| 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 | 0.3780 % | 1,456.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3780 % | 2,672.5 |
| Floater | 5.38 % | 5.69 % | 48,122 | 14.39 | 4 | 0.3780 % | 1,540.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5515 % | 3,421.5 |
| SplitShare | 4.91 % | 5.14 % | 67,109 | 3.83 | 7 | -0.5515 % | 4,086.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5515 % | 3,188.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1882 % | 3,045.0 |
| Perpetual-Discount | 5.54 % | 5.71 % | 76,956 | 14.26 | 35 | 0.1882 % | 3,266.1 |
| FixedReset Disc | 6.22 % | 5.11 % | 153,187 | 14.96 | 83 | 0.1785 % | 1,836.3 |
| Deemed-Retractible | 5.31 % | 5.40 % | 86,573 | 14.42 | 27 | -0.1266 % | 3,226.2 |
| FloatingReset | 4.91 % | 4.94 % | 46,281 | 15.62 | 3 | 0.6444 % | 1,795.5 |
| FixedReset Prem | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1785 % | 2,539.6 |
| FixedReset Bank Non | 1.98 % | 3.31 % | 121,849 | 1.57 | 2 | 0.1023 % | 2,787.9 |
| FixedReset Ins Non | 6.43 % | 5.07 % | 118,758 | 14.92 | 22 | 0.7622 % | 1,862.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.G | FixedReset Disc | -8.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 13.35 Evaluated at bid price : 13.35 Bid-YTW : 6.31 % |
| BIK.PR.A | FixedReset Disc | -7.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 22.11 Evaluated at bid price : 22.60 Bid-YTW : 6.49 % |
| BAM.PF.F | FixedReset Disc | -6.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 5.94 % |
| TD.PF.D | FixedReset Disc | -5.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 15.51 Evaluated at bid price : 15.51 Bid-YTW : 5.17 % |
| TRP.PR.B | FixedReset Disc | -3.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 7.55 Evaluated at bid price : 7.55 Bid-YTW : 5.46 % |
| PVS.PR.G | SplitShare | -2.20 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 24.01 Bid-YTW : 5.80 % |
| HSE.PR.G | FixedReset Disc | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 10.80 Evaluated at bid price : 10.80 Bid-YTW : 9.06 % |
| IAF.PR.B | Deemed-Retractible | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 5.40 % |
| PVS.PR.F | SplitShare | -1.59 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 5.14 % |
| TD.PF.E | FixedReset Disc | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 4.96 % |
| CU.PR.C | FixedReset Disc | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 4.96 % |
| HSE.PR.E | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 11.75 Evaluated at bid price : 11.75 Bid-YTW : 8.96 % |
| PVS.PR.E | SplitShare | -1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.02 Bid-YTW : 5.60 % |
| BAM.PF.G | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 5.75 % |
| RY.PR.Z | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 15.31 Evaluated at bid price : 15.31 Bid-YTW : 4.64 % |
| BIP.PR.B | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 23.00 Evaluated at bid price : 23.75 Bid-YTW : 5.78 % |
| IFC.PR.C | FixedReset Ins Non | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 14.19 Evaluated at bid price : 14.19 Bid-YTW : 5.39 % |
| TD.PF.B | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 4.78 % |
| SLF.PR.G | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 9.16 Evaluated at bid price : 9.16 Bid-YTW : 4.86 % |
| CM.PR.Q | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 15.25 Evaluated at bid price : 15.25 Bid-YTW : 5.26 % |
| CM.PR.O | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 5.24 % |
| RY.PR.H | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 15.63 Evaluated at bid price : 15.63 Bid-YTW : 4.61 % |
| NA.PR.W | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 14.82 Evaluated at bid price : 14.82 Bid-YTW : 5.00 % |
| TRP.PR.K | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 22.76 Evaluated at bid price : 23.10 Bid-YTW : 5.34 % |
| TD.PF.C | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 15.48 Evaluated at bid price : 15.48 Bid-YTW : 4.84 % |
| BMO.PR.C | FixedReset Disc | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 5.09 % |
| TD.PF.I | FixedReset Disc | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 4.84 % |
| PWF.PR.T | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 14.96 Evaluated at bid price : 14.96 Bid-YTW : 5.20 % |
