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 | 2.0786 % | 2,751.6 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.0786 % | 5,049.1 |
Floater | 3.16 % | 3.18 % | 52,921 | 19.29 | 3 | 2.0786 % | 2,909.8 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3066 % | 3,738.4 |
SplitShare | 4.58 % | 4.20 % | 55,917 | 3.90 | 5 | 0.3066 % | 4,464.5 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3066 % | 3,483.4 |
Perpetual-Premium | 5.07 % | -9.40 % | 56,144 | 0.09 | 32 | -0.0929 % | 3,281.6 |
Perpetual-Discount | 4.70 % | 4.82 % | 37,130 | 15.82 | 2 | 0.1221 % | 3,879.6 |
FixedReset Disc | 3.83 % | 3.71 % | 101,476 | 17.20 | 40 | -0.1132 % | 2,895.2 |
Insurance Straight | 4.93 % | -0.04 % | 80,479 | 0.09 | 20 | -0.7177 % | 3,684.4 |
FloatingReset | 2.63 % | 3.02 % | 26,353 | 19.69 | 2 | 0.0000 % | 2,755.6 |
FixedReset Prem | 4.70 % | 2.90 % | 127,839 | 1.51 | 31 | -0.0912 % | 2,760.1 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1132 % | 2,959.5 |
FixedReset Ins Non | 4.04 % | 3.64 % | 101,025 | 17.36 | 19 | -0.4112 % | 2,980.8 |
Performance Highlights | |||
Issue | Index | Change | Notes |
MFC.PR.B | Insurance Straight | -12.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-19 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 5.33 % |
MFC.PR.F | FixedReset Ins Non | -7.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-19 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 3.83 % |
MIC.PR.A | Perpetual-Premium | -1.85 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.25 Evaluated at bid price : 27.00 Bid-YTW : 4.32 % |
GWO.PR.N | FixedReset Ins Non | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-19 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 3.55 % |
CU.PR.C | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-19 Maturity Price : 22.25 Evaluated at bid price : 23.00 Bid-YTW : 3.98 % |
TD.PF.A | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-19 Maturity Price : 23.04 Evaluated at bid price : 24.15 Bid-YTW : 3.59 % |
BAM.PR.B | Floater | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-19 Maturity Price : 13.65 Evaluated at bid price : 13.65 Bid-YTW : 3.16 % |
RS.PR.A | SplitShare | 1.82 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 11.20 Bid-YTW : 2.32 % |
BAM.PR.K | Floater | 4.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-19 Maturity Price : 13.56 Evaluated at bid price : 13.56 Bid-YTW : 3.18 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
TD.PF.H | FixedReset Prem | 199,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-30 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 4.19 % |
TD.PF.C | FixedReset Disc | 154,109 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-19 Maturity Price : 23.19 Evaluated at bid price : 24.59 Bid-YTW : 3.55 % |
BAM.PR.C | Floater | 96,050 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-19 Maturity Price : 13.55 Evaluated at bid price : 13.55 Bid-YTW : 3.18 % |
PWF.PF.A | Perpetual-Discount | 85,120 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-19 Maturity Price : 24.09 Evaluated at bid price : 24.47 Bid-YTW : 4.60 % |
PWF.PR.T | FixedReset Disc | 74,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-19 Maturity Price : 23.33 Evaluated at bid price : 24.51 Bid-YTW : 3.71 % |
TRP.PR.K | FixedReset Prem | 47,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 2.12 % |
There were 14 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
MFC.PR.B | Insurance Straight | Quote: 22.00 – 25.30 Spot Rate : 3.3000 Average : 1.8057 YTW SCENARIO |
MFC.PR.F | FixedReset Ins Non | Quote: 17.20 – 18.75 Spot Rate : 1.5500 Average : 0.9646 YTW SCENARIO |
PWF.PR.P | FixedReset Disc | Quote: 16.65 – 18.54 Spot Rate : 1.8900 Average : 1.4759 YTW SCENARIO |
CU.PR.F | Perpetual-Premium | Quote: 24.98 – 25.79 Spot Rate : 0.8100 Average : 0.5539 YTW SCENARIO |
GWO.PR.N | FixedReset Ins Non | Quote: 17.05 – 17.89 Spot Rate : 0.8400 Average : 0.6275 YTW SCENARIO |
MIC.PR.A | Perpetual-Premium | Quote: 27.00 – 27.70 Spot Rate : 0.7000 Average : 0.4875 YTW SCENARIO |