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 | 0.6487 % | 2,085.9 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6487 % | 3,827.5 |
Floater | 4.15 % | 4.18 % | 43,642 | 17.05 | 3 | 0.6487 % | 2,205.8 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1612 % | 3,636.2 |
SplitShare | 4.69 % | 4.39 % | 37,984 | 4.19 | 8 | 0.1612 % | 4,342.3 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1612 % | 3,388.1 |
Perpetual-Premium | 5.34 % | -11.54 % | 65,619 | 0.09 | 18 | 0.1369 % | 3,240.1 |
Perpetual-Discount | 4.99 % | 5.05 % | 70,520 | 15.40 | 13 | -0.0158 % | 3,698.4 |
FixedReset Disc | 4.87 % | 3.76 % | 141,406 | 17.52 | 56 | 0.3092 % | 2,412.2 |
Insurance Straight | 5.03 % | 4.79 % | 82,380 | 15.37 | 22 | 0.1374 % | 3,576.8 |
FloatingReset | 2.49 % | 0.38 % | 27,021 | 0.10 | 3 | 0.0000 % | 1,934.8 |
FixedReset Prem | 5.12 % | 2.81 % | 195,877 | 0.98 | 20 | 0.0525 % | 2,705.1 |
FixedReset Bank Non | 1.93 % | 1.96 % | 169,856 | 1.00 | 2 | 0.0400 % | 2,886.0 |
FixedReset Ins Non | 4.83 % | 3.68 % | 91,445 | 17.67 | 22 | 0.4872 % | 2,522.6 |
Performance Highlights | |||
Issue | Index | Change | Notes |
TD.PF.K | FixedReset Disc | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-25 Maturity Price : 21.85 Evaluated at bid price : 22.10 Bid-YTW : 3.66 % |
SLF.PR.G | FixedReset Ins Non | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-25 Maturity Price : 12.75 Evaluated at bid price : 12.75 Bid-YTW : 3.62 % |
IAF.PR.I | FixedReset Ins Non | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-25 Maturity Price : 22.46 Evaluated at bid price : 22.75 Bid-YTW : 3.68 % |
MFC.PR.G | FixedReset Ins Non | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-25 Maturity Price : 22.17 Evaluated at bid price : 22.88 Bid-YTW : 3.63 % |
TRP.PR.E | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-25 Maturity Price : 15.82 Evaluated at bid price : 15.82 Bid-YTW : 4.72 % |
BAM.PR.K | Floater | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-25 Maturity Price : 10.38 Evaluated at bid price : 10.38 Bid-YTW : 4.16 % |
PWF.PR.T | FixedReset Disc | 2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-25 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 3.98 % |
BIP.PR.A | FixedReset Disc | 2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-25 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 4.63 % |
BAM.PR.X | FixedReset Disc | 2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-25 Maturity Price : 13.21 Evaluated at bid price : 13.21 Bid-YTW : 4.31 % |
RY.PR.M | FixedReset Disc | 3.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-25 Maturity Price : 21.30 Evaluated at bid price : 21.58 Bid-YTW : 3.49 % |
IAF.PR.G | FixedReset Ins Non | 4.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-25 Maturity Price : 21.97 Evaluated at bid price : 22.56 Bid-YTW : 3.64 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
TD.PF.H | FixedReset Prem | 151,794 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 2.64 % |
BNS.PR.H | FixedReset Prem | 126,704 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 2.81 % |
CU.PR.C | FixedReset Disc | 98,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-25 Maturity Price : 18.62 Evaluated at bid price : 18.62 Bid-YTW : 3.89 % |
RY.PR.M | FixedReset Disc | 90,309 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-25 Maturity Price : 21.30 Evaluated at bid price : 21.58 Bid-YTW : 3.49 % |
BMO.PR.D | FixedReset Disc | 65,383 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-25 Maturity Price : 23.57 Evaluated at bid price : 24.65 Bid-YTW : 3.68 % |
TRP.PR.D | FixedReset Disc | 63,597 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-25 Maturity Price : 16.21 Evaluated at bid price : 16.21 Bid-YTW : 4.64 % |
There were 35 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
TD.PF.K | FixedReset Disc | Quote: 22.10 – 22.75 Spot Rate : 0.6500 Average : 0.4131 YTW SCENARIO |
TD.PF.J | FixedReset Disc | Quote: 22.91 – 23.50 Spot Rate : 0.5900 Average : 0.3829 YTW SCENARIO |
BMO.PR.C | FixedReset Disc | Quote: 25.04 – 25.38 Spot Rate : 0.3400 Average : 0.1984 YTW SCENARIO |
IFC.PR.C | FixedReset Ins Non | Quote: 20.17 – 21.00 Spot Rate : 0.8300 Average : 0.6971 YTW SCENARIO |
IAF.PR.I | FixedReset Ins Non | Quote: 22.75 – 23.20 Spot Rate : 0.4500 Average : 0.3177 YTW SCENARIO |
SLF.PR.E | Insurance Straight | Quote: 24.09 – 24.50 Spot Rate : 0.4100 Average : 0.2956 YTW SCENARIO |