| 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 | -0.6027 % | 2,110.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6027 % | 3,872.7 |
| Floater | 5.78 % | 5.91 % | 46,489 | 14.06 | 4 | -0.6027 % | 2,231.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2157 % | 3,430.9 |
| SplitShare | 4.80 % | 4.55 % | 31,791 | 3.76 | 6 | -0.2157 % | 4,097.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2157 % | 3,196.8 |
| Perpetual-Premium | 5.59 % | -1.80 % | 60,258 | 0.09 | 11 | 0.0936 % | 3,052.6 |
| Perpetual-Discount | 5.27 % | 5.33 % | 70,612 | 14.93 | 24 | 0.0467 % | 3,294.3 |
| FixedReset Disc | 5.43 % | 5.62 % | 194,911 | 14.54 | 64 | 0.3386 % | 2,197.7 |
| Deemed-Retractible | 5.16 % | 5.26 % | 67,734 | 14.85 | 27 | -0.0639 % | 3,231.3 |
| FloatingReset | 5.97 % | 5.91 % | 76,750 | 14.07 | 3 | -0.3133 % | 2,563.6 |
| FixedReset Prem | 5.09 % | 3.53 % | 149,116 | 1.53 | 22 | -0.0124 % | 2,646.2 |
| FixedReset Bank Non | 1.94 % | 3.74 % | 65,724 | 2.00 | 3 | -0.0273 % | 2,732.6 |
| FixedReset Ins Non | 5.28 % | 5.59 % | 138,959 | 14.52 | 22 | 0.4532 % | 2,222.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.C | FixedReset Disc | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-10 Maturity Price : 12.52 Evaluated at bid price : 12.52 Bid-YTW : 6.21 % |
| PVS.PR.F | SplitShare | -1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 4.65 % |
| BNS.PR.I | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-10 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 5.26 % |
| GWO.PR.N | FixedReset Ins Non | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-10 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 5.27 % |
| BAM.PR.Z | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-10 Maturity Price : 20.17 Evaluated at bid price : 20.17 Bid-YTW : 5.74 % |
| BIP.PR.F | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-10 Maturity Price : 22.19 Evaluated at bid price : 22.75 Bid-YTW : 5.62 % |
| BAM.PR.R | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-10 Maturity Price : 15.89 Evaluated at bid price : 15.89 Bid-YTW : 6.09 % |
| MFC.PR.J | FixedReset Ins Non | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-10 Maturity Price : 19.66 Evaluated at bid price : 19.66 Bid-YTW : 5.55 % |
| TD.PF.J | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-10 Maturity Price : 20.29 Evaluated at bid price : 20.29 Bid-YTW : 5.42 % |
| TRP.PR.E | FixedReset Disc | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-10 Maturity Price : 16.58 Evaluated at bid price : 16.58 Bid-YTW : 5.91 % |
| EMA.PR.C | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-10 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 5.88 % |
| EMA.PR.F | FixedReset Disc | 2.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-10 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 5.89 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.G | Perpetual-Discount | 153,880 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-10 Maturity Price : 21.54 Evaluated at bid price : 21.54 Bid-YTW : 5.30 % |
| CM.PR.S | FixedReset Disc | 112,365 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-10 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 5.62 % |
| MFC.PR.B | Deemed-Retractible | 92,975 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-10 Maturity Price : 22.03 Evaluated at bid price : 22.26 Bid-YTW : 5.26 % |
| GWO.PR.S | Deemed-Retractible | 77,470 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-10 Maturity Price : 24.41 Evaluated at bid price : 24.75 Bid-YTW : 5.33 % |
| NA.PR.X | FixedReset Prem | 63,636 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 25.63 Bid-YTW : 3.26 % |
| BMO.PR.B | FixedReset Prem | 44,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.83 Bid-YTW : 3.53 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PVS.PR.F | SplitShare | Quote: 25.30 – 25.70 Spot Rate : 0.4000 Average : 0.2928 YTW SCENARIO |
| PWF.PR.H | Perpetual-Premium | Quote: 25.43 – 25.72 Spot Rate : 0.2900 Average : 0.1905 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 18.57 – 18.99 Spot Rate : 0.4200 Average : 0.3243 YTW SCENARIO |
| IAF.PR.I | FixedReset Ins Non | Quote: 20.00 – 20.30 Spot Rate : 0.3000 Average : 0.2046 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 19.01 – 19.33 Spot Rate : 0.3200 Average : 0.2304 YTW SCENARIO |
| GWO.PR.G | Deemed-Retractible | Quote: 24.50 – 24.80 Spot Rate : 0.3000 Average : 0.2184 YTW SCENARIO |