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 | 0.2729 % | 2,179.7 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2729 % | 4,243.1 |
Floater | 7.07 % | 7.49 % | 56,485 | 11.88 | 3 | 0.2729 % | 2,445.3 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0149 % | 3,648.4 |
SplitShare | 4.79 % | 4.07 % | 82,770 | 2.59 | 8 | -0.0149 % | 4,356.9 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0149 % | 3,399.5 |
Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1795 % | 2,923.8 |
Perpetual-Discount | 5.88 % | 6.02 % | 48,885 | 13.86 | 33 | 0.1795 % | 3,188.3 |
FixedReset Disc | 5.55 % | 6.24 % | 125,883 | 12.81 | 50 | 0.1392 % | 2,864.8 |
Insurance Straight | 5.76 % | 5.88 % | 58,015 | 13.96 | 21 | 1.1887 % | 3,142.5 |
FloatingReset | 5.58 % | 5.69 % | 36,858 | 14.27 | 3 | -0.4542 % | 3,645.1 |
FixedReset Prem | 6.34 % | 4.99 % | 116,568 | 3.35 | 8 | 0.4741 % | 2,616.9 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1392 % | 2,928.4 |
FixedReset Ins Non | 5.24 % | 5.76 % | 62,016 | 14.06 | 14 | 0.1530 % | 2,944.4 |
Performance Highlights | |||
Issue | Index | Change | Notes |
CU.PR.C | FixedReset Disc | -2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-29 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.67 % |
ENB.PR.F | FixedReset Disc | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-29 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 7.22 % |
SLF.PR.J | FloatingReset | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-29 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 5.93 % |
MFC.PR.C | Insurance Straight | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-29 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 5.59 % |
NA.PR.C | FixedReset Prem | 1.13 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-11-15 Maturity Price : 25.00 Evaluated at bid price : 26.80 Bid-YTW : 4.07 % |
ENB.PR.D | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-29 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 6.96 % |
SLF.PR.H | FixedReset Ins Non | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-29 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.01 % |
BIP.PR.F | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-29 Maturity Price : 23.09 Evaluated at bid price : 24.46 Bid-YTW : 6.16 % |
ENB.PR.J | FixedReset Disc | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-29 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 7.00 % |
GWO.PR.R | Insurance Straight | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-29 Maturity Price : 20.57 Evaluated at bid price : 20.57 Bid-YTW : 5.94 % |
GWO.PR.H | Insurance Straight | 2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-29 Maturity Price : 20.83 Evaluated at bid price : 20.83 Bid-YTW : 5.93 % |
SLF.PR.D | Insurance Straight | 3.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-29 Maturity Price : 20.13 Evaluated at bid price : 20.13 Bid-YTW : 5.53 % |
IFC.PR.F | Insurance Straight | 5.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-29 Maturity Price : 22.74 Evaluated at bid price : 23.10 Bid-YTW : 5.82 % |
SLF.PR.E | Insurance Straight | 10.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-29 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 5.49 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
ENB.PR.Y | FixedReset Disc | 184,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-29 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 7.05 % |
TD.PF.A | FixedReset Disc | 136,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-29 Maturity Price : 22.73 Evaluated at bid price : 23.81 Bid-YTW : 5.36 % |
BN.PF.F | FixedReset Disc | 123,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-29 Maturity Price : 21.58 Evaluated at bid price : 21.88 Bid-YTW : 6.74 % |
PWF.PR.P | FixedReset Disc | 81,009 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-29 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 6.62 % |
ENB.PF.C | FixedReset Disc | 79,795 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-29 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 7.03 % |
RY.PR.N | Perpetual-Discount | 64,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-29 Maturity Price : 24.15 Evaluated at bid price : 24.40 Bid-YTW : 5.04 % |
There were 19 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible. | ||
Issue | Index | Quote Data and Yield Notes |
PWF.PR.P | FixedReset Disc | Quote: 16.75 – 24.68 Spot Rate : 7.9300 Average : 5.1650 YTW SCENARIO |
BN.PF.G | FixedReset Disc | Quote: 21.10 – 23.95 Spot Rate : 2.8500 Average : 1.7420 YTW SCENARIO |
ENB.PR.F | FixedReset Disc | Quote: 19.01 – 19.98 Spot Rate : 0.9700 Average : 0.6264 YTW SCENARIO |
CU.PR.F | Perpetual-Discount | Quote: 19.35 – 23.88 Spot Rate : 4.5300 Average : 4.2324 YTW SCENARIO |
GWO.PR.I | Insurance Straight | Quote: 19.80 – 20.49 Spot Rate : 0.6900 Average : 0.4299 YTW SCENARIO |
SLF.PR.G | FixedReset Ins Non | Quote: 17.22 – 18.30 Spot Rate : 1.0800 Average : 0.8490 YTW SCENARIO |