.7400 Average : 1.2500 YTW SCENARIO |