| 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 | -0.9434 % | 1,887.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.9434 % | 3,462.6 |
| Floater | 4.54 % | 4.60 % | 47,370 | 16.13 | 2 | -0.9434 % | 1,995.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0786 % | 3,607.4 |
| SplitShare | 4.80 % | 4.43 % | 41,554 | 3.85 | 9 | 0.0786 % | 4,308.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0786 % | 3,361.3 |
| Perpetual-Premium | 5.32 % | 1.33 % | 77,239 | 0.08 | 19 | -0.0247 % | 3,200.0 |
| Perpetual-Discount | 4.94 % | 5.04 % | 77,771 | 15.37 | 12 | 0.3547 % | 3,701.7 |
| FixedReset Disc | 5.08 % | 3.97 % | 135,492 | 17.11 | 56 | -0.3121 % | 2,293.3 |
| Insurance Straight | 5.00 % | 4.54 % | 90,847 | 4.19 | 22 | 0.1714 % | 3,591.9 |
| FloatingReset | 1.95 % | 1.86 % | 48,518 | 1.13 | 3 | 0.4446 % | 1,850.9 |
| FixedReset Prem | 5.16 % | 3.48 % | 206,822 | 0.69 | 22 | -0.0699 % | 2,670.2 |
| FixedReset Bank Non | 1.94 % | 1.92 % | 180,140 | 1.13 | 2 | 0.2206 % | 2,876.3 |
| FixedReset Ins Non | 5.09 % | 3.98 % | 82,906 | 17.11 | 22 | 0.2799 % | 2,396.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.D | FixedReset Disc | -2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 14.65 Evaluated at bid price : 14.65 Bid-YTW : 5.30 % |
| TD.PF.I | FixedReset Disc | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 23.14 Evaluated at bid price : 23.50 Bid-YTW : 3.83 % |
| BIP.PR.E | FixedReset Disc | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 22.83 Evaluated at bid price : 23.50 Bid-YTW : 5.29 % |
| BMO.PR.W | FixedReset Disc | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 19.54 Evaluated at bid price : 19.54 Bid-YTW : 3.77 % |
| NA.PR.W | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 18.52 Evaluated at bid price : 18.52 Bid-YTW : 4.04 % |
| TD.PF.C | FixedReset Disc | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 3.76 % |
| MFC.PR.N | FixedReset Ins Non | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 4.00 % |
| CM.PR.O | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 19.36 Evaluated at bid price : 19.36 Bid-YTW : 3.89 % |
| IAF.PR.B | Insurance Straight | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 24.05 Evaluated at bid price : 24.30 Bid-YTW : 4.73 % |
| MFC.PR.M | FixedReset Ins Non | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 4.01 % |
| RY.PR.M | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 19.96 Evaluated at bid price : 19.96 Bid-YTW : 3.88 % |
| BAM.PR.B | Floater | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 9.45 Evaluated at bid price : 9.45 Bid-YTW : 4.60 % |
| GWO.PR.N | FixedReset Ins Non | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 11.11 Evaluated at bid price : 11.11 Bid-YTW : 4.01 % |
| IAF.PR.G | FixedReset Ins Non | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 20.27 Evaluated at bid price : 20.27 Bid-YTW : 4.15 % |
| TRP.PR.F | FloatingReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 11.20 Evaluated at bid price : 11.20 Bid-YTW : 4.55 % |
| BAM.PF.I | FixedReset Prem | 1.24 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : 4.51 % |
| BAM.PR.T | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 15.25 Evaluated at bid price : 15.25 Bid-YTW : 4.74 % |
| SLF.PR.H | FixedReset Ins Non | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 3.79 % |
| TRP.PR.C | FixedReset Disc | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 10.32 Evaluated at bid price : 10.32 Bid-YTW : 4.96 % |
| IFC.PR.C | FixedReset Ins Non | 2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 4.06 % |
| IFC.PR.A | FixedReset Ins Non | 2.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 14.67 Evaluated at bid price : 14.67 Bid-YTW : 4.04 % |
| CU.PR.C | FixedReset Disc | 2.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 17.72 Evaluated at bid price : 17.72 Bid-YTW : 4.14 % |
| SLF.PR.G | FixedReset Ins Non | 4.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 11.96 Evaluated at bid price : 11.96 Bid-YTW : 3.93 % |
| SLF.PR.C | Insurance Straight | 4.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 24.22 Evaluated at bid price : 24.51 Bid-YTW : 4.53 % |
| CU.PR.F | Perpetual-Discount | 4.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 24.13 Evaluated at bid price : 24.42 Bid-YTW : 4.62 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.H | FixedReset Ins Non | 163,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 3.79 % |
| TD.PF.G | FixedReset Prem | 141,693 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.44 Bid-YTW : 2.38 % |
| GWO.PR.G | Insurance Straight | 122,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-01-07 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : -3.61 % |
| PWF.PR.F | Perpetual-Premium | 102,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-01-07 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : -2.66 % |
| NA.PR.C | FixedReset Disc | 65,031 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 23.46 Evaluated at bid price : 24.64 Bid-YTW : 3.97 % |
| SLF.PR.A | Insurance Straight | 62,320 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-12-08 Maturity Price : 24.55 Evaluated at bid price : 24.80 Bid-YTW : 4.78 % |
| There were 47 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.D | Perpetual-Discount | Quote: 24.90 – 27.00 Spot Rate : 2.1000 Average : 1.1503 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 14.10 – 15.95 Spot Rate : 1.8500 Average : 1.5822 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 25.06 – 25.48 Spot Rate : 0.4200 Average : 0.2706 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 18.52 – 19.05 Spot Rate : 0.5300 Average : 0.4134 YTW SCENARIO |
| IAF.PR.B | Insurance Straight | Quote: 24.30 – 24.65 Spot Rate : 0.3500 Average : 0.2383 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 25.65 – 25.98 Spot Rate : 0.3300 Average : 0.2222 YTW SCENARIO |