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 | -0.1074 % | 2,207.6 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1074 % | 4,297.4 |
Floater | 6.98 % | 7.41 % | 63,100 | 12.08 | 3 | -0.1074 % | 2,476.6 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2484 % | 3,628.8 |
SplitShare | 4.81 % | 4.88 % | 71,103 | 0.89 | 9 | 0.2484 % | 4,333.5 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2484 % | 3,381.2 |
Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0889 % | 2,971.4 |
Perpetual-Discount | 5.79 % | 5.91 % | 55,539 | 14.01 | 33 | 0.0889 % | 3,240.2 |
FixedReset Disc | 5.51 % | 6.22 % | 120,155 | 13.21 | 49 | 0.3845 % | 2,830.0 |
Insurance Straight | 5.78 % | 5.72 % | 71,559 | 14.34 | 21 | -0.7977 % | 3,131.9 |
FloatingReset | 5.73 % | 5.78 % | 29,435 | 14.23 | 3 | -0.1672 % | 3,579.2 |
FixedReset Prem | 6.31 % | 5.36 % | 140,114 | 13.80 | 10 | 0.2288 % | 2,592.9 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3845 % | 2,892.8 |
FixedReset Ins Non | 5.46 % | 5.59 % | 73,320 | 14.17 | 12 | -0.2143 % | 2,880.8 |
Performance Highlights | |||
Issue | Index | Change | Notes |
GWO.PR.T | Insurance Straight | -15.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 7.53 % |
GWO.PR.G | Insurance Straight | -4.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 21.35 Evaluated at bid price : 21.62 Bid-YTW : 6.04 % |
ENB.PR.P | FixedReset Disc | -3.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 7.01 % |
MFC.PR.M | FixedReset Ins Non | -3.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 21.82 Evaluated at bid price : 22.24 Bid-YTW : 5.83 % |
IFC.PR.C | FixedReset Ins Non | -3.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 6.20 % |
IFC.PR.F | Insurance Straight | -2.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 22.48 Evaluated at bid price : 22.75 Bid-YTW : 5.85 % |
CU.PR.H | Perpetual-Discount | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 22.55 Evaluated at bid price : 22.80 Bid-YTW : 5.82 % |
GWO.PR.H | Insurance Straight | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 20.53 Evaluated at bid price : 20.53 Bid-YTW : 5.95 % |
SLF.PR.J | FloatingReset | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 16.81 Evaluated at bid price : 16.81 Bid-YTW : 6.10 % |
ENB.PR.N | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 21.88 Evaluated at bid price : 22.25 Bid-YTW : 6.41 % |
BN.PF.D | Perpetual-Discount | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 20.01 Evaluated at bid price : 20.01 Bid-YTW : 6.17 % |
ENB.PR.F | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 6.78 % |
FTS.PR.G | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 21.96 Evaluated at bid price : 22.33 Bid-YTW : 5.72 % |
BMO.PR.E | FixedReset Prem | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 23.62 Evaluated at bid price : 26.12 Bid-YTW : 5.36 % |
GWO.PR.Y | Insurance Straight | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.72 % |
ENB.PR.B | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 6.84 % |
CU.PR.E | Perpetual-Discount | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 5.88 % |
PWF.PR.S | Perpetual-Discount | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 20.78 Evaluated at bid price : 20.78 Bid-YTW : 5.89 % |
FFH.PR.K | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-03-31 Maturity Price : 25.00 Evaluated at bid price : 24.85 Bid-YTW : 5.41 % |
ENB.PR.J | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 6.69 % |
CCS.PR.C | Insurance Straight | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 5.71 % |
FTS.PR.M | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 21.48 Evaluated at bid price : 21.77 Bid-YTW : 6.07 % |
ENB.PR.H | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 20.79 Evaluated at bid price : 20.79 Bid-YTW : 6.18 % |
GWO.PR.S | Insurance Straight | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 22.49 Evaluated at bid price : 22.75 Bid-YTW : 5.80 % |
BN.PF.J | FixedReset Disc | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 22.97 Evaluated at bid price : 23.92 Bid-YTW : 6.09 % |
MFC.PR.B | Insurance Straight | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 20.67 Evaluated at bid price : 20.67 Bid-YTW : 5.68 % |
BN.PF.I | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 23.34 Evaluated at bid price : 24.40 Bid-YTW : 6.49 % |
FTS.PR.K | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 5.79 % |
ENB.PF.K | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 22.99 Evaluated at bid price : 24.00 Bid-YTW : 6.17 % |
CU.PR.G | Perpetual-Discount | 2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 5.67 % |
IFC.PR.A | FixedReset Ins Non | 3.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.59 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
NA.PR.E | FixedReset Disc | 173,153 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 23.42 Evaluated at bid price : 25.18 Bid-YTW : 5.28 % |
NA.PR.G | FixedReset Prem | 101,145 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 23.62 Evaluated at bid price : 26.12 Bid-YTW : 5.50 % |
ENB.PF.A | FixedReset Disc | 75,460 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 6.83 % |
FTS.PR.M | FixedReset Disc | 60,326 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 21.48 Evaluated at bid price : 21.77 Bid-YTW : 6.07 % |
ENB.PR.N | FixedReset Disc | 55,669 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 21.88 Evaluated at bid price : 22.25 Bid-YTW : 6.41 % |
BN.PR.R | FixedReset Disc | 32,201 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-01 Maturity Price : 17.66 Evaluated at bid price : 17.66 Bid-YTW : 6.83 % |
There were 15 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible. | ||
Issue | Index | Quote Data and Yield Notes |
GWO.PR.T | Insurance Straight | Quote: 17.25 – 22.77 Spot Rate : 5.5200 Average : 4.3838 YTW SCENARIO |
GWO.PR.G | Insurance Straight | Quote: 21.62 – 23.37 Spot Rate : 1.7500 Average : 1.1949 YTW SCENARIO |
PVS.PR.M | SplitShare | Quote: 25.16 – 26.16 Spot Rate : 1.0000 Average : 0.5627 YTW SCENARIO |
PVS.PR.H | SplitShare | Quote: 25.20 – 26.20 Spot Rate : 1.0000 Average : 0.5639 YTW SCENARIO |
PVS.PR.G | SplitShare | Quote: 25.08 – 26.08 Spot Rate : 1.0000 Average : 0.5824 YTW SCENARIO |
CU.PR.C | FixedReset Disc | Quote: 20.65 – 22.12 Spot Rate : 1.4700 Average : 1.0639 YTW SCENARIO |