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 | 0.2412 % | 2,279.5 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2412 % | 4,372.2 |
Floater | 7.65 % | 7.88 % | 37,111 | 11.56 | 4 | 0.2412 % | 2,519.7 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1999 % | 3,622.6 |
SplitShare | 4.77 % | 5.03 % | 62,527 | 2.06 | 7 | 0.1999 % | 4,326.1 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1999 % | 3,375.4 |
Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2194 % | 2,868.5 |
Perpetual-Discount | 5.99 % | 6.17 % | 56,375 | 13.59 | 32 | 0.2194 % | 3,127.9 |
FixedReset Disc | 5.39 % | 6.66 % | 103,378 | 12.64 | 53 | 0.0408 % | 2,787.1 |
Insurance Straight | 5.96 % | 6.03 % | 67,754 | 13.88 | 21 | 0.0682 % | 3,039.3 |
FloatingReset | 6.42 % | 6.23 % | 37,359 | 13.15 | 4 | 0.1286 % | 3,340.2 |
FixedReset Prem | 6.03 % | 5.62 % | 197,004 | 13.68 | 9 | -0.0607 % | 2,598.4 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0408 % | 2,848.9 |
FixedReset Ins Non | 5.30 % | 6.09 % | 82,858 | 13.75 | 14 | -0.1792 % | 2,849.3 |
Performance Highlights | |||
Issue | Index | Change | Notes |
SLF.PR.G | FixedReset Ins Non | -4.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 7.00 % |
FTS.PR.H | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 7.08 % |
BN.PF.E | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 7.10 % |
PWF.PR.L | Perpetual-Discount | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 6.27 % |
BN.PF.D | Perpetual-Discount | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 18.96 Evaluated at bid price : 18.96 Bid-YTW : 6.50 % |
GWO.PR.N | FixedReset Ins Non | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 6.96 % |
BN.PR.M | Perpetual-Discount | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 18.58 Evaluated at bid price : 18.58 Bid-YTW : 6.43 % |
FFH.PR.G | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.42 % |
GWO.PR.G | Insurance Straight | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 6.20 % |
GWO.PR.R | Insurance Straight | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 19.74 Evaluated at bid price : 19.74 Bid-YTW : 6.12 % |
POW.PR.G | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 22.78 Evaluated at bid price : 23.06 Bid-YTW : 6.19 % |
BN.PF.G | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 6.96 % |
BIP.PR.A | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 23.24 Evaluated at bid price : 24.00 Bid-YTW : 6.82 % |
PWF.PR.G | Perpetual-Discount | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 24.05 Evaluated at bid price : 24.30 Bid-YTW : 6.17 % |
CCS.PR.C | Insurance Straight | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 5.97 % |
CU.PR.J | Perpetual-Discount | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.07 % |
BN.PF.H | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 4.92 % |
PWF.PR.A | Floater | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 13.37 Evaluated at bid price : 13.37 Bid-YTW : 7.26 % |
BN.PF.I | FixedReset Disc | 1.97 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-03-31 Maturity Price : 25.00 Evaluated at bid price : 24.32 Bid-YTW : 6.70 % |
IFC.PR.E | Insurance Straight | 3.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 21.55 Evaluated at bid price : 21.93 Bid-YTW : 5.94 % |
BN.PR.N | Perpetual-Discount | 7.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 18.46 Evaluated at bid price : 18.46 Bid-YTW : 6.48 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
BMO.PR.Y | FixedReset Disc | 50,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 24.03 Evaluated at bid price : 24.60 Bid-YTW : 5.77 % |
TD.PF.J | FixedReset Prem | 26,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 23.41 Evaluated at bid price : 25.25 Bid-YTW : 5.71 % |
FTS.PR.M | FixedReset Disc | 25,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.67 % |
RY.PR.N | Perpetual-Discount | 13,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 23.95 Evaluated at bid price : 24.20 Bid-YTW : 5.10 % |
ENB.PR.Y | FixedReset Disc | 12,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 7.39 % |
ENB.PF.K | FixedReset Disc | 12,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-12-23 Maturity Price : 22.06 Evaluated at bid price : 22.45 Bid-YTW : 7.02 % |
There were 5 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
ENB.PF.E | FixedReset Disc | Quote: 18.95 – 19.95 Spot Rate : 1.0000 Average : 0.6633 YTW SCENARIO |
GWO.PR.Y | Insurance Straight | Quote: 18.73 – 19.75 Spot Rate : 1.0200 Average : 0.6966 YTW SCENARIO |
MFC.PR.B | Insurance Straight | Quote: 20.00 – 20.99 Spot Rate : 0.9900 Average : 0.7319 YTW SCENARIO |
BIP.PR.F | FixedReset Disc | Quote: 23.00 – 23.72 Spot Rate : 0.7200 Average : 0.4793 YTW SCENARIO |
BN.PF.C | Perpetual-Discount | Quote: 18.85 – 19.62 Spot Rate : 0.7700 Average : 0.5382 YTW SCENARIO |
BN.PF.J | FixedReset Disc | Quote: 23.37 – 24.30 Spot Rate : 0.9300 Average : 0.7228 YTW SCENARIO |