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 | 0.0910 % | 1,744.4 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0910 % | 3,186.7 |
Floater | 4.30 % | 4.47 % | 48,723 | 16.42 | 4 | 0.0910 % | 1,836.5 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1197 % | 2,910.3 |
SplitShare | 4.85 % | 4.27 % | 49,154 | 2.03 | 6 | 0.1197 % | 3,475.6 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1197 % | 2,711.8 |
Perpetual-Premium | 5.44 % | 5.05 % | 79,810 | 14.37 | 23 | 0.0750 % | 2,661.2 |
Perpetual-Discount | 5.39 % | 5.39 % | 92,001 | 14.82 | 15 | -0.3115 % | 2,777.8 |
FixedReset | 4.90 % | 4.63 % | 209,073 | 6.84 | 96 | 0.2857 % | 2,079.5 |
Deemed-Retractible | 5.13 % | 5.53 % | 138,702 | 6.48 | 32 | -0.1763 % | 2,756.4 |
FloatingReset | 2.87 % | 3.59 % | 40,554 | 4.87 | 12 | 0.0467 % | 2,307.1 |
Performance Highlights | |||
Issue | Index | Change | Notes |
FTS.PR.H | FixedReset | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-22 Maturity Price : 13.65 Evaluated at bid price : 13.65 Bid-YTW : 4.49 % |
MFC.PR.M | FixedReset | -1.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.43 Bid-YTW : 8.00 % |
MFC.PR.N | FixedReset | -1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.52 Bid-YTW : 7.86 % |
PWF.PR.S | Perpetual-Discount | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-22 Maturity Price : 22.15 Evaluated at bid price : 22.43 Bid-YTW : 5.39 % |
BAM.PF.A | FixedReset | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-22 Maturity Price : 19.46 Evaluated at bid price : 19.46 Bid-YTW : 5.15 % |
BAM.PF.E | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-22 Maturity Price : 19.32 Evaluated at bid price : 19.32 Bid-YTW : 4.87 % |
BAM.PF.F | FixedReset | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-22 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 4.87 % |
BMO.PR.S | FixedReset | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-22 Maturity Price : 19.41 Evaluated at bid price : 19.41 Bid-YTW : 4.40 % |
HSE.PR.C | FixedReset | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-22 Maturity Price : 20.19 Evaluated at bid price : 20.19 Bid-YTW : 5.26 % |
BAM.PR.T | FixedReset | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-22 Maturity Price : 16.29 Evaluated at bid price : 16.29 Bid-YTW : 5.19 % |
BAM.PF.B | FixedReset | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-22 Maturity Price : 18.18 Evaluated at bid price : 18.18 Bid-YTW : 5.17 % |
SLF.PR.H | FixedReset | 1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.73 Bid-YTW : 8.80 % |
BAM.PF.G | FixedReset | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-22 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 4.81 % |
HSE.PR.E | FixedReset | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-22 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 5.27 % |
PVS.PR.E | SplitShare | 1.71 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.53 Bid-YTW : 5.07 % |
SLF.PR.G | FixedReset | 2.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.50 Bid-YTW : 10.07 % |
HSE.PR.A | FixedReset | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-22 Maturity Price : 12.48 Evaluated at bid price : 12.48 Bid-YTW : 5.36 % |
HSE.PR.G | FixedReset | 2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-22 Maturity Price : 21.85 Evaluated at bid price : 22.20 Bid-YTW : 5.15 % |
GWO.PR.N | FixedReset | 2.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.76 Bid-YTW : 10.67 % |
BAM.PR.X | FixedReset | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-22 Maturity Price : 14.58 Evaluated at bid price : 14.58 Bid-YTW : 4.95 % |
BAM.PR.R | FixedReset | 3.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-22 Maturity Price : 16.63 Evaluated at bid price : 16.63 Bid-YTW : 4.90 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
MFC.PR.R | FixedReset | 989,738 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.84 Bid-YTW : 4.96 % |
TRP.PR.K | FixedReset | 762,444 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-22 Maturity Price : 23.07 Evaluated at bid price : 24.81 Bid-YTW : 4.86 % |
BAM.PF.I | FixedReset | 479,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-22 Maturity Price : 23.12 Evaluated at bid price : 24.94 Bid-YTW : 4.75 % |
TRP.PR.D | FixedReset | 223,212 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-22 Maturity Price : 17.87 Evaluated at bid price : 17.87 Bid-YTW : 4.87 % |
TD.PF.H | FixedReset | 143,073 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 4.56 % |
BMO.PR.B | FixedReset | 140,258 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.43 Bid-YTW : 4.60 % |
TRP.PR.H | FloatingReset | 136,441 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-22 Maturity Price : 11.01 Evaluated at bid price : 11.01 Bid-YTW : 4.11 % |
BAM.PF.H | FixedReset | 128,988 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.79 Bid-YTW : 4.37 % |
There were 62 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
IFC.PR.D | FloatingReset | Quote: 19.30 – 22.50 Spot Rate : 3.2000 Average : 3.0654 YTW SCENARIO |
IFC.PR.A | FixedReset | Quote: 15.81 – 16.32 Spot Rate : 0.5100 Average : 0.3818 YTW SCENARIO |
IFC.PR.C | FixedReset | Quote: 19.30 – 19.60 Spot Rate : 0.3000 Average : 0.1902 YTW SCENARIO |
IGM.PR.B | Perpetual-Premium | Quote: 25.31 – 25.65 Spot Rate : 0.3400 Average : 0.2439 YTW SCENARIO |
NA.PR.X | FixedReset | Quote: 26.27 – 26.50 Spot Rate : 0.2300 Average : 0.1456 YTW SCENARIO |
PVS.PR.D | SplitShare | Quote: 24.53 – 24.86 Spot Rate : 0.3300 Average : 0.2458 YTW SCENARIO |