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 | 0.3238 % | 3,102.2 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3238 % | 5,692.4 |
Floater | 3.48 % | 3.71 % | 48,461 | 18.00 | 4 | 0.3238 % | 3,280.5 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0314 % | 3,213.8 |
SplitShare | 4.57 % | 4.79 % | 48,491 | 4.83 | 5 | -0.0314 % | 3,838.0 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0314 % | 2,994.6 |
Perpetual-Premium | 5.62 % | -10.37 % | 57,642 | 0.09 | 10 | -0.0275 % | 2,912.9 |
Perpetual-Discount | 5.40 % | 5.53 % | 55,022 | 14.58 | 25 | 0.0276 % | 2,994.9 |
FixedReset | 4.30 % | 4.77 % | 120,722 | 3.90 | 107 | 0.1050 % | 2,576.8 |
Deemed-Retractible | 5.13 % | 5.93 % | 66,266 | 5.39 | 26 | 0.1049 % | 2,983.6 |
FloatingReset | 3.43 % | 3.73 % | 34,385 | 5.70 | 7 | -0.0326 % | 2,840.6 |
Performance Highlights | |||
Issue | Index | Change | Notes |
MFC.PR.G | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-19 Maturity Price : 25.00 Evaluated at bid price : 24.43 Bid-YTW : 4.87 % |
MFC.PR.R | FixedReset | 1.11 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 26.36 Bid-YTW : 3.48 % |
GWO.PR.R | Deemed-Retractible | 1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.53 Bid-YTW : 6.88 % |
BAM.PR.K | Floater | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-17 Maturity Price : 17.61 Evaluated at bid price : 17.61 Bid-YTW : 3.71 % |
MFC.PR.K | FixedReset | 1.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.35 Bid-YTW : 5.91 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
TD.PF.I | FixedReset | 144,371 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.36 Bid-YTW : 4.20 % |
GWO.PR.S | Deemed-Retractible | 100,200 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.80 Bid-YTW : 5.56 % |
BAM.PF.H | FixedReset | 92,877 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.03 Bid-YTW : 3.48 % |
RY.PR.R | FixedReset | 92,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.45 Bid-YTW : 3.45 % |
SLF.PR.B | Deemed-Retractible | 64,700 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.65 Bid-YTW : 6.78 % |
BNS.PR.H | FixedReset | 53,687 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 26.13 Bid-YTW : 3.55 % |
There were 20 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
EMA.PR.F | FixedReset | Quote: 24.15 – 25.00 Spot Rate : 0.8500 Average : 0.5938 YTW SCENARIO |
MFC.PR.M | FixedReset | Quote: 23.58 – 24.22 Spot Rate : 0.6400 Average : 0.4464 YTW SCENARIO |
MFC.PR.G | FixedReset | Quote: 24.43 – 24.87 Spot Rate : 0.4400 Average : 0.3469 YTW SCENARIO |
SLF.PR.B | Deemed-Retractible | Quote: 22.65 – 22.95 Spot Rate : 0.3000 Average : 0.2105 YTW SCENARIO |
EIT.PR.A | SplitShare | Quote: 25.25 – 25.58 Spot Rate : 0.3300 Average : 0.2465 YTW SCENARIO |
MFC.PR.L | FixedReset | Quote: 23.17 – 23.70 Spot Rate : 0.5300 Average : 0.4514 YTW SCENARIO |