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 | 0.9577 % | 3,029.7 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9577 % | 5,559.3 |
Floater | 3.32 % | 3.53 % | 68,077 | 18.47 | 4 | 0.9577 % | 3,203.8 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2549 % | 3,165.3 |
SplitShare | 4.64 % | 4.79 % | 79,798 | 5.00 | 5 | -0.2549 % | 3,780.1 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2549 % | 2,949.3 |
Perpetual-Premium | 5.62 % | -7.11 % | 59,278 | 0.08 | 9 | 0.0872 % | 2,876.9 |
Perpetual-Discount | 5.40 % | 5.56 % | 64,535 | 14.49 | 26 | 0.2477 % | 2,952.8 |
FixedReset | 4.31 % | 4.69 % | 166,346 | 4.27 | 106 | 0.1525 % | 2,544.2 |
Deemed-Retractible | 5.19 % | 5.80 % | 71,312 | 5.56 | 27 | 0.0954 % | 2,942.2 |
FloatingReset | 3.13 % | 3.83 % | 34,073 | 3.45 | 9 | 0.0649 % | 2,797.4 |
Performance Highlights | |||
Issue | Index | Change | Notes |
TRP.PR.B | FixedReset | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-14 Maturity Price : 16.84 Evaluated at bid price : 16.84 Bid-YTW : 4.89 % |
PVS.PR.F | SplitShare | -1.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.04 Bid-YTW : 4.81 % |
GWO.PR.N | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.26 Bid-YTW : 7.31 % |
IFC.PR.A | FixedReset | 1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.80 Bid-YTW : 7.56 % |
BAM.PR.K | Floater | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-14 Maturity Price : 17.08 Evaluated at bid price : 17.08 Bid-YTW : 3.53 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
PWF.PR.R | Perpetual-Discount | 145,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-14 Maturity Price : 24.55 Evaluated at bid price : 24.85 Bid-YTW : 5.60 % |
MFC.PR.M | FixedReset | 58,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.39 Bid-YTW : 5.55 % |
TD.PF.I | FixedReset | 52,410 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.46 % |
TRP.PR.K | FixedReset | 44,059 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.53 Bid-YTW : 4.39 % |
TD.PR.Y | FixedReset | 43,220 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.02 Bid-YTW : 3.91 % |
NA.PR.G | FixedReset | 41,050 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-14 Maturity Price : 23.13 Evaluated at bid price : 24.97 Bid-YTW : 4.85 % |
There were 17 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
BAM.PR.T | FixedReset | Quote: 20.70 – 21.10 Spot Rate : 0.4000 Average : 0.2578 YTW SCENARIO |
BAM.PF.E | FixedReset | Quote: 23.45 – 23.70 Spot Rate : 0.2500 Average : 0.1626 YTW SCENARIO |
SLF.PR.H | FixedReset | Quote: 21.65 – 21.95 Spot Rate : 0.3000 Average : 0.2169 YTW SCENARIO |
MFC.PR.L | FixedReset | Quote: 22.76 – 22.99 Spot Rate : 0.2300 Average : 0.1499 YTW SCENARIO |
TRP.PR.K | FixedReset | Quote: 25.53 – 25.78 Spot Rate : 0.2500 Average : 0.1753 YTW SCENARIO |
BAM.PR.N | Perpetual-Discount | Quote: 20.94 – 21.24 Spot Rate : 0.3000 Average : 0.2345 YTW SCENARIO |