| 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 | 0.1401 % | 2,431.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1401 % | 4,461.6 |
| Floater | 3.43 % | 3.54 % | 61,501 | 18.43 | 4 | 0.1401 % | 2,571.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0097 % | 3,699.0 |
| SplitShare | 4.77 % | 3.92 % | 34,676 | 3.55 | 8 | 0.0097 % | 4,417.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0097 % | 3,446.6 |
| Perpetual-Premium | 5.30 % | -0.41 % | 71,767 | 0.09 | 23 | -0.2964 % | 3,251.3 |
| Perpetual-Discount | 4.90 % | 4.96 % | 84,585 | 15.55 | 11 | -0.1312 % | 3,764.3 |
| FixedReset Disc | 4.38 % | 3.80 % | 183,791 | 17.61 | 48 | -0.1015 % | 2,646.4 |
| Insurance Straight | 4.98 % | 4.64 % | 109,866 | 3.96 | 22 | -0.1359 % | 3,651.9 |
| FloatingReset | 2.81 % | 3.18 % | 81,145 | 19.29 | 2 | 1.2080 % | 2,497.0 |
| FixedReset Prem | 5.01 % | 3.95 % | 230,469 | 1.08 | 30 | -0.2000 % | 2,723.8 |
| FixedReset Bank Non | 1.81 % | 2.53 % | 172,165 | 0.78 | 1 | -0.1200 % | 2,887.3 |
| FixedReset Ins Non | 4.38 % | 3.79 % | 158,833 | 17.49 | 22 | -0.0769 % | 2,814.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MIC.PR.A | Perpetual-Premium | -2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 24.75 Evaluated at bid price : 25.15 Bid-YTW : 5.44 % |
| POW.PR.D | Perpetual-Premium | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 24.68 Evaluated at bid price : 24.94 Bid-YTW : 5.03 % |
| TRP.PR.E | FixedReset Disc | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 18.47 Evaluated at bid price : 18.47 Bid-YTW : 4.61 % |
| TRP.PR.D | FixedReset Disc | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 18.58 Evaluated at bid price : 18.58 Bid-YTW : 4.63 % |
| TD.PF.M | FixedReset Prem | -1.45 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.79 Bid-YTW : 4.03 % |
| BAM.PF.H | FixedReset Prem | -1.32 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.20 Bid-YTW : 3.95 % |
| MFC.PR.N | FixedReset Ins Non | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 22.05 Evaluated at bid price : 22.52 Bid-YTW : 3.70 % |
| SLF.PR.C | Insurance Straight | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 23.63 Evaluated at bid price : 23.90 Bid-YTW : 4.68 % |
| MFC.PR.M | FixedReset Ins Non | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 22.36 Evaluated at bid price : 22.98 Bid-YTW : 3.69 % |
| MFC.PR.L | FixedReset Ins Non | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 21.27 Evaluated at bid price : 21.56 Bid-YTW : 3.75 % |
| BAM.PR.X | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 15.19 Evaluated at bid price : 15.19 Bid-YTW : 4.58 % |
| CM.PR.O | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 22.00 Evaluated at bid price : 22.37 Bid-YTW : 3.73 % |
| BIP.PR.F | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 23.30 Evaluated at bid price : 24.65 Bid-YTW : 5.14 % |
| MFC.PR.K | FixedReset Ins Non | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 22.18 Evaluated at bid price : 22.50 Bid-YTW : 3.70 % |
| PWF.PR.T | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 21.48 Evaluated at bid price : 21.84 Bid-YTW : 3.95 % |
| MFC.PR.F | FixedReset Ins Non | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 17.31 Evaluated at bid price : 17.31 Bid-YTW : 3.45 % |
| SLF.PR.J | FloatingReset | 2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 2.46 % |
| PWF.PR.P | FixedReset Disc | 3.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 15.26 Evaluated at bid price : 15.26 Bid-YTW : 3.97 % |
| TRP.PR.B | FixedReset Disc | 3.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 12.90 Evaluated at bid price : 12.90 Bid-YTW : 4.15 % |
| BIP.PR.A | FixedReset Disc | 4.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 22.58 Evaluated at bid price : 23.46 Bid-YTW : 4.67 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.B | FixedReset Disc | 266,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 12.90 Evaluated at bid price : 12.90 Bid-YTW : 4.15 % |
| BIP.PR.A | FixedReset Disc | 259,958 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 22.58 Evaluated at bid price : 23.46 Bid-YTW : 4.67 % |
| GWO.PR.N | FixedReset Ins Non | 253,298 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 15.55 Evaluated at bid price : 15.55 Bid-YTW : 3.46 % |
| GWO.PR.F | Insurance Straight | 189,817 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-16 Maturity Price : 25.00 Evaluated at bid price : 26.01 Bid-YTW : -35.44 % |
| TRP.PR.F | FloatingReset | 178,929 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 3.18 % |
| CU.PR.D | Perpetual-Discount | 161,459 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 24.68 Evaluated at bid price : 24.98 Bid-YTW : 4.96 % |
| MFC.PR.F | FixedReset Ins Non | 155,820 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 17.31 Evaluated at bid price : 17.31 Bid-YTW : 3.45 % |
| GWO.PR.M | Insurance Straight | 155,621 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-16 Maturity Price : 25.00 Evaluated at bid price : 25.63 Bid-YTW : -20.16 % |
| IAF.PR.I | FixedReset Ins Non | 147,317 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 23.49 Evaluated at bid price : 24.72 Bid-YTW : 3.81 % |
| MFC.PR.O | FixedReset Ins Non | 133,532 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.23 Bid-YTW : 2.79 % |
| CIU.PR.A | Perpetual-Discount | 117,424 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 24.06 Evaluated at bid price : 24.32 Bid-YTW : 4.78 % |
| NA.PR.X | FixedReset Prem | 117,011 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-14 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 3.62 % |
| MIC.PR.A | Perpetual-Premium | 116,927 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-16 Maturity Price : 24.75 Evaluated at bid price : 25.15 Bid-YTW : 5.44 % |
| There were 112 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MIC.PR.A | Perpetual-Premium | Quote: 25.15 – 26.30 Spot Rate : 1.1500 Average : 0.7300 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 22.98 – 23.80 Spot Rate : 0.8200 Average : 0.5353 YTW SCENARIO |
| CIU.PR.A | Perpetual-Discount | Quote: 24.32 – 25.29 Spot Rate : 0.9700 Average : 0.7106 YTW SCENARIO |
| POW.PR.G | Perpetual-Premium | Quote: 25.41 – 25.86 Spot Rate : 0.4500 Average : 0.2639 YTW SCENARIO |
| SLF.PR.C | Insurance Straight | Quote: 23.90 – 24.29 Spot Rate : 0.3900 Average : 0.2468 YTW SCENARIO |
| TD.PF.B | FixedReset Disc | Quote: 22.34 – 22.76 Spot Rate : 0.4200 Average : 0.2812 YTW SCENARIO |