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 | 0.4011 % | 2,078.3 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4011 % | 4,045.7 |
Floater | 7.42 % | 7.99 % | 65,609 | 11.40 | 3 | 0.4011 % | 2,331.6 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0044 % | 3,611.3 |
SplitShare | 4.83 % | 5.20 % | 70,935 | 1.77 | 9 | 0.0044 % | 4,312.6 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0044 % | 3,364.9 |
Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1368 % | 2,846.7 |
Perpetual-Discount | 6.04 % | 6.15 % | 60,587 | 13.72 | 33 | -0.1368 % | 3,104.2 |
FixedReset Disc | 5.84 % | 7.03 % | 135,866 | 12.48 | 49 | -0.5070 % | 2,689.1 |
Insurance Straight | 5.95 % | 6.05 % | 74,435 | 13.84 | 21 | 0.0204 % | 3,044.3 |
FloatingReset | 5.95 % | 5.88 % | 42,112 | 14.05 | 3 | -0.1601 % | 3,456.6 |
FixedReset Prem | 6.44 % | 5.81 % | 143,028 | 13.78 | 10 | -0.1929 % | 2,543.1 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5070 % | 2,748.8 |
FixedReset Ins Non | 5.86 % | 6.41 % | 76,975 | 13.16 | 12 | -0.9089 % | 2,685.4 |
Performance Highlights | |||
Issue | Index | Change | Notes |
ENB.PF.G | FixedReset Disc | -8.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 8.58 % |
IFC.PR.C | FixedReset Ins Non | -6.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 7.15 % |
MFC.PR.Q | FixedReset Ins Non | -4.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 21.74 Evaluated at bid price : 22.00 Bid-YTW : 6.38 % |
PWF.PR.E | Perpetual-Discount | -3.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 21.76 Evaluated at bid price : 22.01 Bid-YTW : 6.27 % |
GWO.PR.G | Insurance Straight | -3.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.26 % |
BN.PF.G | FixedReset Disc | -2.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 18.47 Evaluated at bid price : 18.47 Bid-YTW : 7.79 % |
ENB.PR.J | FixedReset Disc | -2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 7.74 % |
BN.PF.C | Perpetual-Discount | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 6.61 % |
BN.PF.J | FixedReset Disc | -2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 22.31 Evaluated at bid price : 22.75 Bid-YTW : 6.69 % |
FTS.PR.F | Perpetual-Discount | -2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 5.97 % |
GWO.PR.S | Insurance Straight | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 21.33 Evaluated at bid price : 21.60 Bid-YTW : 6.13 % |
PWF.PR.F | Perpetual-Discount | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 21.12 Evaluated at bid price : 21.12 Bid-YTW : 6.25 % |
FFH.PR.K | FixedReset Disc | -2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 23.41 Evaluated at bid price : 23.75 Bid-YTW : 6.59 % |
POW.PR.B | Perpetual-Discount | -1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 21.47 Evaluated at bid price : 21.73 Bid-YTW : 6.19 % |
SLF.PR.G | FixedReset Ins Non | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 6.83 % |
POW.PR.G | Perpetual-Discount | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 22.33 Evaluated at bid price : 22.60 Bid-YTW : 6.23 % |
CU.PR.H | Perpetual-Discount | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 22.07 Evaluated at bid price : 22.30 Bid-YTW : 5.97 % |
NA.PR.G | FixedReset Prem | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 23.40 Evaluated at bid price : 25.32 Bid-YTW : 5.81 % |
FFH.PR.J | FloatingReset | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 23.33 Evaluated at bid price : 23.65 Bid-YTW : 5.88 % |
BN.PF.E | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 18.26 Evaluated at bid price : 18.26 Bid-YTW : 7.42 % |
MFC.PR.B | Insurance Straight | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 5.96 % |
BN.PF.D | Perpetual-Discount | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 6.42 % |
GWO.PR.H | Insurance Straight | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 6.14 % |
SLF.PR.C | Insurance Straight | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.68 % |
ENB.PF.K | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 22.33 Evaluated at bid price : 22.81 Bid-YTW : 6.78 % |
SLF.PR.D | Insurance Straight | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 5.72 % |
BN.PR.M | Perpetual-Discount | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 6.47 % |
IFC.PR.A | FixedReset Ins Non | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 18.36 Evaluated at bid price : 18.36 Bid-YTW : 6.41 % |
ENB.PR.B | FixedReset Disc | 2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 17.09 Evaluated at bid price : 17.09 Bid-YTW : 7.88 % |
FTS.PR.J | Perpetual-Discount | 3.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 20.03 Evaluated at bid price : 20.03 Bid-YTW : 6.03 % |
CU.PR.F | Perpetual-Discount | 3.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.05 % |
PWF.PR.K | Perpetual-Discount | 3.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 6.13 % |
SLF.PR.E | Insurance Straight | 3.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 5.71 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
RY.PR.J | FixedReset Disc | 1,034,674 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.11 Bid-YTW : 3.56 % |
CU.PR.J | Perpetual-Discount | 237,121 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 5.95 % |
IFC.PR.E | Insurance Straight | 177,227 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 21.96 Evaluated at bid price : 22.35 Bid-YTW : 5.86 % |
IFC.PR.I | Insurance Straight | 176,061 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 22.47 Evaluated at bid price : 22.83 Bid-YTW : 5.96 % |
CU.PR.H | Perpetual-Discount | 147,266 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 22.07 Evaluated at bid price : 22.30 Bid-YTW : 5.97 % |
TD.PF.A | FixedReset Disc | 108,382 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-04-17 Maturity Price : 22.58 Evaluated at bid price : 23.51 Bid-YTW : 5.38 % |
There were 23 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 |
CU.PR.F | Perpetual-Discount | Quote: 18.90 – 23.88 Spot Rate : 4.9800 Average : 3.0792 YTW SCENARIO |
ENB.PF.G | FixedReset Disc | Quote: 16.25 – 17.91 Spot Rate : 1.6600 Average : 1.1933 YTW SCENARIO |
GWO.PR.Y | Insurance Straight | Quote: 18.86 – 21.00 Spot Rate : 2.1400 Average : 1.6809 YTW SCENARIO |
FTS.PR.F | Perpetual-Discount | Quote: 20.85 – 21.98 Spot Rate : 1.1300 Average : 0.7394 YTW SCENARIO |
IFC.PR.C | FixedReset Ins Non | Quote: 18.80 – 20.44 Spot Rate : 1.6400 Average : 1.3256 YTW SCENARIO |
ENB.PR.J | FixedReset Disc | Quote: 18.50 – 19.30 Spot Rate : 0.8000 Average : 0.5184 YTW SCENARIO |