OK, the excitement’s over. For now.
| 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 | -2.7360 % | 2,061.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -2.7360 % | 3,953.1 |
| Floater | 11.81 % | 12.12 % | 36,088 | 8.03 | 2 | -2.7360 % | 2,278.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3527 % | 3,305.6 |
| SplitShare | 5.08 % | 8.42 % | 38,742 | 1.85 | 8 | 0.3527 % | 3,947.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3527 % | 3,080.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6104 % | 2,485.5 |
| Perpetual-Discount | 6.88 % | 7.01 % | 49,229 | 12.59 | 33 | -0.6104 % | 2,710.3 |
| FixedReset Disc | 6.03 % | 8.67 % | 118,489 | 11.08 | 55 | 0.4926 % | 2,119.4 |
| Insurance Straight | 6.72 % | 6.91 % | 64,181 | 12.62 | 19 | -0.5227 % | 2,680.6 |
| FloatingReset | 11.01 % | 11.29 % | 33,408 | 8.55 | 1 | 3.8462 % | 2,388.5 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4926 % | 2,396.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4926 % | 2,166.5 |
| FixedReset Ins Non | 6.14 % | 8.50 % | 77,632 | 11.23 | 14 | 0.9773 % | 2,314.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.H | Perpetual-Discount | -5.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 7.02 % |
| BN.PF.B | FixedReset Disc | -4.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 9.93 % |
| BN.PR.Z | FixedReset Disc | -3.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 16.47 Evaluated at bid price : 16.47 Bid-YTW : 10.20 % |
| BN.PR.B | Floater | -2.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 10.65 Evaluated at bid price : 10.65 Bid-YTW : 12.15 % |
| IFC.PR.F | Insurance Straight | -2.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 7.08 % |
| MFC.PR.N | FixedReset Ins Non | -2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 16.22 Evaluated at bid price : 16.22 Bid-YTW : 9.30 % |
| BN.PR.K | Floater | -2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 10.68 Evaluated at bid price : 10.68 Bid-YTW : 12.12 % |
| PWF.PR.H | Perpetual-Discount | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 20.38 Evaluated at bid price : 20.38 Bid-YTW : 7.12 % |
| BN.PF.G | FixedReset Disc | -2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 13.77 Evaluated at bid price : 13.77 Bid-YTW : 11.49 % |
| IFC.PR.I | Insurance Straight | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 6.91 % |
| PWF.PR.K | Perpetual-Discount | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 17.66 Evaluated at bid price : 17.66 Bid-YTW : 7.08 % |
| PWF.PR.F | Perpetual-Discount | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 18.73 Evaluated at bid price : 18.73 Bid-YTW : 7.08 % |
| BN.PF.E | FixedReset Disc | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 13.60 Evaluated at bid price : 13.60 Bid-YTW : 11.27 % |
| GWO.PR.Y | Insurance Straight | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 6.89 % |
| IFC.PR.K | Perpetual-Discount | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 6.93 % |
| PWF.PR.S | Perpetual-Discount | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 6.98 % |
| PWF.PR.L | Perpetual-Discount | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 7.07 % |
| IFC.PR.C | FixedReset Ins Non | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 17.07 Evaluated at bid price : 17.07 Bid-YTW : 8.73 % |
| BN.PF.F | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 10.61 % |
| TD.PF.E | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 17.48 Evaluated at bid price : 17.48 Bid-YTW : 8.99 % |
| PWF.PF.A | Perpetual-Discount | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 16.41 Evaluated at bid price : 16.41 Bid-YTW : 6.92 % |
| RY.PR.J | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 9.03 % |
| POW.PR.G | Perpetual-Discount | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 7.09 % |
| FTS.PR.F | Perpetual-Discount | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 6.52 % |
| BIK.PR.A | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 20.37 Evaluated at bid price : 20.37 Bid-YTW : 9.71 % |
| MFC.PR.B | Insurance Straight | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 18.16 Evaluated at bid price : 18.16 Bid-YTW : 6.52 % |
| PWF.PR.R | Perpetual-Discount | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 19.59 Evaluated at bid price : 19.59 Bid-YTW : 7.09 % |
| PWF.PR.P | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 9.80 % |
| FTS.PR.K | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 17.18 Evaluated at bid price : 17.18 Bid-YTW : 8.80 % |
