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 | 0.4595 % | 2,804.3 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4595 % | 5,145.7 |
Floater | 3.10 % | 3.12 % | 57,349 | 19.43 | 3 | 0.4595 % | 2,965.5 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3540 % | 3,725.3 |
SplitShare | 4.60 % | 4.18 % | 55,549 | 3.88 | 5 | 0.3540 % | 4,448.8 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3540 % | 3,471.1 |
Perpetual-Premium | 5.08 % | -10.05 % | 54,043 | 0.09 | 32 | 0.0122 % | 3,276.6 |
Perpetual-Discount | 4.71 % | 4.84 % | 36,718 | 15.76 | 2 | 0.0204 % | 3,870.2 |
FixedReset Disc | 3.81 % | 3.74 % | 106,661 | 17.15 | 40 | 0.1677 % | 2,911.0 |
Insurance Straight | 4.91 % | 3.79 % | 74,148 | 0.66 | 20 | -0.0728 % | 3,696.8 |
FloatingReset | 2.56 % | 2.79 % | 24,353 | 20.27 | 2 | -0.2287 % | 2,832.7 |
FixedReset Prem | 4.69 % | 2.78 % | 128,601 | 1.50 | 31 | 0.0288 % | 2,763.2 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1677 % | 2,975.6 |
FixedReset Ins Non | 4.03 % | 3.68 % | 94,818 | 17.25 | 19 | 0.5957 % | 2,993.4 |
Performance Highlights | |||
Issue | Index | Change | Notes |
SLF.PR.J | FloatingReset | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-26 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 2.33 % |
CU.PR.G | Perpetual-Premium | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-26 Maturity Price : 24.58 Evaluated at bid price : 24.85 Bid-YTW : 4.58 % |
FTS.PR.K | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-26 Maturity Price : 21.42 Evaluated at bid price : 21.75 Bid-YTW : 4.00 % |
TRP.PR.G | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-11-30 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 4.05 % |
BAM.PR.X | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-26 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 4.27 % |
BAM.PF.G | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-26 Maturity Price : 22.76 Evaluated at bid price : 23.73 Bid-YTW : 4.19 % |
BAM.PR.T | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-26 Maturity Price : 21.13 Evaluated at bid price : 21.13 Bid-YTW : 4.35 % |
BAM.PF.F | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-26 Maturity Price : 23.18 Evaluated at bid price : 24.44 Bid-YTW : 4.22 % |
TRP.PR.F | FloatingReset | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-26 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 2.79 % |
RS.PR.A | SplitShare | 1.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.94 Bid-YTW : 2.96 % |
BAM.PR.K | Floater | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-26 Maturity Price : 13.95 Evaluated at bid price : 13.95 Bid-YTW : 3.09 % |
SLF.PR.G | FixedReset Ins Non | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-26 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 3.64 % |
MFC.PR.F | FixedReset Ins Non | 7.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-26 Maturity Price : 18.42 Evaluated at bid price : 18.42 Bid-YTW : 3.64 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
CM.PR.S | FixedReset Prem | 85,614 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.28 Bid-YTW : 3.58 % |
BMO.PR.T | FixedReset Disc | 67,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-26 Maturity Price : 23.20 Evaluated at bid price : 24.45 Bid-YTW : 3.62 % |
TD.PF.C | FixedReset Disc | 36,086 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-26 Maturity Price : 23.17 Evaluated at bid price : 24.55 Bid-YTW : 3.61 % |
PWF.PF.A | Perpetual-Discount | 34,604 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-26 Maturity Price : 24.08 Evaluated at bid price : 24.46 Bid-YTW : 4.61 % |
GWO.PR.Y | Insurance Straight | 31,368 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-26 Maturity Price : 24.37 Evaluated at bid price : 24.75 Bid-YTW : 4.56 % |
CM.PR.Q | FixedReset Disc | 30,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 3.44 % |
There were 15 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: 24.80 – 26.00 Spot Rate : 1.2000 Average : 0.7137 YTW SCENARIO |
SLF.PR.J | FloatingReset | Quote: 16.50 – 17.95 Spot Rate : 1.4500 Average : 1.0998 YTW SCENARIO |
BAM.PR.N | Perpetual-Premium | Quote: 24.54 – 25.27 Spot Rate : 0.7300 Average : 0.5266 YTW SCENARIO |
CU.PR.G | Perpetual-Premium | Quote: 24.85 – 25.32 Spot Rate : 0.4700 Average : 0.3439 YTW SCENARIO |
PVS.PR.I | SplitShare | Quote: 26.00 – 26.40 Spot Rate : 0.4000 Average : 0.2749 YTW SCENARIO |
PVS.PR.J | SplitShare | Quote: 25.41 – 25.79 Spot Rate : 0.3800 Average : 0.2636 YTW SCENARIO |
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