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 % | 1,634.0 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 2,998.3 |
Floater | 5.21 % | 5.26 % | 38,717 | 15.05 | 3 | 0.0000 % | 1,727.9 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0347 % | 3,531.4 |
SplitShare | 4.80 % | 4.77 % | 50,876 | 3.54 | 8 | -0.0347 % | 4,217.3 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0347 % | 3,290.5 |
Perpetual-Premium | 5.31 % | 0.98 % | 89,287 | 0.09 | 17 | -0.0207 % | 3,191.3 |
Perpetual-Discount | 5.12 % | 5.08 % | 80,366 | 15.29 | 17 | -0.0660 % | 3,591.1 |
FixedReset Disc | 5.45 % | 4.15 % | 135,063 | 16.52 | 65 | 0.5772 % | 2,121.3 |
Deemed-Retractible | 5.10 % | 4.91 % | 117,591 | 15.21 | 22 | 0.2942 % | 3,481.5 |
FloatingReset | 1.97 % | 2.27 % | 47,299 | 1.25 | 3 | 0.2526 % | 1,798.8 |
FixedReset Prem | 5.20 % | 3.16 % | 266,003 | 0.78 | 14 | 0.1155 % | 2,653.1 |
FixedReset Bank Non | 1.94 % | 2.09 % | 145,425 | 1.24 | 2 | 0.0402 % | 2,861.2 |
FixedReset Ins Non | 5.45 % | 4.21 % | 78,816 | 16.48 | 22 | 0.1734 % | 2,216.9 |
Performance Highlights | |||
Issue | Index | Change | Notes |
BAM.PF.E | FixedReset Disc | -2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-27 Maturity Price : 14.58 Evaluated at bid price : 14.58 Bid-YTW : 5.38 % |
BAM.PR.X | FixedReset Disc | -1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-27 Maturity Price : 10.86 Evaluated at bid price : 10.86 Bid-YTW : 5.20 % |
MFC.PR.M | FixedReset Ins Non | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-27 Maturity Price : 17.89 Evaluated at bid price : 17.89 Bid-YTW : 4.20 % |
IAF.PR.G | FixedReset Ins Non | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-27 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 4.41 % |
BAM.PF.B | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-27 Maturity Price : 15.81 Evaluated at bid price : 15.81 Bid-YTW : 5.30 % |
IAF.PR.B | Deemed-Retractible | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-27 Maturity Price : 23.58 Evaluated at bid price : 23.85 Bid-YTW : 4.86 % |
TD.PF.I | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-27 Maturity Price : 22.13 Evaluated at bid price : 22.37 Bid-YTW : 3.91 % |
MFC.PR.N | FixedReset Ins Non | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-27 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 4.15 % |
SLF.PR.D | Deemed-Retractible | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-27 Maturity Price : 22.98 Evaluated at bid price : 23.25 Bid-YTW : 4.82 % |
NA.PR.S | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-27 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 4.26 % |
BIP.PR.B | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-27 Maturity Price : 23.34 Evaluated at bid price : 24.40 Bid-YTW : 5.65 % |
TD.PF.E | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-27 Maturity Price : 20.31 Evaluated at bid price : 20.31 Bid-YTW : 4.02 % |
CM.PR.Q | FixedReset Disc | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-27 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 4.15 % |
SLF.PR.B | Deemed-Retractible | 4.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-27 Maturity Price : 24.50 Evaluated at bid price : 24.75 Bid-YTW : 4.89 % |
MFC.PR.F | FixedReset Ins Non | 5.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-27 Maturity Price : 10.84 Evaluated at bid price : 10.84 Bid-YTW : 4.20 % |
RY.PR.M | FixedReset Disc | 55.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-27 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 4.04 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
TD.PF.H | FixedReset Prem | 68,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 3.60 % |
TD.PF.M | FixedReset Disc | 60,102 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-27 Maturity Price : 23.33 Evaluated at bid price : 25.15 Bid-YTW : 4.03 % |
BMO.PR.S | FixedReset Disc | 52,999 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-27 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 4.12 % |
RY.PR.M | FixedReset Disc | 50,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-27 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 4.04 % |
IFC.PR.G | FixedReset Ins Non | 36,740 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-27 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 4.46 % |
TD.PF.E | FixedReset Disc | 33,266 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-27 Maturity Price : 20.31 Evaluated at bid price : 20.31 Bid-YTW : 4.02 % |
There were 17 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: 18.75 – 25.00 Spot Rate : 6.2500 Average : 3.6684 YTW SCENARIO |
MFC.PR.G | FixedReset Ins Non | Quote: 19.85 – 20.49 Spot Rate : 0.6400 Average : 0.4654 YTW SCENARIO |
BAM.PF.D | Perpetual-Discount | Quote: 23.25 – 23.63 Spot Rate : 0.3800 Average : 0.2205 YTW SCENARIO |
MFC.PR.K | FixedReset Ins Non | Quote: 17.42 – 17.90 Spot Rate : 0.4800 Average : 0.3330 YTW SCENARIO |
MFC.PR.M | FixedReset Ins Non | Quote: 17.89 – 18.29 Spot Rate : 0.4000 Average : 0.2562 YTW SCENARIO |
SLF.PR.A | Deemed-Retractible | Quote: 24.25 – 24.75 Spot Rate : 0.5000 Average : 0.3723 YTW SCENARIO |