| SLF.PR.H | FixedReset Ins Non | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 16.07 Evaluated at bid price : 16.07 Bid-YTW : 8.51 % |
| RY.PR.Z | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 8.20 % |
| TD.PF.J | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 7.70 % |
| NA.PR.G | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 22.31 Evaluated at bid price : 23.06 Bid-YTW : 7.22 % |
| BN.PR.X | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 13.76 Evaluated at bid price : 13.76 Bid-YTW : 9.95 % |
| SLF.PR.G | FixedReset Ins Non | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 13.01 Evaluated at bid price : 13.01 Bid-YTW : 9.45 % |
| SLF.PR.E | Insurance Straight | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 17.76 Evaluated at bid price : 17.76 Bid-YTW : 6.43 % |
| GWO.PR.N | FixedReset Ins Non | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 12.26 Evaluated at bid price : 12.26 Bid-YTW : 9.37 % |
| NA.PR.E | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 7.77 % |
| PVS.PR.H | SplitShare | 1.48 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 22.60 Bid-YTW : 8.40 % |
| CM.PR.Y | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 23.15 Evaluated at bid price : 23.80 Bid-YTW : 7.79 % |
| BN.PF.J | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 9.43 % |
| MFC.PR.J | FixedReset Ins Non | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 20.16 Evaluated at bid price : 20.16 Bid-YTW : 8.09 % |
| NA.PR.W | FixedReset Disc | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 16.62 Evaluated at bid price : 16.62 Bid-YTW : 8.98 % |
| CM.PR.S | FixedReset Disc | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 7.81 % |
| MFC.PR.I | FixedReset Ins Non | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 19.83 Evaluated at bid price : 19.83 Bid-YTW : 8.40 % |
| CM.PR.O | FixedReset Disc | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 8.16 % |
| MFC.PR.L | FixedReset Ins Non | 2.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 8.50 % |
| TD.PF.I | FixedReset Disc | 2.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 22.60 Evaluated at bid price : 23.46 Bid-YTW : 7.21 % |
| BN.PF.I | FixedReset Disc | 2.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 17.53 Evaluated at bid price : 17.53 Bid-YTW : 10.22 % |
| PWF.PR.T | FixedReset Disc | 3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 7.74 % |
| MFC.PR.M | FixedReset Ins Non | 3.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 8.68 % |
| MFC.PR.K | FixedReset Ins Non | 3.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 7.92 % |
| SLF.PR.J | FloatingReset | 3.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 14.85 Evaluated at bid price : 14.85 Bid-YTW : 11.29 % |
| BNS.PR.I | FixedReset Disc | 6.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 21.49 Evaluated at bid price : 21.80 Bid-YTW : 7.30 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Disc | 48,381 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 17.53 Evaluated at bid price : 17.53 Bid-YTW : 8.60 % |
| BN.PF.E | FixedReset Disc | 40,173 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 13.60 Evaluated at bid price : 13.60 Bid-YTW : 11.27 % |
| RY.PR.Z | FixedReset Disc | 34,076 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 8.20 % |
| PWF.PR.T | FixedReset Disc | 28,382 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 7.74 % |
| RY.PR.J | FixedReset Disc | 27,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 9.03 % |
| BN.PF.J | FixedReset Disc | 25,729 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-11-06 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 9.43 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.J | FixedReset Ins Non | Quote: 20.16 – 21.92 Spot Rate : 1.7600 Average : 1.0387 YTW SCENARIO |
| NA.PR.G | FixedReset Disc | Quote: 23.06 – 24.56 Spot Rate : 1.5000 Average : 0.8986 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 16.22 – 17.66 Spot Rate : 1.4400 Average : 0.8861 YTW SCENARIO |
| MFC.PR.Q | FixedReset Ins Non | Quote: 19.40 – 20.98 Spot Rate : 1.5800 Average : 1.0420 YTW SCENARIO |
| CU.PR.H | Perpetual-Discount | Quote: 18.75 – 19.75 Spot Rate : 1.0000 Average : 0.6999 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 17.35 – 17.95 Spot Rate : 0.6000 Average : 0.4079 YTW SCENARIO |
James, your date header for today is showing October 6 2023.
James, your date header for today is showing October 6 2023.
Oops, fixed it!
I guess that subconciously I liked October so much I wanted a re-run!