| 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 | 1.5036 % | 1,976.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.5036 % | 3,627.2 |
| Floater | 6.11 % | 6.28 % | 46,103 | 13.45 | 4 | 1.5036 % | 2,090.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0225 % | 3,387.0 |
| SplitShare | 4.65 % | 4.68 % | 51,907 | 3.89 | 7 | 0.0225 % | 4,044.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0225 % | 3,155.9 |
| Perpetual-Premium | 5.57 % | -19.29 % | 54,016 | 0.09 | 10 | -0.1217 % | 3,027.3 |
| Perpetual-Discount | 5.31 % | 5.42 % | 64,140 | 14.73 | 25 | -0.0017 % | 3,242.3 |
| FixedReset Disc | 5.61 % | 5.74 % | 172,927 | 14.28 | 66 | 0.6259 % | 2,096.3 |
| Deemed-Retractible | 5.18 % | 5.65 % | 65,479 | 7.81 | 27 | 0.0235 % | 3,186.4 |
| FloatingReset | 6.19 % | 6.72 % | 95,852 | 12.85 | 2 | 1.0448 % | 2,475.4 |
| FixedReset Prem | 5.11 % | 3.77 % | 129,102 | 1.64 | 20 | 0.1914 % | 2,620.2 |
| FixedReset Bank Non | 1.96 % | 3.92 % | 91,622 | 2.17 | 3 | 0.3036 % | 2,701.2 |
| FixedReset Ins Non | 5.42 % | 8.27 % | 113,118 | 7.81 | 22 | 0.2707 % | 2,135.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.J | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 23.28 Evaluated at bid price : 24.80 Bid-YTW : 4.75 % |
| BAM.PR.X | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 13.55 Evaluated at bid price : 13.55 Bid-YTW : 6.06 % |
| PWF.PR.A | Floater | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 11.86 Evaluated at bid price : 11.86 Bid-YTW : 5.84 % |
| BMO.PR.E | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 5.56 % |
| BIK.PR.A | FixedReset Prem | 1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.40 Bid-YTW : 4.61 % |
| IAF.PR.G | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.12 Bid-YTW : 7.64 % |
| TRP.PR.B | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 11.13 Evaluated at bid price : 11.13 Bid-YTW : 6.37 % |
| BAM.PR.R | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 6.22 % |
| HSE.PR.C | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 16.69 Evaluated at bid price : 16.69 Bid-YTW : 7.11 % |
| HSE.PR.G | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 17.84 Evaluated at bid price : 17.84 Bid-YTW : 7.18 % |
| TRP.PR.A | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 13.79 Evaluated at bid price : 13.79 Bid-YTW : 6.36 % |
| BIP.PR.D | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 22.64 Evaluated at bid price : 23.20 Bid-YTW : 5.73 % |
| BAM.PF.B | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 5.98 % |
| HSE.PR.E | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 17.87 Evaluated at bid price : 17.87 Bid-YTW : 7.24 % |
| BAM.PR.T | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 15.44 Evaluated at bid price : 15.44 Bid-YTW : 6.22 % |
| BAM.PR.K | Floater | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 11.16 Evaluated at bid price : 11.16 Bid-YTW : 6.28 % |
| BAM.PR.B | Floater | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 11.08 Evaluated at bid price : 11.08 Bid-YTW : 6.33 % |
| MFC.PR.L | FixedReset Ins Non | 1.47 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.56 Bid-YTW : 8.97 % |
| TRP.PR.G | FixedReset Disc | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 17.86 Evaluated at bid price : 17.86 Bid-YTW : 6.36 % |
| TRP.PR.F | FloatingReset | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 13.63 Evaluated at bid price : 13.63 Bid-YTW : 6.72 % |
| BAM.PR.Z | FixedReset Disc | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 19.21 Evaluated at bid price : 19.21 Bid-YTW : 5.99 % |
| PWF.PR.T | FixedReset Disc | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 5.88 % |
| BAM.PF.A | FixedReset Disc | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 5.95 % |
| BAM.PR.C | Floater | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 11.13 Evaluated at bid price : 11.13 Bid-YTW : 6.30 % |
| PWF.PR.P | FixedReset Disc | 2.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 13.19 Evaluated at bid price : 13.19 Bid-YTW : 5.89 % |
| IFC.PR.A | FixedReset Ins Non | 2.56 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.85 Bid-YTW : 9.77 % |
| TRP.PR.C | FixedReset Disc | 3.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 12.09 Evaluated at bid price : 12.09 Bid-YTW : 6.30 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| EMA.PR.H | FixedReset Disc | 91,814 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 23.22 Evaluated at bid price : 24.85 Bid-YTW : 4.85 % |
| GWO.PR.H | Deemed-Retractible | 89,643 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.74 Bid-YTW : 6.15 % |
| CM.PR.T | FixedReset Disc | 55,381 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 22.73 Evaluated at bid price : 23.81 Bid-YTW : 5.16 % |
| BAM.PR.B | Floater | 48,359 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 11.08 Evaluated at bid price : 11.08 Bid-YTW : 6.33 % |
| PWF.PR.P | FixedReset Disc | 39,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-05 Maturity Price : 13.19 Evaluated at bid price : 13.19 Bid-YTW : 5.89 % |
| IFC.PR.G | FixedReset Ins Non | 35,678 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.41 Bid-YTW : 8.46 % |
| There were 42 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BNS.PR.I | FixedReset Disc | Quote: 19.00 – 19.41 Spot Rate : 0.4100 Average : 0.2828 YTW SCENARIO |
| CM.PR.Y | FixedReset Disc | Quote: 24.64 – 24.95 Spot Rate : 0.3100 Average : 0.1939 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 16.76 – 17.27 Spot Rate : 0.5100 Average : 0.4171 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 17.72 – 18.20 Spot Rate : 0.4800 Average : 0.3890 YTW SCENARIO |
| BNS.PR.Z | FixedReset Bank Non | Quote: 24.22 – 24.49 Spot Rate : 0.2700 Average : 0.1879 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 17.97 – 18.22 Spot Rate : 0.2500 Average : 0.1705 YTW SCENARIO |