| 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 | 1.0431 % | 1,446.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.0431 % | 2,654.3 |
| Floater | 5.77 % | 5.81 % | 75,447 | 14.21 | 3 | 1.0431 % | 1,529.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0114 % | 3,464.8 |
| SplitShare | 4.85 % | 4.84 % | 58,379 | 3.79 | 7 | 0.0114 % | 4,137.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0114 % | 3,228.4 |
| Perpetual-Premium | 5.19 % | 5.18 % | 65,593 | 4.06 | 1 | 0.0792 % | 3,033.4 |
| Perpetual-Discount | 5.62 % | 5.75 % | 78,717 | 14.30 | 35 | -0.0274 % | 3,245.9 |
| FixedReset Disc | 6.18 % | 5.05 % | 140,132 | 15.00 | 75 | -0.0372 % | 1,829.9 |
| Deemed-Retractible | 5.34 % | 5.66 % | 80,265 | 14.34 | 27 | 0.1131 % | 3,206.4 |
| FloatingReset | 2.45 % | 3.20 % | 29,965 | 1.54 | 4 | 0.1498 % | 1,716.1 |
| FixedReset Prem | 5.51 % | 5.10 % | 341,603 | 15.31 | 3 | -0.0267 % | 2,555.2 |
| FixedReset Bank Non | 1.98 % | 3.01 % | 127,773 | 1.53 | 2 | -0.1632 % | 2,796.4 |
| FixedReset Ins Non | 6.45 % | 5.17 % | 101,473 | 14.78 | 22 | 0.3638 % | 1,845.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.E | FixedReset Disc | -12.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 14.30 Evaluated at bid price : 14.30 Bid-YTW : 5.65 % |
| MFC.PR.F | FixedReset Ins Non | -2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 8.86 Evaluated at bid price : 8.86 Bid-YTW : 5.07 % |
| PWF.PR.P | FixedReset Disc | -2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 8.35 Evaluated at bid price : 8.35 Bid-YTW : 5.88 % |
| TRP.PR.A | FixedReset Disc | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 11.36 Evaluated at bid price : 11.36 Bid-YTW : 5.78 % |
| BIK.PR.A | FixedReset Disc | -2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 22.77 Evaluated at bid price : 23.75 Bid-YTW : 6.17 % |
| CU.PR.H | Perpetual-Discount | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 23.72 Evaluated at bid price : 24.00 Bid-YTW : 5.53 % |
| NA.PR.S | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 4.99 % |
| CM.PR.T | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 5.01 % |
| BAM.PR.B | Floater | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 7.46 Evaluated at bid price : 7.46 Bid-YTW : 5.80 % |
| BIP.PR.D | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 21.02 Evaluated at bid price : 21.02 Bid-YTW : 6.00 % |
| SLF.PR.I | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 15.73 Evaluated at bid price : 15.73 Bid-YTW : 5.04 % |
| MFC.PR.K | FixedReset Ins Non | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 14.37 Evaluated at bid price : 14.37 Bid-YTW : 5.10 % |
| BAM.PR.C | Floater | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 7.45 Evaluated at bid price : 7.45 Bid-YTW : 5.81 % |
| BAM.PR.R | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 11.25 Evaluated at bid price : 11.25 Bid-YTW : 5.99 % |
| BAM.PR.Z | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 5.95 % |
| IFC.PR.A | FixedReset Ins Non | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 10.95 Evaluated at bid price : 10.95 Bid-YTW : 5.24 % |
| BAM.PF.G | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 13.82 Evaluated at bid price : 13.82 Bid-YTW : 5.86 % |
| CM.PR.S | FixedReset Disc | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 4.95 % |
| BAM.PR.T | FixedReset Disc | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 11.80 Evaluated at bid price : 11.80 Bid-YTW : 5.89 % |
| IFC.PR.G | FixedReset Ins Non | 2.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 5.18 % |
| BAM.PF.E | FixedReset Disc | 2.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 13.46 Evaluated at bid price : 13.46 Bid-YTW : 5.80 % |
| TD.PF.D | FixedReset Disc | 5.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 15.89 Evaluated at bid price : 15.89 Bid-YTW : 4.95 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.E | Perpetual-Discount | 55,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 22.74 Evaluated at bid price : 23.06 Bid-YTW : 5.37 % |
| RY.PR.Z | FixedReset Disc | 50,137 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 15.13 Evaluated at bid price : 15.13 Bid-YTW : 4.70 % |
| CU.PR.D | Perpetual-Discount | 42,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 22.76 Evaluated at bid price : 23.10 Bid-YTW : 5.36 % |
| BMO.PR.D | FixedReset Disc | 33,406 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 4.96 % |
| SLF.PR.A | Deemed-Retractible | 29,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 22.16 Evaluated at bid price : 22.44 Bid-YTW : 5.32 % |
| CM.PR.Q | FixedReset Disc | 27,173 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-07-10 Maturity Price : 15.07 Evaluated at bid price : 15.07 Bid-YTW : 5.23 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.E | FixedReset Disc | Quote: 14.30 – 16.67 Spot Rate : 2.3700 Average : 1.4047 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 14.61 – 15.30 Spot Rate : 0.6900 Average : 0.3656 YTW SCENARIO |
| BAM.PF.J | FixedReset Disc | Quote: 23.00 – 23.79 Spot Rate : 0.7900 Average : 0.4975 YTW SCENARIO |
| NA.PR.A | FixedReset Disc | Quote: 23.80 – 24.70 Spot Rate : 0.9000 Average : 0.6113 YTW SCENARIO |
| RY.PR.P | Perpetual-Premium | Quote: 25.27 – 25.89 Spot Rate : 0.6200 Average : 0.3869 YTW SCENARIO |
| IAF.PR.G | FixedReset Ins Non | Quote: 15.75 – 16.50 Spot Rate : 0.7500 Average : 0.5329 YTW SCENARIO |