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HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices V alues are provisional and are finalized monthly |
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Index | Mean Current Yield (at bid) |
Median YTW |
Median Average Trading< br>Value |
Median Mod Dur (YTW) |
Issues | Day’s Perf. | Index Value |
Ratchet | 0.00 % | 0.00 % | 0 | 0.0 0 |
0 | -0.4894 % | 2,357.7 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4894 % | 4,522.0 |
Floater | 10.33 % | 10.51 % | 44,826 | 9.04 | 2 | -0.4894 % | 2,606.1 |
OpRet | 0.00 % | 0. 00 % |
0 | 0.00 | 0 | 0.1274 % | 3,389.6 |
SplitShare | 4.97 % | 7.51 % | 50,989 | 1.88 | 7 | 0.1274 % | 4,047.9 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1274 % | 3,158.4 |
Per petual-Premium |
0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1904 % | 2,629.1 |
Perpetual-Discount | 6.54 % | 6.74 % |
44,899 | 12.85 | 33 | -0.1904 % | 2,866.9 |
FixedReset Disc | 5.61 % | 7.62 % | 111,513 | 12.15 | 59 | 0.3868 % | 2,363.2 |
Insurance Straight | 6.42 % | 6.54 % | 59,095 | 13.19 | 21 | -0.8252 % | 2,82 4.1 |
FloatingReset | 9.96 % | 10.13 % | 35,545 | 9.35 | 3 | 0.5877 % | 2,599.4 |
FixedReset Prem | 7.02 % | 7.04 % | 161,672 | 12.33 | 1 | 0.0000 % | 2,486.5 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3868 % | 2,415.7 |
FixedReset Ins Non | 5.53 % | 7.22 % | 80,103 | 12.34 | 14 | 0.045 1 % |
2,569.1 |
Performance Highlights | |||
Issue | Index | Change | Notes |
CU.PR.D | Perpetual-Discount | -5.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 6.82 % |
BN.PF.F | FixedReset Disc | -3.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 8.94 % |
FTS.PR.F | Perpetual-Discount | -2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.33 % |
FTS.PR.M | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 8.29 % |
BN.PR.K | Floater | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 12.05 Evaluated at bid price : 12.05 Bid-YTW : 10.78 % |
MIC.PR.A | Perpetual-Discount | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 7.17 % |
BN.PF.I | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 8.91 % |
GWO.PR.S | Insurance Straight | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.65 % |
RY.PR.J | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 7.64 % |
BMO.PR.Y | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 7.57 % |
FFH.PR.I | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 8.82 % |
CU.PR.C | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 7.77 % |
BIP.PR.F | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 7.91 % |
SLF.PR.H | FixedReset Ins Non | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 7.20 % |
MFC.PR.F | FixedReset Ins Non | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 14.70 Evaluated at bid price : 14.70 Bid-YTW : 7.85 % |
SLF.PR.J | FloatingReset | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 9.91 % |
RY.PR.H | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 20.22 Evaluated at bid price : 20.22 Bid-YTW : 7.28 % |
PWF.PR.T | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 20.48 Evaluated at bid price : 20.48 Bid-YTW : 7.25 % |
TD.PF.D | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 7.66 % |
CM.PR.P | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 7.61 % |
TD.PF.B | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 21.66 Evaluated at bid price : 22.05 Bid-YTW : 6.69 % |
TD.PF.E | FixedReset Disc | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 7.62 % |
GWO.PR.M | Insurance Straight | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 22.58 Evaluated at bid price : 22.83 Bid-YTW : 6.35 % |
RY.PR.Z | FixedReset Disc | 2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 7.01 % |
POW.PR.C | Perpetual-Discount | 2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 6.54 % |
BMO.PR.T | FixedReset Disc | 2.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 7.24 % |
BMO.PR.S | FixedReset Disc | 3.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 21.59 Evaluated at bid price : 21.95 Bid-YTW : 6.81 % |
TD.PF.A | FixedReset Disc | 3.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 21.26 Evaluated at bid price : 21.26 Bid-YTW : 6.88 % |
BMO.PR.W | FixedReset Disc | 3.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 7.35 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
B MO.PR.S |
FixedReset Disc | 160,062 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 21.59 Evaluated at bid price : 21.95 Bid-YTW : 6.81 % |
RY.PR.M | FixedReset Disc | 134,850 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 19.38 Evaluated at bid price : 19.38 Bid-YTW : 7.62 % |
MFC.PR.F | FixedReset Ins Non | 91,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 14.70 Evaluated at bid price : 14.70 Bid-YTW : 7.85 % |
NA.PR.S | FixedReset Disc | 47,150 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 20.73 Evaluated at bid price : 20.73 Bid-YTW : 7.34 % |
MFC.PR.K | FixedReset Ins Non | 44,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 21.73 Evaluated at bid price : 22.10 Bid-YTW : 6.77 % |
BMO.PR.T | FixedReset Disc | 37,940 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 7.24 % |
There were 15 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
BMO.PR.W | FixedReset Disc | Quote: 19.75 – 22.50 Spot Rate : 2.7500 Average : 1.5473 YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 7.35 % |
BN.PF.F | FixedReset Disc | Quote: 18.25 – 20.00 Spot Rate : 1.7500 Average : 1.0450 YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 8.94 % |
TD.PF.C | FixedReset Disc | Quote: 19.85 – 21.00 Spot Rate : 1.1500 Average : 0.6728 YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 7.34 % |
RY.PR.M | FixedReset Disc | Quote: 19.38 – 20.49 Spot Rate : 1.1100 Average : 0.6676 YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 19.38 Evaluated at bid price : 19.38 Bid-YTW : 7.62 % |
GWO.PR.T | Insurance Straight | Quote: 18.67 – 20.10 Spot Rate : 1.4300 Average : 1.0659 YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 18.67 Evaluated at bid price : 18.67 Bid-YTW : 6.91 % |
CU.PR.D | Perpetual-Discount | Quote: 18.10 – 19.20 Spot Rate : 1.1000 Average : 0.7838 YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-02-28 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 6.82 % |