| 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 | -0.6292 % | 1,978.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6292 % | 3,630.2 |
| Floater | 6.04 % | 6.13 % | 38,510 | 13.67 | 4 | -0.6292 % | 2,092.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0958 % | 3,342.3 |
| SplitShare | 4.66 % | 4.71 % | 72,720 | 4.10 | 7 | -0.0958 % | 3,991.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0958 % | 3,114.3 |
| Perpetual-Premium | 5.60 % | -18.70 % | 56,110 | 0.09 | 7 | 0.0280 % | 2,992.0 |
| Perpetual-Discount | 5.43 % | 5.58 % | 58,756 | 14.49 | 25 | 0.2792 % | 3,135.7 |
| FixedReset Disc | 5.43 % | 5.27 % | 158,823 | 14.99 | 69 | -0.2434 % | 2,121.3 |
| Deemed-Retractible | 5.21 % | 5.78 % | 63,150 | 7.93 | 27 | 0.1136 % | 3,124.3 |
| FloatingReset | 4.06 % | 4.41 % | 35,005 | 2.40 | 4 | 0.0529 % | 2,348.0 |
| FixedReset Prem | 5.14 % | 3.88 % | 156,875 | 1.88 | 17 | -0.0710 % | 2,597.7 |
| FixedReset Bank Non | 1.98 % | 4.06 % | 84,320 | 2.42 | 3 | -0.0139 % | 2,656.6 |
| FixedReset Ins Non | 5.26 % | 7.46 % | 82,643 | 8.02 | 22 | -0.1296 % | 2,167.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.A | FixedReset Disc | -3.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-02 Maturity Price : 12.11 Evaluated at bid price : 12.11 Bid-YTW : 6.37 % |
| TD.PF.D | FixedReset Disc | -2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-02 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 5.20 % |
| TD.PF.E | FixedReset Disc | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-02 Maturity Price : 20.42 Evaluated at bid price : 20.42 Bid-YTW : 5.22 % |
| BMO.PR.B | FixedReset Prem | -1.44 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.33 % |
| TRP.PR.C | FixedReset Disc | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-02 Maturity Price : 11.78 Evaluated at bid price : 11.78 Bid-YTW : 6.16 % |
| BAM.PR.R | FixedReset Disc | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-02 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 6.22 % |
| PWF.PR.A | Floater | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-02 Maturity Price : 11.61 Evaluated at bid price : 11.61 Bid-YTW : 5.97 % |
| CM.PR.Q | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-02 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 5.52 % |
| TRP.PR.D | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-02 Maturity Price : 16.01 Evaluated at bid price : 16.01 Bid-YTW : 6.00 % |
| BMO.PR.D | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-02 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 5.16 % |
| MFC.PR.H | FixedReset Ins Non | -1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.80 Bid-YTW : 6.84 % |
| RY.PR.J | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-02 Maturity Price : 19.59 Evaluated at bid price : 19.59 Bid-YTW : 5.27 % |
| BAM.PF.G | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-02 Maturity Price : 17.19 Evaluated at bid price : 17.19 Bid-YTW : 6.28 % |
| PWF.PR.P | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-02 Maturity Price : 13.35 Evaluated at bid price : 13.35 Bid-YTW : 5.55 % |
| GWO.PR.R | Deemed-Retractible | -1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.36 Bid-YTW : 6.28 % |
| HSE.PR.C | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-02 Maturity Price : 17.92 Evaluated at bid price : 17.92 Bid-YTW : 6.41 % |
| IAF.PR.B | Deemed-Retractible | -1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.78 Bid-YTW : 6.39 % |
| SLF.PR.A | Deemed-Retractible | 1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.35 Bid-YTW : 6.23 % |
| MFC.PR.M | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.51 Bid-YTW : 8.17 % |
| MFC.PR.K | FixedReset Ins Non | 1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.21 Bid-YTW : 7.98 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| POW.PR.D | Perpetual-Discount | 257,510 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-02 Maturity Price : 22.12 Evaluated at bid price : 22.40 Bid-YTW : 5.62 % |
| TD.PF.L | FixedReset Disc | 73,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-02 Maturity Price : 23.06 Evaluated at bid price : 24.66 Bid-YTW : 4.80 % |
| IFC.PR.A | FixedReset Ins Non | 43,800 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.10 Bid-YTW : 9.32 % |
| NA.PR.A | FixedReset Prem | 30,672 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : 3.68 % |
| RY.PR.M | FixedReset Disc | 30,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-08-02 Maturity Price : 19.04 Evaluated at bid price : 19.04 Bid-YTW : 5.25 % |
| SLF.PR.I | FixedReset Ins Non | 28,913 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.15 Bid-YTW : 7.35 % |
| There were 8 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.H | FixedReset Ins Non | Quote: 16.05 – 16.53 Spot Rate : 0.4800 Average : 0.3071 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 17.19 – 17.70 Spot Rate : 0.5100 Average : 0.3761 YTW SCENARIO |
| HSE.PR.E | FixedReset Disc | Quote: 18.80 – 19.50 Spot Rate : 0.7000 Average : 0.5887 YTW SCENARIO |
| CM.PR.S | FixedReset Disc | Quote: 18.85 – 19.19 Spot Rate : 0.3400 Average : 0.2352 YTW SCENARIO |
| PWF.PR.S | Perpetual-Discount | Quote: 21.64 – 21.95 Spot Rate : 0.3100 Average : 0.2076 YTW SCENARIO |
| BMO.PR.B | FixedReset Prem | Quote: 25.25 – 25.60 Spot Rate : 0.3500 Average : 0.2573 YTW SCENARIO |