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 | 1.7287 % | 2,160.6 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.7287 % | 3,964.6 |
Floater | 3.53 % | 3.65 % | 48,776 | 18.18 | 4 | 1.7287 % | 2,284.8 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,022.1 |
SplitShare | 4.94 % | 4.23 % | 53,370 | 0.61 | 6 | 0.0000 % | 3,609.0 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 2,815.9 |
Perpetual-Premium | 5.30 % | -3.37 % | 74,667 | 0.09 | 23 | 0.1175 % | 2,782.8 |
Perpetual-Discount | 5.09 % | 5.09 % | 112,592 | 15.36 | 13 | 0.5738 % | 2,990.4 |
FixedReset | 4.37 % | 3.93 % | 229,083 | 6.62 | 94 | 0.2836 % | 2,364.2 |
Deemed-Retractible | 4.99 % | 4.74 % | 145,346 | 0.09 | 31 | 0.2267 % | 2,896.6 |
FloatingReset | 2.53 % | 2.97 % | 56,655 | 4.50 | 9 | -0.4447 % | 2,525.5 |
Performance Highlights | |||
Issue | Index | Change | Notes |
TRP.PR.F | FloatingReset | -6.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-25 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 3.55 % |
BNS.PR.E | FixedReset | -1.47 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 26.90 Bid-YTW : 3.46 % |
BAM.PR.B | Floater | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-25 Maturity Price : 13.03 Evaluated at bid price : 13.03 Bid-YTW : 3.65 % |
CU.PR.E | Perpetual-Discount | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-25 Maturity Price : 24.36 Evaluated at bid price : 24.65 Bid-YTW : 5.03 % |
BAM.PR.R | FixedReset | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-25 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 4.17 % |
BAM.PF.B | FixedReset | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-25 Maturity Price : 22.44 Evaluated at bid price : 22.77 Bid-YTW : 4.08 % |
BAM.PR.K | Floater | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-25 Maturity Price : 12.96 Evaluated at bid price : 12.96 Bid-YTW : 3.67 % |
CU.PR.H | Perpetual-Premium | 1.49 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-09-01 Maturity Price : 25.00 Evaluated at bid price : 25.89 Bid-YTW : 4.83 % |
HSE.PR.A | FixedReset | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-25 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 4.16 % |
MFC.PR.F | FixedReset | 1.60 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.85 Bid-YTW : 8.99 % |
PWF.PR.T | FixedReset | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-25 Maturity Price : 23.17 Evaluated at bid price : 23.55 Bid-YTW : 3.67 % |
PWF.PR.A | Floater | 3.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-25 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 3.23 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
IFC.PR.A | FixedReset | 354,492 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.35 Bid-YTW : 7.51 % |
TRP.PR.E | FixedReset | 245,254 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-25 Maturity Price : 22.02 Evaluated at bid price : 22.30 Bid-YTW : 3.90 % |
TD.PF.C | FixedReset | 158,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-25 Maturity Price : 21.44 Evaluated at bid price : 21.78 Bid-YTW : 3.82 % |
TD.PF.E | FixedReset | 143,006 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-25 Maturity Price : 22.77 Evaluated at bid price : 23.71 Bid-YTW : 4.01 % |
TD.PF.H | FixedReset | 118,991 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.45 Bid-YTW : 3.46 % |
TRP.PR.K | FixedReset | 108,758 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.29 Bid-YTW : 3.96 % |
PWF.PR.L | Perpetual-Premium | 105,023 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-25 Maturity Price : 24.64 Evaluated at bid price : 24.90 Bid-YTW : 5.13 % |
There were 51 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
TRP.PR.F | FloatingReset | Quote: 17.50 – 19.00 Spot Rate : 1.5000 Average : 0.9589 YTW SCENARIO |
BNS.PR.E | FixedReset | Quote: 26.90 – 27.40 Spot Rate : 0.5000 Average : 0.3234 YTW SCENARIO |
PWF.PR.O | Perpetual-Premium | Quote: 25.95 – 26.25 Spot Rate : 0.3000 Average : 0.2024 YTW SCENARIO |
IGM.PR.B | Perpetual-Premium | Quote: 25.61 – 25.90 Spot Rate : 0.2900 Average : 0.2103 YTW SCENARIO |
CU.PR.G | Perpetual-Discount | Quote: 22.68 – 22.95 Spot Rate : 0.2700 Average : 0.1930 YTW SCENARIO |
TRP.PR.J | FixedReset | Quote: 27.21 – 27.42 Spot Rate : 0.2100 Average : 0.1476 YTW SCENARIO |