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 | -1.3580 % | 1,460.6 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.3580 % | 2,680.1 |
Floater | 5.37 % | 5.65 % | 48,197 | 14.43 | 4 | -1.3580 % | 1,544.5 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4599 % | 3,453.9 |
SplitShare | 4.86 % | 5.05 % | 69,755 | 3.83 | 7 | 0.4599 % | 4,124.7 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4599 % | 3,218.3 |
Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2208 % | 3,023.5 |
Perpetual-Discount | 5.58 % | 5.71 % | 79,057 | 14.35 | 35 | -0.2208 % | 3,243.0 |
FixedReset Disc | 6.26 % | 5.11 % | 149,257 | 14.86 | 83 | -0.6258 % | 1,826.6 |
Deemed-Retractible | 5.34 % | 5.63 % | 95,044 | 14.36 | 27 | -0.2255 % | 3,206.1 |
FloatingReset | 5.02 % | 5.02 % | 43,757 | 15.47 | 3 | -0.4605 % | 1,754.2 |
FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6258 % | 2,526.1 |
FixedReset Bank Non | 1.98 % | 3.40 % | 129,074 | 1.56 | 2 | -0.1023 % | 2,782.2 |
FixedReset Ins Non | 6.52 % | 5.20 % | 121,969 | 14.79 | 22 | -0.7324 % | 1,835.3 |
Performance Highlights | |||
Issue | Index | Change | Notes |
MFC.PR.H | FixedReset Ins Non | -7.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 16.01 Evaluated at bid price : 16.01 Bid-YTW : 5.62 % |
NA.PR.G | FixedReset Disc | -4.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 5.20 % |
BAM.PF.F | FixedReset Disc | -3.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 5.95 % |
SLF.PR.G | FixedReset Ins Non | -3.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 8.85 Evaluated at bid price : 8.85 Bid-YTW : 5.03 % |
BAM.PF.B | FixedReset Disc | -3.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 13.80 Evaluated at bid price : 13.80 Bid-YTW : 6.10 % |
HSE.PR.G | FixedReset Disc | -3.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 10.35 Evaluated at bid price : 10.35 Bid-YTW : 9.47 % |
IFC.PR.A | FixedReset Ins Non | -2.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 11.02 Evaluated at bid price : 11.02 Bid-YTW : 5.22 % |
PWF.PR.A | Floater | -2.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 9.22 Evaluated at bid price : 9.22 Bid-YTW : 4.70 % |
SLF.PR.I | FixedReset Ins Non | -2.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 15.55 Evaluated at bid price : 15.55 Bid-YTW : 5.11 % |
TD.PF.D | FixedReset Disc | -2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 5.08 % |
CM.PR.Q | FixedReset Disc | -2.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 14.93 Evaluated at bid price : 14.93 Bid-YTW : 5.38 % |
BAM.PR.Z | FixedReset Disc | -2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 14.79 Evaluated at bid price : 14.79 Bid-YTW : 6.04 % |
BAM.PR.X | FixedReset Disc | -2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 9.75 Evaluated at bid price : 9.75 Bid-YTW : 5.75 % |
MFC.PR.I | FixedReset Ins Non | -2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 16.51 Evaluated at bid price : 16.51 Bid-YTW : 5.12 % |
TD.PF.J | FixedReset Disc | -2.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 4.90 % |
SLF.PR.H | FixedReset Ins Non | -2.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 12.17 Evaluated at bid price : 12.17 Bid-YTW : 5.27 % |
BAM.PF.A | FixedReset Disc | -2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 15.62 Evaluated at bid price : 15.62 Bid-YTW : 5.82 % |
TRP.PR.A | FixedReset Disc | -2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 11.31 Evaluated at bid price : 11.31 Bid-YTW : 5.82 % |
TRP.PR.E | FixedReset Disc | -2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 12.67 Evaluated at bid price : 12.67 Bid-YTW : 6.01 % |
RY.PR.H | FixedReset Disc | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 4.75 % |
HSE.PR.A | FixedReset Disc | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 6.08 Evaluated at bid price : 6.08 Bid-YTW : 8.76 % |
TRP.PR.G | FixedReset Disc | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 14.31 Evaluated at bid price : 14.31 Bid-YTW : 5.89 % |
