| 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 | 0.3192 % | 2,444.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3192 % | 4,485.7 |
| Floater | 3.41 % | 3.53 % | 61,108 | 18.47 | 4 | 0.3192 % | 2,585.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1790 % | 3,701.5 |
| SplitShare | 4.77 % | 3.88 % | 37,556 | 3.57 | 8 | 0.1790 % | 4,420.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1790 % | 3,448.9 |
| Perpetual-Premium | 5.28 % | -3.49 % | 68,186 | 0.09 | 23 | 0.1193 % | 3,263.3 |
| Perpetual-Discount | 4.92 % | 4.98 % | 76,500 | 15.45 | 11 | 0.0867 % | 3,750.4 |
| FixedReset Disc | 4.39 % | 3.79 % | 177,107 | 17.59 | 48 | 0.0202 % | 2,641.3 |
| Insurance Straight | 5.02 % | 4.66 % | 85,501 | 14.93 | 22 | -0.5997 % | 3,625.2 |
| FloatingReset | 2.91 % | 3.22 % | 62,658 | 19.20 | 2 | 0.0997 % | 2,425.3 |
| FixedReset Prem | 5.00 % | 3.79 % | 245,426 | 1.11 | 30 | 0.0366 % | 2,728.7 |
| FixedReset Bank Non | 1.81 % | 2.29 % | 190,078 | 0.81 | 1 | 0.0801 % | 2,890.8 |
| FixedReset Ins Non | 4.43 % | 3.82 % | 142,303 | 17.45 | 22 | 0.0575 % | 2,778.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.C | Insurance Straight | -12.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-07 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.35 % |
| TRP.PR.B | FixedReset Disc | -3.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-07 Maturity Price : 12.40 Evaluated at bid price : 12.40 Bid-YTW : 4.27 % |
| TRP.PR.D | FixedReset Disc | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-07 Maturity Price : 18.87 Evaluated at bid price : 18.87 Bid-YTW : 4.53 % |
| SLF.PR.I | FixedReset Ins Non | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-07 Maturity Price : 22.95 Evaluated at bid price : 23.60 Bid-YTW : 3.87 % |
| BAM.PR.Z | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-07 Maturity Price : 21.37 Evaluated at bid price : 21.68 Bid-YTW : 4.60 % |
| ELF.PR.G | Perpetual-Discount | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-07 Maturity Price : 23.85 Evaluated at bid price : 24.10 Bid-YTW : 4.93 % |
| CU.PR.H | Perpetual-Premium | 1.06 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-09-01 Maturity Price : 25.25 Evaluated at bid price : 25.80 Bid-YTW : 4.49 % |
| CM.PR.S | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-07 Maturity Price : 23.28 Evaluated at bid price : 23.65 Bid-YTW : 3.67 % |
| CIU.PR.A | Perpetual-Discount | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-07 Maturity Price : 24.00 Evaluated at bid price : 24.25 Bid-YTW : 4.78 % |
| TRP.PR.C | FixedReset Disc | 2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-07 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 4.20 % |
| GWO.PR.N | FixedReset Ins Non | 3.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-07 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 3.54 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.O | FixedReset Disc | 92,772 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-07 Maturity Price : 22.12 Evaluated at bid price : 22.55 Bid-YTW : 3.67 % |
| TD.PF.G | FixedReset Prem | 86,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-30 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 4.23 % |
| TRP.PR.J | FixedReset Prem | 68,544 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.27 Bid-YTW : 2.29 % |
| TD.PF.C | FixedReset Disc | 63,730 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-07 Maturity Price : 22.36 Evaluated at bid price : 23.00 Bid-YTW : 3.62 % |
| MFC.PR.J | FixedReset Ins Non | 48,695 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-07 Maturity Price : 23.36 Evaluated at bid price : 23.70 Bid-YTW : 3.87 % |
| CM.PR.Q | FixedReset Disc | 43,513 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-07 Maturity Price : 22.50 Evaluated at bid price : 23.33 Bid-YTW : 3.80 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.C | Insurance Straight | Quote: 21.25 – 24.40 Spot Rate : 3.1500 Average : 1.8045 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 22.67 – 23.80 Spot Rate : 1.1300 Average : 0.6598 YTW SCENARIO |
| ELF.PR.F | Perpetual-Premium | Quote: 25.08 – 26.60 Spot Rate : 1.5200 Average : 1.1922 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 12.40 – 13.24 Spot Rate : 0.8400 Average : 0.5637 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 11.99 – 12.99 Spot Rate : 1.0000 Average : 0.7699 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 21.80 – 22.50 Spot Rate : 0.7000 Average : 0.4815 YTW SCENARIO |