This will be delayed a bit. Sorry!
Update, 2026-3-10:
| 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 | -0.0497 % | 2,480.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0497 % | 4,703.8 |
| Floater | 5.81 % | 6.09 % | 60,173 | 13.68 | 3 | -0.0497 % | 2,710.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1657 % | 3,651.7 |
| SplitShare | 4.78 % | 4.28 % | 81,481 | 2.99 | 5 | -0.1657 % | 4,360.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1657 % | 3,402.6 |
| Perpetual-Premium | 5.72 % | 5.81 % | 87,480 | 14.05 | 7 | -0.3009 % | 3,062.0 |
| Perpetual-Discount | 5.62 % | 5.72 % | 49,494 | 14.31 | 28 | -0.2337 % | 3,365.0 |
| FixedReset Disc | 5.89 % | 5.90 % | 130,830 | 13.78 | 27 | -0.3623 % | 3,194.9 |
| Insurance Straight | 5.54 % | 5.61 % | 62,401 | 14.47 | 22 | -0.1060 % | 3,285.4 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3623 % | 3,800.6 |
| FixedReset Prem | 5.95 % | 4.64 % | 86,387 | 2.45 | 21 | -0.2330 % | 2,664.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3623 % | 3,265.8 |
| FixedReset Ins Non | 5.27 % | 5.37 % | 94,294 | 14.66 | 14 | -0.1528 % | 3,136.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| ENB.PF.C | FixedReset Disc | -3.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-09 Maturity Price : 21.83 Evaluated at bid price : 22.20 Bid-YTW : 6.28 % |
| BN.PR.T | FixedReset Disc | -2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-09 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 6.46 % |
| FTS.PR.K | FixedReset Disc | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-09 Maturity Price : 22.59 Evaluated at bid price : 23.25 Bid-YTW : 5.45 % |
| ENB.PR.D | FixedReset Disc | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-09 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 6.18 % |
| CU.PR.H | Perpetual-Discount | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-09 Maturity Price : 23.33 Evaluated at bid price : 23.62 Bid-YTW : 5.59 % |
| GWO.PR.S | Insurance Straight | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-09 Maturity Price : 22.74 Evaluated at bid price : 23.03 Bid-YTW : 5.70 % |
| IFC.PR.I | Insurance Straight | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-09 Maturity Price : 23.64 Evaluated at bid price : 23.93 Bid-YTW : 5.74 % |
| FTS.PR.J | Perpetual-Discount | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-09 Maturity Price : 21.50 Evaluated at bid price : 21.76 Bid-YTW : 5.49 % |
| IFC.PR.C | FixedReset Ins Non | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-09 Maturity Price : 23.88 Evaluated at bid price : 24.53 Bid-YTW : 5.66 % |
| FTS.PR.H | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-09 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 5.64 % |
| CU.PR.F | Perpetual-Discount | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-09 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 5.74 % |
| PWF.PR.P | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-09 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 5.80 % |
| TD.PF.I | FixedReset Prem | -1.17 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.16 Bid-YTW : 3.81 % |
| FTS.PR.F | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-09 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 5.47 % |
| PWF.PR.S | Perpetual-Discount | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-09 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.66 % |
| GWO.PR.P | Insurance Straight | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-09 Maturity Price : 23.37 Evaluated at bid price : 23.66 Bid-YTW : 5.71 % |
| GWO.PR.G | Insurance Straight | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-09 Maturity Price : 23.17 Evaluated at bid price : 23.43 Bid-YTW : 5.55 % |
| BN.PR.R | FixedReset Disc | 3.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-09 Maturity Price : 21.70 Evaluated at bid price : 22.10 Bid-YTW : 5.93 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.E | FixedReset Prem | 83,495 | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-05-15 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 4.67 % |
| BN.PR.X | FixedReset Disc | 37,074 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-09 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 6.04 % |
| PVS.PR.M | SplitShare | 34,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2031-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 4.83 % |
| GWO.PR.P | Insurance Straight | 30,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-09 Maturity Price : 23.37 Evaluated at bid price : 23.66 Bid-YTW : 5.71 % |
| SLF.PR.D | Insurance Straight | 28,057 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-09 Maturity Price : 21.18 Evaluated at bid price : 21.18 Bid-YTW : 5.27 % |
| ENB.PR.N | FixedReset Disc | 19,856 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-03-09 Maturity Price : 23.28 Evaluated at bid price : 24.61 Bid-YTW : 5.84 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible. | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.C | Insurance Straight | Quote: 21.50 – 22.80 Spot Rate : 1.3000 Average : 0.8327 YTW SCENARIO |
| BN.PR.T | FixedReset Disc | Quote: 20.20 – 21.99 Spot Rate : 1.7900 Average : 1.4963 YTW SCENARIO |
| ENB.PF.C | FixedReset Disc | Quote: 22.20 – 22.98 Spot Rate : 0.7800 Average : 0.4890 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 19.85 – 20.51 Spot Rate : 0.6600 Average : 0.4549 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 23.03 – 23.80 Spot Rate : 0.7700 Average : 0.5733 YTW SCENARIO |
| MFC.PR.Q | FixedReset Ins Non | Quote: 25.35 – 26.49 Spot Rate : 1.1400 Average : 0.9444 YTW SCENARIO |