| 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 | -0.1337 % | 2,520.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1337 % | 4,625.4 |
| Floater | 3.44 % | 3.41 % | 53,637 | 18.74 | 3 | -0.1337 % | 2,665.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0225 % | 3,703.1 |
| SplitShare | 4.63 % | 3.74 % | 33,343 | 3.74 | 6 | 0.0225 % | 4,422.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0225 % | 3,450.4 |
| Perpetual-Premium | 5.01 % | -16.70 % | 57,063 | 0.09 | 32 | 0.1473 % | 3,328.9 |
| Perpetual-Discount | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1473 % | 4,006.1 |
| FixedReset Disc | 4.01 % | 3.48 % | 101,862 | 17.99 | 42 | -0.1737 % | 2,837.9 |
| Insurance Straight | 4.86 % | -12.65 % | 88,028 | 0.09 | 21 | 0.1579 % | 3,744.0 |
| FloatingReset | 3.14 % | 3.14 % | 29,254 | 19.39 | 1 | -4.1176 % | 2,535.8 |
| FixedReset Prem | 4.67 % | 3.10 % | 133,536 | 2.44 | 33 | 0.0306 % | 2,761.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1737 % | 2,900.9 |
| FixedReset Ins Non | 4.05 % | 3.32 % | 102,343 | 18.31 | 20 | -0.0129 % | 2,944.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.R | FixedReset Disc | -6.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-15 Maturity Price : 18.79 Evaluated at bid price : 18.79 Bid-YTW : 4.21 % |
| TRP.PR.F | FloatingReset | -4.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-15 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 3.14 % |
| BAM.PF.E | FixedReset Disc | -3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-15 Maturity Price : 21.02 Evaluated at bid price : 21.02 Bid-YTW : 4.07 % |
| CU.PR.C | FixedReset Disc | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-15 Maturity Price : 21.62 Evaluated at bid price : 22.00 Bid-YTW : 3.67 % |
| MFC.PR.F | FixedReset Ins Non | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-15 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 3.31 % |
| TRP.PR.A | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-15 Maturity Price : 18.02 Evaluated at bid price : 18.02 Bid-YTW : 4.01 % |
| BIP.PR.A | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-15 Maturity Price : 22.81 Evaluated at bid price : 23.85 Bid-YTW : 4.46 % |
| IFC.PR.A | FixedReset Ins Non | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-15 Maturity Price : 20.46 Evaluated at bid price : 20.46 Bid-YTW : 3.19 % |
| TRP.PR.E | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-15 Maturity Price : 20.79 Evaluated at bid price : 20.79 Bid-YTW : 3.99 % |
| PWF.PR.S | Perpetual-Premium | 1.33 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.25 Evaluated at bid price : 25.82 Bid-YTW : -14.64 % |
| FTS.PR.K | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-15 Maturity Price : 21.16 Evaluated at bid price : 21.16 Bid-YTW : 3.57 % |
| PWF.PR.K | Perpetual-Premium | 1.57 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 25.85 Bid-YTW : -26.33 % |
| TRP.PR.C | FixedReset Disc | 2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-15 Maturity Price : 14.93 Evaluated at bid price : 14.93 Bid-YTW : 3.86 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BIP.PR.F | FixedReset Prem | 135,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.72 Bid-YTW : 3.71 % |
| SLF.PR.B | Insurance Straight | 97,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 3.40 % |
| RY.PR.Z | FixedReset Disc | 38,150 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-15 Maturity Price : 23.08 Evaluated at bid price : 24.12 Bid-YTW : 3.17 % |
| IAF.PR.B | Insurance Straight | 23,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : -3.50 % |
| TD.PF.H | FixedReset Prem | 21,538 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.24 Bid-YTW : 2.07 % |
| PWF.PR.P | FixedReset Disc | 18,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-15 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 3.48 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.R | FixedReset Disc | Quote: 18.79 – 20.29 Spot Rate : 1.5000 Average : 0.8922 YTW SCENARIO |
| FTS.PR.J | FixedReset Disc | Quote: 25.65 – 26.65 Spot Rate : 1.0000 Average : 0.6854 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 21.02 – 22.00 Spot Rate : 0.9800 Average : 0.6699 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 16.30 – 17.14 Spot Rate : 0.8400 Average : 0.5519 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 27.33 – 28.40 Spot Rate : 1.0700 Average : 0.8388 YTW SCENARIO |
| BAM.PR.Z | FixedReset Disc | Quote: 24.31 – 24.90 Spot Rate : 0.5900 Average : 0.4385 YTW SCENARIO |