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 | 0.4385 % | 2,173.8 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4385 % | 4,231.6 |
Floater | 7.09 % | 7.40 % | 61,916 | 11.99 | 3 | 0.4385 % | 2,438.7 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0837 % | 3,676.8 |
SplitShare | 4.76 % | 4.38 % | 76,113 | 2.58 | 8 | 0.0837 % | 4,390.8 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0837 % | 3,425.9 |
Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0571 % | 2,913.7 |
Perpetual-Discount | 5.90 % | 6.02 % | 50,337 | 13.86 | 33 | -0.0571 % | 3,177.2 |
FixedReset Disc | 5.57 % | 6.48 % | 114,917 | 12.89 | 51 | -0.1696 % | 2,827.9 |
Insurance Straight | 5.86 % | 5.93 % | 62,889 | 13.93 | 21 | -1.0724 % | 3,087.1 |
FloatingReset | 5.64 % | 5.75 % | 32,385 | 14.20 | 3 | -0.2906 % | 3,614.1 |
FixedReset Prem | 6.40 % | 5.50 % | 121,353 | 3.43 | 8 | 0.0385 % | 2,592.8 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1696 % | 2,890.7 |
FixedReset Ins Non | 5.26 % | 5.83 % | 62,948 | 13.93 | 14 | 0.5580 % | 2,931.4 |
Performance Highlights | |||
Issue | Index | Change | Notes |
GWO.PR.T | Insurance Straight | -22.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 7.73 % |
ENB.PF.K | FixedReset Disc | -5.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 22.25 Evaluated at bid price : 22.66 Bid-YTW : 6.73 % |
BN.PF.E | FixedReset Disc | -5.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 7.39 % |
BIP.PR.E | FixedReset Disc | -3.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 22.74 Evaluated at bid price : 23.50 Bid-YTW : 6.50 % |
GWO.PR.H | Insurance Straight | -3.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.09 % |
POW.PR.D | Perpetual-Discount | -2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.04 % |
GWO.PR.S | Insurance Straight | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 21.78 Evaluated at bid price : 22.03 Bid-YTW : 6.05 % |
IFC.PR.I | Insurance Straight | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 22.60 Evaluated at bid price : 23.00 Bid-YTW : 5.95 % |
CU.PR.G | Perpetual-Discount | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 18.99 Evaluated at bid price : 18.99 Bid-YTW : 5.95 % |
BN.PF.C | Perpetual-Discount | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 19.72 Evaluated at bid price : 19.72 Bid-YTW : 6.26 % |
POW.PR.C | Perpetual-Discount | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 23.95 Evaluated at bid price : 24.20 Bid-YTW : 6.07 % |
GWO.PR.M | Insurance Straight | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 23.95 Evaluated at bid price : 24.20 Bid-YTW : 6.08 % |
CU.PR.E | Perpetual-Discount | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 6.02 % |
BN.PR.K | Floater | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 11.94 Evaluated at bid price : 11.94 Bid-YTW : 7.40 % |
ENB.PR.H | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 20.24 Evaluated at bid price : 20.24 Bid-YTW : 6.51 % |
NA.PR.S | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 23.25 Evaluated at bid price : 25.00 Bid-YTW : 5.45 % |
IFC.PR.G | FixedReset Ins Non | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 23.27 Evaluated at bid price : 24.75 Bid-YTW : 5.62 % |
GWO.PR.I | Insurance Straight | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.99 % |
MFC.PR.C | Insurance Straight | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 20.31 Evaluated at bid price : 20.31 Bid-YTW : 5.64 % |
GWO.PR.Y | Insurance Straight | 3.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 5.90 % |
SLF.PR.H | FixedReset Ins Non | 3.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.15 % |
IFC.PR.E | Insurance Straight | 5.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 22.88 Evaluated at bid price : 23.27 Bid-YTW : 5.66 % |
ENB.PF.G | FixedReset Disc | 6.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 19.37 Evaluated at bid price : 19.37 Bid-YTW : 7.15 % |
CU.PR.J | Perpetual-Discount | 8.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 19.09 Evaluated at bid price : 19.09 Bid-YTW : 6.25 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
FFH.PR.G | FixedReset Disc | 41,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 23.37 Evaluated at bid price : 24.22 Bid-YTW : 5.57 % |
ENB.PF.K | FixedReset Disc | 35,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 22.25 Evaluated at bid price : 22.66 Bid-YTW : 6.73 % |
MFC.PR.M | FixedReset Ins Non | 32,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 22.40 Evaluated at bid price : 23.18 Bid-YTW : 5.81 % |
GWO.PR.Y | Insurance Straight | 27,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 5.90 % |
RY.PR.M | FixedReset Disc | 26,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 24.01 Evaluated at bid price : 24.65 Bid-YTW : 5.49 % |
MFC.PR.B | Insurance Straight | 26,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-20 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 5.74 % |
There were 11 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: 17.00 – 22.00 Spot Rate : 5.0000 Average : 2.8090 YTW SCENARIO |
BN.PF.E | FixedReset Disc | Quote: 18.45 – 20.99 Spot Rate : 2.5400 Average : 1.6966 YTW SCENARIO |
ENB.PF.K | FixedReset Disc | Quote: 22.66 – 23.80 Spot Rate : 1.1400 Average : 0.7332 YTW SCENARIO |
TD.PF.A | FixedReset Disc | Quote: 23.70 – 24.80 Spot Rate : 1.1000 Average : 0.7353 YTW SCENARIO |
GWO.PR.Y | Insurance Straight | Quote: 19.40 – 21.00 Spot Rate : 1.6000 Average : 1.2845 YTW SCENARIO |
BIP.PR.E | FixedReset Disc | Quote: 23.50 – 24.45 Spot Rate : 0.9500 Average : 0.6423 YTW SCENARIO |