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 | 0.5535 % | 2,698.3 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5535 % | 4,951.2 |
Floater | 3.22 % | 3.24 % | 110,602 | 19.13 | 3 | 0.5535 % | 2,853.4 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0129 % | 3,696.6 |
SplitShare | 4.62 % | 4.00 % | 34,521 | 3.84 | 6 | 0.0129 % | 4,414.5 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0129 % | 3,444.4 |
Perpetual-Premium | 5.19 % | -13.94 % | 58,249 | 0.09 | 25 | -0.0233 % | 3,286.6 |
Perpetual-Discount | 4.71 % | 4.78 % | 95,830 | 15.83 | 8 | 0.1506 % | 3,956.7 |
FixedReset Disc | 4.05 % | 3.51 % | 137,951 | 18.30 | 40 | 0.1674 % | 2,773.7 |
Insurance Straight | 4.90 % | 2.73 % | 77,181 | 0.09 | 22 | 0.0286 % | 3,713.8 |
FloatingReset | 2.88 % | 3.16 % | 34,623 | 19.32 | 2 | 1.3355 % | 2,567.1 |
FixedReset Prem | 4.85 % | 3.24 % | 158,794 | 1.39 | 33 | -0.0106 % | 2,744.8 |
FixedReset Bank Non | 1.80 % | 1.49 % | 102,391 | 0.09 | 1 | 0.0000 % | 2,901.2 |
FixedReset Ins Non | 4.09 % | 3.44 % | 126,852 | 18.17 | 20 | 0.0000 % | 2,917.0 |
Performance Highlights | |||
Issue | Index | Change | Notes |
BAM.PF.F | FixedReset Disc | -2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-23 Maturity Price : 22.45 Evaluated at bid price : 23.05 Bid-YTW : 4.02 % |
RY.PR.M | FixedReset Disc | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-23 Maturity Price : 22.49 Evaluated at bid price : 23.31 Bid-YTW : 3.51 % |
SLF.PR.G | FixedReset Ins Non | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-23 Maturity Price : 15.28 Evaluated at bid price : 15.28 Bid-YTW : 3.52 % |
GWO.PR.N | FixedReset Ins Non | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-23 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 3.35 % |
BMO.PR.D | FixedReset Prem | 1.10 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.69 Bid-YTW : 2.50 % |
PWF.PR.Z | Perpetual-Premium | 1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-07-31 Maturity Price : 25.75 Evaluated at bid price : 26.20 Bid-YTW : 4.06 % |
BAM.PR.K | Floater | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-23 Maturity Price : 13.37 Evaluated at bid price : 13.37 Bid-YTW : 3.23 % |
MIC.PR.A | Perpetual-Premium | 1.45 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-03-31 Maturity Price : 26.00 Evaluated at bid price : 27.24 Bid-YTW : 4.17 % |
CU.PR.C | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-23 Maturity Price : 21.63 Evaluated at bid price : 22.02 Bid-YTW : 3.65 % |
TD.PF.I | FixedReset Prem | 1.59 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 2.66 % |
SLF.PR.J | FloatingReset | 2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-23 Maturity Price : 15.26 Evaluated at bid price : 15.26 Bid-YTW : 2.60 % |
MFC.PR.F | FixedReset Ins Non | 3.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-23 Maturity Price : 17.32 Evaluated at bid price : 17.32 Bid-YTW : 3.26 % |
PWF.PR.P | FixedReset Disc | 7.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-23 Maturity Price : 16.47 Evaluated at bid price : 16.47 Bid-YTW : 3.52 % |
BAM.PR.X | FixedReset Disc | 8.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-23 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 3.93 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
RY.PR.R | FixedReset Prem | 473,970 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 0.92 % |
BAM.PR.X | FixedReset Disc | 46,060 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-23 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 3.93 % |
SLF.PR.A | Insurance Straight | 34,542 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-22 Maturity Price : 25.00 Evaluated at bid price : 25.14 Bid-YTW : 1.57 % |
BMO.PR.T | FixedReset Disc | 33,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-23 Maturity Price : 22.81 Evaluated at bid price : 23.68 Bid-YTW : 3.27 % |
BAM.PR.T | FixedReset Disc | 24,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-23 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 4.05 % |
BAM.PR.N | Perpetual-Discount | 19,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-23 Maturity Price : 24.64 Evaluated at bid price : 24.90 Bid-YTW : 4.80 % |
There were 10 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
IFC.PR.E | Insurance Straight | Quote: 26.35 – 28.93 Spot Rate : 2.5800 Average : 1.7975 YTW SCENARIO |
MIC.PR.A | Perpetual-Premium | Quote: 27.24 – 28.24 Spot Rate : 1.0000 Average : 0.6821 YTW SCENARIO |
PWF.PR.E | Perpetual-Premium | Quote: 25.58 – 25.91 Spot Rate : 0.3300 Average : 0.2260 YTW SCENARIO |
SLF.PR.A | Insurance Straight | Quote: 25.14 – 25.47 Spot Rate : 0.3300 Average : 0.2468 YTW SCENARIO |
BAM.PF.F | FixedReset Disc | Quote: 23.05 – 23.68 Spot Rate : 0.6300 Average : 0.5471 YTW SCENARIO |
BMO.PR.E | FixedReset Prem | Quote: 25.20 – 25.45 Spot Rate : 0.2500 Average : 0.1836 YTW SCENARIO |