| 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 | 0.0994 % | 2,447.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0994 % | 4,490.2 |
| Floater | 3.41 % | 3.54 % | 60,365 | 18.46 | 4 | 0.0994 % | 2,587.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1932 % | 3,694.3 |
| SplitShare | 4.78 % | 3.88 % | 40,562 | 3.57 | 8 | -0.1932 % | 4,411.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1932 % | 3,442.3 |
| Perpetual-Premium | 5.30 % | -5.79 % | 69,380 | 0.09 | 23 | -0.3728 % | 3,251.2 |
| Perpetual-Discount | 4.92 % | 4.97 % | 80,426 | 15.56 | 11 | -0.0791 % | 3,747.4 |
| FixedReset Disc | 4.39 % | 3.78 % | 176,969 | 17.61 | 48 | 0.0269 % | 2,642.0 |
| Insurance Straight | 4.99 % | 4.65 % | 92,344 | 15.45 | 22 | 0.6783 % | 3,649.8 |
| FloatingReset | 2.88 % | 3.20 % | 64,557 | 19.27 | 2 | 1.0960 % | 2,451.9 |
| FixedReset Prem | 5.01 % | 3.70 % | 241,732 | 1.10 | 30 | -0.0680 % | 2,726.8 |
| FixedReset Bank Non | 1.81 % | 2.35 % | 183,586 | 0.80 | 1 | -0.0400 % | 2,889.7 |
| FixedReset Ins Non | 4.42 % | 3.83 % | 146,361 | 17.45 | 22 | 0.2646 % | 2,785.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| EIT.PR.A | SplitShare | -1.56 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.85 Bid-YTW : 3.70 % |
| TD.PF.I | FixedReset Prem | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-08 Maturity Price : 23.71 Evaluated at bid price : 25.00 Bid-YTW : 3.91 % |
| MFC.PR.N | FixedReset Ins Non | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-08 Maturity Price : 22.09 Evaluated at bid price : 22.59 Bid-YTW : 3.67 % |
| BMO.PR.Y | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-08 Maturity Price : 22.56 Evaluated at bid price : 23.45 Bid-YTW : 3.72 % |
| SLF.PR.J | FloatingReset | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-08 Maturity Price : 14.64 Evaluated at bid price : 14.64 Bid-YTW : 2.57 % |
| IFC.PR.G | FixedReset Ins Non | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-08 Maturity Price : 22.87 Evaluated at bid price : 23.17 Bid-YTW : 3.93 % |
| SLF.PR.G | FixedReset Ins Non | 2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-08 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 3.71 % |
| TRP.PR.B | FixedReset Disc | 5.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-08 Maturity Price : 13.05 Evaluated at bid price : 13.05 Bid-YTW : 4.06 % |
| MFC.PR.C | Insurance Straight | 14.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-08 Maturity Price : 24.04 Evaluated at bid price : 24.29 Bid-YTW : 4.66 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.G | FixedReset Prem | 230,429 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-30 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 4.05 % |
| TRP.PR.J | FixedReset Prem | 198,897 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.27 Bid-YTW : 2.33 % |
| SLF.PR.E | Insurance Straight | 189,448 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-08 Maturity Price : 24.05 Evaluated at bid price : 24.30 Bid-YTW : 4.65 % |
| NA.PR.X | FixedReset Prem | 172,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 1.99 % |
| CM.PR.R | FixedReset Disc | 82,206 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.19 Bid-YTW : 3.64 % |
| TD.PF.B | FixedReset Disc | 69,487 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-08 Maturity Price : 22.22 Evaluated at bid price : 22.70 Bid-YTW : 3.59 % |
| There were 35 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.E | Insurance Straight | Quote: 25.77 – 26.77 Spot Rate : 1.0000 Average : 0.5819 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 21.15 – 21.99 Spot Rate : 0.8400 Average : 0.5599 YTW SCENARIO |
| PWF.PR.R | Perpetual-Premium | Quote: 25.36 – 25.98 Spot Rate : 0.6200 Average : 0.3748 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 21.65 – 22.50 Spot Rate : 0.8500 Average : 0.6742 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 25.85 – 26.40 Spot Rate : 0.5500 Average : 0.3785 YTW SCENARIO |
| ELF.PR.F | Perpetual-Premium | Quote: 25.08 – 26.60 Spot Rate : 1.5200 Average : 1.3637 YTW SCENARIO |