| 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 | -1.4261 % | 2,304.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.4261 % | 4,228.3 |
| Floater | 3.80 % | 3.77 % | 59,501 | 17.94 | 3 | -1.4261 % | 2,436.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0239 % | 3,674.3 |
| SplitShare | 4.77 % | 4.19 % | 39,529 | 3.62 | 9 | 0.0239 % | 4,387.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0239 % | 3,423.6 |
| Perpetual-Premium | 5.30 % | -0.91 % | 77,719 | 0.09 | 21 | 0.0354 % | 3,250.3 |
| Perpetual-Discount | 4.98 % | 5.01 % | 81,731 | 15.46 | 13 | -0.1273 % | 3,727.6 |
| FixedReset Disc | 4.35 % | 3.87 % | 197,074 | 17.20 | 52 | -0.0035 % | 2,666.7 |
| Insurance Straight | 5.00 % | 4.66 % | 92,280 | 15.46 | 22 | -0.0473 % | 3,643.8 |
| FloatingReset | 2.95 % | 3.27 % | 49,832 | 19.07 | 2 | 0.7363 % | 2,424.5 |
| FixedReset Prem | 5.06 % | 3.66 % | 242,543 | 1.01 | 26 | 0.0331 % | 2,730.8 |
| FixedReset Bank Non | 1.81 % | 2.57 % | 227,586 | 0.86 | 1 | -0.3201 % | 2,881.6 |
| FixedReset Ins Non | 4.42 % | 3.86 % | 149,195 | 17.43 | 22 | -0.4497 % | 2,788.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.C | FixedReset Ins Non | -4.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-19 Maturity Price : 21.51 Evaluated at bid price : 21.85 Bid-YTW : 4.19 % |
| BAM.PR.K | Floater | -2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-19 Maturity Price : 11.09 Evaluated at bid price : 11.09 Bid-YTW : 3.86 % |
| MFC.PR.L | FixedReset Ins Non | -2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-19 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 3.90 % |
| MFC.PR.F | FixedReset Ins Non | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-19 Maturity Price : 16.82 Evaluated at bid price : 16.82 Bid-YTW : 3.63 % |
| TRP.PR.C | FixedReset Disc | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-19 Maturity Price : 13.58 Evaluated at bid price : 13.58 Bid-YTW : 4.48 % |
| BAM.PF.A | FixedReset Disc | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-19 Maturity Price : 22.31 Evaluated at bid price : 22.71 Bid-YTW : 4.47 % |
| BAM.PR.R | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-19 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 4.68 % |
| TRP.PR.A | FixedReset Disc | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-19 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 4.55 % |
| MFC.PR.I | FixedReset Ins Non | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-19 Maturity Price : 23.96 Evaluated at bid price : 24.33 Bid-YTW : 4.02 % |
| RY.PR.J | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-19 Maturity Price : 23.10 Evaluated at bid price : 24.64 Bid-YTW : 3.61 % |
| TD.PF.E | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-19 Maturity Price : 22.83 Evaluated at bid price : 24.07 Bid-YTW : 3.84 % |
| SLF.PR.J | FloatingReset | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-19 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 2.59 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Z | FixedReset Disc | 223,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-19 Maturity Price : 22.42 Evaluated at bid price : 23.00 Bid-YTW : 3.57 % |
| RY.PR.J | FixedReset Disc | 119,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-19 Maturity Price : 23.10 Evaluated at bid price : 24.64 Bid-YTW : 3.61 % |
| RY.PR.S | FixedReset Disc | 82,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-19 Maturity Price : 23.20 Evaluated at bid price : 24.50 Bid-YTW : 3.60 % |
| TD.PF.A | FixedReset Disc | 81,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-19 Maturity Price : 22.31 Evaluated at bid price : 22.90 Bid-YTW : 3.63 % |
| BAM.PR.R | FixedReset Disc | 63,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-19 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 4.68 % |
| IAF.PR.I | FixedReset Ins Non | 51,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-19 Maturity Price : 23.50 Evaluated at bid price : 24.80 Bid-YTW : 3.82 % |
| There were 54 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.R | FixedReset Disc | Quote: 17.80 – 18.62 Spot Rate : 0.8200 Average : 0.5106 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 21.85 – 22.75 Spot Rate : 0.9000 Average : 0.5973 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 21.10 – 21.93 Spot Rate : 0.8300 Average : 0.5818 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 16.80 – 17.30 Spot Rate : 0.5000 Average : 0.2840 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 22.71 – 23.29 Spot Rate : 0.5800 Average : 0.3834 YTW SCENARIO |
| BMO.PR.F | FixedReset Prem | Quote: 25.76 – 26.24 Spot Rate : 0.4800 Average : 0.3030 YTW SCENARIO |