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 | -0.3079 % | 2,069.9 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3079 % | 3,798.2 |
Floater | 3.65 % | 3.85 % | 55,025 | 17.68 | 4 | -0.3079 % | 2,188.9 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1083 % | 2,996.0 |
SplitShare | 4.72 % | 4.05 % | 60,123 | 0.77 | 4 | 0.1083 % | 3,577.8 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1083 % | 2,791.6 |
Perpetual-Premium | 5.41 % | -4.95 % | 70,726 | 0.09 | 16 | 0.1316 % | 2,742.4 |
Perpetual-Discount | 5.15 % | 5.14 % | 99,749 | 15.06 | 22 | 0.0971 % | 2,919.4 |
FixedReset | 4.42 % | 4.03 % | 237,065 | 6.77 | 97 | -0.1541 % | 2,332.1 |
Deemed-Retractible | 5.02 % | 1.01 % | 133,638 | 0.10 | 31 | -0.1734 % | 2,851.7 |
FloatingReset | 2.48 % | 3.12 % | 51,422 | 4.65 | 9 | 0.1171 % | 2,477.8 |
Performance Highlights | |||
Issue | Index | Change | Notes |
GWO.PR.S | Deemed-Retractible | -3.70 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.70 Bid-YTW : 5.60 % |
IFC.PR.A | FixedReset | -1.83 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.75 Bid-YTW : 7.32 % |
GWO.PR.N | FixedReset | -1.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.40 Bid-YTW : 9.32 % |
PWF.PR.A | Floater | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-24 Maturity Price : 14.76 Evaluated at bid price : 14.76 Bid-YTW : 3.22 % |
BNS.PR.Z | FixedReset | -1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.34 Bid-YTW : 4.62 % |
BAM.PR.X | FixedReset | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-24 Maturity Price : 16.37 Evaluated at bid price : 16.37 Bid-YTW : 4.56 % |
TRP.PR.H | FloatingReset | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-24 Maturity Price : 13.17 Evaluated at bid price : 13.17 Bid-YTW : 3.33 % |
SLF.PR.G | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.41 Bid-YTW : 8.54 % |
TRP.PR.A | FixedReset | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-24 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 4.10 % |
TRP.PR.F | FloatingReset | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-24 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 3.41 % |
BIP.PR.B | FixedReset | 1.25 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.88 Bid-YTW : 4.37 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
TRP.PR.K | FixedReset | 134,415 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : 4.24 % |
BIP.PR.C | FixedReset | 88,896 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.57 Bid-YTW : 4.70 % |
NA.PR.W | FixedReset | 72,079 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-24 Maturity Price : 21.52 Evaluated at bid price : 21.90 Bid-YTW : 3.92 % |
BIP.PR.D | FixedReset | 62,857 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-24 Maturity Price : 23.16 Evaluated at bid price : 25.00 Bid-YTW : 4.89 % |
TD.PF.C | FixedReset | 47,763 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-24 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 3.93 % |
SLF.PR.H | FixedReset | 46,500 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.95 Bid-YTW : 6.39 % |
There were 35 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
GWO.PR.S | Deemed-Retractible | Quote: 24.70 – 25.80 Spot Rate : 1.1000 Average : 0.6269 YTW SCENARIO |
IFC.PR.A | FixedReset | Quote: 18.75 – 19.12 Spot Rate : 0.3700 Average : 0.2708 YTW SCENARIO |
BMO.PR.Q | FixedReset | Quote: 21.76 – 22.06 Spot Rate : 0.3000 Average : 0.2030 YTW SCENARIO |
BMO.PR.B | FixedReset | Quote: 25.87 – 26.10 Spot Rate : 0.2300 Average : 0.1416 YTW SCENARIO |
TRP.PR.B | FixedReset | Quote: 14.70 – 14.98 Spot Rate : 0.2800 Average : 0.1935 YTW SCENARIO |
SLF.PR.D | Deemed-Retractible | Quote: 22.46 – 22.70 Spot Rate : 0.2400 Average : 0.1595 YTW SCENARIO |