| 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 | 0.4153 % | 1,978.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4153 % | 3,630.7 |
| Floater | 6.02 % | 6.14 % | 38,166 | 13.71 | 4 | 0.4153 % | 2,092.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1866 % | 3,339.1 |
| SplitShare | 4.66 % | 4.65 % | 81,025 | 4.17 | 7 | 0.1866 % | 3,987.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1866 % | 3,111.3 |
| Perpetual-Premium | 5.58 % | -15.59 % | 63,264 | 0.09 | 7 | -0.1170 % | 2,970.8 |
| Perpetual-Discount | 5.46 % | 5.56 % | 62,447 | 14.48 | 25 | -0.0156 % | 3,104.8 |
| FixedReset Disc | 5.34 % | 5.34 % | 169,902 | 14.90 | 69 | 0.0598 % | 2,148.7 |
| Deemed-Retractible | 5.24 % | 5.91 % | 73,610 | 7.99 | 27 | -0.1596 % | 3,104.1 |
| FloatingReset | 4.04 % | 4.33 % | 44,616 | 2.47 | 4 | -0.5743 % | 2,365.1 |
| FixedReset Prem | 5.13 % | 3.67 % | 174,218 | 1.94 | 17 | -0.1691 % | 2,592.1 |
| FixedReset Bank Non | 1.98 % | 4.14 % | 112,554 | 2.48 | 3 | 0.1254 % | 2,653.1 |
| FixedReset Ins Non | 5.21 % | 7.40 % | 88,392 | 8.07 | 22 | 0.2388 % | 2,187.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.G | FixedReset Ins Non | -4.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.66 Bid-YTW : 9.95 % |
| TRP.PR.G | FixedReset Disc | -2.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-08 Maturity Price : 18.31 Evaluated at bid price : 18.31 Bid-YTW : 6.15 % |
| TRP.PR.F | FloatingReset | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-08 Maturity Price : 13.90 Evaluated at bid price : 13.90 Bid-YTW : 6.50 % |
| MFC.PR.K | FixedReset Ins Non | -1.69 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.60 Bid-YTW : 7.73 % |
| CU.PR.I | FixedReset Prem | -1.65 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.61 Bid-YTW : 3.05 % |
| CM.PR.P | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-08 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 5.51 % |
| GWO.PR.H | Deemed-Retractible | -1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.09 Bid-YTW : 6.44 % |
| NA.PR.E | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-08 Maturity Price : 20.01 Evaluated at bid price : 20.01 Bid-YTW : 5.27 % |
| BAM.PR.C | Floater | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-08 Maturity Price : 11.32 Evaluated at bid price : 11.32 Bid-YTW : 6.16 % |
| PWF.PR.A | Floater | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-08 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 5.85 % |
| PWF.PR.P | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-08 Maturity Price : 13.40 Evaluated at bid price : 13.40 Bid-YTW : 5.82 % |
| CM.PR.R | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-08 Maturity Price : 21.86 Evaluated at bid price : 22.15 Bid-YTW : 5.44 % |
| TD.PF.C | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-08 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 5.27 % |
| HSE.PR.C | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-08 Maturity Price : 18.68 Evaluated at bid price : 18.68 Bid-YTW : 6.30 % |
| MFC.PR.Q | FixedReset Ins Non | 1.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.85 Bid-YTW : 7.26 % |
| BIP.PR.F | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-08 Maturity Price : 21.48 Evaluated at bid price : 21.75 Bid-YTW : 5.90 % |
| BAM.PR.B | Floater | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-08 Maturity Price : 11.35 Evaluated at bid price : 11.35 Bid-YTW : 6.14 % |
| GWO.PR.N | FixedReset Ins Non | 1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.60 Bid-YTW : 8.89 % |
| BAM.PF.E | FixedReset Disc | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-08 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 6.24 % |
| TRP.PR.E | FixedReset Disc | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-08 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 5.97 % |
| BAM.PF.F | FixedReset Disc | 2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-08 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.17 % |
| IFC.PR.A | FixedReset Ins Non | 2.54 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.75 Bid-YTW : 8.82 % |
| BAM.PR.K | Floater | 2.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-08 Maturity Price : 11.27 Evaluated at bid price : 11.27 Bid-YTW : 6.19 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.F | FixedReset Disc | 76,768 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-08 Maturity Price : 23.17 Evaluated at bid price : 25.00 Bid-YTW : 5.06 % |
| TRP.PR.E | FixedReset Disc | 74,839 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-08 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 5.97 % |
| TD.PF.L | FixedReset Disc | 66,382 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-08 Maturity Price : 23.15 Evaluated at bid price : 24.92 Bid-YTW : 4.91 % |
| TD.PF.M | FixedReset Disc | 48,348 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-08 Maturity Price : 23.12 Evaluated at bid price : 24.90 Bid-YTW : 5.08 % |
| MFC.PR.R | FixedReset Ins Non | 40,026 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.26 Bid-YTW : 5.66 % |
| CM.PR.Y | FixedReset Disc | 38,003 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-08 Maturity Price : 23.07 Evaluated at bid price : 24.76 Bid-YTW : 5.18 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.G | FixedReset Disc | Quote: 19.72 – 20.59 Spot Rate : 0.8700 Average : 0.6201 YTW SCENARIO |
| IAF.PR.G | FixedReset Ins Non | Quote: 20.51 – 21.09 Spot Rate : 0.5800 Average : 0.3616 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 18.31 – 19.00 Spot Rate : 0.6900 Average : 0.4764 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 13.66 – 14.20 Spot Rate : 0.5400 Average : 0.3475 YTW SCENARIO |
| CU.PR.I | FixedReset Prem | Quote: 25.61 – 26.00 Spot Rate : 0.3900 Average : 0.2309 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 18.00 – 18.34 Spot Rate : 0.3400 Average : 0.2067 YTW SCENARIO |