| 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 | 0.1107 % | 1,976.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1107 % | 3,627.2 |
| Floater | 6.11 % | 6.29 % | 43,180 | 13.39 | 4 | 0.1107 % | 2,090.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3127 % | 3,425.7 |
| SplitShare | 4.65 % | 4.50 % | 48,325 | 3.87 | 7 | 0.3127 % | 4,091.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3127 % | 3,192.0 |
| Perpetual-Premium | 5.54 % | -19.20 % | 52,530 | 0.09 | 10 | 0.0000 % | 3,046.1 |
| Perpetual-Discount | 5.29 % | 5.37 % | 68,408 | 14.74 | 25 | -0.0431 % | 3,263.5 |
| FixedReset Disc | 5.62 % | 5.66 % | 183,410 | 14.34 | 66 | -0.1652 % | 2,093.7 |
| Deemed-Retractible | 5.16 % | 5.30 % | 65,955 | 14.79 | 27 | 0.0078 % | 3,212.4 |
| FloatingReset | 6.26 % | 6.64 % | 111,486 | 12.91 | 2 | -0.1500 % | 2,452.2 |
| FixedReset Prem | 5.12 % | 3.68 % | 154,305 | 1.57 | 20 | 0.1451 % | 2,626.7 |
| FixedReset Bank Non | 1.95 % | 4.01 % | 64,324 | 2.11 | 3 | 0.0413 % | 2,703.5 |
| FixedReset Ins Non | 5.48 % | 5.68 % | 121,205 | 14.35 | 22 | -0.2900 % | 2,136.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.X | FixedReset Disc | -4.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-28 Maturity Price : 12.87 Evaluated at bid price : 12.87 Bid-YTW : 6.36 % |
| PWF.PR.T | FixedReset Disc | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-28 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 5.70 % |
| HSE.PR.E | FixedReset Disc | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-28 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 7.49 % |
| BAM.PR.M | Perpetual-Discount | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-28 Maturity Price : 21.40 Evaluated at bid price : 21.67 Bid-YTW : 5.56 % |
| NA.PR.W | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-28 Maturity Price : 15.73 Evaluated at bid price : 15.73 Bid-YTW : 6.04 % |
| TRP.PR.G | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-28 Maturity Price : 17.36 Evaluated at bid price : 17.36 Bid-YTW : 6.43 % |
| BAM.PR.Z | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-28 Maturity Price : 19.02 Evaluated at bid price : 19.02 Bid-YTW : 6.05 % |
| IAF.PR.G | FixedReset Ins Non | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-28 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 5.69 % |
| IFC.PR.A | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-28 Maturity Price : 14.07 Evaluated at bid price : 14.07 Bid-YTW : 5.91 % |
| BMO.PR.D | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-28 Maturity Price : 21.03 Evaluated at bid price : 21.03 Bid-YTW : 5.55 % |
| NA.PR.G | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-28 Maturity Price : 19.33 Evaluated at bid price : 19.33 Bid-YTW : 5.79 % |
| BIP.PR.F | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-28 Maturity Price : 21.86 Evaluated at bid price : 22.25 Bid-YTW : 5.71 % |
| PWF.PR.P | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-28 Maturity Price : 12.80 Evaluated at bid price : 12.80 Bid-YTW : 6.04 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.R | Deemed-Retractible | 201,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-28 Maturity Price : 22.52 Evaluated at bid price : 22.81 Bid-YTW : 5.33 % |
| BMO.PR.D | FixedReset Disc | 57,798 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-28 Maturity Price : 21.03 Evaluated at bid price : 21.03 Bid-YTW : 5.55 % |
| RY.PR.Q | FixedReset Prem | 55,858 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 3.60 % |
| TD.PF.J | FixedReset Disc | 53,966 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-28 Maturity Price : 19.41 Evaluated at bid price : 19.41 Bid-YTW : 5.62 % |
| GWO.PR.G | Deemed-Retractible | 51,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-28 Maturity Price : 24.27 Evaluated at bid price : 24.57 Bid-YTW : 5.37 % |
| RY.PR.Z | FixedReset Disc | 49,850 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-28 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 5.50 % |
| There were 45 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.E | FixedReset Disc | Quote: 17.30 – 18.39 Spot Rate : 1.0900 Average : 0.6636 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 12.87 – 13.55 Spot Rate : 0.6800 Average : 0.4335 YTW SCENARIO |
| ELF.PR.H | Perpetual-Premium | Quote: 25.21 – 25.51 Spot Rate : 0.3000 Average : 0.1883 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 17.36 – 17.83 Spot Rate : 0.4700 Average : 0.3604 YTW SCENARIO |
| BAM.PR.M | Perpetual-Discount | Quote: 21.67 – 21.96 Spot Rate : 0.2900 Average : 0.1836 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 13.76 – 14.13 Spot Rate : 0.3700 Average : 0.2667 YTW SCENARIO |