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 | 0.4810 % | 1,905.1 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4810 % | 3,495.8 |
Floater | 4.56 % | 4.56 % | 49,930 | 16.33 | 2 | 0.4810 % | 2,014.7 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0283 % | 3,614.9 |
SplitShare | 4.79 % | 4.38 % | 46,205 | 3.83 | 9 | 0.0283 % | 4,317.0 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0283 % | 3,368.3 |
Perpetual-Premium | 5.33 % | 3.34 % | 78,439 | 0.19 | 19 | 0.0619 % | 3,199.5 |
Perpetual-Discount | 4.98 % | 5.05 % | 74,050 | 15.40 | 12 | -0.0103 % | 3,689.4 |
FixedReset Disc | 5.03 % | 3.91 % | 145,114 | 17.20 | 56 | -0.0144 % | 2,318.6 |
Insurance Straight | 5.01 % | 4.68 % | 91,997 | 15.44 | 22 | 0.1828 % | 3,587.3 |
FloatingReset | 1.96 % | 1.50 % | 44,353 | 1.12 | 3 | -0.1960 % | 1,853.9 |
FixedReset Prem | 5.16 % | 3.35 % | 216,685 | 0.85 | 22 | 0.0341 % | 2,673.8 |
FixedReset Bank Non | 1.93 % | 1.84 % | 183,620 | 1.11 | 2 | -0.0200 % | 2,878.0 |
FixedReset Ins Non | 5.07 % | 3.88 % | 87,523 | 17.29 | 22 | -0.6359 % | 2,410.8 |
Performance Highlights | |||
Issue | Index | Change | Notes |
BAM.PR.X | FixedReset Disc | -5.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 4.74 % |
MFC.PR.H | FixedReset Ins Non | -4.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 21.93 Evaluated at bid price : 22.50 Bid-YTW : 3.98 % |
NA.PR.E | FixedReset Disc | -2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 4.01 % |
BIP.PR.F | FixedReset Disc | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 22.73 Evaluated at bid price : 23.53 Bid-YTW : 5.39 % |
SLF.PR.G | FixedReset Ins Non | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 11.60 Evaluated at bid price : 11.60 Bid-YTW : 3.97 % |
SLF.PR.I | FixedReset Ins Non | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 3.84 % |
MFC.PR.G | FixedReset Ins Non | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 21.32 Evaluated at bid price : 21.60 Bid-YTW : 3.88 % |
NA.PR.W | FixedReset Disc | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 3.99 % |
MFC.PR.J | FixedReset Ins Non | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 3.93 % |
GWO.PR.N | FixedReset Ins Non | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 10.85 Evaluated at bid price : 10.85 Bid-YTW : 4.00 % |
TRP.PR.F | FloatingReset | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 11.16 Evaluated at bid price : 11.16 Bid-YTW : 4.59 % |
BMO.PR.Y | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 3.79 % |
SLF.PR.H | FixedReset Ins Non | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 3.71 % |
MFC.PR.M | FixedReset Ins Non | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 3.96 % |
BAM.PF.I | FixedReset Prem | 1.00 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 3.85 % |
IFC.PR.F | Insurance Straight | 1.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-09-30 Maturity Price : 25.25 Evaluated at bid price : 25.45 Bid-YTW : 5.04 % |
BIP.PR.E | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 23.13 Evaluated at bid price : 24.07 Bid-YTW : 5.16 % |
PWF.PR.T | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 4.10 % |
CU.PR.C | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 18.17 Evaluated at bid price : 18.17 Bid-YTW : 3.98 % |
MFC.PR.C | Insurance Straight | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 24.50 Evaluated at bid price : 24.75 Bid-YTW : 4.55 % |
BAM.PF.B | FixedReset Disc | 1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 4.84 % |
GWO.PR.H | Insurance Straight | 2.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 24.46 Evaluated at bid price : 24.70 Bid-YTW : 4.91 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
PWF.PR.P | FixedReset Disc | 90,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 11.50 Evaluated at bid price : 11.50 Bid-YTW : 4.47 % |
SLF.PR.H | FixedReset Ins Non | 52,470 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 3.71 % |
TRP.PR.K | FixedReset Disc | 49,759 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 23.71 Evaluated at bid price : 24.90 Bid-YTW : 4.89 % |
MFC.PR.R | FixedReset Ins Non | 32,875 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 23.83 Evaluated at bid price : 25.04 Bid-YTW : 4.23 % |
BAM.PF.A | FixedReset Disc | 32,652 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 4.62 % |
CM.PR.T | FixedReset Disc | 30,807 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-15 Maturity Price : 23.24 Evaluated at bid price : 24.75 Bid-YTW : 4.00 % |
There were 27 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
CU.PR.D | Perpetual-Discount | Quote: 24.84 – 26.94 Spot Rate : 2.1000 Average : 1.2171 YTW SCENARIO |
MFC.PR.H | FixedReset Ins Non | Quote: 22.50 – 23.63 Spot Rate : 1.1300 Average : 0.6831 YTW SCENARIO |
CU.PR.C | FixedReset Disc | Quote: 18.17 – 19.17 Spot Rate : 1.0000 Average : 0.6342 YTW SCENARIO |
CU.PR.G | Perpetual-Discount | Quote: 24.11 – 25.00 Spot Rate : 0.8900 Average : 0.5524 YTW SCENARIO |
BAM.PR.X | FixedReset Disc | Quote: 12.00 – 13.00 Spot Rate : 1.0000 Average : 0.6734 YTW SCENARIO |
NA.PR.W | FixedReset Disc | Quote: 18.50 – 19.50 Spot Rate : 1.0000 Average : 0.6864 YTW SCENARIO |
IAF on Review-Positive at DBRS
December 10th, 2020DBRS has announced that it:
Affected issues are IAF.PR.B, IAF.PR.G and IAF.PR.I. There was ticker change for these issues in 2019.
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