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 | 0.7519 % | 2,066.4 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7519 % | 4,022.6 |
Floater | 7.46 % | 7.90 % | 71,068 | 11.47 | 3 | 0.7519 % | 2,318.2 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1539 % | 3,648.0 |
SplitShare | 4.79 % | 4.66 % | 84,346 | 2.63 | 8 | 0.1539 % | 4,356.5 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1539 % | 3,399.1 |
Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6867 % | 2,870.0 |
Perpetual-Discount | 5.99 % | 6.13 % | 51,883 | 13.71 | 33 | 0.6867 % | 3,129.6 |
FixedReset Disc | 5.71 % | 6.56 % | 116,447 | 12.66 | 49 | 0.6618 % | 2,753.4 |
Insurance Straight | 5.92 % | 6.00 % | 70,396 | 13.87 | 21 | 0.4803 % | 3,060.3 |
FloatingReset | 5.93 % | 5.96 % | 35,200 | 13.90 | 3 | 0.3521 % | 3,476.0 |
FixedReset Prem | 6.38 % | 5.45 % | 141,469 | 13.66 | 10 | 0.4439 % | 2,564.9 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6618 % | 2,814.5 |
FixedReset Ins Non | 5.63 % | 6.03 % | 66,981 | 13.61 | 12 | 2.8332 % | 2,796.4 |
Performance Highlights | |||
Issue | Index | Change | Notes |
CU.PR.G | Perpetual-Discount | -14.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 7.04 % |
BN.PF.J | FixedReset Disc | -3.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 22.32 Evaluated at bid price : 22.75 Bid-YTW : 6.63 % |
BN.PF.F | FixedReset Disc | -2.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 7.20 % |
IFC.PR.F | Insurance Straight | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 21.58 Evaluated at bid price : 21.95 Bid-YTW : 6.10 % |
GWO.PR.N | FixedReset Ins Non | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 15.12 Evaluated at bid price : 15.12 Bid-YTW : 6.66 % |
ENB.PR.P | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 7.25 % |
MFC.PR.Q | FixedReset Ins Non | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 22.57 Evaluated at bid price : 23.25 Bid-YTW : 5.94 % |
BIP.PR.F | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 22.34 Evaluated at bid price : 22.95 Bid-YTW : 6.49 % |
NA.PR.S | FixedReset Prem | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 23.24 Evaluated at bid price : 25.00 Bid-YTW : 5.36 % |
GWO.PR.H | Insurance Straight | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 5.99 % |
CM.PR.S | FixedReset Prem | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 25.20 Evaluated at bid price : 25.20 Bid-YTW : 5.35 % |
GWO.PR.I | Insurance Straight | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 5.92 % |
FFH.PR.I | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 22.79 Evaluated at bid price : 23.45 Bid-YTW : 5.94 % |
MFC.PR.F | FixedReset Ins Non | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 15.60 Evaluated at bid price : 15.60 Bid-YTW : 6.59 % |
ENB.PF.E | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 7.46 % |
PWF.PR.E | Perpetual-Discount | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 22.66 Evaluated at bid price : 22.90 Bid-YTW : 6.04 % |
ENB.PR.D | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 18.04 Evaluated at bid price : 18.04 Bid-YTW : 7.40 % |
MFC.PR.L | FixedReset Ins Non | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 21.52 Evaluated at bid price : 21.52 Bid-YTW : 6.11 % |
PWF.PR.H | Perpetual-Discount | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 23.30 Evaluated at bid price : 23.58 Bid-YTW : 6.13 % |
ENB.PR.Y | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 7.32 % |
PWF.PR.K | Perpetual-Discount | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 20.21 Evaluated at bid price : 20.21 Bid-YTW : 6.17 % |
GWO.PR.R | Insurance Straight | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 6.02 % |
IFC.PR.G | FixedReset Ins Non | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 22.76 Evaluated at bid price : 23.60 Bid-YTW : 5.84 % |
BN.PF.G | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 19.54 Evaluated at bid price : 19.54 Bid-YTW : 7.27 % |
PWF.PR.S | Perpetual-Discount | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.05 % |
PWF.PR.F | Perpetual-Discount | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 21.47 Evaluated at bid price : 21.73 Bid-YTW : 6.07 % |
