| 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 | 3.2337 % | 2,564.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 3.2337 % | 4,705.9 |
| Floater | 3.39 % | 3.38 % | 48,151 | 18.79 | 3 | 3.2337 % | 2,712.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2775 % | 3,702.8 |
| SplitShare | 4.63 % | 3.98 % | 33,076 | 3.71 | 6 | 0.2775 % | 4,422.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2775 % | 3,450.2 |
| Perpetual-Premium | 5.01 % | -11.93 % | 51,922 | 0.09 | 34 | -0.0501 % | 3,317.9 |
| Perpetual-Discount | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0501 % | 3,992.9 |
| FixedReset Disc | 3.97 % | 3.51 % | 110,306 | 17.91 | 40 | 0.3351 % | 2,840.3 |
| Insurance Straight | 4.86 % | -14.19 % | 78,229 | 0.09 | 21 | 0.2899 % | 3,747.3 |
| FloatingReset | 3.13 % | 3.12 % | 30,113 | 19.41 | 1 | -1.2121 % | 2,535.8 |
| FixedReset Prem | 4.67 % | 3.21 % | 135,993 | 2.42 | 33 | 0.0730 % | 2,760.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3351 % | 2,903.3 |
| FixedReset Ins Non | 4.04 % | 3.29 % | 94,906 | 18.26 | 20 | 0.2519 % | 2,948.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.F | FloatingReset | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-23 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 3.12 % |
| TRP.PR.D | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-23 Maturity Price : 20.83 Evaluated at bid price : 20.83 Bid-YTW : 4.05 % |
| IFC.PR.E | Insurance Straight | 1.18 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 26.00 Evaluated at bid price : 26.66 Bid-YTW : 1.57 % |
| RY.PR.M | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-23 Maturity Price : 23.07 Evaluated at bid price : 24.55 Bid-YTW : 3.36 % |
| TRP.PR.B | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-23 Maturity Price : 13.07 Evaluated at bid price : 13.07 Bid-YTW : 3.95 % |
| BAM.PR.T | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-23 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 3.93 % |
| TRP.PR.C | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-23 Maturity Price : 14.95 Evaluated at bid price : 14.95 Bid-YTW : 3.90 % |
| GWO.PR.N | FixedReset Ins Non | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-23 Maturity Price : 15.85 Evaluated at bid price : 15.85 Bid-YTW : 3.28 % |
| BAM.PR.B | Floater | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-23 Maturity Price : 12.70 Evaluated at bid price : 12.70 Bid-YTW : 3.37 % |
| BAM.PF.E | FixedReset Disc | 2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-23 Maturity Price : 21.26 Evaluated at bid price : 21.54 Bid-YTW : 3.99 % |
| BAM.PR.C | Floater | 8.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-23 Maturity Price : 12.66 Evaluated at bid price : 12.66 Bid-YTW : 3.38 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.I | Insurance Straight | 811,516 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-23 Maturity Price : 25.00 Evaluated at bid price : 25.38 Bid-YTW : -14.38 % |
| CU.PR.G | Perpetual-Premium | 387,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-23 Maturity Price : 25.25 Evaluated at bid price : 25.35 Bid-YTW : 2.91 % |
| CIU.PR.A | Perpetual-Premium | 310,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-23 Maturity Price : 25.00 Evaluated at bid price : 25.36 Bid-YTW : -9.24 % |
| MFC.PR.C | Insurance Straight | 236,176 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-23 Maturity Price : 25.00 Evaluated at bid price : 25.41 Bid-YTW : -14.19 % |
| SLF.PR.E | Insurance Straight | 215,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-23 Maturity Price : 25.00 Evaluated at bid price : 25.43 Bid-YTW : -16.59 % |
| SLF.PR.B | Insurance Straight | 99,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-23 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 4.20 % |
| There were 23 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| POW.PR.D | Perpetual-Premium | Quote: 25.50 – 25.95 Spot Rate : 0.4500 Average : 0.3227 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 16.30 – 17.14 Spot Rate : 0.8400 Average : 0.7229 YTW SCENARIO |
| MFC.PR.C | Insurance Straight | Quote: 25.41 – 25.98 Spot Rate : 0.5700 Average : 0.4536 YTW SCENARIO |
| CM.PR.T | FixedReset Prem | Quote: 26.26 – 26.60 Spot Rate : 0.3400 Average : 0.2360 YTW SCENARIO |
| PVS.PR.H | SplitShare | Quote: 25.75 – 26.50 Spot Rate : 0.7500 Average : 0.6590 YTW SCENARIO |
| BAM.PF.C | Perpetual-Premium | Quote: 25.45 – 26.04 Spot Rate : 0.5900 Average : 0.5081 YTW SCENARIO |