| 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 | 0.1316 % | 1,971.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1316 % | 3,617.5 |
| Floater | 6.06 % | 6.18 % | 38,211 | 13.61 | 4 | 0.1316 % | 2,084.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0677 % | 3,338.5 |
| SplitShare | 4.66 % | 4.67 % | 76,612 | 4.12 | 7 | -0.0677 % | 3,986.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0677 % | 3,110.8 |
| Perpetual-Premium | 5.61 % | -18.19 % | 58,178 | 0.09 | 7 | 0.0393 % | 2,986.5 |
| Perpetual-Discount | 5.44 % | 5.55 % | 57,936 | 14.63 | 25 | 0.1821 % | 3,131.2 |
| FixedReset Disc | 5.39 % | 5.18 % | 164,444 | 15.03 | 69 | -0.0826 % | 2,134.1 |
| Deemed-Retractible | 5.21 % | 5.87 % | 64,036 | 7.95 | 27 | 0.0946 % | 3,124.3 |
| FloatingReset | 4.04 % | 4.25 % | 37,481 | 2.42 | 4 | 0.0659 % | 2,359.2 |
| FixedReset Prem | 5.14 % | 3.81 % | 162,505 | 1.89 | 17 | -0.0389 % | 2,597.5 |
| FixedReset Bank Non | 1.98 % | 3.92 % | 91,479 | 2.43 | 3 | 0.0139 % | 2,657.9 |
| FixedReset Ins Non | 5.25 % | 7.34 % | 85,464 | 8.03 | 22 | -0.3200 % | 2,174.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IAF.PR.G | FixedReset Ins Non | -1.52 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.80 Bid-YTW : 6.37 % |
| BIP.PR.E | FixedReset Disc | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-26 Maturity Price : 21.38 Evaluated at bid price : 21.70 Bid-YTW : 5.81 % |
| IFC.PR.G | FixedReset Ins Non | -1.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.21 Bid-YTW : 7.06 % |
| TRP.PR.C | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-26 Maturity Price : 11.95 Evaluated at bid price : 11.95 Bid-YTW : 6.04 % |
| RY.PR.S | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-26 Maturity Price : 20.71 Evaluated at bid price : 20.71 Bid-YTW : 4.86 % |
| MFC.PR.K | FixedReset Ins Non | -1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.34 Bid-YTW : 7.86 % |
| BIP.PR.D | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-26 Maturity Price : 22.05 Evaluated at bid price : 22.37 Bid-YTW : 5.80 % |
| NA.PR.E | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-26 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 5.25 % |
| CU.PR.F | Perpetual-Discount | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-26 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 5.33 % |
| HSE.PR.A | FixedReset Disc | 2.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-26 Maturity Price : 12.27 Evaluated at bid price : 12.27 Bid-YTW : 6.26 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.B | Deemed-Retractible | 102,804 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.53 Bid-YTW : 6.17 % |
| CU.PR.D | Perpetual-Discount | 76,859 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-26 Maturity Price : 22.50 Evaluated at bid price : 22.79 Bid-YTW : 5.45 % |
| CM.PR.P | FixedReset Disc | 41,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-26 Maturity Price : 17.23 Evaluated at bid price : 17.23 Bid-YTW : 5.30 % |
| TRP.PR.D | FixedReset Disc | 34,355 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-26 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 5.84 % |
| CM.PR.O | FixedReset Disc | 32,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-26 Maturity Price : 17.71 Evaluated at bid price : 17.71 Bid-YTW : 5.27 % |
| RY.PR.H | FixedReset Disc | 26,535 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-07-26 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 5.05 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.C | FixedReset Ins Non | Quote: 18.27 – 18.59 Spot Rate : 0.3200 Average : 0.2173 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 11.19 – 11.61 Spot Rate : 0.4200 Average : 0.3277 YTW SCENARIO |
| GWO.PR.R | Deemed-Retractible | Quote: 22.41 – 22.80 Spot Rate : 0.3900 Average : 0.2996 YTW SCENARIO |
| BNS.PR.D | FloatingReset | Quote: 24.42 – 24.68 Spot Rate : 0.2600 Average : 0.1773 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 21.45 – 21.80 Spot Rate : 0.3500 Average : 0.2687 YTW SCENARIO |
| PWF.PR.Z | Perpetual-Discount | Quote: 22.92 – 23.29 Spot Rate : 0.3700 Average : 0.2968 YTW SCENARIO |