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 | -0.7432 % | 2,155.3 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7432 % | 3,955.0 |
Floater | 3.54 % | 3.69 % | 56,226 | 18.04 | 4 | -0.7432 % | 2,279.3 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0708 % | 3,047.4 |
SplitShare | 4.72 % | 4.29 % | 71,578 | 1.56 | 5 | -0.0708 % | 3,639.3 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0708 % | 2,839.5 |
Perpetual-Premium | 5.30 % | 1.01 % | 73,963 | 0.09 | 23 | 0.0953 % | 2,786.4 |
Perpetual-Discount | 5.10 % | 5.09 % | 98,126 | 15.24 | 14 | 0.1203 % | 2,997.8 |
FixedReset | 4.52 % | 4.12 % | 198,975 | 6.56 | 94 | 0.0803 % | 2,298.6 |
Deemed-Retractible | 4.97 % | 5.11 % | 128,780 | 6.24 | 30 | 0.1048 % | 2,892.9 |
FloatingReset | 2.52 % | 3.18 % | 47,916 | 4.41 | 10 | 0.1157 % | 2,530.3 |
Performance Highlights | |||
Issue | Index | Change | Notes |
PWF.PR.A | Floater | -2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-29 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 3.25 % |
IFC.PR.C | FixedReset | -1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.24 Bid-YTW : 6.03 % |
BIP.PR.C | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.95 Bid-YTW : 4.29 % |
VNR.PR.A | FixedReset | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-29 Maturity Price : 20.88 Evaluated at bid price : 20.88 Bid-YTW : 4.57 % |
SLF.PR.J | FloatingReset | 1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.35 Bid-YTW : 8.99 % |
TRP.PR.H | FloatingReset | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-29 Maturity Price : 13.60 Evaluated at bid price : 13.60 Bid-YTW : 3.33 % |
TRP.PR.B | FixedReset | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-29 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 3.81 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
PWF.PR.Z | Perpetual-Premium | 92,824 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-29 Maturity Price : 24.63 Evaluated at bid price : 25.02 Bid-YTW : 5.16 % |
IFC.PR.E | Deemed-Retractible | 87,230 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.08 Bid-YTW : 5.19 % |
HSE.PR.G | FixedReset | 62,293 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-29 Maturity Price : 22.96 Evaluated at bid price : 23.99 Bid-YTW : 4.69 % |
TRP.PR.B | FixedReset | 51,989 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-29 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 3.81 % |
TD.PR.T | FloatingReset | 50,641 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.25 Bid-YTW : 2.87 % |
RY.PR.H | FixedReset | 44,702 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-29 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 3.94 % |
There were 31 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
CU.PR.C | FixedReset | Quote: 20.80 – 21.46 Spot Rate : 0.6600 Average : 0.3955 YTW SCENARIO |
PWF.PR.A | Floater | Quote: 14.60 – 15.19 Spot Rate : 0.5900 Average : 0.4261 YTW SCENARIO |
BAM.PF.H | FixedReset | Quote: 26.11 – 26.50 Spot Rate : 0.3900 Average : 0.2767 YTW SCENARIO |
IFC.PR.C | FixedReset | Quote: 21.24 – 21.50 Spot Rate : 0.2600 Average : 0.1719 YTW SCENARIO |
BNS.PR.Y | FixedReset | Quote: 21.93 – 22.18 Spot Rate : 0.2500 Average : 0.1670 YTW SCENARIO |
SLF.PR.B | Deemed-Retractible | Quote: 23.85 – 24.10 Spot Rate : 0.2500 Average : 0.1677 YTW SCENARIO |