| 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 | 0.2835 % | 1,638.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2835 % | 3,005.6 |
| Floater | 5.19 % | 5.25 % | 40,173 | 15.08 | 3 | 0.2835 % | 1,732.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0694 % | 3,527.9 |
| SplitShare | 4.81 % | 4.70 % | 50,950 | 3.55 | 8 | -0.0694 % | 4,213.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0694 % | 3,287.2 |
| Perpetual-Premium | 5.29 % | -1.64 % | 90,469 | 0.09 | 17 | 0.1056 % | 3,196.9 |
| Perpetual-Discount | 5.10 % | 5.05 % | 83,243 | 15.05 | 17 | -0.0705 % | 3,608.6 |
| FixedReset Disc | 5.42 % | 4.10 % | 127,310 | 16.59 | 65 | 0.0976 % | 2,130.8 |
| Deemed-Retractible | 5.08 % | 4.85 % | 118,403 | 15.19 | 22 | -0.1938 % | 3,495.6 |
| FloatingReset | 1.97 % | 2.79 % | 40,373 | 1.27 | 3 | 0.1686 % | 1,795.4 |
| FixedReset Prem | 5.21 % | 3.31 % | 280,649 | 0.82 | 14 | 0.0676 % | 2,644.9 |
| FixedReset Bank Non | 1.94 % | 2.23 % | 127,365 | 1.26 | 2 | 0.0000 % | 2,858.3 |
| FixedReset Ins Non | 5.46 % | 4.17 % | 83,383 | 16.63 | 22 | 0.3050 % | 2,213.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.B | FixedReset Disc | -2.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-20 Maturity Price : 8.30 Evaluated at bid price : 8.30 Bid-YTW : 5.01 % |
| SLF.PR.C | Deemed-Retractible | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-20 Maturity Price : 22.93 Evaluated at bid price : 23.20 Bid-YTW : 4.82 % |
| TRP.PR.C | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-20 Maturity Price : 8.91 Evaluated at bid price : 8.91 Bid-YTW : 5.33 % |
| PWF.PR.Z | Perpetual-Discount | 1.12 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.25 Evaluated at bid price : 25.30 Bid-YTW : 5.05 % |
| BAM.PF.B | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-20 Maturity Price : 16.45 Evaluated at bid price : 16.45 Bid-YTW : 5.04 % |
| TRP.PR.G | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-20 Maturity Price : 15.33 Evaluated at bid price : 15.33 Bid-YTW : 5.49 % |
| BIP.PR.A | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-20 Maturity Price : 17.07 Evaluated at bid price : 17.07 Bid-YTW : 5.82 % |
| RY.PR.J | FixedReset Disc | 2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-20 Maturity Price : 19.86 Evaluated at bid price : 19.86 Bid-YTW : 3.98 % |
| MFC.PR.G | FixedReset Ins Non | 3.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-20 Maturity Price : 19.94 Evaluated at bid price : 19.94 Bid-YTW : 4.16 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset Disc | 89,010 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-20 Maturity Price : 22.81 Evaluated at bid price : 23.18 Bid-YTW : 4.08 % |
| CM.PR.Q | FixedReset Disc | 63,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-20 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 4.06 % |
| TD.PF.G | FixedReset Prem | 53,878 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 2.84 % |
| RY.PR.M | FixedReset Disc | 53,315 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-20 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 3.97 % |
| NA.PR.C | FixedReset Disc | 53,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-20 Maturity Price : 23.49 Evaluated at bid price : 23.81 Bid-YTW : 4.02 % |
| BAM.PR.Z | FixedReset Disc | 52,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-10-20 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 5.09 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EIT.PR.B | SplitShare | Quote: 25.21 – 26.17 Spot Rate : 0.9600 Average : 0.5792 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 8.91 – 9.44 Spot Rate : 0.5300 Average : 0.3483 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 19.85 – 20.25 Spot Rate : 0.4000 Average : 0.3031 YTW SCENARIO |
| TD.PF.K | FixedReset Disc | Quote: 19.86 – 20.20 Spot Rate : 0.3400 Average : 0.2487 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 8.30 – 8.64 Spot Rate : 0.3400 Average : 0.2615 YTW SCENARIO |
| GWO.PR.G | Deemed-Retractible | Quote: 25.05 – 25.35 Spot Rate : 0.3000 Average : 0.2223 YTW SCENARIO |