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 | -1.6085 % | 2,684.1 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.6085 % | 4,925.2 |
Floater | 3.24 % | 3.26 % | 121,705 | 19.10 | 3 | -1.6085 % | 2,838.4 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2254 % | 3,684.9 |
SplitShare | 4.64 % | 4.04 % | 38,023 | 3.85 | 6 | -0.2254 % | 4,400.6 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2254 % | 3,433.5 |
Perpetual-Premium | 5.20 % | -13.38 % | 63,865 | 0.09 | 25 | -0.0794 % | 3,279.3 |
Perpetual-Discount | 4.74 % | 4.83 % | 97,350 | 15.79 | 8 | -0.0454 % | 3,931.1 |
FixedReset Disc | 4.07 % | 3.54 % | 150,057 | 18.24 | 40 | -0.8017 % | 2,757.0 |
Insurance Straight | 4.92 % | 2.57 % | 79,573 | 0.09 | 22 | -0.1858 % | 3,702.8 |
FloatingReset | 2.88 % | 3.17 % | 37,006 | 19.30 | 2 | -1.1772 % | 2,569.5 |
FixedReset Prem | 4.86 % | 3.51 % | 173,372 | 2.50 | 33 | 0.0130 % | 2,737.1 |
FixedReset Bank Non | 1.80 % | 1.72 % | 89,048 | 0.10 | 1 | 0.1598 % | 2,900.1 |
FixedReset Ins Non | 4.11 % | 3.50 % | 134,104 | 18.18 | 20 | -0.4605 % | 2,902.1 |
Performance Highlights | |||
Issue | Index | Change | Notes |
MFC.PR.F | FixedReset Ins Non | -7.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 3.48 % |
PWF.PR.P | FixedReset Disc | -5.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 3.62 % |
TRP.PR.C | FixedReset Disc | -3.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 14.42 Evaluated at bid price : 14.42 Bid-YTW : 3.92 % |
TRP.PR.B | FixedReset Disc | -3.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 13.01 Evaluated at bid price : 13.01 Bid-YTW : 3.88 % |
BIP.PR.A | FixedReset Disc | -3.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 22.35 Evaluated at bid price : 23.00 Bid-YTW : 4.65 % |
BAM.PF.F | FixedReset Disc | -2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 22.45 Evaluated at bid price : 23.05 Bid-YTW : 4.02 % |
SLF.PR.G | FixedReset Ins Non | -2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 15.60 Evaluated at bid price : 15.60 Bid-YTW : 3.45 % |
BAM.PR.X | FixedReset Disc | -2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 3.98 % |
TRP.PR.G | FixedReset Disc | -2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 22.45 Evaluated at bid price : 23.25 Bid-YTW : 3.93 % |
TRP.PR.E | FixedReset Disc | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 4.05 % |
TRP.PR.F | FloatingReset | -1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 3.17 % |
GWO.PR.N | FixedReset Ins Non | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 15.60 Evaluated at bid price : 15.60 Bid-YTW : 3.26 % |
TRP.PR.D | FixedReset Disc | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 4.05 % |
BAM.PR.C | Floater | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 13.24 Evaluated at bid price : 13.24 Bid-YTW : 3.26 % |
BAM.PF.G | FixedReset Disc | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 21.76 Evaluated at bid price : 22.10 Bid-YTW : 4.04 % |
BAM.PR.B | Floater | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 13.40 Evaluated at bid price : 13.40 Bid-YTW : 3.22 % |
BAM.PF.E | FixedReset Disc | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 20.93 Evaluated at bid price : 20.93 Bid-YTW : 4.09 % |
IFC.PR.C | FixedReset Ins Non | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 23.24 Evaluated at bid price : 24.28 Bid-YTW : 3.51 % |
IFC.PR.F | Insurance Straight | -1.41 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-09-30 Maturity Price : 25.25 Evaluated at bid price : 25.88 Bid-YTW : 4.69 % |
BAM.PR.K | Floater | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 13.12 Evaluated at bid price : 13.12 Bid-YTW : 3.29 % |
CM.PR.P | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 22.81 Evaluated at bid price : 23.80 Bid-YTW : 3.28 % |
TD.PF.I | FixedReset Prem | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 23.83 Evaluated at bid price : 25.05 Bid-YTW : 3.76 % |
BIP.PR.E | FixedReset Prem | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 23.69 Evaluated at bid price : 25.06 Bid-YTW : 4.95 % |
TD.PF.M | FixedReset Prem | 1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.11 Bid-YTW : 3.51 % |
NA.PR.S | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 23.00 Evaluated at bid price : 24.00 Bid-YTW : 3.36 % |
TD.PF.L | FixedReset Prem | 1.31 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.23 Bid-YTW : 3.28 % |
TD.PF.B | FixedReset Disc | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 22.78 Evaluated at bid price : 23.61 Bid-YTW : 3.28 % |
NA.PR.C | FixedReset Prem | 1.60 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.41 Bid-YTW : 2.94 % |
SLF.PR.H | FixedReset Ins Non | 3.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 22.46 Evaluated at bid price : 23.35 Bid-YTW : 3.12 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
TD.PF.H | FixedReset Prem | 63,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.18 Bid-YTW : 1.75 % |
IFC.PR.C | FixedReset Ins Non | 45,087 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 23.24 Evaluated at bid price : 24.28 Bid-YTW : 3.51 % |
NA.PR.A | FixedReset Prem | 39,704 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-14 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 3.64 % |
CM.PR.P | FixedReset Disc | 32,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-19 Maturity Price : 22.81 Evaluated at bid price : 23.80 Bid-YTW : 3.28 % |
BMO.PR.C | FixedReset Prem | 30,221 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.58 Bid-YTW : 2.52 % |
TD.PF.L | FixedReset Prem | 26,730 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.23 Bid-YTW : 3.28 % |
There were 15 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
PWF.PR.P | FixedReset Disc | Quote: 16.00 – 18.00 Spot Rate : 2.0000 Average : 1.2879 YTW SCENARIO |
MFC.PR.F | FixedReset Ins Non | Quote: 16.25 – 17.60 Spot Rate : 1.3500 Average : 0.8100 YTW SCENARIO |
IFC.PR.F | Insurance Straight | Quote: 25.88 – 27.00 Spot Rate : 1.1200 Average : 0.7705 YTW SCENARIO |
BAM.PR.T | FixedReset Disc | Quote: 19.20 – 19.99 Spot Rate : 0.7900 Average : 0.5233 YTW SCENARIO |
TRP.PR.B | FixedReset Disc | Quote: 13.01 – 13.95 Spot Rate : 0.9400 Average : 0.7467 YTW SCENARIO |
BAM.PF.F | FixedReset Disc | Quote: 23.05 – 23.60 Spot Rate : 0.5500 Average : 0.4121 YTW SCENARIO |