| 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 | 0.1497 % | 2,247.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1497 % | 4,124.7 |
| Floater | 3.85 % | 3.83 % | 51,513 | 17.71 | 3 | 0.1497 % | 2,377.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0043 % | 3,677.8 |
| SplitShare | 4.77 % | 4.01 % | 35,180 | 3.67 | 9 | -0.0043 % | 4,392.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0043 % | 3,426.8 |
| Perpetual-Premium | 5.32 % | -0.49 % | 74,092 | 0.09 | 21 | 0.0673 % | 3,241.5 |
| Perpetual-Discount | 4.94 % | 4.99 % | 85,972 | 15.43 | 13 | -0.0063 % | 3,742.3 |
| FixedReset Disc | 4.45 % | 3.78 % | 181,773 | 17.45 | 52 | 0.4489 % | 2,605.5 |
| Insurance Straight | 5.03 % | 4.63 % | 81,373 | 15.03 | 22 | 0.4227 % | 3,613.6 |
| FloatingReset | 3.09 % | 3.44 % | 30,436 | 18.69 | 2 | 1.0490 % | 2,327.9 |
| FixedReset Prem | 5.08 % | 3.88 % | 236,906 | 1.20 | 26 | 0.0695 % | 2,715.0 |
| FixedReset Bank Non | 1.81 % | 1.97 % | 236,945 | 0.48 | 1 | 0.0000 % | 2,890.8 |
| FixedReset Ins Non | 4.43 % | 3.67 % | 142,995 | 17.76 | 22 | -0.0063 % | 2,776.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.E | FixedReset Disc | -5.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 4.68 % |
| TRP.PR.B | FixedReset Disc | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 4.19 % |
| GWO.PR.N | FixedReset Ins Non | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 3.51 % |
| CU.PR.C | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 4.05 % |
| BMO.PR.C | FixedReset Prem | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 23.83 Evaluated at bid price : 25.00 Bid-YTW : 4.12 % |
| IAF.PR.G | FixedReset Ins Non | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 23.84 Evaluated at bid price : 24.26 Bid-YTW : 3.76 % |
| MFC.PR.J | FixedReset Ins Non | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 23.42 Evaluated at bid price : 23.75 Bid-YTW : 3.73 % |
| IFC.PR.C | FixedReset Ins Non | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 22.03 Evaluated at bid price : 22.62 Bid-YTW : 3.85 % |
| CU.PR.E | Perpetual-Discount | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 24.46 Evaluated at bid price : 24.75 Bid-YTW : 4.96 % |
| TRP.PR.G | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 20.14 Evaluated at bid price : 20.14 Bid-YTW : 4.58 % |
| TRP.PR.F | FloatingReset | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 14.77 Evaluated at bid price : 14.77 Bid-YTW : 3.44 % |
| IFC.PR.E | Insurance Straight | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 24.80 Evaluated at bid price : 25.31 Bid-YTW : 5.20 % |
| MFC.PR.M | FixedReset Ins Non | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 22.26 Evaluated at bid price : 22.84 Bid-YTW : 3.56 % |
| RY.PR.J | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 22.79 Evaluated at bid price : 23.90 Bid-YTW : 3.58 % |
| SLF.PR.B | Insurance Straight | 1.29 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-01 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : -4.80 % |
| BMO.PR.T | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 21.64 Evaluated at bid price : 21.90 Bid-YTW : 3.60 % |
| RY.PR.M | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 21.99 Evaluated at bid price : 22.50 Bid-YTW : 3.69 % |
| BIP.PR.F | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 23.24 Evaluated at bid price : 24.55 Bid-YTW : 5.12 % |
| CM.PR.Q | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 22.51 Evaluated at bid price : 23.36 Bid-YTW : 3.72 % |
| CM.PR.P | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 21.65 Evaluated at bid price : 21.94 Bid-YTW : 3.70 % |
| NA.PR.S | FixedReset Disc | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 22.07 Evaluated at bid price : 22.46 Bid-YTW : 3.72 % |
| CM.PR.O | FixedReset Disc | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 21.91 Evaluated at bid price : 22.26 Bid-YTW : 3.65 % |
| TRP.PR.A | FixedReset Disc | 2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 16.31 Evaluated at bid price : 16.31 Bid-YTW : 4.43 % |
| BMO.PR.Y | FixedReset Disc | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 22.67 Evaluated at bid price : 23.70 Bid-YTW : 3.55 % |
| TRP.PR.D | FixedReset Disc | 2.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 19.46 Evaluated at bid price : 19.46 Bid-YTW : 4.31 % |
| PWF.PR.P | FixedReset Disc | 9.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 3.89 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.O | FixedReset Ins Non | 378,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.18 Bid-YTW : 2.30 % |
| BMO.PR.C | FixedReset Prem | 150,328 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 23.83 Evaluated at bid price : 25.00 Bid-YTW : 4.12 % |
| TRP.PR.A | FixedReset Disc | 116,740 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 16.31 Evaluated at bid price : 16.31 Bid-YTW : 4.43 % |
| GWO.PR.Q | Insurance Straight | 113,873 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 4.45 % |
| TD.PF.J | FixedReset Disc | 109,406 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-02 Maturity Price : 23.29 Evaluated at bid price : 24.37 Bid-YTW : 3.69 % |
| TRP.PR.J | FixedReset Prem | 106,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.21 Bid-YTW : 2.34 % |
| There were 38 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.E | FixedReset Disc | Quote: 17.75 – 19.45 Spot Rate : 1.7000 Average : 0.9290 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 22.50 – 24.30 Spot Rate : 1.8000 Average : 1.1266 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 22.84 – 24.00 Spot Rate : 1.1600 Average : 0.7771 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 15.24 – 15.75 Spot Rate : 0.5100 Average : 0.3651 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 20.25 – 20.72 Spot Rate : 0.4700 Average : 0.3389 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 21.89 – 22.48 Spot Rate : 0.5900 Average : 0.4710 YTW SCENARIO |