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 | -0.6369 % | 1,651.2 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6369 % | 3,029.8 |
Floater | 5.15 % | 5.17 % | 59,168 | 15.24 | 3 | -0.6369 % | 1,746.1 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1188 % | 3,540.1 |
SplitShare | 4.80 % | 4.35 % | 44,636 | 3.65 | 7 | 0.1188 % | 4,227.6 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1188 % | 3,298.5 |
Perpetual-Premium | 5.35 % | 5.18 % | 79,843 | 14.13 | 17 | 0.0210 % | 3,121.4 |
Perpetual-Discount | 5.22 % | 5.28 % | 94,043 | 14.95 | 17 | 0.1611 % | 3,509.7 |
FixedReset Disc | 5.43 % | 4.24 % | 123,065 | 16.38 | 68 | -0.1168 % | 2,103.6 |
Deemed-Retractible | 5.02 % | 4.87 % | 113,149 | 15.15 | 27 | 0.1535 % | 3,453.5 |
FloatingReset | 2.87 % | 2.47 % | 48,976 | 1.35 | 3 | -0.1343 % | 1,799.3 |
FixedReset Prem | 5.26 % | 4.46 % | 255,258 | 0.88 | 11 | -0.0287 % | 2,616.2 |
FixedReset Bank Non | 1.95 % | 2.38 % | 125,525 | 1.35 | 2 | 0.1412 % | 2,842.9 |
FixedReset Ins Non | 5.74 % | 4.44 % | 89,960 | 16.20 | 22 | -0.1345 % | 2,106.6 |
Performance Highlights | |||
Issue | Index | Change | Notes |
BAM.PF.A | FixedReset Disc | -2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 17.21 Evaluated at bid price : 17.21 Bid-YTW : 5.20 % |
MFC.PR.Q | FixedReset Ins Non | -2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 17.52 Evaluated at bid price : 17.52 Bid-YTW : 4.55 % |
BAM.PR.R | FixedReset Disc | -1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 12.90 Evaluated at bid price : 12.90 Bid-YTW : 5.20 % |
NA.PR.C | FixedReset Disc | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 22.99 Evaluated at bid price : 23.30 Bid-YTW : 4.17 % |
BIP.PR.B | FixedReset Disc | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 23.38 Evaluated at bid price : 24.30 Bid-YTW : 5.63 % |
RY.PR.J | FixedReset Disc | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 3.99 % |
IFC.PR.G | FixedReset Ins Non | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 4.57 % |
TD.PF.L | FixedReset Disc | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 22.83 Evaluated at bid price : 23.85 Bid-YTW : 4.10 % |
PWF.PR.P | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 10.25 Evaluated at bid price : 10.25 Bid-YTW : 4.86 % |
TRP.PR.C | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 8.81 Evaluated at bid price : 8.81 Bid-YTW : 5.50 % |
BMO.PR.C | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 22.92 Evaluated at bid price : 23.31 Bid-YTW : 4.04 % |
TD.PF.E | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 20.97 Evaluated at bid price : 20.97 Bid-YTW : 3.90 % |
TD.PF.A | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 17.74 Evaluated at bid price : 17.74 Bid-YTW : 4.03 % |
PWF.PR.S | Perpetual-Discount | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 22.91 Evaluated at bid price : 23.30 Bid-YTW : 5.20 % |
SLF.PR.G | FixedReset Ins Non | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 10.10 Evaluated at bid price : 10.10 Bid-YTW : 4.43 % |
BAM.PF.B | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 15.85 Evaluated at bid price : 15.85 Bid-YTW : 5.22 % |
IFC.PR.E | Deemed-Retractible | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 24.49 Evaluated at bid price : 24.98 Bid-YTW : 5.20 % |
BIP.PR.E | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 21.94 Evaluated at bid price : 22.20 Bid-YTW : 5.64 % |
BMO.PR.Z | Perpetual-Premium | 1.58 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.76 Bid-YTW : 4.27 % |
BAM.PR.X | FixedReset Disc | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 11.21 Evaluated at bid price : 11.21 Bid-YTW : 4.96 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
MFC.PR.O | FixedReset Ins Non | 70,617 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 4.42 % |
NA.PR.X | FixedReset Prem | 63,478 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : 4.76 % |
TD.PF.A | FixedReset Disc | 51,552 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 17.74 Evaluated at bid price : 17.74 Bid-YTW : 4.03 % |
MFC.PR.G | FixedReset Ins Non | 41,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 4.42 % |
GWO.PR.S | Deemed-Retractible | 28,150 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.18 Bid-YTW : 4.94 % |
BMO.PR.T | FixedReset Disc | 27,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-17 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 4.14 % |
There were 29 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
MFC.PR.G | FixedReset Ins Non | Quote: 18.76 – 20.87 Spot Rate : 2.1100 Average : 1.1653 YTW SCENARIO |
IAF.PR.G | FixedReset Ins Non | Quote: 18.02 – 20.00 Spot Rate : 1.9800 Average : 1.3195 YTW SCENARIO |
TRP.PR.A | FixedReset Disc | Quote: 12.01 – 12.95 Spot Rate : 0.9400 Average : 0.5694 YTW SCENARIO |
EIT.PR.A | SplitShare | Quote: 25.39 – 27.00 Spot Rate : 1.6100 Average : 1.3021 YTW SCENARIO |
BAM.PF.G | FixedReset Disc | Quote: 15.35 – 16.00 Spot Rate : 0.6500 Average : 0.4297 YTW SCENARIO |
MFC.PR.I | FixedReset Ins Non | Quote: 19.05 – 20.00 Spot Rate : 0.9500 Average : 0.7518 YTW SCENARIO |
CU Outlook Cut to Negative by S&P
September 17th, 2020Standard & Poor’s has announced:
Affected issues are CU.PR.C, CU.PR.D, CU.PR.E, CU.PR.F, CU.PR.G, CU.PR.H and CU.PR.I.
Posted in Issue Comments | 1 Comment »