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 | -0.1376 % | 2,152.4 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1376 % | 4,190.0 |
Floater | 7.16 % | 7.53 % | 57,756 | 11.84 | 3 | -0.1376 % | 2,414.7 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8502 % | 3,626.3 |
SplitShare | 4.82 % | 3.93 % | 60,101 | 0.75 | 8 | -0.8502 % | 4,330.6 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8502 % | 3,378.9 |
Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5256 % | 2,920.0 |
Perpetual-Discount | 5.89 % | 6.04 % | 49,017 | 13.83 | 33 | 0.5256 % | 3,184.1 |
FixedReset Disc | 5.56 % | 6.42 % | 118,482 | 12.91 | 51 | 0.2811 % | 2,832.9 |
Insurance Straight | 5.85 % | 5.98 % | 60,154 | 13.86 | 21 | -0.3113 % | 3,093.9 |
FloatingReset | 5.63 % | 5.76 % | 32,595 | 14.18 | 3 | -0.0153 % | 3,620.2 |
FixedReset Prem | 6.41 % | 5.47 % | 118,435 | 3.41 | 8 | 0.2607 % | 2,590.3 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2811 % | 2,895.8 |
FixedReset Ins Non | 5.33 % | 5.86 % | 61,400 | 14.06 | 14 | 0.6757 % | 2,894.3 |
Performance Highlights | |||
Issue | Index | Change | Notes |
SLF.PR.E | Insurance Straight | -7.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.06 % |
CCS.PR.C | Insurance Straight | -2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 5.97 % |
PVS.PR.K | SplitShare | -2.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.43 Bid-YTW : 5.06 % |
BN.PF.E | FixedReset Disc | -1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 18.92 Evaluated at bid price : 18.92 Bid-YTW : 7.21 % |
PVS.PR.J | SplitShare | -1.75 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.65 Bid-YTW : 4.90 % |
GWO.PR.H | Insurance Straight | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 6.07 % |
CU.PR.C | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 20.57 Evaluated at bid price : 20.57 Bid-YTW : 6.44 % |
PWF.PR.S | Perpetual-Discount | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 20.04 Evaluated at bid price : 20.04 Bid-YTW : 6.06 % |
MFC.PR.C | Insurance Straight | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 5.77 % |
ENB.PR.P | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 19.87 Evaluated at bid price : 19.87 Bid-YTW : 6.99 % |
ENB.PF.G | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 19.62 Evaluated at bid price : 19.62 Bid-YTW : 7.07 % |
ENB.PR.F | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 19.23 Evaluated at bid price : 19.23 Bid-YTW : 7.10 % |
PWF.PR.P | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 16.21 Evaluated at bid price : 16.21 Bid-YTW : 6.78 % |
ENB.PR.B | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 18.63 Evaluated at bid price : 18.63 Bid-YTW : 7.12 % |
POW.PR.G | Perpetual-Discount | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 23.09 Evaluated at bid price : 23.35 Bid-YTW : 6.07 % |
IFC.PR.I | Insurance Straight | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 22.86 Evaluated at bid price : 23.30 Bid-YTW : 5.87 % |
ENB.PF.K | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 23.03 Evaluated at bid price : 24.05 Bid-YTW : 6.31 % |
FTS.PR.K | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 6.07 % |
ENB.PR.N | FixedReset Disc | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 21.77 Evaluated at bid price : 22.08 Bid-YTW : 6.60 % |
TD.PF.I | FixedReset Prem | 1.79 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 5.54 % |
MFC.PR.J | FixedReset Ins Non | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 23.28 Evaluated at bid price : 24.65 Bid-YTW : 5.62 % |
GWO.PR.I | Insurance Straight | 2.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 5.85 % |
MFC.PR.I | FixedReset Ins Non | 5.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 23.28 Evaluated at bid price : 24.43 Bid-YTW : 5.86 % |
CU.PR.F | Perpetual-Discount | 17.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 22.63 Evaluated at bid price : 22.88 Bid-YTW : 4.92 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
ENB.PF.G | FixedReset Disc | 118,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 19.62 Evaluated at bid price : 19.62 Bid-YTW : 7.07 % |
ENB.PF.A | FixedReset Disc | 99,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 7.08 % |
BN.PF.G | FixedReset Disc | 91,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.95 % |
ENB.PR.Y | FixedReset Disc | 54,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 7.08 % |
CU.PR.C | FixedReset Disc | 53,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 20.57 Evaluated at bid price : 20.57 Bid-YTW : 6.44 % |
ENB.PF.C | FixedReset Disc | 47,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-05-23 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 7.10 % |
There were 13 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.K | FixedReset Disc | Quote: 20.95 – 22.84 Spot Rate : 1.8900 Average : 1.0976 YTW SCENARIO |
SLF.PR.E | Insurance Straight | Quote: 18.90 – 21.20 Spot Rate : 2.3000 Average : 1.5694 YTW SCENARIO |
MFC.PR.M | FixedReset Ins Non | Quote: 21.15 – 22.98 Spot Rate : 1.8300 Average : 1.4668 YTW SCENARIO |
SLF.PR.C | Insurance Straight | Quote: 19.95 – 21.45 Spot Rate : 1.5000 Average : 1.1372 YTW SCENARIO |
IFC.PR.C | FixedReset Ins Non | Quote: 23.12 – 24.12 Spot Rate : 1.0000 Average : 0.6523 YTW SCENARIO |
PVS.PR.K | SplitShare | Quote: 24.43 – 25.65 Spot Rate : 1.2200 Average : 0.9099 YTW SCENARIO |