| 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 | 0.1277 % | 2,417.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1277 % | 4,583.3 |
| Floater | 5.96 % | 6.23 % | 58,093 | 13.54 | 3 | 0.1277 % | 2,641.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2497 % | 3,688.7 |
| SplitShare | 4.73 % | 4.48 % | 68,806 | 3.27 | 5 | -0.2497 % | 4,405.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2497 % | 3,437.0 |
| Perpetual-Premium | 5.65 % | -9.60 % | 79,267 | 0.09 | 6 | -0.2020 % | 3,117.7 |
| Perpetual-Discount | 5.41 % | 5.50 % | 46,197 | 14.60 | 25 | 0.1546 % | 3,457.3 |
| FixedReset Disc | 5.74 % | 5.89 % | 110,448 | 13.78 | 30 | 0.2692 % | 3,116.6 |
| Insurance Straight | 5.42 % | 5.42 % | 55,508 | 14.65 | 21 | -0.9752 % | 3,353.6 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2692 % | 3,707.6 |
| FixedReset Prem | 5.84 % | 4.12 % | 109,371 | 2.34 | 21 | 0.1950 % | 2,652.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2692 % | 3,185.8 |
| FixedReset Ins Non | 5.17 % | 5.28 % | 58,067 | 14.56 | 15 | 0.0258 % | 3,102.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.B | Insurance Straight | -16.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-05 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.26 % |
| MFC.PR.C | Insurance Straight | -10.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-05 Maturity Price : 19.71 Evaluated at bid price : 19.71 Bid-YTW : 5.80 % |
| IFC.PR.E | Insurance Straight | -3.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-05 Maturity Price : 23.49 Evaluated at bid price : 23.75 Bid-YTW : 5.53 % |
| GWO.PR.P | Insurance Straight | -2.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-05 Maturity Price : 23.92 Evaluated at bid price : 24.16 Bid-YTW : 5.65 % |
| POW.PR.A | Perpetual-Discount | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-05 Maturity Price : 24.69 Evaluated at bid price : 25.01 Bid-YTW : 5.64 % |
| PWF.PR.O | Perpetual-Premium | -1.45 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-05 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : -2.93 % |
| MFC.PR.F | FixedReset Ins Non | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-05 Maturity Price : 17.52 Evaluated at bid price : 17.52 Bid-YTW : 5.86 % |
| POW.PR.B | Perpetual-Discount | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-05 Maturity Price : 23.73 Evaluated at bid price : 24.04 Bid-YTW : 5.61 % |
| PWF.PR.K | Perpetual-Discount | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-05 Maturity Price : 22.56 Evaluated at bid price : 22.82 Bid-YTW : 5.45 % |
| FTS.PR.M | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-05 Maturity Price : 23.10 Evaluated at bid price : 24.61 Bid-YTW : 5.37 % |
| PWF.PR.R | Perpetual-Discount | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-05 Maturity Price : 24.50 Evaluated at bid price : 24.73 Bid-YTW : 5.59 % |
| BN.PR.Z | FixedReset Disc | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-05 Maturity Price : 23.54 Evaluated at bid price : 24.97 Bid-YTW : 5.75 % |
| GWO.PR.Q | Insurance Straight | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-05 Maturity Price : 23.48 Evaluated at bid price : 23.75 Bid-YTW : 5.48 % |
| ELF.PR.H | Perpetual-Discount | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-05 Maturity Price : 24.46 Evaluated at bid price : 24.70 Bid-YTW : 5.61 % |
| GWO.PR.G | Insurance Straight | 2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-05 Maturity Price : 23.71 Evaluated at bid price : 24.02 Bid-YTW : 5.47 % |
| TD.PF.J | FixedReset Prem | 2.36 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.05 Bid-YTW : 4.02 % |
| SLF.PR.E | Insurance Straight | 6.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-05 Maturity Price : 22.10 Evaluated at bid price : 22.32 Bid-YTW : 5.09 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.E | FixedReset Prem | 100,310 | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-11-25 Maturity Price : 25.00 Evaluated at bid price : 27.15 Bid-YTW : 3.71 % |
| ENB.PR.Y | FixedReset Disc | 52,475 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-05 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 6.24 % |
| MFC.PR.K | FixedReset Ins Non | 22,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-05 Maturity Price : 23.44 Evaluated at bid price : 25.10 Bid-YTW : 5.16 % |
| BN.PF.E | FixedReset Disc | 22,515 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-05 Maturity Price : 21.83 Evaluated at bid price : 22.23 Bid-YTW : 5.96 % |
| PVS.PR.M | SplitShare | 21,100 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2031-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.69 Bid-YTW : 4.78 % |
| ENB.PR.H | FixedReset Disc | 16,299 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-05 Maturity Price : 22.31 Evaluated at bid price : 22.77 Bid-YTW : 5.66 % |
| There were 4 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 |
| MFC.PR.B | Insurance Straight | Quote: 18.90 – 22.73 Spot Rate : 3.8300 Average : 2.1647 YTW SCENARIO |
| MFC.PR.C | Insurance Straight | Quote: 19.71 – 22.48 Spot Rate : 2.7700 Average : 1.6223 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 23.75 – 24.63 Spot Rate : 0.8800 Average : 0.5257 YTW SCENARIO |
| FTS.PR.K | FixedReset Disc | Quote: 23.38 – 24.25 Spot Rate : 0.8700 Average : 0.5547 YTW SCENARIO |
| BN.PF.I | FixedReset Prem | Quote: 25.65 – 26.65 Spot Rate : 1.0000 Average : 0.7607 YTW SCENARIO |
| GWO.PR.P | Insurance Straight | Quote: 24.16 – 25.00 Spot Rate : 0.8400 Average : 0.6497 YTW SCENARIO |
New issue
https://www.globenewswire.com/news-release/2025/11/06/3182965/0/en/Intact-Financial-Corporation-Announces-150-Million-Preferred-Share-Offering.html
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