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 | -0.3912 % | 2,327.5 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3912 % | 4,464.2 |
Floater | 7.15 % | 7.42 % | 37,430 | 12.01 | 4 | -0.3912 % | 2,572.7 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0645 % | 3,642.8 |
SplitShare | 4.75 % | 4.94 % | 48,417 | 1.95 | 8 | -0.0645 % | 4,350.3 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0645 % | 3,394.2 |
Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4310 % | 2,917.3 |
Perpetual-Discount | 5.89 % | 6.04 % | 56,732 | 13.84 | 32 | 0.4310 % | 3,181.2 |
FixedReset Disc | 5.34 % | 6.48 % | 108,238 | 13.05 | 50 | 0.0472 % | 2,852.2 |
Insurance Straight | 5.83 % | 5.96 % | 67,388 | 13.89 | 21 | 0.9009 % | 3,106.6 |
FloatingReset | 6.03 % | 6.08 % | 41,669 | 13.72 | 3 | -1.3047 % | 3,411.3 |
FixedReset Prem | 5.71 % | 5.45 % | 173,220 | 13.90 | 12 | 0.0132 % | 2,583.6 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0472 % | 2,915.6 |
FixedReset Ins Non | 5.12 % | 5.82 % | 70,334 | 13.87 | 14 | 0.0851 % | 2,952.1 |
Performance Highlights | |||
Issue | Index | Change | Notes |
FFH.PR.E | FixedReset Disc | -18.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.14 % |
GWO.PR.L | Insurance Straight | -3.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 22.93 Evaluated at bid price : 23.21 Bid-YTW : 6.16 % |
IFC.PR.G | FixedReset Ins Non | -2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 22.68 Evaluated at bid price : 23.51 Bid-YTW : 6.00 % |
SLF.PR.J | FloatingReset | -2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 17.38 Evaluated at bid price : 17.38 Bid-YTW : 6.35 % |
PWF.PF.A | Perpetual-Discount | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.97 % |
FFH.PR.F | FloatingReset | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 21.80 Evaluated at bid price : 21.80 Bid-YTW : 5.93 % |
IFC.PR.F | Insurance Straight | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 21.92 Evaluated at bid price : 22.41 Bid-YTW : 5.97 % |
PWF.PR.F | Perpetual-Discount | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 21.42 Evaluated at bid price : 21.68 Bid-YTW : 6.09 % |
CU.PR.E | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 5.94 % |
POW.PR.C | Perpetual-Discount | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 24.06 Evaluated at bid price : 24.31 Bid-YTW : 6.02 % |
CCS.PR.C | Insurance Straight | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 5.93 % |
CU.PR.D | Perpetual-Discount | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.95 % |
ENB.PR.F | FixedReset Disc | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 7.03 % |
MFC.PR.C | Insurance Straight | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 5.70 % |
BN.PF.J | FixedReset Disc | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 23.01 Evaluated at bid price : 24.05 Bid-YTW : 6.36 % |
PWF.PR.P | FixedReset Disc | 2.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 16.95 Evaluated at bid price : 16.95 Bid-YTW : 6.48 % |
POW.PR.A | Perpetual-Discount | 3.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 23.20 Evaluated at bid price : 23.50 Bid-YTW : 6.01 % |
IFC.PR.C | FixedReset Ins Non | 5.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 22.15 Evaluated at bid price : 22.49 Bid-YTW : 6.01 % |
PWF.PR.K | Perpetual-Discount | 6.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 6.05 % |
CU.PR.C | FixedReset Disc | 7.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 21.46 Evaluated at bid price : 21.46 Bid-YTW : 6.32 % |
ENB.PR.B | FixedReset Disc | 7.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 19.19 Evaluated at bid price : 19.19 Bid-YTW : 7.08 % |
GWO.PR.T | Insurance Straight | 23.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 21.66 Evaluated at bid price : 21.66 Bid-YTW : 6.02 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
BN.PF.A | FixedReset Disc | 233,825 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 23.01 Evaluated at bid price : 24.27 Bid-YTW : 6.27 % |
ENB.PR.B | FixedReset Disc | 56,420 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 19.19 Evaluated at bid price : 19.19 Bid-YTW : 7.08 % |
ENB.PR.D | FixedReset Disc | 53,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 19.51 Evaluated at bid price : 19.51 Bid-YTW : 6.98 % |
CCS.PR.C | Insurance Straight | 44,504 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 5.93 % |
ENB.PF.C | FixedReset Disc | 44,374 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 19.93 Evaluated at bid price : 19.93 Bid-YTW : 7.11 % |
RY.PR.J | FixedReset Disc | 32,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-01-30 Maturity Price : 23.91 Evaluated at bid price : 24.70 Bid-YTW : 5.68 % |
There were 18 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 |
FFH.PR.E | FixedReset Disc | Quote: 18.00 – 22.00 Spot Rate : 4.0000 Average : 2.1896 YTW SCENARIO |
MFC.PR.M | FixedReset Ins Non | Quote: 23.02 – 25.00 Spot Rate : 1.9800 Average : 1.2172 YTW SCENARIO |
GWO.PR.L | Insurance Straight | Quote: 23.21 – 24.20 Spot Rate : 0.9900 Average : 0.5805 YTW SCENARIO |
IFC.PR.G | FixedReset Ins Non | Quote: 23.51 – 24.35 Spot Rate : 0.8400 Average : 0.5222 YTW SCENARIO |
PWF.PR.E | Perpetual-Discount | Quote: 22.91 – 23.50 Spot Rate : 0.5900 Average : 0.3610 YTW SCENARIO |
MFC.PR.L | FixedReset Ins Non | Quote: 22.91 – 23.60 Spot Rate : 0.6900 Average : 0.5091 YTW SCENARIO |