Investment Executive published some stockbroker statistics, which some among us may find of salacious interest:
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| 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 | 1.4142 % | 3,000.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.4142 % | 5,505.8 |
| Floater | 3.33 % | 3.56 % | 89,255 | 18.36 | 4 | 1.4142 % | 3,173.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0791 % | 3,162.0 |
| SplitShare | 4.60 % | 4.61 % | 82,386 | 5.04 | 5 | 0.0791 % | 3,776.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0791 % | 2,946.2 |
| Perpetual-Premium | 5.62 % | -7.10 % | 68,117 | 0.09 | 10 | 0.1696 % | 2,872.1 |
| Perpetual-Discount | 5.42 % | 5.46 % | 60,707 | 14.71 | 24 | 0.1042 % | 2,943.8 |
| FixedReset | 4.27 % | 4.60 % | 164,643 | 3.97 | 103 | 0.1881 % | 2,547.5 |
| Deemed-Retractible | 5.13 % | 5.59 % | 83,599 | 5.59 | 27 | 0.1215 % | 2,948.0 |
| FloatingReset | 3.05 % | 3.35 % | 30,878 | 3.55 | 8 | 0.1540 % | 2,795.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.K | FixedReset | 1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.56 Bid-YTW : 5.51 % |
| HSE.PR.A | FixedReset | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-10 Maturity Price : 17.77 Evaluated at bid price : 17.77 Bid-YTW : 5.18 % |
| BAM.PR.X | FixedReset | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-10 Maturity Price : 18.62 Evaluated at bid price : 18.62 Bid-YTW : 4.99 % |
| CM.PR.O | FixedReset | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-10 Maturity Price : 23.20 Evaluated at bid price : 23.69 Bid-YTW : 4.67 % |
| BAM.PR.B | Floater | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-10 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 3.57 % |
| BAM.PR.C | Floater | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-10 Maturity Price : 17.11 Evaluated at bid price : 17.11 Bid-YTW : 3.56 % |
| BAM.PR.K | Floater | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-10 Maturity Price : 17.06 Evaluated at bid price : 17.06 Bid-YTW : 3.57 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.E | FixedReset | 157,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-10 Maturity Price : 22.98 Evaluated at bid price : 24.49 Bid-YTW : 4.72 % |
| HSE.PR.G | FixedReset | 119,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.47 % |
| CU.PR.G | Perpetual-Discount | 52,672 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-10 Maturity Price : 21.03 Evaluated at bid price : 21.03 Bid-YTW : 5.36 % |
| TRP.PR.C | FixedReset | 51,535 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-10 Maturity Price : 17.62 Evaluated at bid price : 17.62 Bid-YTW : 4.97 % |
| CU.PR.C | FixedReset | 50,685 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-10 Maturity Price : 21.78 Evaluated at bid price : 22.14 Bid-YTW : 4.84 % |
| TRP.PR.A | FixedReset | 41,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-10 Maturity Price : 20.07 Evaluated at bid price : 20.07 Bid-YTW : 5.04 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.Q | FloatingReset | Quote: 21.35 – 25.00 Spot Rate : 3.6500 Average : 2.9612 YTW SCENARIO |
| MFC.PR.K | FixedReset | Quote: 23.56 – 24.56 Spot Rate : 1.0000 Average : 0.5894 YTW SCENARIO |
| MFC.PR.L | FixedReset | Quote: 23.42 – 23.95 Spot Rate : 0.5300 Average : 0.3117 YTW SCENARIO |
| IFC.PR.F | Deemed-Retractible | Quote: 25.15 – 25.50 Spot Rate : 0.3500 Average : 0.2393 YTW SCENARIO |
| PVS.PR.B | SplitShare | Quote: 25.22 – 25.62 Spot Rate : 0.4000 Average : 0.2899 YTW SCENARIO |
| RY.PR.P | Perpetual-Premium | Quote: 25.31 – 25.55 Spot Rate : 0.2400 Average : 0.1631 YTW SCENARIO |