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 | 0.5133 % | 2,148.4 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5133 % | 4,120.5 |
Floater | 8.86 % | 9.41 % | 33,056 | 9.97 | 4 | 0.5133 % | 2,374.7 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0601 % | 3,605.9 |
SplitShare | 4.79 % | 5.39 % | 68,333 | 3.02 | 6 | 0.0601 % | 4,306.2 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0601 % | 3,359.9 |
Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9854 % | 2,813.7 |
Perpetual-Discount | 6.12 % | 6.24 % | 51,410 | 13.55 | 31 | 0.9854 % | 3,068.2 |
FixedReset Disc | 5.59 % | 6.99 % | 92,363 | 12.40 | 58 | 0.0470 % | 2,644.3 |
Insurance Straight | 6.02 % | 6.11 % | 66,637 | 13.69 | 21 | -0.4844 % | 3,004.9 |
FloatingReset | 7.64 % | 7.31 % | 28,413 | 12.09 | 2 | -0.5146 % | 2,844.8 |
FixedReset Prem | 6.42 % | 5.73 % | 175,538 | 3.71 | 7 | -0.2433 % | 2,580.4 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0470 % | 2,703.0 |
FixedReset Ins Non | 5.32 % | 6.37 % | 77,987 | 13.38 | 14 | 0.0419 % | 2,763.5 |
Performance Highlights | |||
Issue | Index | Change | Notes |
SLF.PR.C | Insurance Straight | -21.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 7.36 % |
BN.PF.I | FixedReset Disc | -12.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 19.32 Evaluated at bid price : 19.32 Bid-YTW : 8.70 % |
BN.PR.N | Perpetual-Discount | -10.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.11 % |
BN.PF.F | FixedReset Disc | -5.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 7.88 % |
MFC.PR.I | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 23.02 Evaluated at bid price : 24.04 Bid-YTW : 6.22 % |
FTS.PR.M | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 20.22 Evaluated at bid price : 20.22 Bid-YTW : 6.95 % |
GWO.PR.I | Insurance Straight | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 18.94 Evaluated at bid price : 18.94 Bid-YTW : 6.03 % |
GWO.PR.Y | Insurance Straight | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 18.88 Evaluated at bid price : 18.88 Bid-YTW : 6.05 % |
SLF.PR.E | Insurance Straight | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 5.65 % |
BIP.PR.E | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 22.41 Evaluated at bid price : 23.02 Bid-YTW : 6.81 % |
GWO.PR.Q | Insurance Straight | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.16 % |
PWF.PR.A | Floater | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 13.10 Evaluated at bid price : 13.10 Bid-YTW : 8.02 % |
POW.PR.C | Perpetual-Discount | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 23.36 Evaluated at bid price : 23.65 Bid-YTW : 6.20 % |
CU.PR.C | FixedReset Disc | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 6.66 % |
GWO.PR.T | Insurance Straight | 2.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 21.09 Evaluated at bid price : 21.09 Bid-YTW : 6.20 % |
BN.PF.J | FixedReset Disc | 3.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 22.10 Evaluated at bid price : 22.50 Bid-YTW : 6.95 % |
BN.PF.C | Perpetual-Discount | 4.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 6.40 % |
CU.PR.J | Perpetual-Discount | 4.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 6.16 % |
FFH.PR.G | FixedReset Disc | 10.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 7.84 % |
PWF.PR.S | Perpetual-Discount | 15.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 6.18 % |
CU.PR.F | Perpetual-Discount | 15.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.07 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
PWF.PR.A | Floater | 11,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 13.10 Evaluated at bid price : 13.10 Bid-YTW : 8.02 % |
ENB.PR.B | FixedReset Disc | 10,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-11 Maturity Price : 17.67 Evaluated at bid price : 17.67 Bid-YTW : 7.83 % |
PVS.PR.L | SplitShare | 10,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.46 Bid-YTW : 5.28 % |
There were 0 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
SLF.PR.C | Insurance Straight | Quote: 15.40 – 20.25 Spot Rate : 4.8500 Average : 2.7543 YTW SCENARIO |
BN.PF.I | FixedReset Disc | Quote: 19.32 – 22.15 Spot Rate : 2.8300 Average : 1.5549 YTW SCENARIO |
BN.PR.N | Perpetual-Discount | Quote: 17.00 – 19.10 Spot Rate : 2.1000 Average : 1.4629 YTW SCENARIO |
MFC.PR.F | FixedReset Ins Non | Quote: 16.05 – 17.93 Spot Rate : 1.8800 Average : 1.2795 YTW SCENARIO |
IFC.PR.C | FixedReset Ins Non | Quote: 18.00 – 21.22 Spot Rate : 3.2200 Average : 2.7768 YTW SCENARIO |
BN.PF.G | FixedReset Disc | Quote: 19.30 – 20.40 Spot Rate : 1.1000 Average : 0.6705 YTW SCENARIO |