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 | 0.4335 % | 2,975.2 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4335 % | 5,459.4 |
Floater | 3.36 % | 3.59 % | 79,497 | 18.26 | 4 | 0.4335 % | 3,146.3 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0953 % | 3,178.4 |
SplitShare | 4.62 % | 4.54 % | 80,519 | 5.06 | 5 | -0.0953 % | 3,795.7 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0953 % | 2,961.6 |
Perpetual-Premium | 5.62 % | -6.18 % | 65,201 | 0.08 | 10 | 0.0000 % | 2,873.7 |
Perpetual-Discount | 5.42 % | 5.51 % | 65,460 | 14.62 | 24 | 0.0790 % | 2,945.0 |
FixedReset | 4.28 % | 4.77 % | 156,744 | 3.92 | 103 | -0.2180 % | 2,545.4 |
Deemed-Retractible | 5.14 % | 5.72 % | 73,925 | 5.55 | 27 | 0.0000 % | 2,940.7 |
FloatingReset | 3.17 % | 3.51 % | 34,592 | 3.51 | 8 | -0.2832 % | 2,804.0 |
Performance Highlights | |||
Issue | Index | Change | Notes |
TRP.PR.B | FixedReset | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-25 Maturity Price : 16.86 Evaluated at bid price : 16.86 Bid-YTW : 5.13 % |
BAM.PR.X | FixedReset | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-25 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 5.22 % |
PWF.PR.P | FixedReset | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-25 Maturity Price : 19.28 Evaluated at bid price : 19.28 Bid-YTW : 4.77 % |
TRP.PR.A | FixedReset | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-25 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 5.14 % |
MFC.PR.I | FixedReset | -1.09 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-19 Maturity Price : 25.00 Evaluated at bid price : 24.61 Bid-YTW : 4.70 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
TRP.PR.D | FixedReset | 102,825 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-25 Maturity Price : 21.97 Evaluated at bid price : 22.55 Bid-YTW : 5.17 % |
BAM.PR.R | FixedReset | 101,730 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-25 Maturity Price : 20.74 Evaluated at bid price : 20.74 Bid-YTW : 5.28 % |
BAM.PF.A | FixedReset | 77,808 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-25 Maturity Price : 24.27 Evaluated at bid price : 24.92 Bid-YTW : 5.25 % |
BNS.PR.B | FloatingReset | 64,800 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.85 Bid-YTW : 3.24 % |
GWO.PR.Q | Deemed-Retractible | 52,915 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.05 Bid-YTW : 6.03 % |
TRP.PR.J | FixedReset | 47,150 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.90 Bid-YTW : 4.21 % |
There were 25 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
BMO.PR.S | FixedReset | Quote: 23.60 – 24.00 Spot Rate : 0.4000 Average : 0.2643 YTW SCENARIO |
MFC.PR.N | FixedReset | Quote: 23.16 – 23.52 Spot Rate : 0.3600 Average : 0.2367 YTW SCENARIO |
BAM.PR.X | FixedReset | Quote: 18.35 – 18.83 Spot Rate : 0.4800 Average : 0.3652 YTW SCENARIO |
TRP.PR.H | FloatingReset | Quote: 17.15 – 17.59 Spot Rate : 0.4400 Average : 0.3365 YTW SCENARIO |
SLF.PR.G | FixedReset | Quote: 19.58 – 19.88 Spot Rate : 0.3000 Average : 0.2010 YTW SCENARIO |
BMO.PR.T | FixedReset | Quote: 23.20 – 23.48 Spot Rate : 0.2800 Average : 0.1842 YTW SCENARIO |