November 26, 2013

Still trying to Import material from the old site. Still having problems. Still feeling homicidal about poorly designed software.

HIMIPref™ Preferred Indices
These values reflect the December 2008 revision of the HIMIPref™ Indices

Values are provisional and are finalized monthly
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 -0.3909 % 2,521.0
FixedFloater 4.24 % 3.53 % 30,053 18.29 1 0.7201 % 3,954.2
Floater 2.94 % 2.97 % 61,568 19.76 3 -0.3909 % 2,722.0
OpRet 4.62 % -4.72 % 75,914 0.08 3 0.0514 % 2,660.3
SplitShare 4.74 % 4.16 % 68,962 3.65 6 -0.0188 % 2,984.0
Interest-Bearing 0.00 % 0.00 % 0 0.00 0 0.0514 % 2,432.6
Perpetual-Premium 5.56 % 4.92 % 125,285 0.27 11 0.0700 % 2,313.4
Perpetual-Discount 5.57 % 5.54 % 165,007 14.53 27 -0.0826 % 2,363.6
FixedReset 4.96 % 3.25 % 226,254 3.27 82 0.1104 % 2,486.8
Deemed-Retractible 5.06 % 3.94 % 195,087 1.36 42 -0.0664 % 2,425.7
FloatingReset 2.65 % 2.34 % 291,893 4.45 5 0.1505 % 2,463.8
Performance Highlights
Issue Index Change Notes
CU.PR.E Perpetual-Discount -1.25 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2043-11-26
Maturity Price : 22.60
Evaluated at bid price : 22.99
Bid-YTW : 5.34 %
ENB.PR.Y FixedReset 1.06 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2043-11-26
Maturity Price : 22.69
Evaluated at bid price : 23.90
Bid-YTW : 4.22 %
TRP.PR.A FixedReset 1.19 % YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2043-11-26
Maturity Price : 24.17
Evaluated at bid price : 24.59
Bid-YTW : 3.81 %
HSB.PR.D Deemed-Retractible 1.23 % YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.46
Bid-YTW : 4.03 %
Volume Highlights
Issue Index Shares
Traded
Notes
MFC.PR.D FixedReset 104,377 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2014-06-19
Maturity Price : 25.00
Evaluated at bid price : 25.53
Bid-YTW : 2.09 %
TRP.PR.D FixedReset 95,197 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2043-11-26
Maturity Price : 23.15
Evaluated at bid price : 25.05
Bid-YTW : 4.00 %
GWO.PR.J FixedReset 51,369 YTW SCENARIO
Maturity Type : Call
Maturity Date : 2013-12-31
Maturity Price : 25.00
Evaluated at bid price : 25.31
Bid-YTW : 2.64 %
ENB.PR.Y FixedReset 48,240 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2043-11-26
Maturity Price : 22.69
Evaluated at bid price : 23.90
Bid-YTW : 4.22 %
TRP.PR.C FixedReset 36,927 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2043-11-26
Maturity Price : 22.46
Evaluated at bid price : 22.75
Bid-YTW : 3.77 %
FTS.PR.H FixedReset 28,010 YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2043-11-26
Maturity Price : 20.98
Evaluated at bid price : 20.98
Bid-YTW : 3.93 %
There were 44 other index-included issues trading in excess of 10,000 shares.
Wide Spread Highlights
Issue Index Quote Data and Yield Notes
BNA.PR.E SplitShare Quote: 24.95 – 25.49
Spot Rate : 0.5400
Average : 0.3749

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2017-12-10
Maturity Price : 25.00
Evaluated at bid price : 24.95
Bid-YTW : 4.90 %

CU.PR.E Perpetual-Discount Quote: 22.99 – 23.43
Spot Rate : 0.4400
Average : 0.3130

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2043-11-26
Maturity Price : 22.60
Evaluated at bid price : 22.99
Bid-YTW : 5.34 %

VNR.PR.A FixedReset Quote: 25.40 – 25.69
Spot Rate : 0.2900
Average : 0.1918

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2017-10-15
Maturity Price : 25.00
Evaluated at bid price : 25.40
Bid-YTW : 4.06 %

TRP.PR.B FixedReset Quote: 20.91 – 21.18
Spot Rate : 0.2700
Average : 0.1776

YTW SCENARIO
Maturity Type : Limit Maturity
Maturity Date : 2043-11-26
Maturity Price : 20.91
Evaluated at bid price : 20.91
Bid-YTW : 3.78 %

BNS.PR.Z FixedReset Quote: 24.00 – 24.25
Spot Rate : 0.2500
Average : 0.1624

YTW SCENARIO
Maturity Type : Hard Maturity
Maturity Date : 2022-01-31
Maturity Price : 25.00
Evaluated at bid price : 24.00
Bid-YTW : 3.90 %

RY.PR.D Deemed-Retractible Quote: 25.43 – 25.71
Spot Rate : 0.2800
Average : 0.1947

YTW SCENARIO
Maturity Type : Call
Maturity Date : 2015-02-24
Maturity Price : 25.25
Evaluated at bid price : 25.43
Bid-YTW : 3.91 %

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