| 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 | -0.0461 % | 1,890.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0461 % | 3,468.6 |
| Floater | 6.37 % | 6.54 % | 48,065 | 13.13 | 4 | -0.0461 % | 1,999.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0788 % | 3,392.1 |
| SplitShare | 4.64 % | 4.57 % | 50,779 | 3.94 | 7 | 0.0788 % | 4,050.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0788 % | 3,160.7 |
| Perpetual-Premium | 5.50 % | -20.81 % | 56,200 | 0.09 | 8 | -0.0490 % | 3,023.6 |
| Perpetual-Discount | 5.39 % | 5.39 % | 69,550 | 14.75 | 25 | 0.1188 % | 3,214.1 |
| FixedReset Disc | 5.65 % | 5.72 % | 166,632 | 14.32 | 66 | 0.1907 % | 2,077.1 |
| Deemed-Retractible | 5.21 % | 5.76 % | 63,371 | 7.85 | 27 | 0.0598 % | 3,163.8 |
| FloatingReset | 6.30 % | 6.84 % | 81,838 | 12.74 | 2 | 1.1115 % | 2,411.5 |
| FixedReset Prem | 5.14 % | 3.85 % | 162,685 | 1.69 | 20 | 0.0628 % | 2,600.4 |
| FixedReset Bank Non | 1.97 % | 4.39 % | 82,004 | 2.22 | 3 | -0.0416 % | 2,672.9 |
| FixedReset Ins Non | 5.46 % | 8.18 % | 116,260 | 7.78 | 21 | 0.1462 % | 2,114.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.E | FixedReset Disc | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-17 Maturity Price : 16.94 Evaluated at bid price : 16.94 Bid-YTW : 7.59 % |
| IFC.PR.C | FixedReset Ins Non | -1.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.45 Bid-YTW : 8.52 % |
| SLF.PR.H | FixedReset Ins Non | -1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.03 Bid-YTW : 8.96 % |
| BAM.PR.X | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-17 Maturity Price : 13.07 Evaluated at bid price : 13.07 Bid-YTW : 6.24 % |
| IAF.PR.G | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.90 Bid-YTW : 7.73 % |
| BIP.PR.A | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-17 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 6.97 % |
| TD.PF.D | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-17 Maturity Price : 18.89 Evaluated at bid price : 18.89 Bid-YTW : 5.71 % |
| TRP.PR.B | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-17 Maturity Price : 11.10 Evaluated at bid price : 11.10 Bid-YTW : 6.35 % |
| BIP.PR.F | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-17 Maturity Price : 21.88 Evaluated at bid price : 22.30 Bid-YTW : 5.75 % |
| TD.PF.C | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-17 Maturity Price : 16.95 Evaluated at bid price : 16.95 Bid-YTW : 5.60 % |
| CM.PR.Q | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-17 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 5.94 % |
| BIP.PR.E | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-17 Maturity Price : 22.07 Evaluated at bid price : 22.50 Bid-YTW : 5.59 % |
| SLF.PR.J | FloatingReset | 2.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.15 Bid-YTW : 10.89 % |
| TRP.PR.C | FixedReset Disc | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-17 Maturity Price : 11.80 Evaluated at bid price : 11.80 Bid-YTW : 6.41 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.E | Deemed-Retractible | 107,025 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.00 Bid-YTW : 6.75 % |
| TD.PF.B | FixedReset Disc | 62,526 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-17 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 5.52 % |
| TRP.PR.E | FixedReset Disc | 48,318 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-17 Maturity Price : 15.52 Evaluated at bid price : 15.52 Bid-YTW : 6.28 % |
| TRP.PR.C | FixedReset Disc | 41,702 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-17 Maturity Price : 11.80 Evaluated at bid price : 11.80 Bid-YTW : 6.41 % |
| BMO.PR.F | FixedReset Disc | 40,603 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-17 Maturity Price : 22.95 Evaluated at bid price : 24.35 Bid-YTW : 5.19 % |
| MFC.PR.M | FixedReset Ins Non | 40,440 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.16 Bid-YTW : 9.42 % |
| There were 36 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.E | FixedReset Disc | Quote: 16.94 – 17.43 Spot Rate : 0.4900 Average : 0.3345 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 23.02 – 23.40 Spot Rate : 0.3800 Average : 0.2767 YTW SCENARIO |
| BAM.PR.M | Perpetual-Discount | Quote: 21.03 – 21.36 Spot Rate : 0.3300 Average : 0.2313 YTW SCENARIO |
| BAM.PR.N | Perpetual-Discount | Quote: 20.79 – 21.18 Spot Rate : 0.3900 Average : 0.2931 YTW SCENARIO |
| TD.PF.C | FixedReset Disc | Quote: 16.95 – 17.20 Spot Rate : 0.2500 Average : 0.1534 YTW SCENARIO |
| CM.PR.P | FixedReset Disc | Quote: 16.04 – 16.33 Spot Rate : 0.2900 Average : 0.1989 YTW SCENARIO |