| 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 | 0.3330 % | 2,431.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3330 % | 4,461.8 |
| Floater | 3.72 % | 3.95 % | 96,428 | 17.49 | 3 | 0.3330 % | 2,571.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1904 % | 3,092.0 |
| SplitShare | 4.72 % | 4.68 % | 53,206 | 4.31 | 6 | 0.1904 % | 3,692.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1904 % | 2,881.1 |
| Perpetual-Premium | 5.35 % | 1.68 % | 46,350 | 0.14 | 20 | -0.0726 % | 2,837.1 |
| Perpetual-Discount | 5.23 % | 5.24 % | 73,797 | 15.06 | 15 | -0.0596 % | 3,001.6 |
| FixedReset | 4.23 % | 4.22 % | 146,441 | 4.33 | 99 | 0.0311 % | 2,491.1 |
| Deemed-Retractible | 5.03 % | 5.36 % | 93,328 | 5.94 | 30 | 0.0794 % | 2,935.8 |
| FloatingReset | 2.80 % | 2.92 % | 44,511 | 3.98 | 8 | -0.0925 % | 2,671.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.G | FixedReset | -1.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.41 Bid-YTW : 7.65 % |
| CU.PR.F | Perpetual-Discount | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-10 Maturity Price : 21.48 Evaluated at bid price : 21.76 Bid-YTW : 5.17 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.J | FixedReset | 156,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.87 Bid-YTW : 3.58 % |
| BMO.PR.S | FixedReset | 114,933 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-10 Maturity Price : 23.52 Evaluated at bid price : 23.93 Bid-YTW : 4.16 % |
| TRP.PR.K | FixedReset | 103,437 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.45 Bid-YTW : 3.75 % |
| CM.PR.R | FixedReset | 88,072 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 3.99 % |
| BMO.PR.T | FixedReset | 79,225 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-10 Maturity Price : 22.73 Evaluated at bid price : 23.10 Bid-YTW : 4.22 % |
| NA.PR.C | FixedReset | 72,930 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.63 Bid-YTW : 3.90 % |
| There were 18 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.H | FixedReset | Quote: 25.30 – 25.60 Spot Rate : 0.3000 Average : 0.1769 YTW SCENARIO |
| TD.PF.E | FixedReset | Quote: 24.61 – 24.87 Spot Rate : 0.2600 Average : 0.1752 YTW SCENARIO |
| W.PR.H | Perpetual-Premium | Quote: 25.07 – 25.33 Spot Rate : 0.2600 Average : 0.1833 YTW SCENARIO |
| IFC.PR.F | Deemed-Retractible | Quote: 25.00 – 25.21 Spot Rate : 0.2100 Average : 0.1335 YTW SCENARIO |
| PVS.PR.B | SplitShare | Quote: 25.27 – 25.55 Spot Rate : 0.2800 Average : 0.2060 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 21.76 – 22.12 Spot Rate : 0.3600 Average : 0.2881 YTW SCENARIO |
Nov 10th may be a better title…
Thanks for all the great content James!
Oops! Fixed it!
I must have been getting nostalgic for the halcyon days of fall!