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 | -1.6411 % | 2,287.6 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.6411 % | 4,197.6 |
Floater | 5.13 % | 5.41 % | 32,502 | 14.78 | 4 | -1.6411 % | 2,419.1 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1356 % | 3,209.6 |
SplitShare | 4.93 % | 4.75 % | 65,910 | 3.98 | 8 | 0.1356 % | 3,833.0 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1356 % | 2,990.6 |
Perpetual-Premium | 5.90 % | -8.55 % | 148,369 | 0.08 | 2 | 0.2185 % | 2,893.2 |
Perpetual-Discount | 5.64 % | 5.78 % | 76,236 | 14.20 | 33 | -0.1513 % | 2,948.7 |
FixedReset Disc | 5.17 % | 5.60 % | 226,957 | 14.66 | 65 | -0.3102 % | 2,193.1 |
Deemed-Retractible | 5.40 % | 6.34 % | 96,210 | 8.15 | 27 | 0.1046 % | 2,938.5 |
FloatingReset | 4.31 % | 5.31 % | 68,258 | 8.51 | 6 | -0.3841 % | 2,424.1 |
FixedReset Prem | 5.14 % | 4.38 % | 254,862 | 2.17 | 17 | -0.0963 % | 2,522.6 |
FixedReset Bank Non | 2.81 % | 4.20 % | 148,558 | 2.87 | 5 | -0.0894 % | 2,576.2 |
FixedReset Ins Non | 5.15 % | 7.27 % | 135,064 | 8.20 | 22 | -1.0711 % | 2,161.3 |
Performance Highlights | |||
Issue | Index | Change | Notes |
PWF.PR.A | Floater | -3.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 4.49 % |
IAF.PR.G | FixedReset Ins Non | -3.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.56 Bid-YTW : 7.38 % |
IFC.PR.G | FixedReset Ins Non | -2.63 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.40 Bid-YTW : 7.21 % |
SLF.PR.H | FixedReset Ins Non | -2.60 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.24 Bid-YTW : 8.07 % |
IFC.PR.A | FixedReset Ins Non | -2.48 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.72 Bid-YTW : 8.97 % |
NA.PR.G | FixedReset Disc | -2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.54 % |
IAF.PR.I | FixedReset Ins Non | -1.94 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.24 Bid-YTW : 6.76 % |
TRP.PR.F | FloatingReset | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 15.38 Evaluated at bid price : 15.38 Bid-YTW : 5.84 % |
BAM.PF.E | FixedReset Disc | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 18.78 Evaluated at bid price : 18.78 Bid-YTW : 5.99 % |
HSE.PR.C | FixedReset Disc | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 19.16 Evaluated at bid price : 19.16 Bid-YTW : 6.60 % |
BAM.PR.C | Floater | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 12.72 Evaluated at bid price : 12.72 Bid-YTW : 5.50 % |
BAM.PF.D | Perpetual-Discount | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 21.14 Evaluated at bid price : 21.14 Bid-YTW : 5.87 % |
MFC.PR.K | FixedReset Ins Non | -1.68 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.68 Bid-YTW : 7.85 % |
MFC.PR.F | FixedReset Ins Non | -1.67 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.11 Bid-YTW : 9.53 % |
MFC.PR.L | FixedReset Ins Non | -1.58 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.40 Bid-YTW : 8.45 % |
CU.PR.H | Perpetual-Discount | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 22.88 Evaluated at bid price : 23.25 Bid-YTW : 5.73 % |
BAM.PF.C | Perpetual-Discount | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 5.94 % |
IFC.PR.E | Deemed-Retractible | -1.44 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.65 Bid-YTW : 6.51 % |
SLF.PR.I | FixedReset Ins Non | -1.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.10 Bid-YTW : 7.03 % |
BIP.PR.F | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 21.47 Evaluated at bid price : 21.76 Bid-YTW : 5.92 % |
TRP.PR.B | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 12.77 Evaluated at bid price : 12.77 Bid-YTW : 6.12 % |
EMA.PR.F | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 5.87 % |
BAM.PR.X | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 5.89 % |
TRP.PR.A | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 15.57 Evaluated at bid price : 15.57 Bid-YTW : 6.16 % |
TD.PF.E | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 21.38 Evaluated at bid price : 21.70 Bid-YTW : 5.38 % |
BAM.PR.T | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 16.88 Evaluated at bid price : 16.88 Bid-YTW : 6.09 % |
TD.PF.K | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 21.32 Evaluated at bid price : 21.60 Bid-YTW : 5.29 % |
PWF.PR.P | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 14.20 Evaluated at bid price : 14.20 Bid-YTW : 5.94 % |
TRP.PR.C | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 13.67 Evaluated at bid price : 13.67 Bid-YTW : 6.07 % |
BAM.PR.Z | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 20.99 Evaluated at bid price : 20.99 Bid-YTW : 5.81 % |
GWO.PR.G | Deemed-Retractible | 1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.97 Bid-YTW : 6.33 % |
EMA.PR.H | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 22.47 Evaluated at bid price : 23.30 Bid-YTW : 5.23 % |
GWO.PR.R | Deemed-Retractible | 2.67 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.95 Bid-YTW : 6.46 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
RY.PR.W | Perpetual-Discount | 321,450 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 23.89 Evaluated at bid price : 24.14 Bid-YTW : 5.07 % |
CM.PR.T | FixedReset Disc | 173,275 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 23.13 Evaluated at bid price : 24.95 Bid-YTW : 5.15 % |
BIP.PR.D | FixedReset Disc | 118,199 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 6.42 % |
TD.PF.L | FixedReset Disc | 87,248 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 23.15 Evaluated at bid price : 25.02 Bid-YTW : 5.09 % |
NA.PR.A | FixedReset Prem | 85,444 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 4.67 % |
CM.PR.R | FixedReset Disc | 85,375 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-01-31 Maturity Price : 22.40 Evaluated at bid price : 23.02 Bid-YTW : 5.52 % |
There were 45 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
EIT.PR.A | SplitShare | Quote: 24.33 – 24.70 Spot Rate : 0.3700 Average : 0.2214 YTW SCENARIO |
IFC.PR.G | FixedReset Ins Non | Quote: 20.40 – 20.85 Spot Rate : 0.4500 Average : 0.3164 YTW SCENARIO |
HSE.PR.G | FixedReset Disc | Quote: 20.30 – 20.95 Spot Rate : 0.6500 Average : 0.5184 YTW SCENARIO |
BAM.PR.M | Perpetual-Discount | Quote: 20.13 – 20.66 Spot Rate : 0.5300 Average : 0.4187 YTW SCENARIO |
TD.PF.K | FixedReset Disc | Quote: 21.60 – 22.00 Spot Rate : 0.4000 Average : 0.2901 YTW SCENARIO |
BAM.PF.I | FixedReset Prem | Quote: 25.02 – 25.39 Spot Rate : 0.3700 Average : 0.2641 YTW SCENARIO |
ENB.PF.V To Reset To 5.3753%
Wednesday, January 30th, 2019Enbridge Inc. has announced:
ENB.PF.V is a US-Pay FixedReset, 4.40%+282, that commenced trading 2013-9-27 after being announced 2013-9-19. It is not tracked by HIMIPref™.
Posted in Issue Comments, US Pay | No Comments »