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 | 8.24 % | 8.67 % | 26,067 | 11.48 | 1 | 0.8376 % | 2,322.6 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4167 % | 4,436.2 |
Floater | 7.19 % | 7.48 % | 35,561 | 11.93 | 4 | 0.4167 % | 2,556.6 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0050 % | 3,638.8 |
SplitShare | 4.76 % | 4.33 % | 46,327 | 0.15 | 8 | 0.0050 % | 4,345.5 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0050 % | 3,390.5 |
Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2816 % | 2,921.9 |
Perpetual-Discount | 5.88 % | 6.00 % | 60,569 | 13.86 | 32 | 0.2816 % | 3,186.2 |
FixedReset Disc | 5.34 % | 6.20 % | 117,279 | 13.39 | 51 | 0.4506 % | 2,856.2 |
Insurance Straight | 5.77 % | 5.96 % | 73,584 | 13.91 | 21 | 0.6980 % | 3,135.6 |
FloatingReset | 5.93 % | 6.00 % | 37,586 | 13.83 | 4 | 0.5819 % | 3,384.5 |
FixedReset Prem | 6.06 % | 5.27 % | 175,340 | 14.22 | 9 | 0.4268 % | 2,590.8 |
FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4506 % | 2,919.6 |
FixedReset Ins Non | 5.17 % | 5.59 % | 76,508 | 14.17 | 14 | 0.7619 % | 2,923.4 |
Performance Highlights | |||
Issue | Index | Change | Notes |
MFC.PR.N | FixedReset Ins Non | -4.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.95 % |
GWO.PR.I | Insurance Straight | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 5.90 % |
PWF.PR.Z | Perpetual-Discount | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 6.13 % |
ENB.PR.Y | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 6.81 % |
SLF.PR.J | FloatingReset | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 6.06 % |
FFH.PR.H | FloatingReset | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 6.00 % |
MFC.PR.J | FixedReset Ins Non | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 23.23 Evaluated at bid price : 24.65 Bid-YTW : 5.52 % |
CU.PR.D | Perpetual-Discount | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 5.97 % |
CU.PR.G | Perpetual-Discount | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.80 % |
SLF.PR.D | Insurance Straight | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 20.84 Evaluated at bid price : 20.84 Bid-YTW : 5.41 % |
BN.PF.G | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 21.57 Evaluated at bid price : 21.57 Bid-YTW : 6.35 % |
CU.PR.E | Perpetual-Discount | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 20.98 Evaluated at bid price : 20.98 Bid-YTW : 5.96 % |
SLF.PR.E | Insurance Straight | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 20.96 Evaluated at bid price : 20.96 Bid-YTW : 5.44 % |
SLF.PR.H | FixedReset Ins Non | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 5.67 % |
GWO.PR.Q | Insurance Straight | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 21.54 Evaluated at bid price : 21.80 Bid-YTW : 5.98 % |
PWF.PR.A | Floater | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 13.56 Evaluated at bid price : 13.56 Bid-YTW : 6.75 % |
CCS.PR.C | Insurance Straight | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 21.54 Evaluated at bid price : 21.80 Bid-YTW : 5.80 % |
ENB.PF.E | FixedReset Disc | 2.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 19.53 Evaluated at bid price : 19.53 Bid-YTW : 6.83 % |
MFC.PR.C | Insurance Straight | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 5.56 % |
IFC.PR.A | FixedReset Ins Non | 2.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.42 % |
MFC.PR.I | FixedReset Ins Non | 3.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 23.36 Evaluated at bid price : 24.75 Bid-YTW : 5.66 % |
IFC.PR.G | FixedReset Ins Non | 4.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 23.05 Evaluated at bid price : 24.30 Bid-YTW : 5.53 % |
BN.PR.Z | FixedReset Disc | 4.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 22.42 Evaluated at bid price : 22.95 Bid-YTW : 6.27 % |
BIP.PR.F | FixedReset Disc | 5.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 23.07 Evaluated at bid price : 24.50 Bid-YTW : 5.91 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
ENB.PF.C | FixedReset Disc | 104,302 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 6.77 % |
TD.PF.D | FixedReset Disc | 103,151 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 23.85 Evaluated at bid price : 24.54 Bid-YTW : 5.46 % |
PWF.PR.K | Perpetual-Discount | 69,053 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 20.78 Evaluated at bid price : 20.78 Bid-YTW : 6.01 % |
ENB.PR.Y | FixedReset Disc | 58,212 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 6.81 % |
FTS.PR.M | FixedReset Disc | 55,765 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.22 % |
ENB.PR.D | FixedReset Disc | 53,879 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-02-04 Maturity Price : 19.51 Evaluated at bid price : 19.51 Bid-YTW : 6.68 % |
There were 33 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 |
IFC.PR.E | Insurance Straight | Quote: 22.56 – 24.25 Spot Rate : 1.6900 Average : 1.0488 YTW SCENARIO |
PWF.PR.S | Perpetual-Discount | Quote: 20.18 – 21.75 Spot Rate : 1.5700 Average : 0.9444 YTW SCENARIO |
MFC.PR.N | FixedReset Ins Non | Quote: 21.00 – 22.45 Spot Rate : 1.4500 Average : 0.9307 YTW SCENARIO |
IFC.PR.K | Insurance Straight | Quote: 22.70 – 23.50 Spot Rate : 0.8000 Average : 0.5040 YTW SCENARIO |
PWF.PR.Z | Perpetual-Discount | Quote: 21.20 – 21.95 Spot Rate : 0.7500 Average : 0.4669 YTW SCENARIO |
IFC.PR.C | FixedReset Ins Non | Quote: 21.40 – 22.97 Spot Rate : 1.5700 Average : 1.3331 YTW SCENARIO |