Sorry this is so late, folks!
| 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 | -0.6599 % | 2,295.2 |
| FixedFloater | 4.57 % | 3.95 % | 20,998 | 17.36 | 1 | 0.0000 % | 3,448.4 |
| Floater | 3.17 % | 3.16 % | 70,371 | 19.33 | 3 | -0.6599 % | 2,478.2 |
| OpRet | 4.80 % | 2.47 % | 35,261 | 0.99 | 5 | -0.1157 % | 2,514.7 |
| SplitShare | 5.27 % | -5.11 % | 43,701 | 0.48 | 4 | -0.0696 % | 2,716.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1157 % | 2,299.5 |
| Perpetual-Premium | 5.41 % | 3.67 % | 87,844 | 0.55 | 27 | -0.0210 % | 2,239.1 |
| Perpetual-Discount | 5.05 % | 5.04 % | 117,414 | 15.39 | 7 | -0.2129 % | 2,450.5 |
| FixedReset | 5.03 % | 3.11 % | 191,978 | 7.77 | 71 | 0.0517 % | 2,399.1 |
| Deemed-Retractible | 5.00 % | 3.93 % | 143,359 | 1.91 | 45 | 0.1012 % | 2,311.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.C | Floater | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2042-06-25 Maturity Price : 16.45 Evaluated at bid price : 16.45 Bid-YTW : 3.19 % |
| BAM.PR.M | Perpetual-Discount | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2042-06-25 Maturity Price : 23.11 Evaluated at bid price : 23.37 Bid-YTW : 5.09 % |
| BAM.PR.R | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2042-06-25 Maturity Price : 23.48 Evaluated at bid price : 25.75 Bid-YTW : 3.62 % |
| BAM.PR.T | FixedReset | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2042-06-25 Maturity Price : 23.37 Evaluated at bid price : 25.63 Bid-YTW : 3.52 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.L | Deemed-Retractible | 56,160 | YTW SCENARIO Maturity Type : Call Maturity Date : 2013-05-25 Maturity Price : 26.00 Evaluated at bid price : 26.76 Bid-YTW : 2.83 % |
| IAG.PR.G | FixedReset | 51,548 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 4.23 % |
| TD.PR.Q | Deemed-Retractible | 50,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2013-01-31 Maturity Price : 26.00 Evaluated at bid price : 26.81 Bid-YTW : 1.53 % |
| BMO.PR.M | FixedReset | 26,675 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.48 Bid-YTW : 2.97 % |
| NA.PR.K | Deemed-Retractible | 25,140 | YTW SCENARIO Maturity Type : Call Maturity Date : 2012-07-25 Maturity Price : 25.00 Evaluated at bid price : 25.48 Bid-YTW : -9.17 % |
| BMO.PR.O | FixedReset | 24,030 | YTW SCENARIO Maturity Type : Call Maturity Date : 2014-05-25 Maturity Price : 25.00 Evaluated at bid price : 26.89 Bid-YTW : 2.72 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.G | FixedFloater | Quote: 20.78 – 21.47 Spot Rate : 0.6900 Average : 0.4925 YTW SCENARIO |
| TCA.PR.X | Perpetual-Premium | Quote: 51.39 – 52.12 Spot Rate : 0.7300 Average : 0.6075 YTW SCENARIO |
| ENB.PR.A | Perpetual-Premium | Quote: 25.52 – 25.93 Spot Rate : 0.4100 Average : 0.2892 YTW SCENARIO |
| HSB.PR.C | Deemed-Retractible | Quote: 25.47 – 25.80 Spot Rate : 0.3300 Average : 0.2169 YTW SCENARIO |
| BAM.PR.C | Floater | Quote: 16.45 – 16.74 Spot Rate : 0.2900 Average : 0.1969 YTW SCENARIO |
| MFC.PR.C | Deemed-Retractible | Quote: 22.16 – 22.44 Spot Rate : 0.2800 Average : 0.1880 YTW SCENARIO |