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 | -0.5966 % | 2,016.0 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5966 % | 3,699.2 |
Floater | 4.29 % | 4.32 % | 44,500 | 16.76 | 3 | -0.5966 % | 2,131.9 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0440 % | 3,628.4 |
SplitShare | 4.70 % | 4.40 % | 37,300 | 4.18 | 8 | -0.0440 % | 4,333.0 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0440 % | 3,380.8 |
Perpetual-Premium | 5.35 % | -5.98 % | 73,459 | 0.09 | 18 | 0.3030 % | 3,237.7 |
Perpetual-Discount | 4.99 % | 5.03 % | 69,255 | 15.36 | 13 | 0.0443 % | 3,700.2 |
FixedReset Disc | 4.88 % | 3.75 % | 148,976 | 17.52 | 56 | 0.0893 % | 2,405.2 |
Insurance Straight | 5.03 % | 4.81 % | 85,696 | 15.31 | 22 | 0.0092 % | 3,575.3 |
FloatingReset | 2.48 % | 0.42 % | 25,122 | 0.10 | 3 | 0.1425 % | 1,939.1 |
FixedReset Prem | 5.13 % | 3.34 % | 190,677 | 0.97 | 20 | 0.0550 % | 2,703.8 |
FixedReset Bank Non | 1.93 % | 1.93 % | 192,908 | 0.99 | 2 | 0.0800 % | 2,886.6 |
FixedReset Ins Non | 4.89 % | 3.69 % | 89,277 | 17.64 | 22 | -0.9163 % | 2,492.6 |
Performance Highlights | |||
Issue | Index | Change | Notes |
IFC.PR.C | FixedReset Ins Non | -19.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-28 Maturity Price : 16.15 Evaluated at bid price : 16.15 Bid-YTW : 4.83 % |
SLF.PR.H | FixedReset Ins Non | -3.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-28 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 3.62 % |
BAM.PR.T | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-28 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 4.58 % |
BAM.PR.K | Floater | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-28 Maturity Price : 9.93 Evaluated at bid price : 9.93 Bid-YTW : 4.36 % |
CM.PR.Q | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-28 Maturity Price : 21.32 Evaluated at bid price : 21.60 Bid-YTW : 3.69 % |
MFC.PR.F | FixedReset Ins Non | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-28 Maturity Price : 12.88 Evaluated at bid price : 12.88 Bid-YTW : 3.60 % |
TRP.PR.B | FixedReset Disc | 2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-28 Maturity Price : 9.83 Evaluated at bid price : 9.83 Bid-YTW : 4.36 % |
CU.PR.H | Perpetual-Premium | 5.74 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-09-01 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : 4.56 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
RY.PR.P | Perpetual-Premium | 94,812 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-03-26 Maturity Price : 26.00 Evaluated at bid price : 26.35 Bid-YTW : -5.83 % |
CM.PR.R | FixedReset Disc | 83,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-28 Maturity Price : 23.61 Evaluated at bid price : 24.70 Bid-YTW : 3.84 % |
BMO.PR.T | FixedReset Disc | 58,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-28 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 3.58 % |
NA.PR.W | FixedReset Disc | 44,525 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-28 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 3.75 % |
BMO.PR.Q | FixedReset Bank Non | 44,400 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.02 Bid-YTW : 1.93 % |
CM.PR.S | FixedReset Disc | 36,627 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-28 Maturity Price : 21.39 Evaluated at bid price : 21.71 Bid-YTW : 3.50 % |
There were 16 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
IFC.PR.C | FixedReset Ins Non | Quote: 16.15 – 20.05 Spot Rate : 3.9000 Average : 2.1945 YTW SCENARIO |
BAM.PF.F | FixedReset Disc | Quote: 18.80 – 19.16 Spot Rate : 0.3600 Average : 0.2155 YTW SCENARIO |
RY.PR.M | FixedReset Disc | Quote: 21.00 – 21.83 Spot Rate : 0.8300 Average : 0.7160 YTW SCENARIO |
RY.PR.P | Perpetual-Premium | Quote: 26.35 – 26.67 Spot Rate : 0.3200 Average : 0.2316 YTW SCENARIO |
MFC.PR.K | FixedReset Ins Non | Quote: 19.99 – 20.49 Spot Rate : 0.5000 Average : 0.4130 YTW SCENARIO |
TD.PF.D | FixedReset Disc | Quote: 22.31 – 22.80 Spot Rate : 0.4900 Average : 0.4049 YTW SCENARIO |
PPL.PR.K To Be Redeemed
January 25th, 2021Pembina Pipeline Corporation has announced:
Pembina announced that they were considering this step in mid-January and confirmed the intent a few days later.
PPL.PR.K was issued as a FixedReset, 5.75%+500M575 that commenced trading 2016-1-15 after being announced 2016-1-6.
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