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 | 1.1687 % | 2,688.1 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1687 % | 4,932.6 |
Floater | 3.23 % | 3.26 % | 107,793 | 19.09 | 3 | 1.1687 % | 2,842.7 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0451 % | 3,696.6 |
SplitShare | 4.62 % | 3.82 % | 35,443 | 3.31 | 6 | 0.0451 % | 4,414.5 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0451 % | 3,444.4 |
Perpetual-Premium | 5.19 % | -11.53 % | 58,175 | 0.09 | 25 | 0.0592 % | 3,284.9 |
Perpetual-Discount | 4.69 % | 4.54 % | 96,297 | 15.86 | 8 | 0.4659 % | 3,976.4 |
FixedReset Disc | 4.02 % | 3.48 % | 131,949 | 18.32 | 40 | 0.5344 % | 2,792.6 |
Insurance Straight | 4.89 % | 0.66 % | 75,015 | 0.09 | 22 | 0.1964 % | 3,719.1 |
FloatingReset | 2.86 % | 3.13 % | 33,930 | 19.39 | 2 | 0.4415 % | 2,565.5 |
FixedReset Prem | 4.82 % | 3.12 % | 151,722 | 1.60 | 32 | 0.1701 % | 2,752.9 |
FixedReset Bank Non | 1.80 % | 1.92 % | 110,194 | 0.51 | 1 | 0.0000 % | 2,901.2 |
FixedReset Ins Non | 4.07 % | 3.41 % | 120,681 | 18.22 | 20 | 0.1800 % | 2,925.5 |
Performance Highlights | |||
Issue | Index | Change | Notes |
TRP.PR.C | FixedReset Disc | -2.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-27 Maturity Price : 14.42 Evaluated at bid price : 14.42 Bid-YTW : 3.92 % |
GWO.PR.N | FixedReset Ins Non | -2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-27 Maturity Price : 15.43 Evaluated at bid price : 15.43 Bid-YTW : 3.30 % |
BAM.PR.B | Floater | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-27 Maturity Price : 13.32 Evaluated at bid price : 13.32 Bid-YTW : 3.24 % |
TD.PF.D | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-27 Maturity Price : 22.98 Evaluated at bid price : 24.30 Bid-YTW : 3.53 % |
CM.PR.Y | FixedReset Prem | 1.07 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.40 Bid-YTW : 3.20 % |
BAM.PF.A | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-27 Maturity Price : 23.24 Evaluated at bid price : 24.25 Bid-YTW : 3.93 % |
IFC.PR.E | Insurance Straight | 1.20 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-30 Maturity Price : 25.25 Evaluated at bid price : 26.16 Bid-YTW : 4.28 % |
BAM.PF.B | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-27 Maturity Price : 22.26 Evaluated at bid price : 22.67 Bid-YTW : 3.95 % |
TRP.PR.D | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-27 Maturity Price : 20.83 Evaluated at bid price : 20.83 Bid-YTW : 3.95 % |
BAM.PR.R | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-27 Maturity Price : 19.18 Evaluated at bid price : 19.18 Bid-YTW : 4.12 % |
BAM.PR.X | FixedReset Disc | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-27 Maturity Price : 17.04 Evaluated at bid price : 17.04 Bid-YTW : 3.86 % |
RY.PR.M | FixedReset Disc | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-27 Maturity Price : 22.83 Evaluated at bid price : 24.00 Bid-YTW : 3.38 % |
BIP.PR.A | FixedReset Disc | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-27 Maturity Price : 22.98 Evaluated at bid price : 24.26 Bid-YTW : 4.37 % |
BAM.PF.F | FixedReset Disc | 2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-27 Maturity Price : 22.73 Evaluated at bid price : 23.56 Bid-YTW : 3.92 % |
TRP.PR.G | FixedReset Disc | 2.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-27 Maturity Price : 22.64 Evaluated at bid price : 23.60 Bid-YTW : 3.86 % |
BAM.PR.K | Floater | 5.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-27 Maturity Price : 13.25 Evaluated at bid price : 13.25 Bid-YTW : 3.26 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
RY.PR.M | FixedReset Disc | 81,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-27 Maturity Price : 22.83 Evaluated at bid price : 24.00 Bid-YTW : 3.38 % |
RY.PR.R | FixedReset Prem | 52,592 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-23 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 3.37 % |
TRP.PR.A | FixedReset Disc | 50,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-27 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 3.85 % |
GWO.PR.H | Insurance Straight | 36,705 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-26 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 1.91 % |
IFC.PR.A | FixedReset Ins Non | 29,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-27 Maturity Price : 20.79 Evaluated at bid price : 20.79 Bid-YTW : 3.13 % |
PWF.PR.P | FixedReset Disc | 28,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-27 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 3.52 % |
There were 10 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
TRP.PR.C | FixedReset Disc | Quote: 14.42 – 15.28 Spot Rate : 0.8600 Average : 0.5860 YTW SCENARIO |
CU.PR.I | FixedReset Prem | Quote: 26.65 – 27.16 Spot Rate : 0.5100 Average : 0.3542 YTW SCENARIO |
SLF.PR.E | Insurance Straight | Quote: 25.00 – 25.40 Spot Rate : 0.4000 Average : 0.2912 YTW SCENARIO |
PWF.PR.G | Perpetual-Premium | Quote: 25.57 – 25.90 Spot Rate : 0.3300 Average : 0.2261 YTW SCENARIO |
BAM.PF.G | FixedReset Disc | Quote: 22.25 – 22.89 Spot Rate : 0.6400 Average : 0.5678 YTW SCENARIO |
IAF.PR.B | Insurance Straight | Quote: 25.15 – 25.45 Spot Rate : 0.3000 Average : 0.2301 YTW SCENARIO |