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 | 0.2416 % | 2,214.7 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2416 % | 4,311.3 |
Floater | 6.96 % | 7.40 % | 62,924 | 12.09 | 3 | 0.2416 % | 2,484.6 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1946 % | 3,624.0 |
SplitShare | 4.81 % | 4.92 % | 72,652 | 1.81 | 9 | -0.1946 % | 4,327.8 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1946 % | 3,376.7 |
Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3678 % | 2,948.1 |
Perpetual-Discount | 5.83 % | 5.96 % | 54,847 | 13.94 | 33 | -0.3678 % | 3,214.8 |
FixedReset Disc | 5.55 % | 6.21 % | 121,120 | 13.26 | 49 | -0.2660 % | 2,832.2 |
Insurance Straight | 5.73 % | 5.78 % | 70,645 | 14.21 | 21 | -0.9031 % | 3,157.2 |
FloatingReset | 5.78 % | 5.83 % | 32,693 | 14.15 | 3 | -0.4661 % | 3,551.4 |
FixedReset Prem | 6.34 % | 5.36 % | 134,324 | 13.85 | 10 | -0.4642 % | 2,581.1 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2660 % | 2,895.0 |
FixedReset Ins Non | 5.47 % | 5.60 % | 70,864 | 14.14 | 12 | -0.5057 % | 2,876.8 |
Performance Highlights | |||
Issue | Index | Change | Notes |
GWO.PR.M | Insurance Straight | -4.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 23.14 Evaluated at bid price : 23.40 Bid-YTW : 6.23 % |
SLF.PR.D | Insurance Straight | -3.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.66 % |
IFC.PR.C | FixedReset Ins Non | -3.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 6.20 % |
PWF.PR.P | FixedReset Disc | -3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 6.71 % |
IFC.PR.K | Insurance Straight | -3.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 22.20 Evaluated at bid price : 22.55 Bid-YTW : 5.85 % |
CU.PR.D | Perpetual-Discount | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 20.81 Evaluated at bid price : 20.81 Bid-YTW : 5.97 % |
IFC.PR.F | Insurance Straight | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 22.48 Evaluated at bid price : 22.75 Bid-YTW : 5.85 % |
CU.PR.H | Perpetual-Discount | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 22.55 Evaluated at bid price : 22.80 Bid-YTW : 5.82 % |
SLF.PR.E | Insurance Straight | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 5.58 % |
PWF.PR.T | FixedReset Disc | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 22.37 Evaluated at bid price : 23.03 Bid-YTW : 5.66 % |
SLF.PR.C | Insurance Straight | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 20.36 Evaluated at bid price : 20.36 Bid-YTW : 5.50 % |
ENB.PR.B | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 18.58 Evaluated at bid price : 18.58 Bid-YTW : 6.92 % |
ENB.PF.K | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 23.08 Evaluated at bid price : 24.20 Bid-YTW : 6.11 % |
MFC.PR.Q | FixedReset Ins Non | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 23.06 Evaluated at bid price : 24.25 Bid-YTW : 5.49 % |
BN.PR.X | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 16.63 Evaluated at bid price : 16.63 Bid-YTW : 6.77 % |
TD.PF.I | FixedReset Prem | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 23.54 Evaluated at bid price : 25.25 Bid-YTW : 5.73 % |
PWF.PR.Z | Perpetual-Discount | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 21.52 Evaluated at bid price : 21.87 Bid-YTW : 5.98 % |
ENB.PR.N | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 22.22 Evaluated at bid price : 22.75 Bid-YTW : 6.25 % |
BN.PF.D | Perpetual-Discount | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 20.33 Evaluated at bid price : 20.33 Bid-YTW : 6.07 % |
CU.PR.C | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.11 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
RY.PR.J | FixedReset Disc | 253,391 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 23.75 Evaluated at bid price : 24.78 Bid-YTW : 5.41 % |
BN.PF.F | FixedReset Disc | 50,174 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 21.66 Evaluated at bid price : 22.00 Bid-YTW : 6.40 % |
FFH.PR.H | FloatingReset | 43,841 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 23.27 Evaluated at bid price : 23.60 Bid-YTW : 5.55 % |
SLF.PR.G | FixedReset Ins Non | 27,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 6.02 % |
FFH.PR.J | FloatingReset | 26,394 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-03 Maturity Price : 23.46 Evaluated at bid price : 23.76 Bid-YTW : 5.83 % |
PVS.PR.K | SplitShare | 24,500 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.80 Bid-YTW : 4.78 % |
There were 6 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 |
FTS.PR.M | FixedReset Disc | Quote: 21.78 – 24.90 Spot Rate : 3.1200 Average : 1.8026 YTW SCENARIO |
CU.PR.G | Perpetual-Discount | Quote: 16.00 – 20.20 Spot Rate : 4.2000 Average : 3.3211 YTW SCENARIO |
CU.PR.F | Perpetual-Discount | Quote: 20.02 – 23.88 Spot Rate : 3.8600 Average : 2.9997 YTW SCENARIO |
CU.PR.H | Perpetual-Discount | Quote: 22.80 – 25.00 Spot Rate : 2.2000 Average : 1.6921 YTW SCENARIO |
SLF.PR.D | Insurance Straight | Quote: 19.80 – 21.18 Spot Rate : 1.3800 Average : 0.9105 YTW SCENARIO |
GWO.PR.M | Insurance Straight | Quote: 23.40 – 24.75 Spot Rate : 1.3500 Average : 0.9055 YTW SCENARIO |