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 | 0.2336 % | 2,607.1 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2336 % | 4,784.0 |
Floater | 3.33 % | 3.36 % | 65,299 | 18.80 | 3 | 0.2336 % | 2,757.0 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0222 % | 3,685.7 |
SplitShare | 4.60 % | 3.73 % | 27,265 | 3.26 | 7 | -0.0222 % | 4,401.6 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0222 % | 3,434.3 |
Perpetual-Premium | 5.12 % | -24.01 % | 54,941 | 0.09 | 25 | 0.3076 % | 3,333.3 |
Perpetual-Discount | 4.66 % | 3.32 % | 74,988 | 0.58 | 8 | 0.1043 % | 3,998.0 |
FixedReset Disc | 3.93 % | 3.36 % | 130,391 | 17.96 | 40 | 0.0666 % | 2,853.0 |
Insurance Straight | 4.86 % | -7.50 % | 74,550 | 0.09 | 22 | -0.1132 % | 3,741.9 |
FloatingReset | 2.87 % | 3.16 % | 32,053 | 19.27 | 2 | -0.4641 % | 2,591.3 |
FixedReset Prem | 4.72 % | 2.36 % | 139,186 | 1.60 | 30 | -0.0294 % | 2,784.6 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0666 % | 2,916.3 |
FixedReset Ins Non | 4.03 % | 3.23 % | 99,702 | 18.34 | 20 | -0.0129 % | 2,954.3 |
Performance Highlights | |||
Issue | Index | Change | Notes |
PWF.PR.P | FixedReset Disc | -9.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-27 Maturity Price : 15.35 Evaluated at bid price : 15.35 Bid-YTW : 3.84 % |
MFC.PR.F | FixedReset Ins Non | -7.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-27 Maturity Price : 16.31 Evaluated at bid price : 16.31 Bid-YTW : 3.47 % |
IAF.PR.B | Insurance Straight | -4.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-27 Maturity Price : 23.63 Evaluated at bid price : 23.90 Bid-YTW : 4.80 % |
BAM.PR.R | FixedReset Disc | -2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-27 Maturity Price : 20.03 Evaluated at bid price : 20.03 Bid-YTW : 4.00 % |
TRP.PR.D | FixedReset Disc | -2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-27 Maturity Price : 20.48 Evaluated at bid price : 20.48 Bid-YTW : 4.07 % |
BMO.PR.D | FixedReset Prem | -1.20 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.51 Bid-YTW : 2.36 % |
NA.PR.C | FixedReset Prem | -1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.61 Bid-YTW : 2.54 % |
CU.PR.I | FixedReset Prem | -1.10 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 27.05 Bid-YTW : 2.46 % |
BAM.PR.C | Floater | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-27 Maturity Price : 12.90 Evaluated at bid price : 12.90 Bid-YTW : 3.36 % |
CU.PR.H | Perpetual-Premium | 1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-01 Maturity Price : 25.75 Evaluated at bid price : 26.21 Bid-YTW : -13.63 % |
POW.PR.D | Perpetual-Premium | 1.20 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-26 Maturity Price : 25.00 Evaluated at bid price : 26.07 Bid-YTW : -35.37 % |
BAM.PF.J | FixedReset Prem | 1.75 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.20 Bid-YTW : 1.70 % |
TRP.PR.A | FixedReset Disc | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-27 Maturity Price : 19.07 Evaluated at bid price : 19.07 Bid-YTW : 3.83 % |
BAM.PR.T | FixedReset Disc | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-27 Maturity Price : 20.91 Evaluated at bid price : 20.91 Bid-YTW : 3.82 % |
BAM.PF.E | FixedReset Disc | 3.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-27 Maturity Price : 21.99 Evaluated at bid price : 22.40 Bid-YTW : 3.83 % |
BIP.PR.A | FixedReset Disc | 3.39 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.02 Bid-YTW : 4.15 % |
IFC.PR.A | FixedReset Ins Non | 3.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-27 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 3.11 % |
SLF.PR.G | FixedReset Ins Non | 5.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-27 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 3.20 % |
BAM.PF.F | FixedReset Disc | 6.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-27 Maturity Price : 23.18 Evaluated at bid price : 24.50 Bid-YTW : 3.77 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
MFC.PR.G | FixedReset Ins Non | 69,530 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-19 Maturity Price : 25.00 Evaluated at bid price : 25.03 Bid-YTW : 2.73 % |
ELF.PR.H | Perpetual-Premium | 51,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-26 Maturity Price : 25.00 Evaluated at bid price : 25.65 Bid-YTW : -17.49 % |
CM.PR.O | FixedReset Disc | 46,217 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-27 Maturity Price : 23.08 Evaluated at bid price : 24.20 Bid-YTW : 3.28 % |
RY.PR.J | FixedReset Disc | 31,938 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 3.27 % |
BMO.PR.F | FixedReset Prem | 29,882 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 27.05 Bid-YTW : 2.03 % |
RY.PR.M | FixedReset Disc | 29,480 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-11-24 Maturity Price : 25.00 Evaluated at bid price : 24.84 Bid-YTW : 3.18 % |
There were 24 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
CU.PR.H | Perpetual-Premium | Quote: 26.21 – 28.89 Spot Rate : 2.6800 Average : 1.5212 YTW SCENARIO |
IAF.PR.B | Insurance Straight | Quote: 23.90 – 25.50 Spot Rate : 1.6000 Average : 0.9139 YTW SCENARIO |
TRP.PR.D | FixedReset Disc | Quote: 20.48 – 22.00 Spot Rate : 1.5200 Average : 0.8474 YTW SCENARIO |
MFC.PR.F | FixedReset Ins Non | Quote: 16.31 – 17.89 Spot Rate : 1.5800 Average : 0.9963 YTW SCENARIO |
PWF.PR.P | FixedReset Disc | Quote: 15.35 – 17.45 Spot Rate : 2.1000 Average : 1.5363 YTW SCENARIO |
TD.PF.J | FixedReset Prem | Quote: 25.88 – 26.88 Spot Rate : 1.0000 Average : 0.5759 YTW SCENARIO |