| 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 | 1.3470 % | 2,326.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.3470 % | 4,269.1 |
| Floater | 3.72 % | 3.74 % | 52,252 | 17.91 | 3 | 1.3470 % | 2,460.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0805 % | 3,678.5 |
| SplitShare | 4.69 % | 4.09 % | 35,111 | 4.20 | 8 | 0.0805 % | 4,392.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0805 % | 3,427.5 |
| Perpetual-Premium | 5.35 % | 2.96 % | 71,938 | 0.14 | 19 | 0.0825 % | 3,241.7 |
| Perpetual-Discount | 4.92 % | 4.97 % | 91,405 | 15.44 | 13 | 0.1871 % | 3,771.0 |
| FixedReset Disc | 4.57 % | 3.74 % | 178,433 | 17.55 | 56 | 0.3042 % | 2,565.0 |
| Insurance Straight | 4.96 % | 4.63 % | 79,022 | 15.35 | 22 | -0.0108 % | 3,625.6 |
| FloatingReset | 3.13 % | 2.68 % | 28,138 | 20.51 | 2 | -0.0355 % | 2,244.0 |
| FixedReset Prem | 5.13 % | 3.14 % | 222,322 | 0.90 | 20 | 0.0904 % | 2,707.9 |
| FixedReset Bank Non | 1.80 % | 1.81 % | 198,915 | 0.93 | 1 | 0.0000 % | 2,892.0 |
| FixedReset Ins Non | 4.44 % | 3.53 % | 129,613 | 18.14 | 22 | 0.2200 % | 2,762.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.F | Insurance Straight | -1.28 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-03-25 Maturity Price : 25.00 Evaluated at bid price : 25.42 Bid-YTW : -3.84 % |
| MFC.PR.F | FixedReset Ins Non | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-23 Maturity Price : 15.55 Evaluated at bid price : 15.55 Bid-YTW : 3.33 % |
| BAM.PF.F | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-23 Maturity Price : 21.22 Evaluated at bid price : 21.22 Bid-YTW : 4.32 % |
| BAM.PF.G | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-23 Maturity Price : 20.11 Evaluated at bid price : 20.11 Bid-YTW : 4.34 % |
| MFC.PR.N | FixedReset Ins Non | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-23 Maturity Price : 21.86 Evaluated at bid price : 22.25 Bid-YTW : 3.45 % |
| MFC.PR.O | FixedReset Ins Non | 1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 2.54 % |
| GWO.PR.N | FixedReset Ins Non | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-23 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 3.31 % |
| SLF.PR.C | Insurance Straight | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-23 Maturity Price : 24.46 Evaluated at bid price : 24.70 Bid-YTW : 4.56 % |
| BAM.PR.B | Floater | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-23 Maturity Price : 11.57 Evaluated at bid price : 11.57 Bid-YTW : 3.74 % |
| MFC.PR.J | FixedReset Ins Non | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-23 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 3.53 % |
| TRP.PR.G | FixedReset Disc | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-23 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 4.49 % |
| BAM.PR.R | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-23 Maturity Price : 17.37 Evaluated at bid price : 17.37 Bid-YTW : 4.32 % |
| NA.PR.G | FixedReset Disc | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-23 Maturity Price : 23.13 Evaluated at bid price : 24.25 Bid-YTW : 3.68 % |
| CM.PR.R | FixedReset Disc | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-23 Maturity Price : 23.75 Evaluated at bid price : 25.00 Bid-YTW : 4.02 % |
| BAM.PR.K | Floater | 2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-23 Maturity Price : 11.60 Evaluated at bid price : 11.60 Bid-YTW : 3.73 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.B | FixedReset Prem | 206,575 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.56 Bid-YTW : 2.58 % |
| RY.PR.H | FixedReset Disc | 205,870 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-23 Maturity Price : 22.04 Evaluated at bid price : 22.45 Bid-YTW : 3.37 % |
| TD.PF.A | FixedReset Disc | 170,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-23 Maturity Price : 21.97 Evaluated at bid price : 22.37 Bid-YTW : 3.38 % |
| BNS.PR.H | FixedReset Prem | 165,435 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.65 Bid-YTW : 2.41 % |
| BMO.PR.W | FixedReset Disc | 126,450 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-23 Maturity Price : 21.38 Evaluated at bid price : 21.70 Bid-YTW : 3.51 % |
| BAM.PF.G | FixedReset Disc | 111,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-23 Maturity Price : 20.11 Evaluated at bid price : 20.11 Bid-YTW : 4.34 % |
| BAM.PR.R | FixedReset Disc | 107,140 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-02-23 Maturity Price : 17.37 Evaluated at bid price : 17.37 Bid-YTW : 4.32 % |
| There were 31 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.I | FixedReset Prem | Quote: 25.66 – 26.40 Spot Rate : 0.7400 Average : 0.4491 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 25.80 – 26.80 Spot Rate : 1.0000 Average : 0.7210 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 18.22 – 18.88 Spot Rate : 0.6600 Average : 0.4967 YTW SCENARIO |
| SLF.PR.B | Insurance Straight | Quote: 25.05 – 25.45 Spot Rate : 0.4000 Average : 0.2665 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 15.55 – 15.97 Spot Rate : 0.4200 Average : 0.3273 YTW SCENARIO |
| MIC.PR.A | Perpetual-Premium | Quote: 25.55 – 25.80 Spot Rate : 0.2500 Average : 0.1638 YTW SCENARIO |