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 | 0.4176 % | 2,419.1 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4176 % | 4,438.9 |
Floater | 3.58 % | 3.61 % | 127,597 | 18.27 | 3 | 0.4176 % | 2,558.1 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4689 % | 3,054.9 |
SplitShare | 4.71 % | 4.49 % | 52,771 | 3.79 | 5 | -0.4689 % | 3,648.2 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4689 % | 2,846.4 |
Perpetual-Premium | 5.38 % | 4.68 % | 64,200 | 5.90 | 21 | 0.0982 % | 2,778.0 |
Perpetual-Discount | 5.28 % | 5.27 % | 79,321 | 15.00 | 15 | 0.0636 % | 2,924.9 |
FixedReset | 4.32 % | 4.33 % | 181,584 | 6.38 | 98 | -0.0981 % | 2,408.7 |
Deemed-Retractible | 5.06 % | 5.38 % | 119,212 | 6.13 | 30 | 0.0028 % | 2,864.7 |
FloatingReset | 2.53 % | 2.80 % | 43,243 | 4.27 | 10 | 0.0898 % | 2,646.1 |
Performance Highlights | |||
Issue | Index | Change | Notes |
MFC.PR.J | FixedReset | -1.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.84 Bid-YTW : 4.98 % |
BMO.PR.Q | FixedReset | -1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.40 Bid-YTW : 5.64 % |
PVS.PR.E | SplitShare | -1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.17 Bid-YTW : 4.68 % |
BAM.PF.F | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-07-27 Maturity Price : 23.06 Evaluated at bid price : 23.89 Bid-YTW : 4.61 % |
CU.PR.G | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-07-27 Maturity Price : 21.56 Evaluated at bid price : 21.90 Bid-YTW : 5.20 % |
BAM.PR.T | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-07-27 Maturity Price : 20.92 Evaluated at bid price : 20.92 Bid-YTW : 4.53 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
TRP.PR.D | FixedReset | 212,450 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-07-27 Maturity Price : 22.29 Evaluated at bid price : 22.63 Bid-YTW : 4.33 % |
CM.PR.R | FixedReset | 92,822 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.08 Bid-YTW : 4.51 % |
TD.PF.B | FixedReset | 75,289 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-07-27 Maturity Price : 21.64 Evaluated at bid price : 22.06 Bid-YTW : 4.30 % |
TD.PF.C | FixedReset | 74,160 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-07-27 Maturity Price : 21.59 Evaluated at bid price : 22.00 Bid-YTW : 4.29 % |
CM.PR.O | FixedReset | 65,925 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-07-27 Maturity Price : 22.13 Evaluated at bid price : 22.37 Bid-YTW : 4.32 % |
BMO.PR.Q | FixedReset | 57,930 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.40 Bid-YTW : 5.64 % |
There were 19 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
BAM.PF.D | Perpetual-Discount | Quote: 22.59 – 23.44 Spot Rate : 0.8500 Average : 0.5420 YTW SCENARIO |
PVS.PR.D | SplitShare | Quote: 25.28 – 25.65 Spot Rate : 0.3700 Average : 0.2816 YTW SCENARIO |
MFC.PR.J | FixedReset | Quote: 23.84 – 24.12 Spot Rate : 0.2800 Average : 0.1926 YTW SCENARIO |
BAM.PF.F | FixedReset | Quote: 23.89 – 24.20 Spot Rate : 0.3100 Average : 0.2265 YTW SCENARIO |
MFC.PR.M | FixedReset | Quote: 22.41 – 22.69 Spot Rate : 0.2800 Average : 0.2038 YTW SCENARIO |
MFC.PR.H | FixedReset | Quote: 24.66 – 24.93 Spot Rate : 0.2700 Average : 0.2052 YTW SCENARIO |