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 | 0.8850 % | 2,311.8 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8850 % | 4,500.2 |
Floater | 6.91 % | 7.07 % | 62,146 | 12.35 | 2 | 0.8850 % | 2,593.5 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3716 % | 3,635.4 |
SplitShare | 4.81 % | 3.89 % | 55,085 | 0.70 | 8 | -0.3716 % | 4,341.4 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3716 % | 3,387.3 |
Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1043 % | 2,955.4 |
Perpetual-Discount | 5.82 % | 5.97 % | 45,029 | 13.88 | 33 | -0.1043 % | 3,222.7 |
FixedReset Disc | 5.62 % | 6.34 % | 129,838 | 12.80 | 46 | -0.0718 % | 2,890.8 |
Insurance Straight | 5.82 % | 5.86 % | 53,566 | 14.17 | 20 | -0.0443 % | 3,112.5 |
FloatingReset | 5.60 % | 5.76 % | 46,416 | 14.14 | 3 | -0.2252 % | 3,683.9 |
FixedReset Prem | 6.08 % | 5.22 % | 126,188 | 3.07 | 12 | -0.0934 % | 2,610.4 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0718 % | 2,955.0 |
FixedReset Ins Non | 5.24 % | 5.88 % | 63,357 | 13.99 | 14 | -1.4658 % | 2,939.6 |
Performance Highlights | |||
Issue | Index | Change | Notes |
MFC.PR.I | FixedReset Ins Non | -6.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 22.83 Evaluated at bid price : 23.13 Bid-YTW : 6.35 % |
GWO.PR.N | FixedReset Ins Non | -6.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 15.46 Evaluated at bid price : 15.46 Bid-YTW : 6.78 % |
BN.PR.N | Perpetual-Discount | -4.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.39 % |
PWF.PR.P | FixedReset Disc | -3.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 6.72 % |
ENB.PR.B | FixedReset Disc | -3.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 7.39 % |
PVS.PR.K | SplitShare | -2.97 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 5.06 % |
MFC.PR.Q | FixedReset Ins Non | -2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 23.06 Evaluated at bid price : 24.20 Bid-YTW : 5.76 % |
SLF.PR.H | FixedReset Ins Non | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 6.02 % |
PVS.PR.J | SplitShare | -1.70 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.82 Bid-YTW : 4.74 % |
ENB.PR.J | FixedReset Disc | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 7.04 % |
SLF.PR.J | FloatingReset | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 17.45 Evaluated at bid price : 17.45 Bid-YTW : 5.90 % |
MFC.PR.L | FixedReset Ins Non | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 22.09 Evaluated at bid price : 22.59 Bid-YTW : 5.86 % |
BN.PF.B | FixedReset Disc | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 21.80 Evaluated at bid price : 22.15 Bid-YTW : 6.62 % |
IFC.PR.A | FixedReset Ins Non | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.60 % |
MFC.PR.J | FixedReset Ins Non | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 23.23 Evaluated at bid price : 24.50 Bid-YTW : 5.77 % |
IFC.PR.C | FixedReset Ins Non | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 22.57 Evaluated at bid price : 23.02 Bid-YTW : 5.98 % |
ENB.PR.H | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 6.48 % |
BN.PF.C | Perpetual-Discount | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 20.06 Evaluated at bid price : 20.06 Bid-YTW : 6.18 % |
IFC.PR.I | Insurance Straight | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 23.21 Evaluated at bid price : 23.47 Bid-YTW : 5.86 % |
IFC.PR.F | Insurance Straight | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 22.67 Evaluated at bid price : 23.00 Bid-YTW : 5.87 % |
CU.PR.E | Perpetual-Discount | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.82 % |
CU.PR.J | Perpetual-Discount | 2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 5.83 % |
GWO.PR.P | Insurance Straight | 2.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 23.14 Evaluated at bid price : 23.40 Bid-YTW : 5.78 % |
SLF.PR.G | FixedReset Ins Non | 3.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 6.21 % |
FTS.PR.H | FixedReset Disc | 6.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 17.06 Evaluated at bid price : 17.06 Bid-YTW : 6.43 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
ENB.PF.K | FixedReset Disc | 28,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 23.06 Evaluated at bid price : 24.10 Bid-YTW : 6.40 % |
BMO.PR.Y | FixedReset Disc | 21,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-08-25 Maturity Price : 25.00 Evaluated at bid price : 24.93 Bid-YTW : 5.21 % |
ENB.PF.G | FixedReset Disc | 18,286 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 20.08 Evaluated at bid price : 20.08 Bid-YTW : 7.05 % |
TD.PF.A | FixedReset Disc | 18,270 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 22.90 Evaluated at bid price : 24.18 Bid-YTW : 5.32 % |
BN.PF.G | FixedReset Disc | 18,146 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 21.51 Evaluated at bid price : 21.51 Bid-YTW : 6.86 % |
FFH.PR.G | FixedReset Disc | 18,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-06-12 Maturity Price : 23.61 Evaluated at bid price : 24.48 Bid-YTW : 5.63 % |
There were 3 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 |
BN.PF.G | FixedReset Disc | Quote: 21.51 – 23.95 Spot Rate : 2.4400 Average : 1.4909 YTW SCENARIO |
MFC.PR.I | FixedReset Ins Non | Quote: 23.13 – 25.00 Spot Rate : 1.8700 Average : 1.1103 YTW SCENARIO |
IFC.PR.I | Insurance Straight | Quote: 23.47 – 25.99 Spot Rate : 2.5200 Average : 2.0060 YTW SCENARIO |
GWO.PR.N | FixedReset Ins Non | Quote: 15.46 – 16.90 Spot Rate : 1.4400 Average : 0.9291 YTW SCENARIO |
PVS.PR.K | SplitShare | Quote: 24.50 – 25.50 Spot Rate : 1.0000 Average : 0.6364 YTW SCENARIO |
BN.PF.E | FixedReset Disc | Quote: 19.94 – 20.90 Spot Rate : 0.9600 Average : 0.6305 YTW SCENARIO |