| 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 | 3.23 % | 3.79 % | 29,662 | 19.62 | 1 | 0.5184 % | 2,762.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2606 % | 5,242.3 |
| Floater | 3.35 % | 3.34 % | 63,671 | 18.90 | 3 | 0.2606 % | 3,021.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5868 % | 3,638.7 |
| SplitShare | 4.71 % | 4.35 % | 30,694 | 3.39 | 7 | 0.5868 % | 4,345.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5868 % | 3,390.4 |
| Perpetual-Premium | 5.34 % | -0.13 % | 59,283 | 0.08 | 17 | 0.0722 % | 3,192.5 |
| Perpetual-Discount | 5.08 % | 5.17 % | 64,543 | 15.18 | 16 | 0.2530 % | 3,637.8 |
| FixedReset Disc | 4.12 % | 4.87 % | 115,614 | 15.71 | 46 | 2.0395 % | 2,754.8 |
| Insurance Straight | 5.08 % | 4.85 % | 90,371 | 15.23 | 18 | 0.1309 % | 3,529.3 |
| FloatingReset | 3.08 % | 2.71 % | 54,317 | 20.48 | 2 | 1.1932 % | 2,891.1 |
| FixedReset Prem | 4.75 % | 3.20 % | 145,176 | 1.99 | 23 | 0.0732 % | 2,706.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.0395 % | 2,816.0 |
| FixedReset Ins Non | 4.15 % | 4.78 % | 74,309 | 15.99 | 15 | 0.8495 % | 2,890.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.M | FixedReset Disc | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 22.18 Evaluated at bid price : 22.70 Bid-YTW : 4.87 % |
| CM.PR.O | FixedReset Disc | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 22.06 Evaluated at bid price : 22.33 Bid-YTW : 4.93 % |
| ELF.PR.G | Perpetual-Discount | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 22.89 Evaluated at bid price : 23.16 Bid-YTW : 5.20 % |
| BIP.PR.E | FixedReset Prem | -1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 4.84 % |
| BIP.PR.F | FixedReset Prem | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 23.65 Evaluated at bid price : 25.00 Bid-YTW : 5.04 % |
| BAM.PR.M | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 22.64 Evaluated at bid price : 22.89 Bid-YTW : 5.20 % |
| PWF.PR.S | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 23.48 Evaluated at bid price : 23.75 Bid-YTW : 5.11 % |
| PWF.PR.T | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 23.14 Evaluated at bid price : 23.50 Bid-YTW : 4.82 % |
| BAM.PF.F | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 22.42 Evaluated at bid price : 22.87 Bid-YTW : 5.32 % |
| TRP.PR.E | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 20.16 Evaluated at bid price : 20.16 Bid-YTW : 5.52 % |
| IFC.PR.A | FixedReset Ins Non | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 4.78 % |
| BAM.PF.B | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 22.41 Evaluated at bid price : 22.72 Bid-YTW : 5.22 % |
| CU.PR.E | Perpetual-Discount | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 23.70 Evaluated at bid price : 24.01 Bid-YTW : 5.13 % |
| IAF.PR.G | FixedReset Ins Non | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 23.90 Evaluated at bid price : 24.72 Bid-YTW : 5.03 % |
| SLF.PR.G | FixedReset Ins Non | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 4.67 % |
| TRP.PR.C | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 5.60 % |
| BIP.PR.A | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 22.80 Evaluated at bid price : 23.71 Bid-YTW : 5.65 % |
| BAM.PF.A | FixedReset Disc | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 24.10 Evaluated at bid price : 24.45 Bid-YTW : 5.17 % |
| MFC.PR.L | FixedReset Ins Non | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 22.03 Evaluated at bid price : 22.27 Bid-YTW : 4.78 % |
| FTS.PR.H | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 16.67 Evaluated at bid price : 16.67 Bid-YTW : 4.97 % |
| SLF.PR.J | FloatingReset | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 2.71 % |
| MFC.PR.N | FixedReset Ins Non | 2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 22.18 Evaluated at bid price : 22.60 Bid-YTW : 4.79 % |
| PVS.PR.F | SplitShare | 2.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.61 Bid-YTW : 3.87 % |
| BAM.PR.Z | FixedReset Disc | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 23.98 Evaluated at bid price : 24.52 Bid-YTW : 5.19 % |
| CU.PR.C | FixedReset Disc | 2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 22.32 Evaluated at bid price : 23.10 Bid-YTW : 4.92 % |
| EMA.PR.L | Perpetual-Discount | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 23.71 Evaluated at bid price : 24.05 Bid-YTW : 4.82 % |
| PWF.PR.P | FixedReset Disc | 2.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 5.02 % |
| BAM.PF.E | FixedReset Disc | 2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.52 % |
| MFC.PR.F | FixedReset Ins Non | 2.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 4.72 % |
| IFC.PR.E | Insurance Straight | 3.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 24.71 Evaluated at bid price : 25.00 Bid-YTW : 5.21 % |
| BAM.PR.X | FixedReset Disc | 7.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 5.36 % |
| TD.PF.D | FixedReset Disc | 10.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 22.78 Evaluated at bid price : 23.70 Bid-YTW : 4.87 % |
| TRP.PR.G | FixedReset Disc | 86.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 22.33 Evaluated at bid price : 22.94 Bid-YTW : 5.16 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| IFC.PR.K | Perpetual-Premium | 135,808 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 24.67 Evaluated at bid price : 25.07 Bid-YTW : 5.25 % |
| PVS.PR.J | SplitShare | 61,173 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 4.46 % |
| FTS.PR.H | FixedReset Disc | 35,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 16.67 Evaluated at bid price : 16.67 Bid-YTW : 4.97 % |
| EMA.PR.L | Perpetual-Discount | 32,738 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 23.71 Evaluated at bid price : 24.05 Bid-YTW : 4.82 % |
| TRP.PR.D | FixedReset Disc | 31,450 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 5.57 % |
| BAM.PR.X | FixedReset Disc | 31,160 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-22 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 5.36 % |
| There were 23 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: 17.00 – 17.84 Spot Rate : 0.8400 Average : 0.5651 YTW SCENARIO |
| BAM.PR.B | Floater | Quote: 14.06 – 15.10 Spot Rate : 1.0400 Average : 0.8193 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 20.16 – 21.20 Spot Rate : 1.0400 Average : 0.8195 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 20.25 – 21.25 Spot Rate : 1.0000 Average : 0.7810 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 22.70 – 23.38 Spot Rate : 0.6800 Average : 0.4671 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 22.72 – 23.50 Spot Rate : 0.7800 Average : 0.5726 YTW SCENARIO |
[…] closed at 12.84, down 1.53% on the day. Volume was 261,300, second only to March 22 in the past 21 trading […]
[…] closed at 12.92, up 0.62% on the day. Volume was 274,190, behind March 22 and April 7 in the past 21 trading […]