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 | -0.5106 % | 2,137.4 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5106 % | 4,099.5 |
Floater | 8.91 % | 9.41 % | 34,434 | 9.98 | 4 | -0.5106 % | 2,362.6 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2210 % | 3,603.8 |
SplitShare | 4.79 % | 5.35 % | 67,604 | 3.03 | 6 | 0.2210 % | 4,303.7 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2210 % | 3,357.9 |
Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1720 % | 2,786.2 |
Perpetual-Discount | 6.18 % | 6.28 % | 51,067 | 13.49 | 31 | -0.1720 % | 3,038.3 |
FixedReset Disc | 5.59 % | 7.15 % | 93,119 | 12.35 | 58 | -0.1835 % | 2,643.1 |
Insurance Straight | 6.00 % | 6.13 % | 67,586 | 13.66 | 21 | 0.5515 % | 3,019.5 |
FloatingReset | 7.60 % | 7.29 % | 27,158 | 12.13 | 2 | 0.7654 % | 2,859.5 |
FixedReset Prem | 6.40 % | 5.55 % | 176,370 | 3.73 | 7 | 0.0332 % | 2,586.7 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1835 % | 2,701.8 |
FixedReset Ins Non | 5.32 % | 6.35 % | 80,925 | 13.39 | 14 | -0.2753 % | 2,762.3 |
Performance Highlights | |||
Issue | Index | Change | Notes |
CU.PR.F | Perpetual-Discount | -13.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 16.06 Evaluated at bid price : 16.06 Bid-YTW : 7.03 % |
FFH.PR.G | FixedReset Disc | -9.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 8.62 % |
CU.PR.J | Perpetual-Discount | -3.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 6.44 % |
GWO.PR.T | Insurance Straight | -3.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.38 % |
BN.PF.J | FixedReset Disc | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 21.38 Evaluated at bid price : 21.70 Bid-YTW : 7.21 % |
CU.PR.C | FixedReset Disc | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.77 % |
CU.PR.I | FixedReset Disc | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 23.46 Evaluated at bid price : 23.98 Bid-YTW : 6.84 % |
BIP.PR.F | FixedReset Disc | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 21.90 Evaluated at bid price : 22.31 Bid-YTW : 6.93 % |
MFC.PR.N | FixedReset Ins Non | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 6.43 % |
MFC.PR.M | FixedReset Ins Non | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 21.52 Evaluated at bid price : 21.52 Bid-YTW : 6.35 % |
PVS.PR.J | SplitShare | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 5.35 % |
FFH.PR.D | FloatingReset | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 23.11 Evaluated at bid price : 23.36 Bid-YTW : 7.29 % |
SLF.PR.D | Insurance Straight | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 5.72 % |
GWO.PR.I | Insurance Straight | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 18.73 Evaluated at bid price : 18.73 Bid-YTW : 6.10 % |
SLF.PR.H | FixedReset Ins Non | 2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 18.41 Evaluated at bid price : 18.41 Bid-YTW : 6.75 % |
ENB.PR.D | FixedReset Disc | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 17.91 Evaluated at bid price : 17.91 Bid-YTW : 7.75 % |
MFC.PR.C | Insurance Straight | 3.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 19.66 Evaluated at bid price : 19.66 Bid-YTW : 5.82 % |
GWO.PR.Q | Insurance Straight | 4.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 6.24 % |
BN.PF.B | FixedReset Disc | 7.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 20.48 Evaluated at bid price : 20.48 Bid-YTW : 7.23 % |
BN.PR.N | Perpetual-Discount | 11.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 18.98 Evaluated at bid price : 18.98 Bid-YTW : 6.36 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
PWF.PR.A | Floater | 110,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 12.90 Evaluated at bid price : 12.90 Bid-YTW : 8.14 % |
ENB.PF.C | FixedReset Disc | 50,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 7.95 % |
BIP.PR.A | FixedReset Disc | 50,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 7.66 % |
PVS.PR.L | SplitShare | 34,900 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 5.32 % |
ENB.PR.N | FixedReset Disc | 34,170 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 7.18 % |
BN.PR.B | Floater | 32,710 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-08 Maturity Price : 11.31 Evaluated at bid price : 11.31 Bid-YTW : 9.41 % |
There were 6 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
CU.PR.F | Perpetual-Discount | Quote: 16.06 – 19.50 Spot Rate : 3.4400 Average : 1.9612 YTW SCENARIO |
FFH.PR.G | FixedReset Disc | Quote: 15.90 – 17.75 Spot Rate : 1.8500 Average : 1.1250 YTW SCENARIO |
GWO.PR.R | Insurance Straight | Quote: 19.76 – 21.35 Spot Rate : 1.5900 Average : 1.0652 YTW SCENARIO |
PWF.PR.L | Perpetual-Discount | Quote: 20.45 – 21.95 Spot Rate : 1.5000 Average : 1.0565 YTW SCENARIO |
POW.PR.C | Perpetual-Discount | Quote: 23.25 – 24.47 Spot Rate : 1.2200 Average : 0.9133 YTW SCENARIO |
MFC.PR.B | Insurance Straight | Quote: 20.12 – 20.99 Spot Rate : 0.8700 Average : 0.5940 YTW SCENARIO |