| 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 | -1.5843 % | 1,725.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.5843 % | 3,167.0 |
| Floater | 4.93 % | 4.99 % | 41,498 | 15.48 | 3 | -1.5843 % | 1,825.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1085 % | 3,553.0 |
| SplitShare | 4.77 % | 4.46 % | 40,684 | 3.50 | 8 | 0.1085 % | 4,243.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1085 % | 3,310.6 |
| Perpetual-Premium | 5.35 % | 3.66 % | 76,690 | 0.41 | 14 | 0.0671 % | 3,181.8 |
| Perpetual-Discount | 5.18 % | 5.16 % | 79,432 | 15.16 | 19 | -0.0328 % | 3,583.8 |
| FixedReset Disc | 5.36 % | 4.16 % | 127,208 | 16.47 | 64 | -0.0821 % | 2,161.3 |
| Insurance Straight | 5.08 % | 4.93 % | 100,499 | 15.14 | 22 | -0.1128 % | 3,493.0 |
| FloatingReset | 1.97 % | 2.20 % | 52,493 | 1.20 | 3 | -0.1839 % | 1,807.0 |
| FixedReset Prem | 5.20 % | 3.06 % | 230,046 | 0.74 | 15 | -0.0184 % | 2,662.1 |
| FixedReset Bank Non | 1.94 % | 2.18 % | 179,706 | 1.20 | 2 | -0.0603 % | 2,862.5 |
| FixedReset Ins Non | 5.43 % | 4.36 % | 69,639 | 16.30 | 22 | -1.2715 % | 2,224.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.M | FixedReset Ins Non | -13.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 4.92 % |
| MFC.PR.N | FixedReset Ins Non | -3.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 4.37 % |
| BMO.PR.Y | FixedReset Disc | -2.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 4.10 % |
| TD.PF.C | FixedReset Disc | -2.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 4.06 % |
| TRP.PR.B | FixedReset Disc | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 8.65 Evaluated at bid price : 8.65 Bid-YTW : 5.11 % |
| BAM.PR.K | Floater | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 8.70 Evaluated at bid price : 8.70 Bid-YTW : 4.99 % |
| MFC.PR.F | FixedReset Ins Non | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 11.00 Evaluated at bid price : 11.00 Bid-YTW : 4.38 % |
| IAF.PR.G | FixedReset Ins Non | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 4.49 % |
| MFC.PR.H | FixedReset Ins Non | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 4.38 % |
| BAM.PR.B | Floater | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 8.70 Evaluated at bid price : 8.70 Bid-YTW : 4.99 % |
| MFC.PR.I | FixedReset Ins Non | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 4.20 % |
| BAM.PF.E | FixedReset Disc | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 14.80 Evaluated at bid price : 14.80 Bid-YTW : 5.44 % |
| BAM.PR.C | Floater | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 8.69 Evaluated at bid price : 8.69 Bid-YTW : 4.99 % |
| SLF.PR.H | FixedReset Ins Non | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 4.34 % |
| BIK.PR.A | FixedReset Prem | -1.05 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 5.66 % |
| CM.PR.S | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 4.13 % |
| IFC.PR.G | FixedReset Ins Non | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 18.21 Evaluated at bid price : 18.21 Bid-YTW : 4.59 % |
| NA.PR.G | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 20.47 Evaluated at bid price : 20.47 Bid-YTW : 4.32 % |
| BAM.PF.D | Perpetual-Discount | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 23.07 Evaluated at bid price : 23.35 Bid-YTW : 5.31 % |
| BIP.PR.D | FixedReset Disc | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 22.39 Evaluated at bid price : 22.80 Bid-YTW : 5.54 % |
| BIP.PR.F | FixedReset Disc | 2.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 22.27 Evaluated at bid price : 22.75 Bid-YTW : 5.66 % |
| PWF.PR.P | FixedReset Disc | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 11.00 Evaluated at bid price : 11.00 Bid-YTW : 4.76 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.E | FixedReset Disc | 402,640 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 13.45 Evaluated at bid price : 13.45 Bid-YTW : 5.72 % |
| RY.PR.M | FixedReset Disc | 78,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 4.14 % |
| CM.PR.T | FixedReset Disc | 68,868 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 23.17 Evaluated at bid price : 24.60 Bid-YTW : 4.05 % |
| NA.PR.E | FixedReset Disc | 59,930 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 4.29 % |
| CM.PR.R | FixedReset Disc | 56,462 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 23.13 Evaluated at bid price : 23.52 Bid-YTW : 4.16 % |
| TD.PF.L | FixedReset Disc | 33,445 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-12 Maturity Price : 23.24 Evaluated at bid price : 24.79 Bid-YTW : 3.95 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.M | FixedReset Ins Non | Quote: 15.80 – 18.56 Spot Rate : 2.7600 Average : 1.5414 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 19.30 – 20.30 Spot Rate : 1.0000 Average : 0.6777 YTW SCENARIO |
| BMO.PR.C | FixedReset Disc | Quote: 24.20 – 25.00 Spot Rate : 0.8000 Average : 0.4932 YTW SCENARIO |
| TD.PF.C | FixedReset Disc | Quote: 18.45 – 19.00 Spot Rate : 0.5500 Average : 0.3371 YTW SCENARIO |
| MFC.PR.H | FixedReset Ins Non | Quote: 21.20 – 21.90 Spot Rate : 0.7000 Average : 0.5163 YTW SCENARIO |
| IAF.PR.G | FixedReset Ins Non | Quote: 19.00 – 19.75 Spot Rate : 0.7500 Average : 0.5700 YTW SCENARIO |