| Index | December Total Return |
| Ratchet | +1.56% |
| FixedFloater | +0.85% |
| Floater | -0.21% |
| OpRet | +0.08% |
| SplitShare | +0.32% |
| InterestBearing | +0.99% |
| PerpetualPremium | +0.34% |
| PerpetualDiscount | +1.08% |
The indices have now been rebalanced. Changes are
| Ticker | From Index | To Index | Reason |
| PWF.PR.A | Floater | Scraps | Volume |
| PWF.PR.D | OpRet | Scraps | Volume |
| BAM.PR.I | Scraps | OpRet | Volume |
| SXT.PR.A | Scraps | SplitShare | Volume |
| RY.PR.A | PerpetualDiscount | PerpetualPremium | Price |
| BAM.PR.M | PerpetualDiscount | PerpetualPremium | Price |
| IAG.PR.A | PerpetualDiscount | PerpetualPremium | Price |
| RY.PR.D | – | PerpetualPremium | New Issue, 12/13 |
| FBS.PR.B | – | SplitShares | New Issue, 12/15 |
| FBS.PR.A | Scraps | – | Redeemed, 12/15 |
More details will be added to this post shortly.
Update : Notable performances in December were:
| Issue | Index | Performance |
| TCA.PR.X | PerpetualPremium | -1.5349% |
| WN.PR.B | OpRet | -1.5298% |
| WN.PR.C | PerpetualPremium | -1.2424% |
| WN.PR.D | PerpetualPremium | -1.2314% |
| BMO.PR.G | OpRet | -1.2002% |
| … | ||
| BSD.PR.A | InterestBearing | +2.1407% |
| SLF.PR.D | PerpetualDiscount | +2.2634% |
| PWF.PR.K | PerpetualPremium | +2.3561% |
| CM.PR.G | PerpetualPremium | +2.3605% |
| STW.PR.A | InterestBearing | +2.4835% |
Not a very pleasant month for the Weston issues, presumably due to the 9-figure charge against inventory.
Update & Bump: The rebalanced indices have been uploaded here.
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