| 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 | 0.0256 % | 2,412.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0256 % | 4,574.0 |
| Floater | 5.97 % | 6.26 % | 56,046 | 13.47 | 3 | 0.0256 % | 2,636.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,686.6 |
| SplitShare | 4.74 % | 4.76 % | 66,686 | 3.23 | 5 | 0.0000 % | 4,402.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,435.1 |
| Perpetual-Premium | 5.67 % | 5.52 % | 76,511 | 6.89 | 7 | 0.0226 % | 3,093.3 |
| Perpetual-Discount | 5.55 % | 5.61 % | 48,504 | 14.45 | 25 | -0.6505 % | 3,371.2 |
| FixedReset Disc | 5.85 % | 6.10 % | 113,993 | 13.63 | 30 | -0.9319 % | 3,060.0 |
| Insurance Straight | 5.45 % | 5.55 % | 57,942 | 14.51 | 21 | -0.2085 % | 3,333.3 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.9319 % | 3,640.2 |
| FixedReset Prem | 5.88 % | 4.93 % | 108,502 | 2.74 | 21 | 0.0573 % | 2,635.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.9319 % | 3,128.0 |
| FixedReset Ins Non | 5.17 % | 5.36 % | 63,729 | 14.44 | 15 | -0.0632 % | 3,098.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.S | Perpetual-Discount | -19.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-17 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 7.32 % |
| SLF.PR.E | Insurance Straight | -8.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-17 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 5.75 % |
| BN.PF.G | FixedReset Disc | -8.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-17 Maturity Price : 21.82 Evaluated at bid price : 22.24 Bid-YTW : 6.43 % |
| PWF.PF.A | Perpetual-Discount | -7.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-17 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.98 % |
| PWF.PR.P | FixedReset Disc | -4.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-17 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 6.24 % |
| ENB.PF.E | FixedReset Disc | -2.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-17 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 6.40 % |
| BN.PF.D | Perpetual-Discount | -2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-17 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 5.87 % |
| BN.PF.B | FixedReset Disc | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-17 Maturity Price : 22.43 Evaluated at bid price : 23.05 Bid-YTW : 6.13 % |
| SLF.PR.H | FixedReset Ins Non | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-17 Maturity Price : 21.78 Evaluated at bid price : 22.25 Bid-YTW : 5.48 % |
| ENB.PF.C | FixedReset Disc | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-17 Maturity Price : 21.39 Evaluated at bid price : 21.70 Bid-YTW : 6.29 % |
| ENB.PR.D | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-17 Maturity Price : 20.84 Evaluated at bid price : 20.84 Bid-YTW : 6.27 % |
| BN.PF.H | FixedReset Prem | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-17 Maturity Price : 24.05 Evaluated at bid price : 25.00 Bid-YTW : 7.02 % |
| FTS.PR.J | Perpetual-Discount | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-17 Maturity Price : 22.35 Evaluated at bid price : 22.62 Bid-YTW : 5.26 % |
| MFC.PR.M | FixedReset Ins Non | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-17 Maturity Price : 23.11 Evaluated at bid price : 24.65 Bid-YTW : 5.33 % |
| FTS.PR.F | Perpetual-Discount | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-17 Maturity Price : 23.53 Evaluated at bid price : 23.80 Bid-YTW : 5.15 % |
| TD.PF.J | FixedReset Prem | 2.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 4.16 % |
| IFC.PR.F | Insurance Straight | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-17 Maturity Price : 23.76 Evaluated at bid price : 24.05 Bid-YTW : 5.58 % |
| GWO.PR.I | Insurance Straight | 2.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-17 Maturity Price : 21.06 Evaluated at bid price : 21.06 Bid-YTW : 5.43 % |
| CU.PR.J | Perpetual-Discount | 9.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-17 Maturity Price : 21.56 Evaluated at bid price : 21.56 Bid-YTW : 5.53 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.I | FixedReset Prem | 65,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 5.48 % |
| IFC.PR.M | Perpetual-Premium | 56,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-17 Maturity Price : 24.62 Evaluated at bid price : 25.02 Bid-YTW : 5.52 % |
| FFH.PR.K | FixedReset Prem | 54,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 3.91 % |
| POW.PR.H | Perpetual-Premium | 44,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2034-10-15 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 5.63 % |
| PVS.PR.H | SplitShare | 33,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.83 % |
| ENB.PR.D | FixedReset Disc | 24,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2055-11-17 Maturity Price : 20.84 Evaluated at bid price : 20.84 Bid-YTW : 6.27 % |
| There were 6 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 |
| PWF.PR.S | Perpetual-Discount | Quote: 16.60 – 22.42 Spot Rate : 5.8200 Average : 3.8272 YTW SCENARIO |
| BN.PF.G | FixedReset Disc | Quote: 22.24 – 24.48 Spot Rate : 2.2400 Average : 1.3038 YTW SCENARIO |
| PWF.PF.A | Perpetual-Discount | Quote: 19.00 – 20.99 Spot Rate : 1.9900 Average : 1.1870 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 19.90 – 22.00 Spot Rate : 2.1000 Average : 1.4930 YTW SCENARIO |
| BN.PF.D | Perpetual-Discount | Quote: 21.20 – 22.27 Spot Rate : 1.0700 Average : 0.6755 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 17.60 – 18.65 Spot Rate : 1.0500 Average : 0.7362 YTW SCENARIO |
Hello!
Since it is not really new, I apologize if it has already been mentioned but we have a new perpetual issue from CU INC.
https://www.newswire.ca/news-releases/canadian-utilities-limited-announces-preferred-share-issue-860357210.html
It will pay 5.6%.
Got it!