| 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 | 0.6206 % | 2,193.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6206 % | 4,207.0 |
| Floater | 11.10 % | 11.26 % | 49,853 | 8.63 | 2 | 0.6206 % | 2,424.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5077 % | 3,414.1 |
| SplitShare | 4.93 % | 7.41 % | 47,663 | 1.98 | 7 | 0.5077 % | 4,077.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5077 % | 3,181.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0547 % | 2,672.0 |
| Perpetual-Discount | 6.43 % | 6.53 % | 52,625 | 13.19 | 34 | -0.0547 % | 2,913.7 |
| FixedReset Disc | 5.70 % | 7.45 % | 111,197 | 12.28 | 59 | 0.2455 % | 2,302.9 |
| Insurance Straight | 6.30 % | 6.48 % | 70,398 | 13.23 | 20 | 0.3936 % | 2,873.4 |
| FloatingReset | 10.54 % | 10.91 % | 34,004 | 8.84 | 5 | -0.3325 % | 2,574.5 |
| FixedReset Prem | 5.89 % | 6.38 % | 145,224 | 3.36 | 2 | 0.1988 % | 2,529.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2455 % | 2,354.0 |
| FixedReset Ins Non | 5.52 % | 7.08 % | 92,453 | 12.64 | 14 | -0.1423 % | 2,574.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.E | FixedReset Disc | -3.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 7.71 % |
| IFC.PR.I | Insurance Straight | -2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.50 % |
| BMO.PR.W | FixedReset Disc | -2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.70 % |
| PWF.PR.G | Perpetual-Discount | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 22.05 Evaluated at bid price : 22.34 Bid-YTW : 6.62 % |
| PWF.PF.A | Perpetual-Discount | -1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 17.27 Evaluated at bid price : 17.27 Bid-YTW : 6.55 % |
| RY.PR.N | Perpetual-Discount | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 22.21 Evaluated at bid price : 22.55 Bid-YTW : 5.50 % |
| MFC.PR.C | Insurance Straight | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 6.19 % |
| MFC.PR.J | FixedReset Ins Non | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 22.03 Evaluated at bid price : 22.51 Bid-YTW : 6.72 % |
| FFH.PR.F | FloatingReset | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 10.99 % |
| BIP.PR.F | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 7.99 % |
| FFH.PR.K | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 8.28 % |
| PWF.PR.P | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 14.15 Evaluated at bid price : 14.15 Bid-YTW : 7.99 % |
| BMO.PR.S | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 20.44 Evaluated at bid price : 20.44 Bid-YTW : 6.99 % |
| BN.PF.H | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 8.43 % |
| RY.PR.Z | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.95 % |
| BIK.PR.A | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 22.15 Evaluated at bid price : 22.80 Bid-YTW : 8.06 % |
| RY.PR.O | Perpetual-Discount | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 22.21 Evaluated at bid price : 22.55 Bid-YTW : 5.50 % |
| TD.PF.D | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 19.81 Evaluated at bid price : 19.81 Bid-YTW : 7.37 % |
| GWO.PR.P | Insurance Straight | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.50 % |
| CU.PR.I | FixedReset Disc | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 21.71 Evaluated at bid price : 22.17 Bid-YTW : 7.63 % |
| PVS.PR.H | SplitShare | 2.81 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.75 Bid-YTW : 6.72 % |
| IFC.PR.F | Insurance Straight | 9.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 20.67 Evaluated at bid price : 20.67 Bid-YTW : 6.48 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BN.PF.G | FixedReset Disc | 101,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 16.52 Evaluated at bid price : 16.52 Bid-YTW : 8.95 % |
| BN.PF.E | FixedReset Disc | 95,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 15.81 Evaluated at bid price : 15.81 Bid-YTW : 9.07 % |
| BN.PR.X | FixedReset Disc | 63,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 8.25 % |
| RY.PR.Z | FixedReset Disc | 39,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.95 % |
| BMO.PR.S | FixedReset Disc | 29,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 20.44 Evaluated at bid price : 20.44 Bid-YTW : 6.99 % |
| TD.PF.A | FixedReset Disc | 26,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-01-15 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 7.00 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PVS.PR.G | SplitShare | Quote: 24.14 – 25.43 Spot Rate : 1.2900 Average : 0.7942 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 19.90 – 21.00 Spot Rate : 1.1000 Average : 0.6766 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 19.00 – 20.30 Spot Rate : 1.3000 Average : 0.9518 YTW SCENARIO |
| IFC.PR.I | Insurance Straight | Quote: 21.00 – 21.95 Spot Rate : 0.9500 Average : 0.6612 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 19.20 – 20.20 Spot Rate : 1.0000 Average : 0.7418 YTW SCENARIO |
| NA.PR.E | FixedReset Disc | Quote: 21.30 – 21.90 Spot Rate : 0.6000 Average : 0.4065 YTW SCENARIO |
RY.PR.S extended.
https://www.rbc.com/newsroom/news/article.html?article=125863