| 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 | -0.3194 % | 2,427.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3194 % | 4,454.5 |
| Floater | 3.43 % | 3.55 % | 59,648 | 18.41 | 4 | -0.3194 % | 2,567.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3882 % | 3,698.1 |
| SplitShare | 4.77 % | 4.00 % | 36,742 | 3.54 | 8 | 0.3882 % | 4,416.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3882 % | 3,445.8 |
| Perpetual-Premium | 5.29 % | -4.32 % | 70,046 | 0.09 | 23 | 0.0648 % | 3,259.8 |
| Perpetual-Discount | 4.90 % | 4.95 % | 80,186 | 15.54 | 11 | 0.1201 % | 3,768.9 |
| FixedReset Disc | 4.37 % | 3.77 % | 175,329 | 17.58 | 48 | 0.2609 % | 2,651.3 |
| Insurance Straight | 4.97 % | 4.63 % | 107,956 | 3.95 | 22 | 0.0943 % | 3,659.5 |
| FloatingReset | 2.86 % | 3.24 % | 77,273 | 19.13 | 2 | 0.0000 % | 2,471.3 |
| FixedReset Prem | 5.00 % | 3.64 % | 229,480 | 1.07 | 30 | 0.0432 % | 2,730.0 |
| FixedReset Bank Non | 1.80 % | 2.36 % | 179,582 | 0.77 | 1 | 0.0400 % | 2,892.0 |
| FixedReset Ins Non | 4.33 % | 3.81 % | 150,624 | 17.46 | 21 | -0.5788 % | 2,794.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.N | FixedReset Ins Non | -12.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-20 Maturity Price : 13.40 Evaluated at bid price : 13.40 Bid-YTW : 4.01 % |
| TRP.PR.C | FixedReset Disc | -2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-20 Maturity Price : 13.68 Evaluated at bid price : 13.68 Bid-YTW : 4.34 % |
| MFC.PR.Q | FixedReset Ins Non | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-20 Maturity Price : 23.10 Evaluated at bid price : 23.41 Bid-YTW : 3.90 % |
| IFC.PR.A | FixedReset Ins Non | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-20 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 3.79 % |
| BMO.PR.S | FixedReset Disc | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-20 Maturity Price : 22.43 Evaluated at bid price : 23.00 Bid-YTW : 3.67 % |
| TRP.PR.B | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-20 Maturity Price : 12.63 Evaluated at bid price : 12.63 Bid-YTW : 4.24 % |
| PWF.PR.A | Floater | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-20 Maturity Price : 13.86 Evaluated at bid price : 13.86 Bid-YTW : 3.12 % |
| RY.PR.M | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-20 Maturity Price : 22.57 Evaluated at bid price : 23.50 Bid-YTW : 3.64 % |
| TRP.PR.D | FixedReset Disc | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-20 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 4.54 % |
| TRP.PR.G | FixedReset Disc | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-20 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 4.51 % |
| EIT.PR.A | SplitShare | 1.96 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 3.53 % |
| TRP.PR.E | FixedReset Disc | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-20 Maturity Price : 18.88 Evaluated at bid price : 18.88 Bid-YTW : 4.51 % |
| BIP.PR.A | FixedReset Disc | 6.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-20 Maturity Price : 22.72 Evaluated at bid price : 23.75 Bid-YTW : 4.60 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.F | FixedReset Ins Non | 137,080 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-20 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 3.51 % |
| TD.PF.A | FixedReset Disc | 127,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-20 Maturity Price : 22.15 Evaluated at bid price : 22.62 Bid-YTW : 3.60 % |
| BAM.PR.R | FixedReset Disc | 103,135 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-20 Maturity Price : 17.68 Evaluated at bid price : 17.68 Bid-YTW : 4.65 % |
| TD.PF.B | FixedReset Disc | 93,405 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-20 Maturity Price : 22.01 Evaluated at bid price : 22.38 Bid-YTW : 3.68 % |
| SLF.PR.G | FixedReset Ins Non | 87,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-20 Maturity Price : 15.55 Evaluated at bid price : 15.55 Bid-YTW : 3.66 % |
| BMO.PR.B | FixedReset Prem | 48,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.72 Bid-YTW : 2.30 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.N | FixedReset Ins Non | Quote: 13.40 – 15.20 Spot Rate : 1.8000 Average : 1.1171 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 18.88 – 20.00 Spot Rate : 1.1200 Average : 0.7061 YTW SCENARIO |
| MFC.PR.Q | FixedReset Ins Non | Quote: 23.41 – 23.95 Spot Rate : 0.5400 Average : 0.3529 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 18.25 – 18.79 Spot Rate : 0.5400 Average : 0.3617 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 18.95 – 19.49 Spot Rate : 0.5400 Average : 0.4036 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 23.21 – 24.00 Spot Rate : 0.7900 Average : 0.6653 YTW SCENARIO |