| 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 | -0.2834 % | 1,892.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2834 % | 3,472.2 |
| Floater | 4.57 % | 4.60 % | 48,629 | 16.26 | 3 | -0.2834 % | 2,001.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0392 % | 3,621.5 |
| SplitShare | 4.71 % | 4.48 % | 39,746 | 3.77 | 8 | 0.0392 % | 4,324.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0392 % | 3,374.4 |
| Perpetual-Premium | 5.35 % | -6.01 % | 64,671 | 0.09 | 18 | 0.2585 % | 3,229.7 |
| Perpetual-Discount | 5.00 % | 5.04 % | 68,055 | 15.41 | 13 | 0.3285 % | 3,696.3 |
| FixedReset Disc | 4.99 % | 3.79 % | 136,024 | 17.55 | 57 | -0.0156 % | 2,354.6 |
| Insurance Straight | 5.03 % | 4.72 % | 84,269 | 15.36 | 22 | 0.1982 % | 3,574.3 |
| FloatingReset | 2.52 % | 0.78 % | 31,736 | 0.15 | 3 | 0.3359 % | 1,883.6 |
| FixedReset Prem | 5.15 % | 2.98 % | 198,167 | 1.03 | 20 | -0.1530 % | 2,690.1 |
| FixedReset Bank Non | 1.94 % | 1.72 % | 150,620 | 1.05 | 2 | -0.0400 % | 2,881.4 |
| FixedReset Ins Non | 4.89 % | 3.68 % | 88,047 | 17.72 | 22 | 1.4079 % | 2,492.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.T | FixedReset Disc | -4.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-07 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 4.86 % |
| GWO.PR.N | FixedReset Ins Non | -4.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-07 Maturity Price : 11.26 Evaluated at bid price : 11.26 Bid-YTW : 3.81 % |
| TRP.PR.B | FixedReset Disc | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-07 Maturity Price : 9.40 Evaluated at bid price : 9.40 Bid-YTW : 4.49 % |
| PWF.PR.T | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-07 Maturity Price : 18.33 Evaluated at bid price : 18.33 Bid-YTW : 4.07 % |
| CU.PR.C | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-07 Maturity Price : 18.17 Evaluated at bid price : 18.17 Bid-YTW : 3.94 % |
| BAM.PF.I | FixedReset Prem | -1.22 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.11 Bid-YTW : 4.52 % |
| MFC.PR.K | FixedReset Ins Non | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-07 Maturity Price : 19.58 Evaluated at bid price : 19.58 Bid-YTW : 3.66 % |
| SLF.PR.B | Insurance Straight | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-07 Maturity Price : 24.64 Evaluated at bid price : 24.89 Bid-YTW : 4.84 % |
| SLF.PR.C | Insurance Straight | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-07 Maturity Price : 23.92 Evaluated at bid price : 24.18 Bid-YTW : 4.62 % |
| EIT.PR.A | SplitShare | 1.18 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : 3.85 % |
| IAF.PR.I | FixedReset Ins Non | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-07 Maturity Price : 21.70 Evaluated at bid price : 22.15 Bid-YTW : 3.73 % |
| NA.PR.W | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-07 Maturity Price : 19.27 Evaluated at bid price : 19.27 Bid-YTW : 3.73 % |
| BIK.PR.A | FixedReset Prem | 1.38 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.75 Bid-YTW : 4.91 % |
| MFC.PR.J | FixedReset Ins Non | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-07 Maturity Price : 21.52 Evaluated at bid price : 21.90 Bid-YTW : 3.63 % |
| TRP.PR.C | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-07 Maturity Price : 10.50 Evaluated at bid price : 10.50 Bid-YTW : 4.61 % |
| MFC.PR.I | FixedReset Ins Non | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-07 Maturity Price : 22.52 Evaluated at bid price : 22.89 Bid-YTW : 3.64 % |
| PWF.PR.P | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-07 Maturity Price : 11.80 Evaluated at bid price : 11.80 Bid-YTW : 4.22 % |
| MFC.PR.F | FixedReset Ins Non | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-07 Maturity Price : 12.44 Evaluated at bid price : 12.44 Bid-YTW : 3.66 % |
| BAM.PR.X | FixedReset Disc | 2.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-07 Maturity Price : 12.70 Evaluated at bid price : 12.70 Bid-YTW : 4.42 % |
| MFC.PR.N | FixedReset Ins Non | 31.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-07 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 3.65 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.D | FixedReset Disc | 160,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-07 Maturity Price : 24.11 Evaluated at bid price : 24.44 Bid-YTW : 3.73 % |
| BNS.PR.E | FixedReset Prem | 124,330 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 2.44 % |
| TD.PF.G | FixedReset Prem | 87,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.18 Bid-YTW : 1.94 % |
| BAM.PF.F | FixedReset Disc | 67,233 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-07 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 4.74 % |
| NA.PR.X | FixedReset Prem | 66,463 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : 1.94 % |
| IFC.PR.A | FixedReset Ins Non | 55,560 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-07 Maturity Price : 15.39 Evaluated at bid price : 15.39 Bid-YTW : 3.64 % |
| There were 23 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: 12.70 – 14.75 Spot Rate : 2.0500 Average : 1.1906 YTW SCENARIO |
| SLF.PR.I | FixedReset Ins Non | Quote: 21.38 – 23.00 Spot Rate : 1.6200 Average : 0.9116 YTW SCENARIO |
| BIP.PR.C | FixedReset Disc | Quote: 24.75 – 25.74 Spot Rate : 0.9900 Average : 0.5835 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 14.25 – 15.17 Spot Rate : 0.9200 Average : 0.5392 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 11.26 – 12.20 Spot Rate : 0.9400 Average : 0.5827 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 15.05 – 15.70 Spot Rate : 0.6500 Average : 0.4117 YTW SCENARIO |