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 | 0.0433 % | 1,994.8 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0433 % | 3,660.3 |
Floater | 5.99 % | 6.06 % | 39,640 | 13.79 | 4 | 0.0433 % | 2,109.4 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1071 % | 3,347.8 |
SplitShare | 4.65 % | 4.59 % | 76,042 | 4.11 | 7 | 0.1071 % | 3,998.0 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1071 % | 3,119.4 |
Perpetual-Premium | 5.61 % | -18.36 % | 58,671 | 0.09 | 7 | 0.0842 % | 2,989.8 |
Perpetual-Discount | 5.44 % | 5.58 % | 57,098 | 14.52 | 25 | -0.0346 % | 3,129.7 |
FixedReset Disc | 5.40 % | 5.21 % | 162,651 | 14.99 | 69 | 0.0485 % | 2,132.8 |
Deemed-Retractible | 5.22 % | 5.88 % | 68,803 | 7.94 | 27 | -0.1875 % | 3,118.2 |
FloatingReset | 4.06 % | 4.41 % | 35,768 | 2.41 | 4 | -0.4483 % | 2,344.6 |
FixedReset Prem | 5.13 % | 3.61 % | 161,839 | 1.88 | 17 | 0.1626 % | 2,603.0 |
FixedReset Bank Non | 1.97 % | 3.95 % | 90,147 | 2.42 | 3 | -0.0139 % | 2,659.0 |
FixedReset Ins Non | 5.24 % | 7.39 % | 85,605 | 8.03 | 22 | 0.1968 % | 2,175.1 |
Performance Highlights | |||
Issue | Index | Change | Notes |
BAM.PF.B | FixedReset Disc | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-30 Maturity Price : 17.02 Evaluated at bid price : 17.02 Bid-YTW : 6.18 % |
MFC.PR.K | FixedReset Ins Non | -1.61 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.30 Bid-YTW : 7.91 % |
PWF.PR.F | Perpetual-Discount | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-30 Maturity Price : 23.07 Evaluated at bid price : 23.33 Bid-YTW : 5.65 % |
HSE.PR.A | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-30 Maturity Price : 12.07 Evaluated at bid price : 12.07 Bid-YTW : 6.38 % |
SLF.PR.J | FloatingReset | -1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.27 Bid-YTW : 10.65 % |
BIP.PR.F | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-30 Maturity Price : 21.38 Evaluated at bid price : 21.69 Bid-YTW : 5.94 % |
IFC.PR.E | Deemed-Retractible | -1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.66 Bid-YTW : 5.99 % |
BIP.PR.B | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.11 Bid-YTW : 5.53 % |
IFC.PR.C | FixedReset Ins Non | 1.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.55 Bid-YTW : 7.55 % |
BAM.PR.C | Floater | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-30 Maturity Price : 11.55 Evaluated at bid price : 11.55 Bid-YTW : 6.06 % |
PWF.PR.T | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-30 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 5.30 % |
MFC.PR.N | FixedReset Ins Non | 1.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.18 Bid-YTW : 8.33 % |
SLF.PR.H | FixedReset Ins Non | 1.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.35 Bid-YTW : 8.49 % |
NA.PR.W | FixedReset Disc | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-30 Maturity Price : 16.85 Evaluated at bid price : 16.85 Bid-YTW : 5.44 % |
BMO.PR.C | FixedReset Disc | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-30 Maturity Price : 22.79 Evaluated at bid price : 23.58 Bid-YTW : 5.01 % |
TRP.PR.B | FixedReset Disc | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-30 Maturity Price : 11.37 Evaluated at bid price : 11.37 Bid-YTW : 5.91 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
RY.PR.H | FixedReset Disc | 53,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-30 Maturity Price : 18.22 Evaluated at bid price : 18.22 Bid-YTW : 5.03 % |
BMO.PR.S | FixedReset Disc | 43,722 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-30 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 5.21 % |
PWF.PR.R | Perpetual-Premium | 42,401 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.02 Bid-YTW : 5.45 % |
NA.PR.W | FixedReset Disc | 32,310 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-30 Maturity Price : 16.85 Evaluated at bid price : 16.85 Bid-YTW : 5.44 % |
SLF.PR.G | FixedReset Ins Non | 25,100 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.65 Bid-YTW : 9.85 % |
CM.PR.R | FixedReset Disc | 24,415 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-30 Maturity Price : 22.08 Evaluated at bid price : 22.45 Bid-YTW : 5.25 % |
There were 17 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
PWF.PR.F | Perpetual-Discount | Quote: 23.33 – 23.76 Spot Rate : 0.4300 Average : 0.2470 YTW SCENARIO |
HSE.PR.E | FixedReset Disc | Quote: 19.38 – 19.88 Spot Rate : 0.5000 Average : 0.3281 YTW SCENARIO |
BNS.PR.F | FloatingReset | Quote: 24.17 – 24.68 Spot Rate : 0.5100 Average : 0.3549 YTW SCENARIO |
TRP.PR.A | FixedReset Disc | Quote: 13.63 – 13.99 Spot Rate : 0.3600 Average : 0.2459 YTW SCENARIO |
PWF.PR.Z | Perpetual-Discount | Quote: 22.85 – 23.30 Spot Rate : 0.4500 Average : 0.3403 YTW SCENARIO |
HSE.PR.A | FixedReset Disc | Quote: 12.07 – 12.39 Spot Rate : 0.3200 Average : 0.2112 YTW SCENARIO |