| 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 | 0.3783 % | 2,686.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3783 % | 4,930.1 |
| Floater | 3.23 % | 3.26 % | 103,867 | 19.08 | 3 | 0.3783 % | 2,841.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,698.0 |
| SplitShare | 4.62 % | 3.90 % | 31,394 | 3.30 | 6 | 0.0000 % | 4,416.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,445.7 |
| Perpetual-Premium | 5.19 % | -11.84 % | 60,235 | 0.09 | 25 | -0.0202 % | 3,285.3 |
| Perpetual-Discount | 4.69 % | 4.55 % | 94,812 | 15.83 | 8 | -0.0150 % | 3,973.8 |
| FixedReset Disc | 3.99 % | 3.42 % | 134,761 | 18.33 | 40 | -0.1967 % | 2,810.0 |
| Insurance Straight | 4.90 % | 1.90 % | 73,694 | 0.09 | 22 | -0.0517 % | 3,715.7 |
| FloatingReset | 2.86 % | 3.10 % | 35,757 | 19.46 | 2 | -0.3123 % | 2,571.1 |
| FixedReset Prem | 4.81 % | 2.93 % | 148,128 | 1.59 | 32 | -0.1042 % | 2,758.2 |
| FixedReset Bank Non | 1.81 % | 1.23 % | 129,049 | 0.15 | 1 | -0.4382 % | 2,890.8 |
| FixedReset Ins Non | 4.05 % | 3.30 % | 118,705 | 18.26 | 20 | 0.0409 % | 2,945.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.A | FixedReset Disc | -8.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-30 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 4.23 % |
| TD.PF.B | FixedReset Disc | -2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-30 Maturity Price : 22.57 Evaluated at bid price : 23.23 Bid-YTW : 3.36 % |
| BAM.PF.G | FixedReset Disc | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-30 Maturity Price : 22.12 Evaluated at bid price : 22.62 Bid-YTW : 3.94 % |
| IFC.PR.A | FixedReset Ins Non | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-30 Maturity Price : 20.34 Evaluated at bid price : 20.34 Bid-YTW : 3.21 % |
| BMO.PR.Y | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-30 Maturity Price : 23.03 Evaluated at bid price : 24.44 Bid-YTW : 3.39 % |
| MFC.PR.F | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-30 Maturity Price : 17.78 Evaluated at bid price : 17.78 Bid-YTW : 3.18 % |
| BMO.PR.W | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-30 Maturity Price : 22.90 Evaluated at bid price : 23.94 Bid-YTW : 3.20 % |
| TRP.PR.E | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-30 Maturity Price : 21.04 Evaluated at bid price : 21.04 Bid-YTW : 3.88 % |
| BMO.PR.S | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-30 Maturity Price : 23.07 Evaluated at bid price : 24.15 Bid-YTW : 3.25 % |
| BMO.PR.F | FixedReset Prem | 1.34 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 26.88 Bid-YTW : 2.21 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.R | FixedReset Prem | 33,384 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-23 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 3.29 % |
| PWF.PR.K | Perpetual-Premium | 31,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-29 Maturity Price : 25.00 Evaluated at bid price : 25.06 Bid-YTW : 1.87 % |
| PWF.PR.L | Perpetual-Premium | 31,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-29 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : -4.72 % |
| BAM.PR.T | FixedReset Disc | 24,286 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-30 Maturity Price : 20.09 Evaluated at bid price : 20.09 Bid-YTW : 3.93 % |
| BMO.PR.Q | FixedReset Bank Non | 23,250 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-24 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 1.23 % |
| BAM.PR.Z | FixedReset Disc | 21,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-30 Maturity Price : 24.14 Evaluated at bid price : 24.50 Bid-YTW : 3.93 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.A | FixedReset Disc | Quote: 17.10 – 18.90 Spot Rate : 1.8000 Average : 0.9932 YTW SCENARIO |
| MIC.PR.A | Perpetual-Premium | Quote: 26.86 – 27.86 Spot Rate : 1.0000 Average : 0.6991 YTW SCENARIO |
| TD.PF.B | FixedReset Disc | Quote: 23.23 – 23.91 Spot Rate : 0.6800 Average : 0.4290 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 22.62 – 23.49 Spot Rate : 0.8700 Average : 0.6509 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 25.00 – 25.50 Spot Rate : 0.5000 Average : 0.3447 YTW SCENARIO |
| POW.PR.A | Perpetual-Premium | Quote: 25.60 – 26.00 Spot Rate : 0.4000 Average : 0.2499 YTW SCENARIO |