| 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 | 0.2456 % | 1,933.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2456 % | 3,548.5 |
| Floater | 6.16 % | 6.25 % | 37,274 | 13.58 | 4 | 0.2456 % | 2,045.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1363 % | 3,323.1 |
| SplitShare | 4.69 % | 4.69 % | 84,865 | 4.18 | 7 | 0.1363 % | 3,968.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1363 % | 3,096.4 |
| Perpetual-Premium | 5.60 % | -12.21 % | 67,827 | 0.09 | 7 | 0.0729 % | 2,956.6 |
| Perpetual-Discount | 5.48 % | 5.58 % | 61,652 | 14.46 | 25 | 0.3518 % | 3,090.4 |
| FixedReset Disc | 5.44 % | 5.33 % | 180,789 | 14.86 | 69 | 0.3318 % | 2,105.4 |
| Deemed-Retractible | 5.26 % | 6.02 % | 76,210 | 8.00 | 27 | -0.0302 % | 3,088.7 |
| FloatingReset | 4.07 % | 4.64 % | 48,542 | 2.49 | 4 | 0.4255 % | 2,345.3 |
| FixedReset Prem | 5.13 % | 3.80 % | 177,941 | 1.96 | 17 | -0.1027 % | 2,591.6 |
| FixedReset Bank Non | 1.98 % | 3.96 % | 127,775 | 2.50 | 3 | -0.2777 % | 2,651.7 |
| FixedReset Ins Non | 5.32 % | 7.50 % | 89,943 | 8.07 | 22 | 0.1512 % | 2,139.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.C | FixedReset Disc | -2.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 5.33 % |
| SLF.PR.I | FixedReset Ins Non | -2.58 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.85 Bid-YTW : 7.48 % |
| TRP.PR.G | FixedReset Disc | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 17.93 Evaluated at bid price : 17.93 Bid-YTW : 6.11 % |
| HSE.PR.C | FixedReset Disc | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 18.26 Evaluated at bid price : 18.26 Bid-YTW : 6.26 % |
| BAM.PR.B | Floater | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 10.80 Evaluated at bid price : 10.80 Bid-YTW : 6.45 % |
| RY.PR.W | Perpetual-Discount | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 24.22 Evaluated at bid price : 24.51 Bid-YTW : 5.05 % |
| SLF.PR.B | Deemed-Retractible | -1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.16 Bid-YTW : 6.33 % |
| SLF.PR.G | FixedReset Ins Non | 1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.65 Bid-YTW : 9.77 % |
| NA.PR.E | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 20.01 Evaluated at bid price : 20.01 Bid-YTW : 5.23 % |
| HSE.PR.G | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 19.61 Evaluated at bid price : 19.61 Bid-YTW : 6.31 % |
| TD.PF.A | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 17.64 Evaluated at bid price : 17.64 Bid-YTW : 5.28 % |
| BAM.PR.M | Perpetual-Discount | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 5.95 % |
| MFC.PR.L | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.60 Bid-YTW : 8.50 % |
| EMA.PR.H | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 23.01 Evaluated at bid price : 24.40 Bid-YTW : 5.01 % |
| NA.PR.W | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 16.51 Evaluated at bid price : 16.51 Bid-YTW : 5.64 % |
| MFC.PR.G | FixedReset Ins Non | 1.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.13 Bid-YTW : 7.50 % |
| BMO.PR.D | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 21.78 Evaluated at bid price : 22.05 Bid-YTW : 5.21 % |
| NA.PR.C | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 21.75 Evaluated at bid price : 22.04 Bid-YTW : 5.47 % |
| BMO.PR.T | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 17.21 Evaluated at bid price : 17.21 Bid-YTW : 5.37 % |
| BAM.PR.C | Floater | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 11.15 Evaluated at bid price : 11.15 Bid-YTW : 6.25 % |
| BAM.PF.J | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 22.72 Evaluated at bid price : 23.60 Bid-YTW : 5.01 % |
| BMO.PR.W | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 17.08 Evaluated at bid price : 17.08 Bid-YTW : 5.39 % |
| PWF.PR.A | Floater | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 5.85 % |
| TRP.PR.F | FloatingReset | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 13.60 Evaluated at bid price : 13.60 Bid-YTW : 6.64 % |
| HSE.PR.E | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 6.37 % |
| PWF.PR.S | Perpetual-Discount | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 21.84 Evaluated at bid price : 22.10 Bid-YTW : 5.51 % |
| HSE.PR.A | FixedReset Disc | 2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 12.75 Evaluated at bid price : 12.75 Bid-YTW : 6.03 % |
| NA.PR.G | FixedReset Disc | 2.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 21.28 Evaluated at bid price : 21.28 Bid-YTW : 5.22 % |
| CM.PR.P | FixedReset Disc | 2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 16.74 Evaluated at bid price : 16.74 Bid-YTW : 5.46 % |
| TRP.PR.E | FixedReset Disc | 3.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 15.81 Evaluated at bid price : 15.81 Bid-YTW : 5.96 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.B | FixedReset Disc | 58,739 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 5.28 % |
| BAM.PF.B | FixedReset Disc | 55,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 17.21 Evaluated at bid price : 17.21 Bid-YTW : 6.09 % |
| CM.PR.P | FixedReset Disc | 53,734 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 16.74 Evaluated at bid price : 16.74 Bid-YTW : 5.46 % |
| TD.PF.M | FixedReset Disc | 50,650 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 23.07 Evaluated at bid price : 24.75 Bid-YTW : 5.01 % |
| BAM.PR.Z | FixedReset Disc | 50,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 6.03 % |
| TRP.PR.K | FixedReset Disc | 49,854 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-02 Maturity Price : 23.36 Evaluated at bid price : 24.91 Bid-YTW : 5.19 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.C | FixedReset Disc | Quote: 18.26 – 19.05 Spot Rate : 0.7900 Average : 0.5154 YTW SCENARIO |
| BAM.PR.B | Floater | Quote: 10.80 – 11.39 Spot Rate : 0.5900 Average : 0.4336 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 19.11 – 19.46 Spot Rate : 0.3500 Average : 0.2266 YTW SCENARIO |
| SLF.PR.I | FixedReset Ins Non | Quote: 18.85 – 19.25 Spot Rate : 0.4000 Average : 0.2825 YTW SCENARIO |
| RY.PR.W | Perpetual-Discount | Quote: 24.51 – 24.81 Spot Rate : 0.3000 Average : 0.1888 YTW SCENARIO |
| IFC.PR.E | Deemed-Retractible | Quote: 23.40 – 23.99 Spot Rate : 0.5900 Average : 0.4793 YTW SCENARIO |