BIP.PR.A | FixedReset Disc | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 14.65 Evaluated at bid price : 14.65 Bid-YTW : 6.74 % |
BIK.PR.A | FixedReset Disc | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 22.64 Evaluated at bid price : 23.50 Bid-YTW : 6.22 % |
BAM.PF.G | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 13.58 Evaluated at bid price : 13.58 Bid-YTW : 5.94 % |
TD.PF.C | FixedReset Disc | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 15.31 Evaluated at bid price : 15.31 Bid-YTW : 4.90 % |
CM.PR.Y | FixedReset Disc | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 21.16 Evaluated at bid price : 21.16 Bid-YTW : 5.13 % |
TRP.PR.C | FixedReset Disc | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 8.51 Evaluated at bid price : 8.51 Bid-YTW : 5.72 % |
BAM.PF.E | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 13.17 Evaluated at bid price : 13.17 Bid-YTW : 5.93 % |
RY.PR.J | FixedReset Disc | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 16.14 Evaluated at bid price : 16.14 Bid-YTW : 4.90 % |
TRP.PR.F | FloatingReset | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 9.54 Evaluated at bid price : 9.54 Bid-YTW : 5.57 % |
CM.PR.P | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 14.80 Evaluated at bid price : 14.80 Bid-YTW : 5.08 % |
TD.PF.M | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 21.54 Evaluated at bid price : 21.81 Bid-YTW : 4.88 % |
MFC.PR.J | FixedReset Ins Non | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 15.98 Evaluated at bid price : 15.98 Bid-YTW : 5.10 % |
TD.PF.A | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 15.06 Evaluated at bid price : 15.06 Bid-YTW : 4.84 % |
BMO.PR.T | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 14.46 Evaluated at bid price : 14.46 Bid-YTW : 4.96 % |
CM.PR.R | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 18.52 Evaluated at bid price : 18.52 Bid-YTW : 5.26 % |
NA.PR.W | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 5.03 % |
MFC.PR.M | FixedReset Ins Non | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 5.10 % |
BAM.PR.T | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 11.80 Evaluated at bid price : 11.80 Bid-YTW : 5.90 % |
TD.PF.L | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 20.82 Evaluated at bid price : 20.82 Bid-YTW : 4.84 % |
PVS.PR.F | SplitShare | 1.61 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.68 % |
MFC.PR.N | FixedReset Ins Non | 8.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 14.29 Evaluated at bid price : 14.29 Bid-YTW : 5.16 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
RY.PR.Q | FixedReset Disc | 105,075 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 23.81 Evaluated at bid price : 24.34 Bid-YTW : 5.08 % |
TD.PF.M | FixedReset Disc | 93,257 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 21.54 Evaluated at bid price : 21.81 Bid-YTW : 4.88 % |
BAM.PF.F | FixedReset Disc | 92,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 5.95 % |
TD.PF.J | FixedReset Disc | 68,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 4.90 % |
TD.PF.L | FixedReset Disc | 65,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 20.82 Evaluated at bid price : 20.82 Bid-YTW : 4.84 % |
IAF.PR.B | Deemed-Retractible | 60,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-25 Maturity Price : 21.32 Evaluated at bid price : 21.32 Bid-YTW : 5.43 % |
There were 32 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
BAM.PR.X | FixedReset Disc | Quote: 9.75 – 17.27 Spot Rate : 7.5200 Average : 5.3130 YTW SCENARIO |
MFC.PR.H | FixedReset Ins Non | Quote: 16.01 – 17.75 Spot Rate : 1.7400 Average : 1.1221 YTW SCENARIO |
CU.PR.C | FixedReset Disc | Quote: 14.55 – 15.80 Spot Rate : 1.2500 Average : 0.7826 YTW SCENARIO |
NA.PR.G | FixedReset Disc | Quote: 17.01 – 17.95 Spot Rate : 0.9400 Average : 0.5549 YTW SCENARIO |
TD.PF.C | FixedReset Disc | Quote: 15.31 – 15.99 Spot Rate : 0.6800 Average : 0.4468 YTW SCENARIO |
CM.PR.Y | FixedReset Disc | Quote: 21.16 – 21.80 Spot Rate : 0.6400 Average : 0.4585 YTW SCENARIO |