| 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 | 0.3406 % | 2,434.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3406 % | 4,467.0 |
| Floater | 3.42 % | 3.57 % | 58,401 | 18.40 | 4 | 0.3406 % | 2,574.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2969 % | 3,684.0 |
| SplitShare | 4.79 % | 4.05 % | 38,427 | 3.59 | 8 | 0.2969 % | 4,399.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2969 % | 3,432.6 |
| Perpetual-Premium | 5.30 % | -0.45 % | 70,235 | 0.09 | 23 | -0.1074 % | 3,254.6 |
| Perpetual-Discount | 4.91 % | 5.00 % | 74,568 | 15.49 | 11 | 0.1016 % | 3,756.2 |
| FixedReset Disc | 4.41 % | 3.85 % | 185,014 | 17.49 | 48 | -0.3815 % | 2,629.3 |
| Insurance Straight | 4.98 % | 4.58 % | 86,527 | 15.42 | 22 | -0.0870 % | 3,655.4 |
| FloatingReset | 2.93 % | 3.27 % | 56,109 | 19.11 | 2 | 0.7061 % | 2,412.5 |
| FixedReset Prem | 4.99 % | 3.66 % | 260,511 | 1.12 | 30 | -0.0731 % | 2,733.2 |
| FixedReset Bank Non | 1.80 % | 2.20 % | 195,434 | 0.82 | 1 | 0.0000 % | 2,892.0 |
| FixedReset Ins Non | 4.43 % | 3.81 % | 145,870 | 17.51 | 22 | 0.0184 % | 2,782.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.H | FixedReset Disc | -6.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-01 Maturity Price : 21.31 Evaluated at bid price : 21.31 Bid-YTW : 3.89 % |
| RY.PR.M | FixedReset Disc | -2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-01 Maturity Price : 22.26 Evaluated at bid price : 22.94 Bid-YTW : 3.72 % |
| NA.PR.E | FixedReset Disc | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-01 Maturity Price : 23.03 Evaluated at bid price : 23.35 Bid-YTW : 3.85 % |
| MFC.PR.F | FixedReset Ins Non | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-01 Maturity Price : 16.64 Evaluated at bid price : 16.64 Bid-YTW : 3.55 % |
| NA.PR.W | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-01 Maturity Price : 21.76 Evaluated at bid price : 22.10 Bid-YTW : 3.71 % |
| PWF.PR.A | Floater | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-01 Maturity Price : 14.07 Evaluated at bid price : 14.07 Bid-YTW : 3.07 % |
| CM.PR.S | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-01 Maturity Price : 22.99 Evaluated at bid price : 23.36 Bid-YTW : 3.72 % |
| GWO.PR.I | Insurance Straight | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-01 Maturity Price : 23.89 Evaluated at bid price : 24.14 Bid-YTW : 4.67 % |
| EIT.PR.A | SplitShare | 1.05 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.92 Bid-YTW : 3.57 % |
| BAM.PR.C | Floater | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-01 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 3.59 % |
| BAM.PR.B | Floater | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-01 Maturity Price : 12.06 Evaluated at bid price : 12.06 Bid-YTW : 3.57 % |
| TRP.PR.C | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-01 Maturity Price : 13.54 Evaluated at bid price : 13.54 Bid-YTW : 4.34 % |
| TRP.PR.B | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-01 Maturity Price : 12.65 Evaluated at bid price : 12.65 Bid-YTW : 4.19 % |
| CU.PR.H | Perpetual-Premium | 1.25 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-09-01 Maturity Price : 25.25 Evaluated at bid price : 25.85 Bid-YTW : 4.37 % |
| CIU.PR.A | Perpetual-Discount | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-01 Maturity Price : 24.00 Evaluated at bid price : 24.25 Bid-YTW : 4.78 % |
| BAM.PF.F | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-01 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 4.45 % |
| CM.PR.P | FixedReset Disc | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-01 Maturity Price : 21.84 Evaluated at bid price : 22.20 Bid-YTW : 3.71 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.R | FixedReset Prem | 304,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 25.47 Bid-YTW : 2.20 % |
| SLF.PR.E | Insurance Straight | 176,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-01 Maturity Price : 24.43 Evaluated at bid price : 24.67 Bid-YTW : 4.57 % |
| SLF.PR.D | Insurance Straight | 81,904 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-01 Maturity Price : 24.29 Evaluated at bid price : 24.60 Bid-YTW : 4.53 % |
| RY.PR.Q | FixedReset Prem | 72,364 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.27 Bid-YTW : 1.78 % |
| BNS.PR.H | FixedReset Prem | 57,648 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.78 Bid-YTW : 2.08 % |
| CM.PR.R | FixedReset Disc | 56,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 4.18 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.H | FixedReset Disc | Quote: 21.31 – 22.86 Spot Rate : 1.5500 Average : 0.8395 YTW SCENARIO |
| RY.PR.P | Perpetual-Premium | Quote: 26.16 – 26.78 Spot Rate : 0.6200 Average : 0.3699 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 21.23 – 22.00 Spot Rate : 0.7700 Average : 0.5203 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 22.10 – 22.70 Spot Rate : 0.6000 Average : 0.4274 YTW SCENARIO |
| RS.PR.A | SplitShare | Quote: 10.31 – 11.29 Spot Rate : 0.9800 Average : 0.8513 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 23.45 – 24.00 Spot Rate : 0.5500 Average : 0.4214 YTW SCENARIO |