| 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 | 0.0663 % | 2,480.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0663 % | 4,551.1 |
| Floater | 3.71 % | 3.85 % | 32,701 | 17.76 | 4 | 0.0663 % | 2,622.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1092 % | 3,145.5 |
| SplitShare | 4.67 % | 3.99 % | 65,090 | 3.48 | 5 | 0.1092 % | 3,756.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1092 % | 2,930.9 |
| Perpetual-Premium | 5.36 % | 4.80 % | 50,225 | 0.12 | 20 | 0.0000 % | 2,839.7 |
| Perpetual-Discount | 5.24 % | 5.31 % | 69,933 | 14.90 | 14 | 0.0000 % | 3,003.1 |
| FixedReset | 4.27 % | 4.32 % | 151,034 | 6.09 | 98 | 0.2616 % | 2,483.4 |
| Deemed-Retractible | 5.07 % | 5.28 % | 88,878 | 5.92 | 30 | -0.0925 % | 2,937.9 |
| FloatingReset | 2.79 % | 2.80 % | 41,183 | 3.88 | 8 | 0.1632 % | 2,684.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.X | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-19 Maturity Price : 17.23 Evaluated at bid price : 17.23 Bid-YTW : 4.81 % |
| MFC.PR.N | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.85 Bid-YTW : 5.43 % |
| TRP.PR.A | FixedReset | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-19 Maturity Price : 19.72 Evaluated at bid price : 19.72 Bid-YTW : 4.55 % |
| TRP.PR.C | FixedReset | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-19 Maturity Price : 17.02 Evaluated at bid price : 17.02 Bid-YTW : 4.56 % |
| BAM.PR.R | FixedReset | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-19 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 4.85 % |
| IFC.PR.A | FixedReset | 1.81 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.70 Bid-YTW : 7.30 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.J | FixedReset | 105,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-19 Maturity Price : 23.30 Evaluated at bid price : 24.51 Bid-YTW : 4.37 % |
| BNS.PR.Z | FixedReset | 101,910 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.06 Bid-YTW : 4.46 % |
| CM.PR.R | FixedReset | 79,337 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 4.00 % |
| BAM.PF.J | FixedReset | 58,975 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.52 Bid-YTW : 4.28 % |
| TD.PR.Y | FixedReset | 57,800 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 3.54 % |
| TD.PF.C | FixedReset | 47,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-19 Maturity Price : 22.56 Evaluated at bid price : 22.87 Bid-YTW : 4.32 % |
| There were 31 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.A | FixedReset | Quote: 16.80 – 17.30 Spot Rate : 0.5000 Average : 0.3481 YTW SCENARIO |
| BAM.PF.E | FixedReset | Quote: 23.16 – 23.55 Spot Rate : 0.3900 Average : 0.2385 YTW SCENARIO |
| HSE.PR.E | FixedReset | Quote: 24.57 – 24.91 Spot Rate : 0.3400 Average : 0.2125 YTW SCENARIO |
| CM.PR.O | FixedReset | Quote: 23.42 – 23.77 Spot Rate : 0.3500 Average : 0.2446 YTW SCENARIO |
| W.PR.M | FixedReset | Quote: 26.00 – 26.35 Spot Rate : 0.3500 Average : 0.2472 YTW SCENARIO |
| TRP.PR.G | FixedReset | Quote: 24.02 – 24.49 Spot Rate : 0.4700 Average : 0.3707 YTW SCENARIO |