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 | -0.2625 % | 2,202.1 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2625 % | 4,223.7 |
Floater | 10.67 % | 10.84 % | 43,317 | 8.92 | 1 | -0.2625 % | 2,434.1 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0250 % | 3,285.8 |
SplitShare | 5.13 % | 8.24 % | 40,284 | 2.42 | 7 | -0.0250 % | 3,923.9 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0250 % | 3,061.6 |
Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2843 % | 2,535.2 |
Perpetual-Discount | 6.72 % | 6.89 % | 42,266 | 12.74 | 28 | -0.2843 % | 2,764.5 |
FixedReset Disc | 5.90 % | 8.73 % | 75,487 | 10.88 | 64 | 0.1580 % | 2,116.8 |
Insurance Straight | 6.67 % | 6.81 % | 54,162 | 12.80 | 19 | -0.2850 % | 2,696.2 |
FloatingReset | 11.35 % | 11.02 % | 28,371 | 8.80 | 2 | -0.5059 % | 2,394.4 |
FixedReset Prem | 7.00 % | 6.81 % | 248,285 | 3.75 | 1 | 0.2798 % | 2,308.1 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1580 % | 2,163.8 |
FixedReset Ins Non | 6.41 % | 8.31 % | 64,025 | 11.08 | 11 | 0.0677 % | 2,286.4 |
Performance Highlights | |||
Issue | Index | Change | Notes |
TRP.PR.E | FixedReset Disc | -6.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 13.65 Evaluated at bid price : 13.65 Bid-YTW : 11.12 % |
IFC.PR.F | Insurance Straight | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 6.80 % |
IFC.PR.K | Perpetual-Discount | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 6.89 % |
GWO.PR.H | Insurance Straight | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 6.92 % |
IFC.PR.A | FixedReset Ins Non | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 16.48 Evaluated at bid price : 16.48 Bid-YTW : 8.28 % |
MFC.PR.I | FixedReset Ins Non | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 8.02 % |
RY.PR.J | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 18.11 Evaluated at bid price : 18.11 Bid-YTW : 8.70 % |
GWO.PR.R | Insurance Straight | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 6.89 % |
SLF.PR.J | FloatingReset | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 14.85 Evaluated at bid price : 14.85 Bid-YTW : 11.02 % |
POW.PR.D | Perpetual-Discount | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 18.31 Evaluated at bid price : 18.31 Bid-YTW : 6.88 % |
BN.PF.H | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 9.61 % |
CCS.PR.C | Insurance Straight | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 6.67 % |
GWO.PR.G | Insurance Straight | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 6.84 % |
CM.PR.Y | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 23.81 Evaluated at bid price : 24.30 Bid-YTW : 7.61 % |
MFC.PR.K | FixedReset Ins Non | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 7.97 % |
TRP.PR.C | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 10.85 Evaluated at bid price : 10.85 Bid-YTW : 10.91 % |
CU.PR.C | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 8.83 % |
BN.PR.Z | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 19.14 Evaluated at bid price : 19.14 Bid-YTW : 8.77 % |
TRP.PR.A | FixedReset Disc | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 13.70 Evaluated at bid price : 13.70 Bid-YTW : 10.23 % |
MFC.PR.L | FixedReset Ins Non | 2.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 8.90 % |
BIP.PR.B | FixedReset Disc | 2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 9.58 % |
SLF.PR.E | Insurance Straight | 3.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 6.37 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
BN.PF.B | FixedReset Disc | 116,612 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 9.97 % |
BN.PF.F | FixedReset Disc | 110,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 15.82 Evaluated at bid price : 15.82 Bid-YTW : 10.48 % |
IFC.PR.F | Insurance Straight | 99,825 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 6.80 % |
SLF.PR.G | FixedReset Ins Non | 59,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 12.85 Evaluated at bid price : 12.85 Bid-YTW : 9.47 % |
CU.PR.G | Perpetual-Discount | 59,330 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 16.74 Evaluated at bid price : 16.74 Bid-YTW : 6.83 % |
TD.PF.B | FixedReset Disc | 40,133 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-11 Maturity Price : 17.03 Evaluated at bid price : 17.03 Bid-YTW : 8.92 % |
There were 19 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
TRP.PR.E | FixedReset Disc | Quote: 13.65 – 14.65 Spot Rate : 1.0000 Average : 0.5991 YTW SCENARIO |
CU.PR.G | Perpetual-Discount | Quote: 16.74 – 18.85 Spot Rate : 2.1100 Average : 1.8763 YTW SCENARIO |
RY.PR.J | FixedReset Disc | Quote: 18.11 – 18.63 Spot Rate : 0.5200 Average : 0.3349 YTW SCENARIO |
RY.PR.M | FixedReset Disc | Quote: 17.30 – 18.00 Spot Rate : 0.7000 Average : 0.5665 YTW SCENARIO |
BMO.PR.Y | FixedReset Disc | Quote: 17.57 – 18.31 Spot Rate : 0.7400 Average : 0.6215 YTW SCENARIO |
BN.PR.T | FixedReset Disc | Quote: 13.61 – 14.05 Spot Rate : 0.4400 Average : 0.3343 YTW SCENARIO |