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 | -1.0744 % | 2,206.7 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0744 % | 4,295.7 |
Floater | 7.24 % | 7.33 % | 61,662 | 12.05 | 2 | -1.0744 % | 2,475.6 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0148 % | 3,653.8 |
SplitShare | 4.79 % | 3.94 % | 70,547 | 2.57 | 8 | -0.0148 % | 4,363.4 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0148 % | 3,404.5 |
Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0537 % | 2,949.4 |
Perpetual-Discount | 5.83 % | 5.98 % | 48,545 | 13.89 | 33 | 0.0537 % | 3,216.2 |
FixedReset Disc | 5.62 % | 6.21 % | 129,228 | 13.08 | 46 | 0.1202 % | 2,891.3 |
Insurance Straight | 5.75 % | 5.85 % | 55,993 | 14.20 | 20 | 0.2104 % | 3,147.8 |
FloatingReset | 5.56 % | 5.72 % | 42,340 | 14.27 | 3 | 1.8207 % | 3,689.5 |
FixedReset Prem | 6.07 % | 5.07 % | 125,309 | 3.33 | 12 | -0.0740 % | 2,613.3 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1202 % | 2,955.5 |
FixedReset Ins Non | 5.17 % | 5.66 % | 60,627 | 14.18 | 14 | 0.9068 % | 2,981.3 |
Performance Highlights | |||
Issue | Index | Change | Notes |
BN.PR.N | Perpetual-Discount | -8.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 6.72 % |
BN.PR.B | Floater | -3.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 11.84 Evaluated at bid price : 11.84 Bid-YTW : 7.49 % |
ENB.PR.B | FixedReset Disc | -3.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 7.21 % |
PWF.PR.P | FixedReset Disc | -2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 6.51 % |
GWO.PR.T | Insurance Straight | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.00 % |
GWO.PR.I | Insurance Straight | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 5.86 % |
ENB.PR.T | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 6.62 % |
BN.PR.Z | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 22.58 Evaluated at bid price : 23.15 Bid-YTW : 6.42 % |
MFC.PR.C | Insurance Straight | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 5.54 % |
BN.PR.K | Floater | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 12.10 Evaluated at bid price : 12.10 Bid-YTW : 7.33 % |
PWF.PF.A | Perpetual-Discount | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 5.93 % |
ENB.PR.F | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.79 % |
ENB.PR.N | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 22.40 Evaluated at bid price : 23.03 Bid-YTW : 6.27 % |
CU.PR.F | Perpetual-Discount | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 5.68 % |
MFC.PR.K | FixedReset Ins Non | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 23.15 Evaluated at bid price : 24.50 Bid-YTW : 5.36 % |
IFC.PR.F | Insurance Straight | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 23.24 Evaluated at bid price : 23.50 Bid-YTW : 5.73 % |
BN.PR.M | Perpetual-Discount | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 6.15 % |
CU.PR.J | Perpetual-Discount | 2.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 5.81 % |
GWO.PR.S | Insurance Straight | 4.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 5.83 % |
SLF.PR.J | FloatingReset | 6.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 5.81 % |
MFC.PR.I | FixedReset Ins Non | 6.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 23.40 Evaluated at bid price : 24.70 Bid-YTW : 5.76 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
BN.PF.G | FixedReset Disc | 82,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 21.37 Evaluated at bid price : 21.37 Bid-YTW : 6.72 % |
TD.PF.D | FixedReset Disc | 72,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 24.06 Evaluated at bid price : 24.95 Bid-YTW : 5.62 % |
ENB.PR.Y | FixedReset Disc | 63,380 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 19.07 Evaluated at bid price : 19.07 Bid-YTW : 6.92 % |
CU.PR.I | FixedReset Disc | 59,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.08 Bid-YTW : 3.93 % |
ENB.PF.E | FixedReset Disc | 47,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 19.84 Evaluated at bid price : 19.84 Bid-YTW : 6.94 % |
CU.PR.C | FixedReset Disc | 47,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-04 Maturity Price : 21.37 Evaluated at bid price : 21.68 Bid-YTW : 6.06 % |
There were 14 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.M | FixedReset Disc | Quote: 22.15 – 24.80 Spot Rate : 2.6500 Average : 1.4510 YTW SCENARIO |
BN.PR.N | Perpetual-Discount | Quote: 18.05 – 19.89 Spot Rate : 1.8400 Average : 1.1425 YTW SCENARIO |
CU.PR.F | Perpetual-Discount | Quote: 19.95 – 23.88 Spot Rate : 3.9300 Average : 3.3934 YTW SCENARIO |
TD.PF.D | FixedReset Disc | Quote: 24.95 – 26.00 Spot Rate : 1.0500 Average : 0.6358 YTW SCENARIO |
IFC.PR.E | Insurance Straight | Quote: 23.34 – 24.99 Spot Rate : 1.6500 Average : 1.2526 YTW SCENARIO |
ENB.PF.G | FixedReset Disc | Quote: 20.00 – 21.42 Spot Rate : 1.4200 Average : 1.1456 YTW SCENARIO |
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