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 | -0.0671 % | 3,106.4 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0671 % | 5,700.0 |
Floater | 3.48 % | 3.70 % | 43,780 | 18.01 | 4 | -0.0671 % | 3,285.0 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1421 % | 3,246.9 |
SplitShare | 4.58 % | 3.72 % | 49,713 | 2.90 | 5 | 0.1421 % | 3,877.5 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1421 % | 3,025.4 |
Perpetual-Premium | 5.61 % | -10.19 % | 55,998 | 0.09 | 10 | 0.0197 % | 2,916.4 |
Perpetual-Discount | 5.39 % | 5.53 % | 57,270 | 14.54 | 25 | 0.1224 % | 3,000.4 |
FixedReset | 4.30 % | 4.69 % | 122,575 | 3.83 | 106 | 0.1484 % | 2,585.5 |
Deemed-Retractible | 5.13 % | 5.81 % | 61,253 | 5.35 | 26 | 0.0345 % | 2,992.0 |
FloatingReset | 3.51 % | 3.58 % | 39,947 | 5.72 | 6 | -0.0226 % | 2,851.2 |
Performance Highlights | |||
Issue | Index | Change | Notes |
MFC.PR.M | FixedReset | -1.44 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.32 Bid-YTW : 5.69 % |
GWO.PR.T | Deemed-Retractible | -1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.77 Bid-YTW : 6.29 % |
IFC.PR.F | Deemed-Retractible | 1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : 5.37 % |
BAM.PR.K | Floater | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-28 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 3.70 % |
BAM.PR.X | FixedReset | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-28 Maturity Price : 19.42 Evaluated at bid price : 19.42 Bid-YTW : 4.89 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
IFC.PR.E | Deemed-Retractible | 271,200 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.45 Bid-YTW : 5.81 % |
TD.PF.I | FixedReset | 117,049 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.38 Bid-YTW : 4.21 % |
TD.PF.G | FixedReset | 101,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.43 Bid-YTW : 3.42 % |
BMO.PR.T | FixedReset | 68,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-28 Maturity Price : 22.67 Evaluated at bid price : 23.21 Bid-YTW : 4.77 % |
NA.PR.E | FixedReset | 62,883 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-28 Maturity Price : 23.01 Evaluated at bid price : 24.52 Bid-YTW : 4.79 % |
GWO.PR.N | FixedReset | 62,001 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.10 Bid-YTW : 7.77 % |
There were 25 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
MFC.PR.M | FixedReset | Quote: 23.32 – 23.87 Spot Rate : 0.5500 Average : 0.3640 YTW SCENARIO |
PVS.PR.B | SplitShare | Quote: 25.06 – 25.35 Spot Rate : 0.2900 Average : 0.1670 YTW SCENARIO |
GWO.PR.T | Deemed-Retractible | Quote: 23.77 – 24.05 Spot Rate : 0.2800 Average : 0.1626 YTW SCENARIO |
TD.PF.J | FixedReset | Quote: 25.34 – 25.59 Spot Rate : 0.2500 Average : 0.1587 YTW SCENARIO |
PWF.PR.Q | FloatingReset | Quote: 21.80 – 22.08 Spot Rate : 0.2800 Average : 0.1915 YTW SCENARIO |
TD.PF.I | FixedReset | Quote: 25.38 – 25.58 Spot Rate : 0.2000 Average : 0.1206 YTW SCENARIO |