Strong performance today on normal volume. Not much news – government holiday!
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 | 0.5505 % | 916.5 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5505 % | 1,482.2 |
Floater | 5.32 % | 5.30 % | 68,733 | 15.02 | 2 | 0.5505 % | 1,145.0 |
OpRet | 5.16 % | 4.71 % | 142,281 | 3.89 | 15 | 0.1493 % | 2,107.0 |
SplitShare | 6.82 % | 11.37 % | 45,975 | 5.65 | 3 | 0.2461 % | 1,695.5 |
Interest-Bearing | 6.10 % | 8.50 % | 28,900 | 0.69 | 1 | 0.1018 % | 1,953.4 |
Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5142 % | 1,589.1 |
Perpetual-Discount | 6.86 % | 6.98 % | 147,104 | 12.60 | 71 | 0.5142 % | 1,463.6 |
FixedReset | 6.01 % | 5.47 % | 667,801 | 7.65 | 35 | 0.2712 % | 1,874.0 |
Performance Highlights | |||
Issue | Index | Change | Notes |
SLF.PR.B | Perpetual-Discount | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 7.31 % |
MFC.PR.C | Perpetual-Discount | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 7.13 % |
GWO.PR.G | Perpetual-Discount | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 18.31 Evaluated at bid price : 18.31 Bid-YTW : 7.18 % |
PWF.PR.G | Perpetual-Discount | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 20.73 Evaluated at bid price : 20.73 Bid-YTW : 7.15 % |
BNS.PR.M | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 6.65 % |
CM.PR.L | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2014-05-30 Maturity Price : 25.00 Evaluated at bid price : 25.90 Bid-YTW : 5.65 % |
BMO.PR.K | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 7.02 % |
MFC.PR.B | Perpetual-Discount | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 6.93 % |
GWO.PR.H | Perpetual-Discount | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 7.30 % |
ELF.PR.G | Perpetual-Discount | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 14.10 Evaluated at bid price : 14.10 Bid-YTW : 8.50 % |
W.PR.H | Perpetual-Discount | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 6.98 % |
CM.PR.P | Perpetual-Discount | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 19.61 Evaluated at bid price : 19.61 Bid-YTW : 7.05 % |
PWF.PR.L | Perpetual-Discount | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 7.12 % |
PWF.PR.I | Perpetual-Discount | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 7.13 % |
PWF.PR.K | Perpetual-Discount | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 6.80 % |
PWF.PR.J | OpRet | 1.59 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2013-07-30 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 4.05 % |
PWF.PR.H | Perpetual-Discount | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 7.08 % |
CIU.PR.A | Perpetual-Discount | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 6.57 % |
GWO.PR.I | Perpetual-Discount | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 7.16 % |
TCA.PR.Y | Perpetual-Discount | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 45.01 Evaluated at bid price : 46.85 Bid-YTW : 5.95 % |
SLF.PR.D | Perpetual-Discount | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 15.70 Evaluated at bid price : 15.70 Bid-YTW : 7.17 % |
HSB.PR.C | Perpetual-Discount | 2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 6.99 % |
BAM.PR.N | Perpetual-Discount | 2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 14.20 Evaluated at bid price : 14.20 Bid-YTW : 8.48 % |
CU.PR.B | Perpetual-Discount | 2.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 23.01 Evaluated at bid price : 23.25 Bid-YTW : 6.55 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
RY.PR.X | FixedReset | 85,069 | Recent new issue. YTW SCENARIO Maturity Type : Call Maturity Date : 2014-09-23 Maturity Price : 25.00 Evaluated at bid price : 25.41 Bid-YTW : 5.98 % |
MFC.PR.D | FixedReset | 79,097 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-04-13 Maturity Price : 25.16 Evaluated at bid price : 25.21 Bid-YTW : 6.44 % |
HSB.PR.E | FixedReset | 60,745 | Recent new issue. YTW SCENARIO Maturity Type : Call Maturity Date : 2014-07-30 Maturity Price : 25.00 Evaluated at bid price : 25.21 Bid-YTW : 6.52 % |
TD.PR.K | FixedReset | 41,346 | Recent new issue. YTW SCENARIO Maturity Type : Call Maturity Date : 2014-08-30 Maturity Price : 25.00 Evaluated at bid price : 25.36 Bid-YTW : 6.01 % |
RY.PR.T | FixedReset | 34,683 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-09-23 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 5.86 % |
CM.PR.L | FixedReset | 30,348 | YTW SCENARIO Maturity Type : Call Maturity Date : 2014-05-30 Maturity Price : 25.00 Evaluated at bid price : 25.90 Bid-YTW : 5.65 % |
There were 20 other index-included issues trading in excess of 10,000 shares. |