HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
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 | -0.2518 % | 2,674.6 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2518 % | 4,907.9 |
Floater | 3.25 % | 3.26 % | 101,967 | 19.11 | 3 | -0.2518 % | 2,828.4 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,695.6 |
SplitShare | 4.63 % | 3.86 % | 41,092 | 3.88 | 6 | 0.0000 % | 4,413.4 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,443.5 |
Perpetual-Premium | 5.15 % | -6.38 % | 62,252 | 0.09 | 30 | -0.5456 % | 3,286.7 |
Perpetual-Discount | 4.63 % | 4.68 % | 45,678 | 16.04 | 4 | -0.0706 % | 3,933.9 |
FixedReset Disc | 4.06 % | 3.72 % | 134,001 | 17.92 | 40 | -0.5154 % | 2,768.2 |
Insurance Straight | 4.90 % | -1.22 % | 79,405 | 0.09 | 22 | -0.1104 % | 3,717.9 |
FloatingReset | 2.80 % | 3.06 % | 35,985 | 19.59 | 2 | -0.5247 % | 2,596.1 |
FixedReset Prem | 4.84 % | 2.99 % | 181,579 | 1.43 | 33 | -0.5543 % | 2,749.4 |
FixedReset Bank Non | 1.80 % | 2.28 % | 90,054 | 0.56 | 1 | -0.0798 % | 2,895.4 |
FixedReset Ins Non | 4.08 % | 3.60 % | 120,865 | 17.83 | 20 | -0.5962 % | 2,924.5 |
Performance Highlights | |||
Issue | Index | Change | Notes |
MFC.PR.F | FixedReset Ins Non | -2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-08 Maturity Price : 17.26 Evaluated at bid price : 17.26 Bid-YTW : 3.52 % |
BAM.PR.X | FixedReset Disc | -2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-08 Maturity Price : 16.91 Evaluated at bid price : 16.91 Bid-YTW : 4.16 % |
CM.PR.Y | FixedReset Prem | -1.79 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.29 Bid-YTW : 3.29 % |
TRP.PR.E | FixedReset Disc | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-08 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 4.21 % |
TRP.PR.D | FixedReset Disc | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-08 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 4.21 % |
BAM.PF.G | FixedReset Disc | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-08 Maturity Price : 22.10 Evaluated at bid price : 22.61 Bid-YTW : 4.10 % |
CU.PR.I | FixedReset Prem | -1.51 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.77 Bid-YTW : 2.90 % |
IFC.PR.C | FixedReset Ins Non | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-08 Maturity Price : 23.49 Evaluated at bid price : 24.46 Bid-YTW : 3.69 % |
GWO.PR.N | FixedReset Ins Non | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-08 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 3.46 % |
BAM.PF.A | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-08 Maturity Price : 23.07 Evaluated at bid price : 23.92 Bid-YTW : 4.18 % |
TRP.PR.B | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-08 Maturity Price : 13.40 Evaluated at bid price : 13.40 Bid-YTW : 4.06 % |
IFC.PR.G | FixedReset Ins Non | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-08 Maturity Price : 23.68 Evaluated at bid price : 25.25 Bid-YTW : 3.54 % |
SLF.PR.H | FixedReset Ins Non | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-08 Maturity Price : 22.51 Evaluated at bid price : 23.45 Bid-YTW : 3.32 % |
MFC.PR.H | FixedReset Ins Non | -1.05 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.33 Bid-YTW : 2.72 % |
BMO.PR.T | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-08 Maturity Price : 22.57 Evaluated at bid price : 23.25 Bid-YTW : 3.53 % |
TRP.PR.C | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-08 Maturity Price : 14.61 Evaluated at bid price : 14.61 Bid-YTW : 4.12 % |
CU.PR.C | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-08 Maturity Price : 21.32 Evaluated at bid price : 21.60 Bid-YTW : 3.95 % |
TRP.PR.A | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-08 Maturity Price : 18.78 Evaluated at bid price : 18.78 Bid-YTW : 4.05 % |
NA.PR.S | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-08 Maturity Price : 23.07 Evaluated at bid price : 24.15 Bid-YTW : 3.51 % |
PWF.PR.P | FixedReset Disc | 5.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-08 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 3.61 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
BNS.PR.G | FixedReset Prem | 218,607 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 3.93 % |
IFC.PR.G | FixedReset Ins Non | 70,210 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-08 Maturity Price : 23.68 Evaluated at bid price : 25.25 Bid-YTW : 3.54 % |
NA.PR.A | FixedReset Prem | 52,775 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 1.16 % |
BIP.PR.C | FixedReset Prem | 42,368 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 1.50 % |
NA.PR.S | FixedReset Disc | 41,214 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-08 Maturity Price : 23.07 Evaluated at bid price : 24.15 Bid-YTW : 3.51 % |
TRP.PR.D | FixedReset Disc | 39,974 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-08 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 4.21 % |
There were 22 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
IFC.PR.G | FixedReset Ins Non | Quote: 25.25 – 26.69 Spot Rate : 1.4400 Average : 0.8346 YTW SCENARIO |
TRP.PR.D | FixedReset Disc | Quote: 20.52 – 21.00 Spot Rate : 0.4800 Average : 0.3165 YTW SCENARIO |
TRP.PR.C | FixedReset Disc | Quote: 14.61 – 15.24 Spot Rate : 0.6300 Average : 0.4707 YTW SCENARIO |
IFC.PR.E | Insurance Straight | Quote: 26.03 – 26.71 Spot Rate : 0.6800 Average : 0.5518 YTW SCENARIO |
TRP.PR.E | FixedReset Disc | Quote: 20.32 – 20.70 Spot Rate : 0.3800 Average : 0.2541 YTW SCENARIO |
IFC.PR.I | Perpetual-Premium | Quote: 26.60 – 27.45 Spot Rate : 0.8500 Average : 0.7290 YTW SCENARIO |