| 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 | 0.5487 % | 1,973.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5487 % | 3,620.5 |
| Floater | 6.04 % | 6.22 % | 37,177 | 13.59 | 4 | 0.5487 % | 2,086.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0056 % | 3,342.9 |
| SplitShare | 4.66 % | 4.62 % | 79,070 | 4.16 | 7 | 0.0056 % | 3,992.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0056 % | 3,114.8 |
| Perpetual-Premium | 5.62 % | -18.67 % | 55,501 | 0.09 | 7 | 0.0337 % | 2,977.5 |
| Perpetual-Discount | 5.46 % | 5.56 % | 60,190 | 14.58 | 25 | -0.0747 % | 3,113.5 |
| FixedReset Disc | 5.37 % | 5.37 % | 157,843 | 14.76 | 69 | -0.1969 % | 2,140.0 |
| Deemed-Retractible | 5.23 % | 5.88 % | 70,445 | 7.99 | 27 | -0.0300 % | 3,105.6 |
| FloatingReset | 4.03 % | 4.35 % | 39,963 | 2.46 | 4 | -0.0131 % | 2,370.1 |
| FixedReset Prem | 5.14 % | 3.83 % | 170,856 | 1.93 | 17 | -0.1557 % | 2,591.2 |
| FixedReset Bank Non | 1.98 % | 4.10 % | 99,530 | 2.47 | 3 | -0.0418 % | 2,648.3 |
| FixedReset Ins Non | 5.23 % | 7.42 % | 91,851 | 8.04 | 22 | 0.0263 % | 2,180.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CM.PR.O | FixedReset Disc | -2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-12 Maturity Price : 17.32 Evaluated at bid price : 17.32 Bid-YTW : 5.62 % |
| BAM.PR.X | FixedReset Disc | -2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-12 Maturity Price : 12.84 Evaluated at bid price : 12.84 Bid-YTW : 6.38 % |
| IAF.PR.I | FixedReset Ins Non | -1.44 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.60 Bid-YTW : 6.97 % |
| MFC.PR.H | FixedReset Ins Non | -1.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.73 Bid-YTW : 6.96 % |
| BIP.PR.E | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-12 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 5.87 % |
| TRP.PR.D | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-12 Maturity Price : 16.59 Evaluated at bid price : 16.59 Bid-YTW : 5.94 % |
| CM.PR.T | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-12 Maturity Price : 22.96 Evaluated at bid price : 24.42 Bid-YTW : 5.01 % |
| SLF.PR.G | FixedReset Ins Non | -1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.75 Bid-YTW : 9.91 % |
| RY.PR.H | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-12 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 5.21 % |
| MFC.PR.N | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.46 Bid-YTW : 8.27 % |
| IFC.PR.A | FixedReset Ins Non | 1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.62 Bid-YTW : 8.95 % |
| BIP.PR.A | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-12 Maturity Price : 19.24 Evaluated at bid price : 19.24 Bid-YTW : 6.68 % |
| CCS.PR.C | Deemed-Retractible | 1.51 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.50 Bid-YTW : 5.82 % |
| MFC.PR.M | FixedReset Ins Non | 1.66 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.77 Bid-YTW : 8.12 % |
| IFC.PR.C | FixedReset Ins Non | 1.84 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.25 Bid-YTW : 7.85 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.T | FixedReset Disc | 137,741 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-12 Maturity Price : 22.96 Evaluated at bid price : 24.42 Bid-YTW : 5.01 % |
| CM.PR.S | FixedReset Disc | 137,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-12 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 5.38 % |
| HSE.PR.A | FixedReset Disc | 106,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-12 Maturity Price : 12.70 Evaluated at bid price : 12.70 Bid-YTW : 6.33 % |
| TD.PF.B | FixedReset Disc | 98,235 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-12 Maturity Price : 18.03 Evaluated at bid price : 18.03 Bid-YTW : 5.33 % |
| TRP.PR.B | FixedReset Disc | 95,758 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-12 Maturity Price : 11.85 Evaluated at bid price : 11.85 Bid-YTW : 5.97 % |
| TRP.PR.D | FixedReset Disc | 59,350 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-12 Maturity Price : 16.59 Evaluated at bid price : 16.59 Bid-YTW : 5.94 % |
| There were 21 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.X | FixedReset Disc | Quote: 12.84 – 13.32 Spot Rate : 0.4800 Average : 0.3067 YTW SCENARIO |
| CM.PR.O | FixedReset Disc | Quote: 17.32 – 17.74 Spot Rate : 0.4200 Average : 0.2559 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 16.59 – 17.00 Spot Rate : 0.4100 Average : 0.2529 YTW SCENARIO |
| W.PR.K | FixedReset Prem | Quote: 25.27 – 25.79 Spot Rate : 0.5200 Average : 0.3697 YTW SCENARIO |
| CM.PR.T | FixedReset Disc | Quote: 24.42 – 24.80 Spot Rate : 0.3800 Average : 0.2446 YTW SCENARIO |
| BAM.PF.J | FixedReset Disc | Quote: 23.89 – 24.33 Spot Rate : 0.4400 Average : 0.3275 YTW SCENARIO |
July 12th maybe, instead of June 12th?
Oops! Fixed it!