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 | 0.3249 % | 1,634.0 |
FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3249 % | 2,998.3 |
Floater | 5.21 % | 5.22 % | 53,850 | 15.11 | 3 | 0.3249 % | 1,727.9 |
OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3415 % | 3,500.9 |
SplitShare | 4.86 % | 4.87 % | 48,980 | 3.61 | 7 | -0.3415 % | 4,180.8 |
Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3415 % | 3,262.0 |
Perpetual-Premium | 5.33 % | 4.30 % | 75,962 | 3.52 | 17 | 0.5311 % | 3,144.3 |
Perpetual-Discount | 5.22 % | 5.23 % | 91,140 | 14.89 | 17 | 0.2363 % | 3,524.0 |
FixedReset Disc | 5.58 % | 4.31 % | 118,004 | 16.30 | 68 | -0.5084 % | 2,053.6 |
Deemed-Retractible | 5.03 % | 4.92 % | 114,276 | 15.15 | 27 | 0.0669 % | 3,449.3 |
FloatingReset | 2.88 % | 2.21 % | 46,509 | 1.32 | 3 | -0.0903 % | 1,784.0 |
FixedReset Prem | 5.25 % | 4.43 % | 264,361 | 0.85 | 11 | 0.1365 % | 2,620.8 |
FixedReset Bank Non | 1.95 % | 2.27 % | 127,884 | 1.31 | 2 | 0.0000 % | 2,844.6 |
FixedReset Ins Non | 5.76 % | 4.42 % | 81,285 | 16.01 | 22 | -0.8468 % | 2,097.2 |
Performance Highlights | |||
Issue | Index | Change | Notes |
RY.PR.M | FixedReset Disc | -36.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-29 Maturity Price : 11.98 Evaluated at bid price : 11.98 Bid-YTW : 6.29 % |
MFC.PR.G | FixedReset Ins Non | -17.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-29 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 5.35 % |
TRP.PR.G | FixedReset Disc | -5.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-29 Maturity Price : 14.26 Evaluated at bid price : 14.26 Bid-YTW : 5.88 % |
IFC.PR.I | Perpetual-Premium | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-29 Maturity Price : 24.63 Evaluated at bid price : 25.03 Bid-YTW : 5.41 % |
BIP.PR.C | FixedReset Disc | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-29 Maturity Price : 22.71 Evaluated at bid price : 23.25 Bid-YTW : 5.76 % |
IFC.PR.A | FixedReset Ins Non | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-29 Maturity Price : 11.90 Evaluated at bid price : 11.90 Bid-YTW : 4.76 % |
BIP.PR.D | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-29 Maturity Price : 21.87 Evaluated at bid price : 22.40 Bid-YTW : 5.59 % |
TD.PF.B | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-29 Maturity Price : 17.36 Evaluated at bid price : 17.36 Bid-YTW : 4.14 % |
BAM.PF.E | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-29 Maturity Price : 14.30 Evaluated at bid price : 14.30 Bid-YTW : 5.42 % |
BMO.PR.F | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-29 Maturity Price : 23.25 Evaluated at bid price : 24.90 Bid-YTW : 4.04 % |
BAM.PR.X | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-29 Maturity Price : 11.00 Evaluated at bid price : 11.00 Bid-YTW : 5.04 % |
BIP.PR.F | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-29 Maturity Price : 21.95 Evaluated at bid price : 22.30 Bid-YTW : 5.74 % |
MFC.PR.Q | FixedReset Ins Non | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-29 Maturity Price : 17.99 Evaluated at bid price : 17.99 Bid-YTW : 4.42 % |
BMO.PR.Z | Perpetual-Premium | 1.66 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.77 Bid-YTW : 4.30 % |
RY.PR.N | Perpetual-Premium | 1.66 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-11-24 Maturity Price : 25.00 Evaluated at bid price : 25.71 Bid-YTW : 4.30 % |
RY.PR.O | Perpetual-Premium | 1.74 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-11-24 Maturity Price : 25.00 Evaluated at bid price : 25.69 Bid-YTW : 4.32 % |
BAM.PR.Z | FixedReset Disc | 1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-29 Maturity Price : 16.42 Evaluated at bid price : 16.42 Bid-YTW : 5.38 % |
BAM.PR.T | FixedReset Disc | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-29 Maturity Price : 12.80 Evaluated at bid price : 12.80 Bid-YTW : 5.39 % |
BMO.PR.Y | FixedReset Disc | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-29 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 4.18 % |
TD.PF.F | Perpetual-Premium | 4.13 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-10-31 Maturity Price : 26.00 Evaluated at bid price : 26.23 Bid-YTW : 3.44 % |
Volume Highlights | |||
Issue | Index | Shares Traded |
Notes |
BNS.PR.G | FixedReset Prem | 101,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 25.41 Bid-YTW : 4.68 % |
BMO.PR.B | FixedReset Prem | 99,707 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.37 Bid-YTW : 4.12 % |
TD.PF.M | FixedReset Disc | 55,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-29 Maturity Price : 23.21 Evaluated at bid price : 24.85 Bid-YTW : 4.12 % |
BMO.PR.Y | FixedReset Disc | 51,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-29 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 4.18 % |
BMO.PR.T | FixedReset Disc | 51,246 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-09-29 Maturity Price : 16.96 Evaluated at bid price : 16.96 Bid-YTW : 4.17 % |
TD.PF.F | Perpetual-Premium | 46,615 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-10-31 Maturity Price : 26.00 Evaluated at bid price : 26.23 Bid-YTW : 3.44 % |
There were 23 other index-included issues trading in excess of 10,000 shares. |
Wide Spread Highlights | ||
Issue | Index | Quote Data and Yield Notes |
RY.PR.M | FixedReset Disc | Quote: 11.98 – 18.85 Spot Rate : 6.8700 Average : 4.5383 YTW SCENARIO |
MFC.PR.G | FixedReset Ins Non | Quote: 15.50 – 18.87 Spot Rate : 3.3700 Average : 1.8184 YTW SCENARIO |
CM.PR.R | FixedReset Disc | Quote: 22.74 – 23.58 Spot Rate : 0.8400 Average : 0.5941 YTW SCENARIO |
IFC.PR.I | Perpetual-Premium | Quote: 25.03 – 25.70 Spot Rate : 0.6700 Average : 0.4607 YTW SCENARIO |
TRP.PR.G | FixedReset Disc | Quote: 14.26 – 15.40 Spot Rate : 1.1400 Average : 0.9430 YTW SCENARIO |
POW.PR.B | Perpetual-Discount | Quote: 24.70 – 25.02 Spot Rate : 0.3200 Average : 0.2006 YTW SCENARIO |