| 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 | 0.3654 % | 2,781.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3654 % | 5,103.6 |
| Floater | 3.12 % | 3.14 % | 56,485 | 19.39 | 3 | 0.3654 % | 2,941.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0683 % | 3,703.4 |
| SplitShare | 4.63 % | 4.22 % | 53,302 | 3.89 | 5 | -1.0683 % | 4,422.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0683 % | 3,450.8 |
| Perpetual-Premium | 5.06 % | -11.16 % | 54,959 | 0.09 | 32 | 0.0990 % | 3,285.1 |
| Perpetual-Discount | 4.70 % | 4.83 % | 37,456 | 15.79 | 2 | 0.0407 % | 3,881.2 |
| FixedReset Disc | 3.83 % | 3.70 % | 108,718 | 17.22 | 40 | -0.0702 % | 2,899.3 |
| Insurance Straight | 4.90 % | 0.61 % | 77,069 | 0.09 | 20 | -0.0432 % | 3,705.7 |
| FloatingReset | 2.53 % | 2.81 % | 25,354 | 20.22 | 2 | 0.0000 % | 2,861.1 |
| FixedReset Prem | 4.69 % | 2.76 % | 126,889 | 1.96 | 31 | 0.1051 % | 2,764.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0702 % | 2,963.7 |
| FixedReset Ins Non | 4.04 % | 3.69 % | 99,586 | 17.35 | 19 | 0.0876 % | 2,981.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.D | FixedReset Disc | -3.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-22 Maturity Price : 21.17 Evaluated at bid price : 21.17 Bid-YTW : 4.38 % |
| RS.PR.A | SplitShare | -3.59 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.75 Bid-YTW : 3.42 % |
| FTS.PR.K | FixedReset Disc | -2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-22 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 4.01 % |
| TRP.PR.E | FixedReset Disc | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-22 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 4.27 % |
| MFC.PR.L | FixedReset Ins Non | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-22 Maturity Price : 22.66 Evaluated at bid price : 23.30 Bid-YTW : 3.73 % |
| BIP.PR.A | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-30 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 4.13 % |
| BAM.PR.M | Perpetual-Premium | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-22 Maturity Price : 24.43 Evaluated at bid price : 24.67 Bid-YTW : 4.85 % |
| SLF.PR.G | FixedReset Ins Non | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-22 Maturity Price : 17.84 Evaluated at bid price : 17.84 Bid-YTW : 3.58 % |
| BIP.PR.B | FixedReset Prem | 1.78 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.90 Bid-YTW : 3.64 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PF.D | Perpetual-Premium | 59,184 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-22 Maturity Price : 24.66 Evaluated at bid price : 24.95 Bid-YTW : 4.94 % |
| CM.PR.O | FixedReset Disc | 51,418 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-22 Maturity Price : 23.16 Evaluated at bid price : 24.34 Bid-YTW : 3.64 % |
| TD.PF.A | FixedReset Disc | 46,082 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-22 Maturity Price : 23.13 Evaluated at bid price : 24.35 Bid-YTW : 3.55 % |
| PWF.PF.A | Perpetual-Discount | 35,113 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-22 Maturity Price : 24.17 Evaluated at bid price : 24.55 Bid-YTW : 4.59 % |
| BAM.PF.A | FixedReset Prem | 32,348 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-22 Maturity Price : 23.62 Evaluated at bid price : 25.05 Bid-YTW : 4.20 % |
| GWO.PR.Y | Insurance Straight | 31,693 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-22 Maturity Price : 24.27 Evaluated at bid price : 24.65 Bid-YTW : 4.58 % |
| There were 9 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.D | FixedReset Disc | Quote: 21.17 – 22.50 Spot Rate : 1.3300 Average : 0.8345 YTW SCENARIO |
| FTS.PR.K | FixedReset Disc | Quote: 21.50 – 22.07 Spot Rate : 0.5700 Average : 0.3457 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 21.43 – 22.38 Spot Rate : 0.9500 Average : 0.7273 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 17.20 – 18.94 Spot Rate : 1.7400 Average : 1.5674 YTW SCENARIO |
| RY.PR.P | Perpetual-Premium | Quote: 26.76 – 27.24 Spot Rate : 0.4800 Average : 0.3078 YTW SCENARIO |
| RS.PR.A | SplitShare | Quote: 10.75 – 11.15 Spot Rate : 0.4000 Average : 0.2498 YTW SCENARIO |