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 | 0.0000 % | 1,595.2 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 2,927.1 |
Floater | 5.24 % | 5.32 % | 59,309 | 14.90 | 3 | 0.0000 % | 1,686.9 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2682 % | 3,511.4 |
SplitShare | 4.70 % | 4.24 % | 39,835 | 3.27 | 8 | -0.2682 % | 4,193.3 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2682 % | 3,271.8 |
Perpetual-Premium | 5.56 % | 4.67 % | 81,986 | 4.01 | 4 | 0.0298 % | 3,096.1 |
Perpetual-Discount | 5.42 % | 5.59 % | 78,773 | 14.39 | 31 | 0.1205 % | 3,365.4 |
FixedReset Disc | 5.57 % | 4.36 % | 123,913 | 16.08 | 67 | 0.2549 % | 2,058.5 |
Deemed-Retractible | 5.20 % | 5.30 % | 92,690 | 14.62 | 27 | 0.0031 % | 3,300.7 |
FloatingReset | 2.90 % | 2.13 % | 39,760 | 1.42 | 3 | 0.0225 % | 1,774.1 |
FixedReset Prem | 5.27 % | 4.39 % | 221,622 | 0.90 | 11 | -0.1474 % | 2,610.6 |
FixedReset Bank Non | 1.97 % | 2.38 % | 111,296 | 1.42 | 2 | -0.6263 % | 2,817.7 |
FixedReset Ins Non | 5.85 % | 4.67 % | 87,242 | 15.79 | 22 | -0.0699 % | 2,054.3 |
Performance Highlights | |||
Issue | Index | Change | Notes |
TD.PF.D | FixedReset Disc | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-21 Maturity Price : 18.77 Evaluated at bid price : 18.77 Bid-YTW : 4.31 % |
TRP.PR.K | FixedReset Disc | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-21 Maturity Price : 23.81 Evaluated at bid price : 24.15 Bid-YTW : 5.07 % |
EIT.PR.B | SplitShare | -1.77 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2025-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 4.75 % |
MFC.PR.F | FixedReset Ins Non | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-21 Maturity Price : 9.81 Evaluated at bid price : 9.81 Bid-YTW : 4.70 % |
TRP.PR.A | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-21 Maturity Price : 12.19 Evaluated at bid price : 12.19 Bid-YTW : 5.52 % |
MFC.PR.H | FixedReset Ins Non | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-21 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 4.68 % |
BMO.PR.Q | FixedReset Bank Non | -1.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.34 Bid-YTW : 3.61 % |
IFC.PR.G | FixedReset Ins Non | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-21 Maturity Price : 17.53 Evaluated at bid price : 17.53 Bid-YTW : 4.75 % |
TRP.PR.C | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-21 Maturity Price : 9.00 Evaluated at bid price : 9.00 Bid-YTW : 5.52 % |
CM.PR.R | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-21 Maturity Price : 22.20 Evaluated at bid price : 22.50 Bid-YTW : 4.31 % |
MFC.PR.M | FixedReset Ins Non | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-21 Maturity Price : 16.15 Evaluated at bid price : 16.15 Bid-YTW : 4.67 % |
BAM.PR.R | FixedReset Disc | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-21 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 5.34 % |
TD.PF.E | FixedReset Disc | 7.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-21 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 4.11 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
NA.PR.S | FixedReset Disc | 57,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-21 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 4.44 % |
BMO.PR.C | FixedReset Disc | 41,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-21 Maturity Price : 22.78 Evaluated at bid price : 23.15 Bid-YTW : 4.11 % |
BAM.PR.R | FixedReset Disc | 37,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-21 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 5.34 % |
GWO.PR.M | Deemed-Retractible | 34,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-21 Maturity Price : 24.87 Evaluated at bid price : 25.18 Bid-YTW : 5.84 % |
CM.PR.S | FixedReset Disc | 30,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-21 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 4.14 % |
CM.PR.Q | FixedReset Disc | 21,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-08-21 Maturity Price : 18.46 Evaluated at bid price : 18.46 Bid-YTW : 4.36 % |
There were 10 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
TD.PF.D | FixedReset Disc | Quote: 18.77 – 19.69 Spot Rate : 0.9200 Average : 0.6175 YTW SCENARIO |
TRP.PR.A | FixedReset Disc | Quote: 12.19 – 12.59 Spot Rate : 0.4000 Average : 0.2558 YTW SCENARIO |
BMO.PR.W | FixedReset Disc | Quote: 17.65 – 18.08 Spot Rate : 0.4300 Average : 0.2963 YTW SCENARIO |
BMO.PR.Q | FixedReset Bank Non | Quote: 24.34 – 24.80 Spot Rate : 0.4600 Average : 0.3277 YTW SCENARIO |
BIK.PR.A | FixedReset Disc | Quote: 25.00 – 25.34 Spot Rate : 0.3400 Average : 0.2122 YTW SCENARIO |
EIT.PR.A | SplitShare | Quote: 25.40 – 27.00 Spot Rate : 1.6000 Average : 1.4911 YTW SCENARIO |