| MFC.PR.N | FixedReset Ins Non | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 14.72 Evaluated at bid price : 14.72 Bid-YTW : 5.00 % |
| BMO.PR.T | FixedReset Disc | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 14.63 Evaluated at bid price : 14.63 Bid-YTW : 4.90 % |
| BMO.PR.D | FixedReset Disc | 1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 5.04 % |
| NA.PR.G | FixedReset Disc | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 17.52 Evaluated at bid price : 17.52 Bid-YTW : 5.03 % |
| TD.PF.M | FixedReset Disc | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 21.64 Evaluated at bid price : 21.95 Bid-YTW : 4.84 % |
| RY.PR.M | FixedReset Disc | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 15.98 Evaluated at bid price : 15.98 Bid-YTW : 4.73 % |
| SLF.PR.J | FloatingReset | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 9.20 Evaluated at bid price : 9.20 Bid-YTW : 4.38 % |
| BMO.PR.W | FixedReset Disc | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 15.03 Evaluated at bid price : 15.03 Bid-YTW : 4.86 % |
| CM.PR.R | FixedReset Disc | 2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 18.77 Evaluated at bid price : 18.77 Bid-YTW : 5.19 % |
| NA.PR.S | FixedReset Disc | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 15.25 Evaluated at bid price : 15.25 Bid-YTW : 5.05 % |
| TD.PF.L | FixedReset Disc | 2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 4.92 % |
| PWF.PR.P | FixedReset Disc | 2.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 9.65 Evaluated at bid price : 9.65 Bid-YTW : 5.21 % |
| BIP.PR.A | FixedReset Disc | 2.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 15.11 Evaluated at bid price : 15.11 Bid-YTW : 6.53 % |
| NA.PR.C | FixedReset Disc | 3.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 5.20 % |
| MFC.PR.R | FixedReset Ins Non | 3.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 21.12 Evaluated at bid price : 21.12 Bid-YTW : 5.07 % |
| MFC.PR.G | FixedReset Ins Non | 3.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 16.25 Evaluated at bid price : 16.25 Bid-YTW : 5.13 % |
| BMO.PR.S | FixedReset Disc | 3.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 15.24 Evaluated at bid price : 15.24 Bid-YTW : 4.88 % |
| SLF.PR.I | FixedReset Ins Non | 3.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 4.96 % |
| CM.PR.P | FixedReset Disc | 3.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 14.98 Evaluated at bid price : 14.98 Bid-YTW : 5.01 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.S | FixedReset Disc | 69,256 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 15.24 Evaluated at bid price : 15.24 Bid-YTW : 4.88 % |
| TD.PF.E | FixedReset Disc | 67,813 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 4.96 % |
| TRP.PR.K | FixedReset Disc | 55,724 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 22.76 Evaluated at bid price : 23.10 Bid-YTW : 5.34 % |
| CU.PR.C | FixedReset Disc | 46,621 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 4.96 % |
| TRP.PR.G | FixedReset Disc | 44,616 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 13.35 Evaluated at bid price : 13.35 Bid-YTW : 6.31 % |
| TD.PF.B | FixedReset Disc | 40,423 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-06-22 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 4.78 % |
| There were 30 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: 9.86 – 17.27 Spot Rate : 7.4100 Average : 4.2190 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 15.98 – 25.50 Spot Rate : 9.5200 Average : 7.4821 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 13.35 – 14.60 Spot Rate : 1.2500 Average : 0.8507 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 15.51 – 16.60 Spot Rate : 1.0900 Average : 0.6930 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 14.50 – 15.55 Spot Rate : 1.0500 Average : 0.7217 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 15.40 – 16.96 Spot Rate : 1.5600 Average : 1.2450 YTW SCENARIO |
Hi James – forgive me if this is easy to find (I tried!) but do publish the composition of the HIMIPref™ Indices somewhere?
publish the composition of the HIMIPref™ Indices somewhere?
No.
How’s that for a short answer?!