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 | -0.3650 % | 1,625.4 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3650 % | 2,982.5 |
Floater | 5.24 % | 5.25 % | 54,953 | 15.08 | 3 | -0.3650 % | 1,718.8 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0622 % | 3,533.9 |
SplitShare | 4.81 % | 4.60 % | 42,166 | 3.63 | 7 | -0.0622 % | 4,220.2 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0622 % | 3,292.7 |
Perpetual-Premium | 5.35 % | 4.69 % | 78,734 | 3.74 | 17 | 0.2263 % | 3,130.2 |
Perpetual-Discount | 5.23 % | 5.31 % | 92,404 | 14.90 | 17 | 0.0966 % | 3,513.4 |
FixedReset Disc | 5.53 % | 4.31 % | 122,629 | 16.26 | 68 | -0.5786 % | 2,065.6 |
Deemed-Retractible | 5.02 % | 4.90 % | 115,601 | 15.10 | 27 | -0.0425 % | 3,453.0 |
FloatingReset | 2.87 % | 2.44 % | 45,066 | 1.33 | 3 | 0.2484 % | 1,790.0 |
FixedReset Prem | 5.26 % | 4.45 % | 248,102 | 0.89 | 11 | -0.0144 % | 2,617.1 |
FixedReset Bank Non | 1.95 % | 2.50 % | 119,803 | 1.33 | 2 | -0.2219 % | 2,833.7 |
FixedReset Ins Non | 5.71 % | 4.40 % | 81,422 | 16.05 | 22 | 0.1342 % | 2,116.0 |
Performance Highlights | |||
Issue | Index | Change | Notes |
TD.PF.D | FixedReset Disc | -22.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 15.02 Evaluated at bid price : 15.02 Bid-YTW : 5.34 % |
TD.PF.J | FixedReset Disc | -3.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 19.77 Evaluated at bid price : 19.77 Bid-YTW : 4.21 % |
BAM.PF.G | FixedReset Disc | -2.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 14.80 Evaluated at bid price : 14.80 Bid-YTW : 5.45 % |
RY.PR.J | FixedReset Disc | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 4.06 % |
IFC.PR.C | FixedReset Ins Non | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 16.15 Evaluated at bid price : 16.15 Bid-YTW : 4.71 % |
RY.PR.M | FixedReset Disc | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 3.94 % |
BMO.PR.W | FixedReset Disc | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 17.59 Evaluated at bid price : 17.59 Bid-YTW : 4.08 % |
TRP.PR.A | FixedReset Disc | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 11.61 Evaluated at bid price : 11.61 Bid-YTW : 5.60 % |
BAM.PF.E | FixedReset Disc | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 14.51 Evaluated at bid price : 14.51 Bid-YTW : 5.34 % |
BIP.PR.A | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 5.90 % |
BAM.PR.X | FixedReset Disc | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 10.88 Evaluated at bid price : 10.88 Bid-YTW : 5.10 % |
BAM.PR.R | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 12.57 Evaluated at bid price : 12.57 Bid-YTW : 5.33 % |
BAM.PF.F | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 15.79 Evaluated at bid price : 15.79 Bid-YTW : 5.41 % |
SLF.PR.I | FixedReset Ins Non | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 4.33 % |
BIK.PR.A | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 5.55 % |
BIP.PR.B | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 23.19 Evaluated at bid price : 24.15 Bid-YTW : 5.68 % |
TD.PF.E | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 19.92 Evaluated at bid price : 19.92 Bid-YTW : 4.10 % |
TD.PF.I | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 21.38 Evaluated at bid price : 21.70 Bid-YTW : 4.05 % |
BIP.PR.E | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 5.75 % |
IAF.PR.G | FixedReset Ins Non | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 4.40 % |
GWO.PR.N | FixedReset Ins Non | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 10.20 Evaluated at bid price : 10.20 Bid-YTW : 4.08 % |
TRP.PR.C | FixedReset Disc | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 8.95 Evaluated at bid price : 8.95 Bid-YTW : 5.39 % |
BAM.PF.J | FixedReset Disc | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 22.84 Evaluated at bid price : 23.50 Bid-YTW : 5.04 % |
MFC.PR.L | FixedReset Ins Non | 1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 15.60 Evaluated at bid price : 15.60 Bid-YTW : 4.45 % |
BIP.PR.D | FixedReset Disc | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 22.27 Evaluated at bid price : 22.64 Bid-YTW : 5.53 % |
RY.PR.P | Perpetual-Premium | 2.95 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-02-24 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : 4.58 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
CU.PR.D | Perpetual-Discount | 101,481 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 24.18 Evaluated at bid price : 24.44 Bid-YTW : 5.05 % |
SLF.PR.B | Deemed-Retractible | 75,834 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 24.21 Evaluated at bid price : 24.47 Bid-YTW : 4.91 % |
BMO.PR.C | FixedReset Disc | 55,780 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 22.87 Evaluated at bid price : 23.26 Bid-YTW : 4.04 % |
CM.PR.T | FixedReset Disc | 54,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 22.78 Evaluated at bid price : 23.75 Bid-YTW : 4.17 % |
SLF.PR.D | Deemed-Retractible | 48,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 22.71 Evaluated at bid price : 23.00 Bid-YTW : 4.84 % |
GWO.PR.Q | Deemed-Retractible | 28,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-24 Maturity Price : 24.20 Evaluated at bid price : 24.67 Bid-YTW : 5.22 % |
There were 26 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
TD.PF.D | FixedReset Disc | Quote: 15.02 – 19.75 Spot Rate : 4.7300 Average : 2.6780 YTW SCENARIO |
MFC.PR.L | FixedReset Ins Non | Quote: 15.60 – 18.00 Spot Rate : 2.4000 Average : 1.3383 YTW SCENARIO |
IFC.PR.C | FixedReset Ins Non | Quote: 16.15 – 23.99 Spot Rate : 7.8400 Average : 6.9124 YTW SCENARIO |
MFC.PR.N | FixedReset Ins Non | Quote: 16.36 – 17.25 Spot Rate : 0.8900 Average : 0.5607 YTW SCENARIO |
MFC.PR.Q | FixedReset Ins Non | Quote: 17.90 – 19.27 Spot Rate : 1.3700 Average : 1.1253 YTW SCENARIO |
TRP.PR.G | FixedReset Disc | Quote: 14.26 – 15.40 Spot Rate : 1.1400 Average : 0.9106 YTW SCENARIO |
FFN.PR.A To Reset Dividend To 6.75% For One Year
September 24th, 2020Quadravest has announced:
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