| 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 | 3.2292 % | 1,977.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 3.2292 % | 3,627.7 |
| Floater | 4.37 % | 4.37 % | 49,392 | 16.70 | 3 | 3.2292 % | 2,090.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1320 % | 3,631.8 |
| SplitShare | 4.70 % | 4.36 % | 39,598 | 3.75 | 8 | 0.1320 % | 4,337.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1320 % | 3,384.0 |
| Perpetual-Premium | 5.34 % | -3.49 % | 66,563 | 0.09 | 18 | 0.1523 % | 3,232.3 |
| Perpetual-Discount | 5.00 % | 4.99 % | 66,687 | 15.41 | 13 | 0.0190 % | 3,694.8 |
| FixedReset Disc | 4.96 % | 3.83 % | 131,642 | 17.43 | 57 | 0.2274 % | 2,366.2 |
| Insurance Straight | 5.05 % | 4.83 % | 84,466 | 15.37 | 22 | -0.2129 % | 3,558.3 |
| FloatingReset | 2.52 % | 0.86 % | 29,433 | 0.14 | 3 | 0.4388 % | 1,894.6 |
| FixedReset Prem | 5.14 % | 3.13 % | 200,272 | 1.01 | 20 | -0.0158 % | 2,690.7 |
| FixedReset Bank Non | 1.94 % | 1.83 % | 137,809 | 1.04 | 2 | 0.0000 % | 2,882.0 |
| FixedReset Ins Non | 4.88 % | 3.77 % | 85,935 | 17.58 | 22 | 1.2672 % | 2,495.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.C | FixedReset Disc | -2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 18.17 Evaluated at bid price : 18.17 Bid-YTW : 4.01 % |
| MFC.PR.J | FixedReset Ins Non | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 3.79 % |
| SLF.PR.C | Insurance Straight | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 23.58 Evaluated at bid price : 23.85 Bid-YTW : 4.68 % |
| BMO.PR.T | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 19.51 Evaluated at bid price : 19.51 Bid-YTW : 3.70 % |
| CM.PR.P | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 3.70 % |
| BAM.PF.D | Perpetual-Discount | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 23.94 Evaluated at bid price : 24.50 Bid-YTW : 5.01 % |
| IAF.PR.I | FixedReset Ins Non | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 22.13 Evaluated at bid price : 22.40 Bid-YTW : 3.76 % |
| RY.PR.N | Perpetual-Premium | 1.14 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-02-11 Maturity Price : 26.00 Evaluated at bid price : 26.64 Bid-YTW : -16.54 % |
| RS.PR.A | SplitShare | 1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.31 Bid-YTW : 4.61 % |
| BAM.PR.T | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 15.13 Evaluated at bid price : 15.13 Bid-YTW : 4.65 % |
| BAM.PF.B | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 4.68 % |
| MFC.PR.I | FixedReset Ins Non | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 22.17 Evaluated at bid price : 22.50 Bid-YTW : 3.77 % |
| TRP.PR.D | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 15.48 Evaluated at bid price : 15.48 Bid-YTW : 4.88 % |
| MFC.PR.K | FixedReset Ins Non | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 3.80 % |
| BAM.PR.X | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 4.41 % |
| MFC.PR.F | FixedReset Ins Non | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 12.66 Evaluated at bid price : 12.66 Bid-YTW : 3.69 % |
| BAM.PF.A | FixedReset Disc | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 19.63 Evaluated at bid price : 19.63 Bid-YTW : 4.61 % |
| NA.PR.G | FixedReset Disc | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 22.61 Evaluated at bid price : 23.25 Bid-YTW : 3.65 % |
| SLF.PR.H | FixedReset Ins Non | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 3.49 % |
| BAM.PR.K | Floater | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 9.50 Evaluated at bid price : 9.50 Bid-YTW : 4.55 % |
| PWF.PR.P | FixedReset Disc | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 12.15 Evaluated at bid price : 12.15 Bid-YTW : 4.21 % |
| BAM.PR.C | Floater | 3.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 9.89 Evaluated at bid price : 9.89 Bid-YTW : 4.37 % |
| BAM.PR.B | Floater | 4.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 10.02 Evaluated at bid price : 10.02 Bid-YTW : 4.31 % |
| IFC.PR.C | FixedReset Ins Non | 27.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 3.80 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Disc | 92,285 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 3.43 % |
| TD.PF.I | FixedReset Disc | 86,850 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 23.65 Evaluated at bid price : 24.00 Bid-YTW : 3.66 % |
| RY.PR.H | FixedReset Disc | 74,819 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 3.40 % |
| RY.PR.S | FixedReset Disc | 55,924 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 22.27 Evaluated at bid price : 22.75 Bid-YTW : 3.43 % |
| TRP.PR.K | FixedReset Disc | 37,925 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 23.78 Evaluated at bid price : 25.01 Bid-YTW : 4.89 % |
| RY.PR.J | FixedReset Disc | 19,412 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-12 Maturity Price : 21.84 Evaluated at bid price : 22.25 Bid-YTW : 3.59 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.M | FixedReset Disc | Quote: 21.30 – 25.50 Spot Rate : 4.2000 Average : 2.3238 YTW SCENARIO |
| BAM.PR.B | Floater | Quote: 10.02 – 11.05 Spot Rate : 1.0300 Average : 0.5685 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 12.00 – 13.00 Spot Rate : 1.0000 Average : 0.6564 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 15.48 – 16.30 Spot Rate : 0.8200 Average : 0.4869 YTW SCENARIO |
| CU.PR.I | FixedReset Prem | Quote: 25.78 – 26.30 Spot Rate : 0.5200 Average : 0.3454 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 9.50 – 10.19 Spot Rate : 0.6900 Average : 0.5376 YTW SCENARIO |
Anyone able to help me understand where GWO.PR.O has gone? Did I miss something?
GWO.PR.N / GWO.PR.O : Forced Conversion To FixedReset