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 | -0.1776 % | 1,936.4 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1776 % | 3,553.3 |
Floater | 6.15 % | 6.32 % | 38,609 | 13.43 | 4 | -0.1776 % | 2,047.8 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1801 % | 3,342.3 |
SplitShare | 4.66 % | 4.68 % | 78,078 | 4.13 | 7 | -0.1801 % | 3,991.4 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1801 % | 3,114.3 |
Perpetual-Premium | 5.61 % | -16.54 % | 56,139 | 0.09 | 7 | 0.0786 % | 2,982.2 |
Perpetual-Discount | 5.45 % | 5.58 % | 57,481 | 14.55 | 25 | 0.1302 % | 3,120.4 |
FixedReset Disc | 5.41 % | 5.31 % | 162,833 | 14.95 | 69 | 0.7197 % | 2,126.2 |
Deemed-Retractible | 5.22 % | 5.86 % | 64,704 | 7.96 | 27 | 0.1548 % | 3,115.8 |
FloatingReset | 4.05 % | 4.20 % | 40,043 | 2.43 | 4 | 0.4105 % | 2,354.6 |
FixedReset Prem | 5.13 % | 3.78 % | 163,106 | 1.90 | 17 | 0.2705 % | 2,598.6 |
FixedReset Bank Non | 1.98 % | 3.95 % | 91,815 | 2.44 | 3 | 0.4189 % | 2,655.4 |
FixedReset Ins Non | 5.24 % | 7.21 % | 84,711 | 8.07 | 22 | 0.4785 % | 2,177.2 |
Performance Highlights | |||
Issue | Index | Change | Notes |
CCS.PR.C | Deemed-Retractible | -1.63 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.10 Bid-YTW : 5.53 % |
PWF.PR.A | Floater | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 11.82 Evaluated at bid price : 11.82 Bid-YTW : 5.96 % |
IFC.PR.A | FixedReset Ins Non | -1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.25 Bid-YTW : 9.15 % |
GWO.PR.N | FixedReset Ins Non | -1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.06 Bid-YTW : 9.22 % |
PWF.PR.T | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 18.06 Evaluated at bid price : 18.06 Bid-YTW : 5.39 % |
TRP.PR.A | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 13.76 Evaluated at bid price : 13.76 Bid-YTW : 6.08 % |
BAM.PF.A | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.94 % |
TRP.PR.G | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 18.42 Evaluated at bid price : 18.42 Bid-YTW : 5.94 % |
TRP.PR.F | FloatingReset | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 13.80 Evaluated at bid price : 13.80 Bid-YTW : 6.55 % |
CM.PR.R | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 21.79 Evaluated at bid price : 22.06 Bid-YTW : 5.34 % |
CM.PR.P | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 5.31 % |
TD.PF.B | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 5.14 % |
BAM.PF.C | Perpetual-Discount | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 5.88 % |
BMO.PR.D | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 21.87 Evaluated at bid price : 22.17 Bid-YTW : 5.18 % |
TRP.PR.D | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 16.64 Evaluated at bid price : 16.64 Bid-YTW : 5.75 % |
BIP.PR.A | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.56 % |
HSE.PR.A | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 12.41 Evaluated at bid price : 12.41 Bid-YTW : 6.18 % |
RY.PR.M | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 5.23 % |
SLF.PR.G | FixedReset Ins Non | 1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.70 Bid-YTW : 9.77 % |
TD.PF.J | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 5.12 % |
TD.PF.E | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 20.28 Evaluated at bid price : 20.28 Bid-YTW : 5.23 % |
RY.PR.J | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 5.19 % |
SLF.PR.I | FixedReset Ins Non | 1.51 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.54 Bid-YTW : 7.07 % |
BMO.PR.Y | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 19.81 Evaluated at bid price : 19.81 Bid-YTW : 5.24 % |
BMO.PR.T | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 17.79 Evaluated at bid price : 17.79 Bid-YTW : 5.19 % |
NA.PR.C | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 21.66 Evaluated at bid price : 21.91 Bid-YTW : 5.42 % |
TD.PF.A | FixedReset Disc | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 17.84 Evaluated at bid price : 17.84 Bid-YTW : 5.11 % |
CU.PR.H | Perpetual-Discount | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 24.24 Evaluated at bid price : 24.71 Bid-YTW : 5.37 % |
TD.PF.C | FixedReset Disc | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 17.91 Evaluated at bid price : 17.91 Bid-YTW : 5.11 % |
BAM.PF.G | FixedReset Disc | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 17.48 Evaluated at bid price : 17.48 Bid-YTW : 6.14 % |
BAM.PR.X | FixedReset Disc | 1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 12.94 Evaluated at bid price : 12.94 Bid-YTW : 6.07 % |
CM.PR.Q | FixedReset Disc | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 19.24 Evaluated at bid price : 19.24 Bid-YTW : 5.41 % |
HSE.PR.E | FixedReset Disc | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.32 % |
HSE.PR.G | FixedReset Disc | 2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 6.37 % |
BMO.PR.C | FixedReset Disc | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 22.61 Evaluated at bid price : 23.25 Bid-YTW : 5.08 % |
IAF.PR.I | FixedReset Ins Non | 2.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.16 Bid-YTW : 6.54 % |
MFC.PR.H | FixedReset Ins Non | 2.51 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.20 Bid-YTW : 6.57 % |
TRP.PR.B | FixedReset Disc | 2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 11.81 Evaluated at bid price : 11.81 Bid-YTW : 5.66 % |
TD.PF.D | FixedReset Disc | 2.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 20.53 Evaluated at bid price : 20.53 Bid-YTW : 5.08 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
TD.PF.M | FixedReset Disc | 125,945 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 23.17 Evaluated at bid price : 25.04 Bid-YTW : 4.95 % |
POW.PR.D | Perpetual-Discount | 72,032 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 22.05 Evaluated at bid price : 22.28 Bid-YTW : 5.64 % |
MFC.PR.R | FixedReset Ins Non | 70,063 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.18 Bid-YTW : 5.62 % |
BNS.PR.I | FixedReset Disc | 56,392 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.00 % |
TD.PF.D | FixedReset Disc | 55,432 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 20.53 Evaluated at bid price : 20.53 Bid-YTW : 5.08 % |
CM.PR.S | FixedReset Disc | 53,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-23 Maturity Price : 18.82 Evaluated at bid price : 18.82 Bid-YTW : 5.32 % |
There were 28 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
IAF.PR.G | FixedReset Ins Non | Quote: 20.63 – 21.10 Spot Rate : 0.4700 Average : 0.2764 YTW SCENARIO |
BMO.PR.Y | FixedReset Disc | Quote: 19.81 – 20.48 Spot Rate : 0.6700 Average : 0.4804 YTW SCENARIO |
BAM.PR.T | FixedReset Disc | Quote: 15.19 – 15.61 Spot Rate : 0.4200 Average : 0.2798 YTW SCENARIO |
BMO.PR.D | FixedReset Disc | Quote: 22.17 – 22.58 Spot Rate : 0.4100 Average : 0.2838 YTW SCENARIO |
PVS.PR.F | SplitShare | Quote: 25.30 – 25.59 Spot Rate : 0.2900 Average : 0.1839 YTW SCENARIO |
NA.PR.G | FixedReset Disc | Quote: 20.38 – 21.01 Spot Rate : 0.6300 Average : 0.5277 YTW SCENARIO |