HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
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 | -0.4725 % | 2,701.7 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4725 % | 4,957.4 |
Floater | 3.21 % | 3.23 % | 114,009 | 19.18 | 3 | -0.4725 % | 2,857.0 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0193 % | 3,693.2 |
SplitShare | 4.63 % | 3.96 % | 38,085 | 3.86 | 6 | -0.0193 % | 4,410.5 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0193 % | 3,441.3 |
Perpetual-Premium | 5.13 % | -7.96 % | 62,330 | 0.09 | 30 | 0.0989 % | 3,295.0 |
Perpetual-Discount | 4.63 % | 4.68 % | 41,809 | 16.01 | 4 | 0.0808 % | 3,937.1 |
FixedReset Disc | 4.03 % | 3.69 % | 139,770 | 18.05 | 40 | 0.2918 % | 2,790.2 |
Insurance Straight | 4.89 % | -0.77 % | 76,706 | 0.09 | 22 | 0.0463 % | 3,720.5 |
FloatingReset | 2.77 % | 3.03 % | 34,762 | 19.66 | 2 | -0.2157 % | 2,609.0 |
FixedReset Prem | 4.83 % | 3.21 % | 168,991 | 1.41 | 33 | 0.1644 % | 2,750.1 |
FixedReset Bank Non | 1.80 % | 1.91 % | 83,502 | 0.11 | 1 | 0.0799 % | 2,898.9 |
FixedReset Ins Non | 4.06 % | 3.54 % | 124,239 | 17.95 | 20 | 0.3788 % | 2,936.7 |
Performance Highlights | |||
Issue | Index | Change | Notes |
MFC.PR.N | FixedReset Ins Non | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-15 Maturity Price : 22.47 Evaluated at bid price : 23.17 Bid-YTW : 3.54 % |
SLF.PR.G | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-15 Maturity Price : 15.92 Evaluated at bid price : 15.92 Bid-YTW : 3.54 % |
TRP.PR.G | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-15 Maturity Price : 22.82 Evaluated at bid price : 24.00 Bid-YTW : 3.88 % |
MFC.PR.F | FixedReset Ins Non | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-15 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 3.33 % |
BIP.PR.A | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-15 Maturity Price : 22.74 Evaluated at bid price : 23.75 Bid-YTW : 4.58 % |
TRP.PR.C | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-15 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 3.88 % |
CM.PR.P | FixedReset Disc | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-15 Maturity Price : 22.84 Evaluated at bid price : 23.86 Bid-YTW : 3.38 % |
IFC.PR.A | FixedReset Ins Non | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-15 Maturity Price : 21.28 Evaluated at bid price : 21.56 Bid-YTW : 3.13 % |
BIP.PR.B | FixedReset Prem | 2.45 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 27.22 Bid-YTW : 3.41 % |
TRP.PR.A | FixedReset Disc | 2.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-15 Maturity Price : 18.68 Evaluated at bid price : 18.68 Bid-YTW : 4.00 % |
GWO.PR.N | FixedReset Ins Non | 2.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-15 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 3.34 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
RY.PR.H | FixedReset Disc | 152,110 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-15 Maturity Price : 22.89 Evaluated at bid price : 23.86 Bid-YTW : 3.38 % |
NA.PR.A | FixedReset Prem | 107,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 1.42 % |
TRP.PR.E | FixedReset Disc | 84,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-15 Maturity Price : 20.71 Evaluated at bid price : 20.71 Bid-YTW : 4.07 % |
BNS.PR.G | FixedReset Prem | 83,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 4.25 % |
BMO.PR.S | FixedReset Disc | 77,970 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-15 Maturity Price : 23.02 Evaluated at bid price : 24.05 Bid-YTW : 3.43 % |
BAM.PR.T | FixedReset Disc | 73,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-15 Maturity Price : 19.44 Evaluated at bid price : 19.44 Bid-YTW : 4.21 % |
There were 17 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
BIP.PR.A | FixedReset Disc | Quote: 23.75 – 24.70 Spot Rate : 0.9500 Average : 0.7761 YTW SCENARIO |
GWO.PR.R | Insurance Straight | Quote: 25.15 – 25.50 Spot Rate : 0.3500 Average : 0.2227 YTW SCENARIO |
GWO.PR.N | FixedReset Ins Non | Quote: 16.00 – 16.50 Spot Rate : 0.5000 Average : 0.3981 YTW SCENARIO |
GWO.PR.G | Insurance Straight | Quote: 25.32 – 25.65 Spot Rate : 0.3300 Average : 0.2359 YTW SCENARIO |
TRP.PR.B | FixedReset Disc | Quote: 13.55 – 14.10 Spot Rate : 0.5500 Average : 0.4633 YTW SCENARIO |
BAM.PR.B | Floater | Quote: 13.30 – 13.85 Spot Rate : 0.5500 Average : 0.4696 YTW SCENARIO |