| 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 | 1.0919 % | 1,776.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.0919 % | 3,259.3 |
| Floater | 4.79 % | 4.84 % | 39,026 | 15.73 | 3 | 1.0919 % | 1,878.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0154 % | 3,579.2 |
| SplitShare | 4.84 % | 4.31 % | 45,607 | 3.90 | 9 | 0.0154 % | 4,274.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0154 % | 3,335.0 |
| Perpetual-Premium | 5.34 % | 2.43 % | 76,782 | 0.39 | 14 | 0.1285 % | 3,186.9 |
| Perpetual-Discount | 5.15 % | 5.14 % | 79,033 | 15.16 | 19 | 0.0894 % | 3,601.9 |
| FixedReset Disc | 5.30 % | 4.13 % | 117,312 | 16.51 | 64 | 0.0998 % | 2,187.1 |
| Insurance Straight | 5.07 % | 4.90 % | 99,942 | 15.14 | 22 | 0.0926 % | 3,508.2 |
| FloatingReset | 1.97 % | 2.08 % | 47,220 | 1.18 | 3 | 0.0500 % | 1,817.3 |
| FixedReset Prem | 5.18 % | 2.65 % | 219,660 | 0.72 | 15 | 0.0681 % | 2,671.9 |
| FixedReset Bank Non | 1.94 % | 2.13 % | 195,140 | 1.18 | 2 | -0.1205 % | 2,863.6 |
| FixedReset Ins Non | 5.33 % | 4.15 % | 74,841 | 16.67 | 22 | 0.1006 % | 2,285.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.R | FixedReset Disc | -2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-20 Maturity Price : 13.20 Evaluated at bid price : 13.20 Bid-YTW : 5.33 % |
| SLF.PR.G | FixedReset Ins Non | -2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-20 Maturity Price : 11.25 Evaluated at bid price : 11.25 Bid-YTW : 4.19 % |
| CM.PR.Q | FixedReset Disc | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-20 Maturity Price : 19.42 Evaluated at bid price : 19.42 Bid-YTW : 4.18 % |
| TRP.PR.C | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-20 Maturity Price : 9.40 Evaluated at bid price : 9.40 Bid-YTW : 5.37 % |
| BMO.PR.Y | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-20 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 4.02 % |
| TRP.PR.A | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-20 Maturity Price : 12.63 Evaluated at bid price : 12.63 Bid-YTW : 5.35 % |
| BAM.PR.Z | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-20 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 5.19 % |
| TRP.PR.B | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-20 Maturity Price : 8.67 Evaluated at bid price : 8.67 Bid-YTW : 5.06 % |
| BAM.PR.C | Floater | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-20 Maturity Price : 9.00 Evaluated at bid price : 9.00 Bid-YTW : 4.82 % |
| BAM.PR.B | Floater | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-20 Maturity Price : 8.97 Evaluated at bid price : 8.97 Bid-YTW : 4.84 % |
| CIU.PR.A | Perpetual-Discount | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-20 Maturity Price : 22.93 Evaluated at bid price : 23.20 Bid-YTW : 4.96 % |
| TRP.PR.D | FixedReset Disc | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-20 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 5.35 % |
| BAM.PF.B | FixedReset Disc | 2.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-20 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 5.16 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.S | FixedReset Disc | 58,010 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-20 Maturity Price : 20.86 Evaluated at bid price : 20.86 Bid-YTW : 3.80 % |
| TRP.PR.K | FixedReset Disc | 49,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 4.81 % |
| BNS.PR.Z | FixedReset Bank Non | 38,300 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 2.13 % |
| MFC.PR.Q | FixedReset Ins Non | 30,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-20 Maturity Price : 19.53 Evaluated at bid price : 19.53 Bid-YTW : 4.13 % |
| RS.PR.A | SplitShare | 25,861 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.13 Bid-YTW : 4.97 % |
| TRP.PR.E | FixedReset Disc | 18,380 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-20 Maturity Price : 14.11 Evaluated at bid price : 14.11 Bid-YTW : 5.42 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BIP.PR.F | FixedReset Disc | Quote: 23.10 – 23.90 Spot Rate : 0.8000 Average : 0.4663 YTW SCENARIO |
| BAM.PR.B | Floater | Quote: 8.97 – 9.65 Spot Rate : 0.6800 Average : 0.4210 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 19.42 – 20.08 Spot Rate : 0.6600 Average : 0.4653 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 13.20 – 13.75 Spot Rate : 0.5500 Average : 0.3660 YTW SCENARIO |
| PWF.PR.E | Perpetual-Discount | Quote: 25.16 – 25.59 Spot Rate : 0.4300 Average : 0.2691 YTW SCENARIO |
| BAM.PF.C | Perpetual-Discount | Quote: 22.85 – 23.25 Spot Rate : 0.4000 Average : 0.2756 YTW SCENARIO |
the shrinking supply continues , my bmo , series 35 , nvcc 5% , were redeemed for $ 26
That one slipped through without being reported here! See BMO.PR.Z Redeemed.