| 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 | -0.7703 % | 2,522.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7703 % | 4,627.9 |
| Floater | 3.44 % | 3.46 % | 59,454 | 18.52 | 3 | -0.7703 % | 2,667.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0332 % | 3,696.0 |
| SplitShare | 4.58 % | 3.61 % | 29,785 | 3.23 | 7 | 0.0332 % | 4,413.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0332 % | 3,443.8 |
| Perpetual-Premium | 5.12 % | -19.23 % | 56,377 | 0.09 | 25 | -0.0031 % | 3,327.6 |
| Perpetual-Discount | 4.61 % | -5.34 % | 77,900 | 0.08 | 8 | 0.4190 % | 4,039.8 |
| FixedReset Disc | 3.96 % | 3.41 % | 121,904 | 18.23 | 40 | -0.2212 % | 2,835.3 |
| Insurance Straight | 4.87 % | -11.25 % | 82,029 | 0.09 | 22 | -0.0779 % | 3,739.9 |
| FloatingReset | 2.84 % | 3.13 % | 29,440 | 19.43 | 2 | 0.3764 % | 2,577.6 |
| FixedReset Prem | 4.75 % | 2.87 % | 139,765 | 2.18 | 30 | -0.0361 % | 2,763.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2212 % | 2,898.3 |
| FixedReset Ins Non | 4.04 % | 3.28 % | 106,188 | 18.32 | 20 | 0.2385 % | 2,953.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.E | FixedReset Disc | -2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-09 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 4.08 % |
| RY.PR.M | FixedReset Disc | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-09 Maturity Price : 22.92 Evaluated at bid price : 24.20 Bid-YTW : 3.38 % |
| BAM.PR.K | Floater | -1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-09 Maturity Price : 12.30 Evaluated at bid price : 12.30 Bid-YTW : 3.52 % |
| BIP.PR.A | FixedReset Disc | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-09 Maturity Price : 22.81 Evaluated at bid price : 23.85 Bid-YTW : 4.45 % |
| IFC.PR.E | Insurance Straight | -1.52 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 26.00 Evaluated at bid price : 26.59 Bid-YTW : 3.39 % |
| BAM.PR.R | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-09 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 3.96 % |
| TRP.PR.G | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-09 Maturity Price : 22.60 Evaluated at bid price : 23.50 Bid-YTW : 3.88 % |
| IFC.PR.I | Perpetual-Premium | -1.00 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-03-31 Maturity Price : 26.00 Evaluated at bid price : 27.72 Bid-YTW : 3.53 % |
| MFC.PR.Q | FixedReset Ins Non | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-09 Maturity Price : 23.74 Evaluated at bid price : 25.25 Bid-YTW : 3.34 % |
| CIU.PR.A | Perpetual-Discount | 1.08 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-09 Maturity Price : 25.00 Evaluated at bid price : 25.34 Bid-YTW : -10.36 % |
| MFC.PR.M | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-09 Maturity Price : 23.07 Evaluated at bid price : 24.30 Bid-YTW : 3.28 % |
| TRP.PR.C | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-09 Maturity Price : 14.69 Evaluated at bid price : 14.69 Bid-YTW : 3.90 % |
| PWF.PR.P | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-09 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 3.46 % |
| BMO.PR.T | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-09 Maturity Price : 23.00 Evaluated at bid price : 24.05 Bid-YTW : 3.19 % |
| MFC.PR.F | FixedReset Ins Non | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-09 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 3.22 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CIU.PR.A | Perpetual-Discount | 247,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-09 Maturity Price : 25.00 Evaluated at bid price : 25.34 Bid-YTW : -10.36 % |
| TD.PF.H | FixedReset Prem | 167,980 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 1.55 % |
| TRP.PR.K | FixedReset Prem | 151,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.51 Bid-YTW : 2.29 % |
| SLF.PR.I | FixedReset Ins Non | 92,664 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 2.46 % |
| IAF.PR.G | FixedReset Ins Non | 90,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-09 Maturity Price : 24.48 Evaluated at bid price : 24.90 Bid-YTW : 3.66 % |
| TD.PF.D | FixedReset Disc | 56,413 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-09 Maturity Price : 23.13 Evaluated at bid price : 24.63 Bid-YTW : 3.51 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.M | FixedReset Disc | Quote: 24.20 – 24.99 Spot Rate : 0.7900 Average : 0.4929 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 26.59 – 27.35 Spot Rate : 0.7600 Average : 0.5857 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 18.04 – 18.65 Spot Rate : 0.6100 Average : 0.4473 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 21.25 – 21.95 Spot Rate : 0.7000 Average : 0.5455 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 27.72 – 28.48 Spot Rate : 0.7600 Average : 0.6161 YTW SCENARIO |
| PVS.PR.H | SplitShare | Quote: 25.68 – 26.10 Spot Rate : 0.4200 Average : 0.2815 YTW SCENARIO |