Another nice day for Canadian Preferreds, with PerpetualDiscounts gaining 30bp while FixedResets were up 24bp, on moderate volume.
HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
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 | 0.7250 % | 1,513.0 |
FixedFloater | 5.88 % | 4.01 % | 41,842 | 18.80 | 1 | 1.3699 % | 2,650.4 |
Floater | 2.58 % | 3.01 % | 93,780 | 19.65 | 3 | 0.7250 % | 1,890.2 |
OpRet | 4.80 % | -6.65 % | 120,645 | 0.09 | 14 | 0.0710 % | 2,307.5 |
SplitShare | 6.37 % | -2.57 % | 332,820 | 0.08 | 2 | -0.0658 % | 2,109.7 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0710 % | 2,110.0 |
Perpetual-Premium | 5.89 % | 3.51 % | 126,418 | 0.19 | 4 | 0.1987 % | 1,867.4 |
Perpetual-Discount | 5.84 % | 5.92 % | 182,633 | 14.03 | 70 | 0.2966 % | 1,777.5 |
FixedReset | 5.46 % | 3.90 % | 387,829 | 3.94 | 41 | 0.2397 % | 2,140.3 |
Performance Highlights | |||
Issue | Index | Change | Notes |
IAG.PR.E | Perpetual-Discount | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-11-20 Maturity Price : 24.31 Evaluated at bid price : 24.51 Bid-YTW : 6.20 % |
RY.PR.W | Perpetual-Discount | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-11-20 Maturity Price : 22.20 Evaluated at bid price : 22.35 Bid-YTW : 5.51 % |
IAG.PR.A | Perpetual-Discount | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-11-20 Maturity Price : 19.36 Evaluated at bid price : 19.36 Bid-YTW : 6.05 % |
BNS.PR.K | Perpetual-Discount | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-11-20 Maturity Price : 21.56 Evaluated at bid price : 21.56 Bid-YTW : 5.63 % |
TRI.PR.B | Floater | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-11-20 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 2.01 % |
BAM.PR.G | FixedFloater | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-11-20 Maturity Price : 25.00 Evaluated at bid price : 18.50 Bid-YTW : 4.01 % |
POW.PR.C | Perpetual-Discount | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-11-20 Maturity Price : 23.80 Evaluated at bid price : 24.16 Bid-YTW : 6.07 % |
RY.PR.D | Perpetual-Discount | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-11-20 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 5.57 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
BNS.PR.T | FixedReset | 136,230 | RBC crossed blocks of 76,000 and 52,800, both at 27.85. YTW SCENARIO Maturity Type : Call Maturity Date : 2014-05-25 Maturity Price : 25.00 Evaluated at bid price : 27.80 Bid-YTW : 3.68 % |
CM.PR.P | Perpetual-Discount | 103,910 | RBC crossed 59,000 at 23.35; TD crossed 41,600 at the same price. YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2039-11-20 Maturity Price : 22.61 Evaluated at bid price : 23.30 Bid-YTW : 5.93 % |
BNS.PR.X | FixedReset | 80,680 | RBC crossed 76,000 at 27.95. YTW SCENARIO Maturity Type : Call Maturity Date : 2014-05-25 Maturity Price : 25.00 Evaluated at bid price : 27.75 Bid-YTW : 3.74 % |
HSB.PR.E | FixedReset | 77,110 | RBC bought 13,400 from HSBC at 27.85. YTW SCENARIO Maturity Type : Call Maturity Date : 2014-07-30 Maturity Price : 25.00 Evaluated at bid price : 27.92 Bid-YTW : 4.13 % |
TD.PR.G | FixedReset | 52,230 | RBC crossed blocks of 19,500 and 20,000, both at 27.57. YTW SCENARIO Maturity Type : Call Maturity Date : 2014-05-30 Maturity Price : 25.00 Evaluated at bid price : 27.60 Bid-YTW : 3.87 % |
GWO.PR.E | OpRet | 40,449 | Anonymous bought blocks of 10,700 and 13,500 from National and HSBC, respectively, both at 25.85. YTW SCENARIO Maturity Type : Call Maturity Date : 2010-04-30 Maturity Price : 25.25 Evaluated at bid price : 25.71 Bid-YTW : 2.03 % |
There were 36 other index-included issues trading in excess of 10,000 shares. |
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