| 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 | 2.97 % | 3.41 % | 48,924 | 20.14 | 1 | -0.0485 % | 2,934.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2075 % | 5,362.5 |
| Floater | 2.97 % | 3.00 % | 86,476 | 19.67 | 3 | -0.2075 % | 3,090.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,690.6 |
| SplitShare | 4.64 % | 4.05 % | 58,325 | 3.84 | 5 | 0.0000 % | 4,407.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,438.8 |
| Perpetual-Premium | 5.11 % | -8.96 % | 45,033 | 0.09 | 28 | 0.0810 % | 3,270.7 |
| Perpetual-Discount | 4.70 % | 4.81 % | 72,763 | 15.77 | 6 | 0.0814 % | 3,851.1 |
| FixedReset Disc | 3.79 % | 3.94 % | 125,669 | 17.01 | 37 | 0.0511 % | 2,915.6 |
| Insurance Straight | 4.93 % | 4.16 % | 90,945 | 3.25 | 20 | 0.0593 % | 3,683.4 |
| FloatingReset | 2.41 % | 2.71 % | 29,347 | 20.42 | 2 | 1.0246 % | 2,960.9 |
| FixedReset Prem | 4.65 % | 3.29 % | 120,908 | 2.28 | 33 | -0.0769 % | 2,745.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0511 % | 2,980.4 |
| FixedReset Ins Non | 4.03 % | 3.86 % | 100,083 | 16.81 | 19 | -0.1071 % | 2,994.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.E | FixedReset Disc | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-25 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 4.55 % |
| TRP.PR.D | FixedReset Disc | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-25 Maturity Price : 21.41 Evaluated at bid price : 21.75 Bid-YTW : 4.51 % |
| CU.PR.I | FixedReset Prem | -1.32 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : 3.16 % |
| BAM.PF.B | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-25 Maturity Price : 22.85 Evaluated at bid price : 23.54 Bid-YTW : 4.48 % |
| CU.PR.G | Perpetual-Discount | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-25 Maturity Price : 23.72 Evaluated at bid price : 24.00 Bid-YTW : 4.69 % |
| BAM.PR.M | Perpetual-Discount | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-25 Maturity Price : 24.80 Evaluated at bid price : 25.02 Bid-YTW : 4.81 % |
| TRP.PR.F | FloatingReset | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-25 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 2.71 % |
| BAM.PR.X | FixedReset Disc | 2.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-25 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 4.49 % |
| TRP.PR.G | FixedReset Disc | 5.22 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-11-30 Maturity Price : 25.00 Evaluated at bid price : 24.20 Bid-YTW : 4.24 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.J | FixedReset Prem | 26,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.34 Bid-YTW : 3.95 % |
| BAM.PR.N | Perpetual-Discount | 26,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-25 Maturity Price : 24.60 Evaluated at bid price : 24.85 Bid-YTW : 4.84 % |
| PWF.PF.A | Perpetual-Discount | 26,050 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-25 Maturity Price : 24.35 Evaluated at bid price : 24.75 Bid-YTW : 4.58 % |
| RY.PR.Z | FixedReset Disc | 25,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-25 Maturity Price : 23.28 Evaluated at bid price : 24.50 Bid-YTW : 3.74 % |
| NA.PR.E | FixedReset Prem | 15,660 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-25 Maturity Price : 23.82 Evaluated at bid price : 25.20 Bid-YTW : 4.04 % |
| TD.PF.A | FixedReset Disc | 12,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-25 Maturity Price : 23.22 Evaluated at bid price : 24.55 Bid-YTW : 3.76 % |
| There were 3 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.C | FixedReset Disc | Quote: 23.40 – 24.97 Spot Rate : 1.5700 Average : 1.0381 YTW SCENARIO |
| SLF.PR.D | Insurance Straight | Quote: 24.65 – 25.88 Spot Rate : 1.2300 Average : 0.7217 YTW SCENARIO |
| PVS.PR.G | SplitShare | Quote: 25.80 – 26.69 Spot Rate : 0.8900 Average : 0.5482 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 21.43 – 22.30 Spot Rate : 0.8700 Average : 0.5659 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 16.00 – 17.00 Spot Rate : 1.0000 Average : 0.7323 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 24.00 – 25.00 Spot Rate : 1.0000 Average : 0.8257 YTW SCENARIO |