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 | 1.1394 % | 1,993.9 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1394 % | 3,658.7 |
Floater | 5.99 % | 6.11 % | 40,112 | 13.71 | 4 | 1.1394 % | 2,108.5 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1694 % | 3,344.2 |
SplitShare | 4.66 % | 4.63 % | 75,790 | 4.11 | 7 | 0.1694 % | 3,993.7 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1694 % | 3,116.0 |
Perpetual-Premium | 5.61 % | -17.66 % | 58,999 | 0.09 | 7 | 0.0281 % | 2,987.3 |
Perpetual-Discount | 5.44 % | 5.56 % | 56,934 | 14.53 | 25 | -0.0138 % | 3,130.8 |
FixedReset Disc | 5.40 % | 5.18 % | 163,790 | 14.98 | 69 | -0.1080 % | 2,131.8 |
Deemed-Retractible | 5.21 % | 5.84 % | 67,891 | 7.94 | 27 | -0.0047 % | 3,124.1 |
FloatingReset | 4.04 % | 4.27 % | 35,999 | 2.41 | 4 | -0.1711 % | 2,355.2 |
FixedReset Prem | 5.13 % | 3.82 % | 162,734 | 1.89 | 17 | 0.0481 % | 2,598.8 |
FixedReset Bank Non | 1.97 % | 3.99 % | 91,449 | 2.42 | 3 | 0.0556 % | 2,659.4 |
FixedReset Ins Non | 5.25 % | 7.39 % | 85,899 | 8.03 | 22 | -0.1701 % | 2,170.8 |
Performance Highlights | |||
Issue | Index | Change | Notes |
TRP.PR.B | FixedReset Disc | -3.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-29 Maturity Price : 11.17 Evaluated at bid price : 11.17 Bid-YTW : 6.01 % |
IFC.PR.A | FixedReset Ins Non | -2.88 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.83 Bid-YTW : 9.53 % |
SLF.PR.H | FixedReset Ins Non | -1.77 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.11 Bid-YTW : 8.67 % |
NA.PR.W | FixedReset Disc | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-29 Maturity Price : 16.58 Evaluated at bid price : 16.58 Bid-YTW : 5.53 % |
TRP.PR.G | FixedReset Disc | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-29 Maturity Price : 18.06 Evaluated at bid price : 18.06 Bid-YTW : 6.08 % |
BMO.PR.Y | FixedReset Disc | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-29 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.20 % |
BIP.PR.D | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-29 Maturity Price : 21.63 Evaluated at bid price : 22.05 Bid-YTW : 5.89 % |
CM.PR.Q | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-29 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.47 % |
MFC.PR.L | FixedReset Ins Non | -1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.30 Bid-YTW : 8.21 % |
CU.PR.F | Perpetual-Discount | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-29 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 5.40 % |
BAM.PR.T | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-29 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 6.15 % |
CM.PR.P | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-29 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 5.38 % |
BAM.PF.E | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-29 Maturity Price : 16.18 Evaluated at bid price : 16.18 Bid-YTW : 6.22 % |
HSE.PR.E | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-29 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 6.44 % |
BAM.PF.A | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-29 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.96 % |
RY.PR.S | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-29 Maturity Price : 20.94 Evaluated at bid price : 20.94 Bid-YTW : 4.82 % |
CCS.PR.C | Deemed-Retractible | 1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.55 Bid-YTW : 5.31 % |
MFC.PR.K | FixedReset Ins Non | 1.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.60 Bid-YTW : 7.70 % |
TD.PF.D | FixedReset Disc | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-29 Maturity Price : 20.76 Evaluated at bid price : 20.76 Bid-YTW : 5.04 % |
BAM.PR.K | Floater | 2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-29 Maturity Price : 11.45 Evaluated at bid price : 11.45 Bid-YTW : 6.11 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
TD.PF.C | FixedReset Disc | 72,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-29 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 5.10 % |
NA.PR.S | FixedReset Disc | 55,091 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-29 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 5.38 % |
BMO.PR.D | FixedReset Disc | 34,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-29 Maturity Price : 21.99 Evaluated at bid price : 22.33 Bid-YTW : 5.15 % |
BMO.PR.W | FixedReset Disc | 28,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-29 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 5.18 % |
TD.PF.M | FixedReset Disc | 28,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-29 Maturity Price : 23.18 Evaluated at bid price : 25.05 Bid-YTW : 4.96 % |
NA.PR.W | FixedReset Disc | 27,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-29 Maturity Price : 16.58 Evaluated at bid price : 16.58 Bid-YTW : 5.53 % |
There were 10 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
IFC.PR.A | FixedReset Ins Non | Quote: 14.83 – 15.49 Spot Rate : 0.6600 Average : 0.4322 YTW SCENARIO |
BAM.PR.X | FixedReset Disc | Quote: 12.90 – 13.35 Spot Rate : 0.4500 Average : 0.2956 YTW SCENARIO |
TRP.PR.B | FixedReset Disc | Quote: 11.17 – 11.63 Spot Rate : 0.4600 Average : 0.3076 YTW SCENARIO |
IAF.PR.I | FixedReset Ins Non | Quote: 21.10 – 21.61 Spot Rate : 0.5100 Average : 0.3608 YTW SCENARIO |
TD.PF.K | FixedReset Disc | Quote: 20.30 – 20.65 Spot Rate : 0.3500 Average : 0.2218 YTW SCENARIO |
BAM.PF.H | FixedReset Prem | Quote: 25.55 – 25.90 Spot Rate : 0.3500 Average : 0.2235 YTW SCENARIO |