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 | 0.3029 % | 2,682.7 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3029 % | 4,922.7 |
Floater | 3.24 % | 3.25 % | 102,081 | 19.12 | 3 | 0.3029 % | 2,837.0 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1223 % | 3,700.1 |
SplitShare | 4.62 % | 3.74 % | 40,796 | 3.36 | 6 | 0.1223 % | 4,418.8 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1223 % | 3,447.7 |
Perpetual-Premium | 5.14 % | -6.21 % | 63,372 | 0.09 | 30 | 0.0508 % | 3,288.4 |
Perpetual-Discount | 4.66 % | 4.67 % | 44,967 | 16.04 | 4 | -0.4848 % | 3,914.8 |
FixedReset Disc | 4.05 % | 3.68 % | 130,347 | 18.02 | 40 | 0.1832 % | 2,773.3 |
Insurance Straight | 4.90 % | 0.94 % | 78,345 | 0.09 | 22 | -0.0410 % | 3,716.3 |
FloatingReset | 2.77 % | 3.05 % | 36,376 | 19.63 | 2 | 0.5275 % | 2,609.8 |
FixedReset Prem | 4.83 % | 2.98 % | 178,961 | 1.43 | 33 | 0.0803 % | 2,751.6 |
FixedReset Bank Non | 1.80 % | 1.98 % | 86,490 | 0.13 | 1 | 0.0799 % | 2,897.8 |
FixedReset Ins Non | 4.07 % | 3.55 % | 116,696 | 17.95 | 20 | 0.0325 % | 2,925.4 |
Performance Highlights | |||
Issue | Index | Change | Notes |
CU.PR.F | Perpetual-Discount | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-09 Maturity Price : 24.15 Evaluated at bid price : 24.40 Bid-YTW : 4.65 % |
GWO.PR.N | FixedReset Ins Non | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-09 Maturity Price : 15.62 Evaluated at bid price : 15.62 Bid-YTW : 3.42 % |
RY.PR.P | Perpetual-Premium | -1.08 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-08 Maturity Price : 26.00 Evaluated at bid price : 26.51 Bid-YTW : -10.64 % |
TRP.PR.A | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-09 Maturity Price : 18.58 Evaluated at bid price : 18.58 Bid-YTW : 4.02 % |
TD.PF.E | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-09 Maturity Price : 22.91 Evaluated at bid price : 24.20 Bid-YTW : 3.71 % |
BAM.PR.X | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-09 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 4.02 % |
IFC.PR.C | FixedReset Ins Non | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-09 Maturity Price : 23.87 Evaluated at bid price : 24.75 Bid-YTW : 3.58 % |
BIP.PR.B | FixedReset Prem | 1.50 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 27.00 Bid-YTW : 3.61 % |
TRP.PR.G | FixedReset Disc | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-09 Maturity Price : 22.68 Evaluated at bid price : 23.70 Bid-YTW : 3.94 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
NA.PR.A | FixedReset Prem | 196,820 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 1.19 % |
BMO.PR.S | FixedReset Disc | 102,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-09 Maturity Price : 22.93 Evaluated at bid price : 23.86 Bid-YTW : 3.47 % |
PWF.PR.K | Perpetual-Premium | 86,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-08 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 1.32 % |
IFC.PR.A | FixedReset Ins Non | 69,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-09 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 3.22 % |
BIP.PR.D | FixedReset Prem | 28,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 2.96 % |
TD.PF.H | FixedReset Prem | 22,550 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 1.34 % |
There were 8 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
CU.PR.I | FixedReset Prem | Quote: 26.51 – 27.22 Spot Rate : 0.7100 Average : 0.5447 YTW SCENARIO |
CU.PR.F | Perpetual-Discount | Quote: 24.40 – 24.99 Spot Rate : 0.5900 Average : 0.4288 YTW SCENARIO |
TRP.PR.F | FloatingReset | Quote: 16.90 – 17.70 Spot Rate : 0.8000 Average : 0.6487 YTW SCENARIO |
IAF.PR.B | Insurance Straight | Quote: 25.10 – 25.50 Spot Rate : 0.4000 Average : 0.2660 YTW SCENARIO |
RY.PR.P | Perpetual-Premium | Quote: 26.51 – 26.80 Spot Rate : 0.2900 Average : 0.1805 YTW SCENARIO |
IFC.PR.F | Insurance Straight | Quote: 26.17 – 26.50 Spot Rate : 0.3300 Average : 0.2328 YTW SCENARIO |