| 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 | 0.2396 % | 2,440.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2396 % | 4,477.7 |
| Floater | 3.42 % | 3.56 % | 58,521 | 18.42 | 4 | 0.2396 % | 2,580.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4415 % | 3,700.2 |
| SplitShare | 4.77 % | 3.94 % | 38,123 | 3.58 | 8 | 0.4415 % | 4,418.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4415 % | 3,447.8 |
| Perpetual-Premium | 5.29 % | -2.99 % | 71,097 | 0.09 | 23 | 0.0700 % | 3,256.9 |
| Perpetual-Discount | 4.92 % | 5.00 % | 74,217 | 15.48 | 11 | -0.0827 % | 3,753.1 |
| FixedReset Disc | 4.39 % | 3.81 % | 178,874 | 17.58 | 48 | 0.2682 % | 2,636.3 |
| Insurance Straight | 4.99 % | 4.62 % | 85,780 | 15.40 | 22 | -0.1559 % | 3,649.7 |
| FloatingReset | 2.92 % | 3.25 % | 60,829 | 19.14 | 2 | 0.2671 % | 2,418.9 |
| FixedReset Prem | 5.00 % | 3.65 % | 257,012 | 1.11 | 30 | -0.0979 % | 2,730.5 |
| FixedReset Bank Non | 1.81 % | 2.33 % | 193,021 | 0.81 | 1 | -0.0800 % | 2,889.7 |
| FixedReset Ins Non | 4.43 % | 3.81 % | 144,380 | 17.46 | 22 | 0.0041 % | 2,782.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.G | FixedReset Ins Non | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-05 Maturity Price : 14.85 Evaluated at bid price : 14.85 Bid-YTW : 3.79 % |
| BAM.PF.H | FixedReset Prem | -1.28 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.16 Bid-YTW : 3.96 % |
| BAM.PF.F | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-05 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 4.53 % |
| PWF.PR.P | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-05 Maturity Price : 14.88 Evaluated at bid price : 14.88 Bid-YTW : 4.09 % |
| SLF.PR.D | Insurance Straight | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-05 Maturity Price : 24.07 Evaluated at bid price : 24.33 Bid-YTW : 4.59 % |
| BAM.PF.E | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-05 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 4.63 % |
| BMO.PR.S | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-05 Maturity Price : 22.48 Evaluated at bid price : 23.10 Bid-YTW : 3.63 % |
| NA.PR.E | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-05 Maturity Price : 23.28 Evaluated at bid price : 23.60 Bid-YTW : 3.81 % |
| PVS.PR.I | SplitShare | 1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.95 Bid-YTW : 3.94 % |
| IFC.PR.A | FixedReset Ins Non | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-05 Maturity Price : 17.93 Evaluated at bid price : 17.93 Bid-YTW : 3.83 % |
| TRP.PR.C | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-05 Maturity Price : 13.72 Evaluated at bid price : 13.72 Bid-YTW : 4.29 % |
| TRP.PR.D | FixedReset Disc | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-05 Maturity Price : 19.16 Evaluated at bid price : 19.16 Bid-YTW : 4.46 % |
| GWO.PR.N | FixedReset Ins Non | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-05 Maturity Price : 15.39 Evaluated at bid price : 15.39 Bid-YTW : 3.47 % |
| RY.PR.H | FixedReset Disc | 7.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-05 Maturity Price : 22.37 Evaluated at bid price : 22.95 Bid-YTW : 3.56 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.N | FixedReset Ins Non | 98,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-05 Maturity Price : 15.39 Evaluated at bid price : 15.39 Bid-YTW : 3.47 % |
| BNS.PR.E | FixedReset Prem | 93,745 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-25 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 3.99 % |
| TRP.PR.B | FixedReset Disc | 79,899 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-05 Maturity Price : 12.77 Evaluated at bid price : 12.77 Bid-YTW : 4.15 % |
| SLF.PR.E | Insurance Straight | 72,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-05 Maturity Price : 24.21 Evaluated at bid price : 24.50 Bid-YTW : 4.60 % |
| TD.PF.G | FixedReset Prem | 65,802 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-30 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 4.07 % |
| SLF.PR.D | Insurance Straight | 58,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-05 Maturity Price : 24.07 Evaluated at bid price : 24.33 Bid-YTW : 4.59 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CM.PR.T | FixedReset Prem | Quote: 25.78 – 27.05 Spot Rate : 1.2700 Average : 0.6968 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 23.10 – 24.00 Spot Rate : 0.9000 Average : 0.5547 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 21.82 – 22.50 Spot Rate : 0.6800 Average : 0.3978 YTW SCENARIO |
| BIP.PR.F | FixedReset Disc | Quote: 25.00 – 25.50 Spot Rate : 0.5000 Average : 0.3168 YTW SCENARIO |
| BAM.PF.H | FixedReset Prem | Quote: 26.16 – 26.61 Spot Rate : 0.4500 Average : 0.2805 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 14.85 – 15.53 Spot Rate : 0.6800 Average : 0.5174 YTW SCENARIO |