| 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 | 0.3109 % | 1,974.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3109 % | 3,622.4 |
| Floater | 6.12 % | 6.28 % | 43,607 | 13.44 | 4 | 0.3109 % | 2,087.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2528 % | 3,403.6 |
| SplitShare | 4.63 % | 4.54 % | 49,306 | 3.87 | 7 | 0.2528 % | 4,064.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2528 % | 3,171.3 |
| Perpetual-Premium | 5.57 % | -17.64 % | 52,173 | 0.09 | 10 | -0.0745 % | 3,031.7 |
| Perpetual-Discount | 5.32 % | 5.41 % | 70,263 | 14.78 | 25 | 0.0191 % | 3,244.6 |
| FixedReset Disc | 5.57 % | 5.73 % | 173,476 | 14.33 | 66 | 0.1505 % | 2,111.6 |
| Deemed-Retractible | 5.17 % | 5.64 % | 62,983 | 7.79 | 27 | 0.0484 % | 3,195.3 |
| FloatingReset | 6.05 % | 10.29 % | 69,143 | 7.90 | 2 | 0.2901 % | 2,528.5 |
| FixedReset Prem | 5.10 % | 3.54 % | 148,335 | 1.62 | 20 | 0.0409 % | 2,626.8 |
| FixedReset Bank Non | 1.97 % | 4.30 % | 82,064 | 2.15 | 3 | -0.2070 % | 2,687.1 |
| FixedReset Ins Non | 5.36 % | 8.15 % | 113,971 | 7.80 | 22 | 0.4923 % | 2,159.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.A | FixedReset Disc | -2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-12 Maturity Price : 11.26 Evaluated at bid price : 11.26 Bid-YTW : 7.21 % |
| NA.PR.G | FixedReset Disc | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-12 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 5.90 % |
| TRP.PR.B | FixedReset Disc | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-12 Maturity Price : 11.14 Evaluated at bid price : 11.14 Bid-YTW : 6.42 % |
| BIK.PR.A | FixedReset Prem | -1.70 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 5.04 % |
| BAM.PF.F | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-12 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 6.06 % |
| TD.PF.E | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-12 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 5.73 % |
| MFC.PR.G | FixedReset Ins Non | 1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.20 Bid-YTW : 7.77 % |
| CM.PR.O | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-12 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 5.77 % |
| SLF.PR.J | FloatingReset | 1.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.91 Bid-YTW : 10.29 % |
| BAM.PR.T | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-12 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 6.27 % |
| MFC.PR.J | FixedReset Ins Non | 1.51 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.82 Bid-YTW : 8.15 % |
| MFC.PR.I | FixedReset Ins Non | 1.57 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.40 Bid-YTW : 7.74 % |
| RY.PR.M | FixedReset Disc | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-12 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 5.71 % |
| IFC.PR.C | FixedReset Ins Non | 2.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.90 Bid-YTW : 8.29 % |
| BAM.PR.R | FixedReset Disc | 2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-12 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 6.18 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| EMA.PR.C | FixedReset Disc | 57,920 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-12 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 6.07 % |
| BMO.PR.T | FixedReset Disc | 50,194 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-12 Maturity Price : 16.97 Evaluated at bid price : 16.97 Bid-YTW : 5.55 % |
| CM.PR.O | FixedReset Disc | 48,732 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-12 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 5.77 % |
| CM.PR.S | FixedReset Disc | 45,330 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-12 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 5.67 % |
| TD.PF.K | FixedReset Disc | 44,977 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-12 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.70 % |
| CM.PR.T | FixedReset Disc | 38,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-12 Maturity Price : 22.72 Evaluated at bid price : 23.79 Bid-YTW : 5.19 % |
| There were 43 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.A | Floater | Quote: 11.77 – 12.16 Spot Rate : 0.3900 Average : 0.2568 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 25.47 – 25.87 Spot Rate : 0.4000 Average : 0.2726 YTW SCENARIO |
| BNS.PR.I | FixedReset Disc | Quote: 19.30 – 19.74 Spot Rate : 0.4400 Average : 0.3163 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 17.91 – 18.21 Spot Rate : 0.3000 Average : 0.1792 YTW SCENARIO |
| HSE.PR.E | FixedReset Disc | Quote: 18.45 – 18.89 Spot Rate : 0.4400 Average : 0.3280 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 17.40 – 17.66 Spot Rate : 0.2600 Average : 0.1686 YTW SCENARIO |