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 | -0.2560 % | 2,884.3 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2560 % | 5,292.5 |
Floater | 3.44 % | 3.59 % | 44,325 | 18.32 | 4 | -0.2560 % | 3,050.1 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2014 % | 3,159.2 |
SplitShare | 4.65 % | 4.12 % | 66,489 | 3.37 | 5 | -0.2014 % | 3,772.8 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2014 % | 2,943.7 |
Perpetual-Premium | 5.37 % | -0.95 % | 66,793 | 0.09 | 18 | 0.0656 % | 2,867.7 |
Perpetual-Discount | 5.29 % | 5.31 % | 69,621 | 14.96 | 16 | 0.0964 % | 3,004.5 |
FixedReset | 4.20 % | 4.45 % | 152,687 | 3.82 | 101 | 0.0629 % | 2,538.9 |
Deemed-Retractible | 5.05 % | 5.42 % | 82,919 | 5.82 | 28 | 0.0798 % | 2,958.7 |
FloatingReset | 3.05 % | 2.93 % | 44,212 | 3.76 | 10 | -0.1127 % | 2,768.1 |
Performance Highlights | |||
Issue | Index | Change | Notes |
BNS.PR.C | FloatingReset | -1.60 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.53 Bid-YTW : 3.40 % |
BMO.PR.Y | FixedReset | 1.02 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-08-25 Maturity Price : 25.00 Evaluated at bid price : 24.72 Bid-YTW : 4.56 % |
MFC.PR.F | FixedReset | 1.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.15 Bid-YTW : 7.15 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
TRP.PR.D | FixedReset | 106,727 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-26 Maturity Price : 23.12 Evaluated at bid price : 23.61 Bid-YTW : 4.63 % |
TD.PR.T | FloatingReset | 104,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.86 Bid-YTW : 2.49 % |
BAM.PR.K | Floater | 102,412 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-26 Maturity Price : 16.96 Evaluated at bid price : 16.96 Bid-YTW : 3.59 % |
BMO.PR.T | FixedReset | 83,819 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-26 Maturity Price : 23.45 Evaluated at bid price : 23.85 Bid-YTW : 4.48 % |
CM.PR.S | FixedReset | 69,965 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-26 Maturity Price : 23.14 Evaluated at bid price : 24.94 Bid-YTW : 4.41 % |
NA.PR.E | FixedReset | 65,220 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-26 Maturity Price : 23.07 Evaluated at bid price : 24.79 Bid-YTW : 4.57 % |
There were 26 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
BNS.PR.C | FloatingReset | Quote: 24.53 – 24.95 Spot Rate : 0.4200 Average : 0.2409 YTW SCENARIO |
TRP.PR.C | FixedReset | Quote: 18.07 – 18.34 Spot Rate : 0.2700 Average : 0.1803 YTW SCENARIO |
BIP.PR.E | FixedReset | Quote: 24.72 – 24.95 Spot Rate : 0.2300 Average : 0.1517 YTW SCENARIO |
BAM.PR.T | FixedReset | Quote: 21.57 – 21.90 Spot Rate : 0.3300 Average : 0.2599 YTW SCENARIO |
W.PR.M | FixedReset | Quote: 26.35 – 26.60 Spot Rate : 0.2500 Average : 0.1811 YTW SCENARIO |
BAM.PR.R | FixedReset | Quote: 20.93 – 21.10 Spot Rate : 0.1700 Average : 0.1129 YTW SCENARIO |