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 | 0.9933 % | 2,352.0 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9933 % | 4,315.7 |
Floater | 3.72 % | 3.71 % | 61,507 | 18.05 | 3 | 0.9933 % | 2,487.2 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0130 % | 3,672.7 |
SplitShare | 4.77 % | 4.33 % | 42,211 | 3.61 | 9 | -0.0130 % | 4,386.0 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0130 % | 3,422.2 |
Perpetual-Premium | 5.30 % | -3.11 % | 80,212 | 0.09 | 21 | 0.0764 % | 3,252.7 |
Perpetual-Discount | 4.94 % | 4.99 % | 82,106 | 15.53 | 13 | 0.5403 % | 3,759.0 |
FixedReset Disc | 4.35 % | 3.80 % | 196,340 | 17.30 | 52 | 0.1084 % | 2,667.0 |
Insurance Straight | 4.99 % | 4.57 % | 91,082 | 15.45 | 22 | 0.2384 % | 3,650.9 |
FloatingReset | 2.94 % | 3.24 % | 52,591 | 19.14 | 2 | -0.2685 % | 2,393.9 |
FixedReset Prem | 5.05 % | 3.44 % | 237,401 | 1.00 | 26 | 0.3082 % | 2,739.2 |
FixedReset Bank Non | 1.81 % | 2.30 % | 227,495 | 0.85 | 1 | 0.0802 % | 2,888.5 |
FixedReset Ins Non | 4.41 % | 3.83 % | 144,278 | 17.48 | 22 | 0.1636 % | 2,791.6 |
Performance Highlights | |||
Issue | Index | Change | Notes |
TRP.PR.G | FixedReset Disc | -3.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-23 Maturity Price : 20.71 Evaluated at bid price : 20.71 Bid-YTW : 4.62 % |
TRP.PR.A | FixedReset Disc | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-23 Maturity Price : 16.74 Evaluated at bid price : 16.74 Bid-YTW : 4.53 % |
BAM.PR.Z | FixedReset Disc | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-23 Maturity Price : 22.18 Evaluated at bid price : 22.50 Bid-YTW : 4.46 % |
NA.PR.S | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-23 Maturity Price : 22.65 Evaluated at bid price : 23.40 Bid-YTW : 3.71 % |
SLF.PR.I | FixedReset Ins Non | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-23 Maturity Price : 23.48 Evaluated at bid price : 24.10 Bid-YTW : 3.83 % |
CIU.PR.A | Perpetual-Discount | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-23 Maturity Price : 23.95 Evaluated at bid price : 24.20 Bid-YTW : 4.78 % |
TD.PF.I | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.42 Bid-YTW : 3.85 % |
BAM.PF.E | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-23 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 4.57 % |
TD.PF.M | FixedReset Prem | 1.54 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.40 Bid-YTW : 3.57 % |
BAM.PR.R | FixedReset Disc | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-23 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 4.56 % |
CU.PR.F | Perpetual-Discount | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-23 Maturity Price : 23.49 Evaluated at bid price : 23.75 Bid-YTW : 4.77 % |
BAM.PF.B | FixedReset Disc | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-23 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 4.39 % |
CU.PR.G | Perpetual-Discount | 2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-23 Maturity Price : 23.55 Evaluated at bid price : 23.82 Bid-YTW : 4.75 % |
BAM.PF.G | FixedReset Disc | 2.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-23 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 4.53 % |
BAM.PR.K | Floater | 3.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-23 Maturity Price : 11.43 Evaluated at bid price : 11.43 Bid-YTW : 3.75 % |
BIP.PR.B | FixedReset Prem | 3.13 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.35 Bid-YTW : 4.24 % |
IFC.PR.C | FixedReset Ins Non | 3.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-23 Maturity Price : 22.08 Evaluated at bid price : 22.70 Bid-YTW : 3.98 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
MFC.PR.I | FixedReset Ins Non | 103,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-23 Maturity Price : 23.94 Evaluated at bid price : 24.32 Bid-YTW : 3.99 % |
RY.PR.J | FixedReset Disc | 75,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-23 Maturity Price : 23.04 Evaluated at bid price : 24.49 Bid-YTW : 3.62 % |
BAM.PR.B | Floater | 63,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-23 Maturity Price : 11.55 Evaluated at bid price : 11.55 Bid-YTW : 3.71 % |
BAM.PF.J | FixedReset Prem | 51,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-23 Maturity Price : 23.65 Evaluated at bid price : 25.00 Bid-YTW : 4.69 % |
BAM.PF.B | FixedReset Disc | 42,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-23 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 4.39 % |
BAM.PR.C | Floater | 36,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-23 Maturity Price : 11.59 Evaluated at bid price : 11.59 Bid-YTW : 3.70 % |
There were 36 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
MFC.PR.F | FixedReset Ins Non | Quote: 16.92 – 17.99 Spot Rate : 1.0700 Average : 0.6912 YTW SCENARIO |
TRP.PR.G | FixedReset Disc | Quote: 20.71 – 21.43 Spot Rate : 0.7200 Average : 0.4617 YTW SCENARIO |
TRP.PR.E | FixedReset Disc | Quote: 19.31 – 20.50 Spot Rate : 1.1900 Average : 0.9868 YTW SCENARIO |
CU.PR.D | Perpetual-Discount | Quote: 24.55 – 25.11 Spot Rate : 0.5600 Average : 0.4335 YTW SCENARIO |
POW.PR.G | Perpetual-Premium | Quote: 25.58 – 25.99 Spot Rate : 0.4100 Average : 0.2971 YTW SCENARIO |
BAM.PF.A | FixedReset Disc | Quote: 22.91 – 23.35 Spot Rate : 0.4400 Average : 0.3298 YTW SCENARIO |