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 | 2.4198 % | 2,714.5 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.4198 % | 4,980.9 |
Floater | 3.20 % | 3.21 % | 111,284 | 19.22 | 3 | 2.4198 % | 2,870.5 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0258 % | 3,694.0 |
SplitShare | 4.63 % | 3.98 % | 38,592 | 3.86 | 6 | 0.0258 % | 4,411.4 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0258 % | 3,441.9 |
Perpetual-Premium | 5.14 % | -7.24 % | 63,215 | 0.09 | 30 | 0.0729 % | 3,291.7 |
Perpetual-Discount | 4.63 % | 4.69 % | 42,197 | 16.00 | 4 | 0.2836 % | 3,933.9 |
FixedReset Disc | 4.04 % | 3.70 % | 133,305 | 18.04 | 40 | 0.1400 % | 2,782.1 |
Insurance Straight | 4.89 % | -0.27 % | 76,429 | 0.09 | 22 | 0.1231 % | 3,718.7 |
FloatingReset | 2.76 % | 3.05 % | 35,192 | 19.63 | 2 | 0.2780 % | 2,614.6 |
FixedReset Prem | 4.84 % | 3.24 % | 169,864 | 1.41 | 33 | -0.0248 % | 2,745.6 |
FixedReset Bank Non | 1.80 % | 2.21 % | 84,695 | 0.54 | 1 | 0.0400 % | 2,896.6 |
FixedReset Ins Non | 4.07 % | 3.54 % | 114,907 | 17.92 | 20 | -0.0995 % | 2,925.6 |
Performance Highlights | |||
Issue | Index | Change | Notes |
GWO.PR.N | FixedReset Ins Non | -1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-14 Maturity Price : 15.56 Evaluated at bid price : 15.56 Bid-YTW : 3.43 % |
BAM.PR.B | Floater | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-14 Maturity Price : 13.42 Evaluated at bid price : 13.42 Bid-YTW : 3.21 % |
GWO.PR.S | Insurance Straight | 1.53 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-13 Maturity Price : 25.50 Evaluated at bid price : 26.60 Bid-YTW : -39.41 % |
TRP.PR.G | FixedReset Disc | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-14 Maturity Price : 22.66 Evaluated at bid price : 23.65 Bid-YTW : 3.95 % |
BIP.PR.A | FixedReset Disc | 3.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-14 Maturity Price : 22.57 Evaluated at bid price : 23.40 Bid-YTW : 4.66 % |
BAM.PR.K | Floater | 5.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-14 Maturity Price : 13.35 Evaluated at bid price : 13.35 Bid-YTW : 3.23 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
PWF.PR.P | FixedReset Disc | 95,765 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-14 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 3.54 % |
SLF.PR.D | Insurance Straight | 52,547 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-14 Maturity Price : 24.68 Evaluated at bid price : 25.00 Bid-YTW : 4.46 % |
BMO.PR.S | FixedReset Disc | 38,265 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-14 Maturity Price : 22.99 Evaluated at bid price : 24.00 Bid-YTW : 3.44 % |
TD.PF.B | FixedReset Disc | 32,338 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-14 Maturity Price : 22.83 Evaluated at bid price : 23.71 Bid-YTW : 3.38 % |
RY.PR.J | FixedReset Disc | 31,634 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-14 Maturity Price : 22.96 Evaluated at bid price : 24.20 Bid-YTW : 3.65 % |
GWO.PR.N | FixedReset Ins Non | 31,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-14 Maturity Price : 15.56 Evaluated at bid price : 15.56 Bid-YTW : 3.43 % |
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-Premium | Quote: 25.45 – 26.15 Spot Rate : 0.7000 Average : 0.4124 YTW SCENARIO |
TRP.PR.B | FixedReset Disc | Quote: 13.56 – 14.10 Spot Rate : 0.5400 Average : 0.3682 YTW SCENARIO |
CM.PR.T | FixedReset Prem | Quote: 25.84 – 26.25 Spot Rate : 0.4100 Average : 0.2588 YTW SCENARIO |
BAM.PR.R | FixedReset Disc | Quote: 19.09 – 19.65 Spot Rate : 0.5600 Average : 0.4293 YTW SCENARIO |
BIP.PR.F | FixedReset Prem | Quote: 25.35 – 25.80 Spot Rate : 0.4500 Average : 0.3229 YTW SCENARIO |
IFC.PR.A | FixedReset Ins Non | Quote: 21.15 – 21.90 Spot Rate : 0.7500 Average : 0.6325 YTW SCENARIO |