BN.PR.B | Floater | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 11.15 Evaluated at bid price : 11.15 Bid-YTW : 7.90 % |
CU.PR.D | Perpetual-Discount | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 20.43 Evaluated at bid price : 20.43 Bid-YTW : 6.00 % |
BN.PR.M | Perpetual-Discount | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 6.35 % |
ENB.PF.A | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 7.33 % |
IFC.PR.E | Insurance Straight | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 22.05 Evaluated at bid price : 22.45 Bid-YTW : 5.84 % |
BN.PR.T | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 16.99 Evaluated at bid price : 16.99 Bid-YTW : 7.35 % |
ENB.PR.T | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 19.98 Evaluated at bid price : 19.98 Bid-YTW : 7.16 % |
MFC.PR.J | FixedReset Ins Non | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 23.13 Evaluated at bid price : 24.31 Bid-YTW : 5.74 % |
BN.PR.X | FixedReset Disc | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 16.08 Evaluated at bid price : 16.08 Bid-YTW : 7.27 % |
BN.PF.A | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 22.51 Evaluated at bid price : 23.20 Bid-YTW : 6.46 % |
POW.PR.D | Perpetual-Discount | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 5.90 % |
ENB.PR.B | FixedReset Disc | 1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 7.43 % |
BN.PR.R | FixedReset Disc | 2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 17.02 Evaluated at bid price : 17.02 Bid-YTW : 7.34 % |
ENB.PF.K | FixedReset Disc | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 23.00 Evaluated at bid price : 24.01 Bid-YTW : 6.35 % |
MFC.PR.I | FixedReset Ins Non | 2.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 23.32 Evaluated at bid price : 24.55 Bid-YTW : 5.84 % |
SLF.PR.G | FixedReset Ins Non | 2.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 16.21 Evaluated at bid price : 16.21 Bid-YTW : 6.52 % |
ENB.PR.H | FixedReset Disc | 2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.73 % |
IFC.PR.K | Insurance Straight | 2.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 21.82 Evaluated at bid price : 22.17 Bid-YTW : 5.98 % |
MFC.PR.M | FixedReset Ins Non | 2.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 21.74 Evaluated at bid price : 22.12 Bid-YTW : 6.03 % |
CU.PR.C | FixedReset Disc | 3.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 6.44 % |
BN.PR.N | Perpetual-Discount | 5.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.34 % |
IFC.PR.C | FixedReset Ins Non | 8.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.52 % |
IFC.PR.A | FixedReset Ins Non | 10.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 6.31 % |
CU.PR.F | Perpetual-Discount | 23.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 22.63 Evaluated at bid price : 22.88 Bid-YTW : 4.90 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
RY.PR.J | FixedReset Disc | 3,126,503 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-23 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 4.56 % |
TD.PF.E | FixedReset Disc | 45,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 23.81 Evaluated at bid price : 24.50 Bid-YTW : 5.71 % |
PVS.PR.L | SplitShare | 36,169 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 5.23 % |
BN.PF.E | FixedReset Disc | 32,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 7.19 % |
ENB.PR.T | FixedReset Disc | 26,220 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-01 Maturity Price : 19.98 Evaluated at bid price : 19.98 Bid-YTW : 7.16 % |
PVS.PR.J | SplitShare | 14,800 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 4.66 % |
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 |
CU.PR.G | Perpetual-Discount | Quote: 16.00 – 19.30 Spot Rate : 3.3000 Average : 1.8663 YTW SCENARIO |
SLF.PR.C | Insurance Straight | Quote: 19.60 – 21.45 Spot Rate : 1.8500 Average : 1.0850 YTW SCENARIO |
BN.PR.Z | FixedReset Disc | Quote: 21.45 – 22.90 Spot Rate : 1.4500 Average : 0.8108 YTW SCENARIO |
MFC.PR.M | FixedReset Ins Non | Quote: 22.12 – 25.00 Spot Rate : 2.8800 Average : 2.2860 YTW SCENARIO |
TD.PF.J | FixedReset Prem | Quote: 25.26 – 26.26 Spot Rate : 1.0000 Average : 0.5912 YTW SCENARIO |
BN.PF.G | FixedReset Disc | Quote: 19.54 – 20.48 Spot Rate : 0.9400 Average : 0.5619 YTW SCENARIO |