| 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 | 1.9992 % | 2,430.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.9992 % | 4,459.8 |
| Floater | 3.43 % | 3.54 % | 61,291 | 18.42 | 4 | 1.9992 % | 2,570.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0290 % | 3,698.7 |
| SplitShare | 4.77 % | 3.94 % | 33,966 | 3.53 | 8 | 0.0290 % | 4,417.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0290 % | 3,446.4 |
| Perpetual-Premium | 5.28 % | -6.71 % | 71,011 | 0.09 | 23 | 0.1347 % | 3,261.7 |
| Perpetual-Discount | 4.89 % | 4.95 % | 79,590 | 15.52 | 11 | 0.0675 % | 3,769.3 |
| FixedReset Disc | 4.35 % | 3.74 % | 168,055 | 17.65 | 48 | 0.2284 % | 2,660.7 |
| Insurance Straight | 4.97 % | 4.61 % | 106,727 | 3.94 | 22 | 0.0616 % | 3,661.3 |
| FloatingReset | 2.89 % | 3.31 % | 74,195 | 18.96 | 2 | -0.9769 % | 2,449.5 |
| FixedReset Prem | 5.00 % | 3.67 % | 227,469 | 1.29 | 30 | 0.0000 % | 2,730.7 |
| FixedReset Bank Non | 1.80 % | 2.32 % | 176,079 | 0.77 | 1 | 0.0400 % | 2,893.1 |
| FixedReset Ins Non | 4.31 % | 3.79 % | 149,717 | 17.50 | 21 | 0.0470 % | 2,811.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.F | FloatingReset | -2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-22 Maturity Price : 15.26 Evaluated at bid price : 15.26 Bid-YTW : 3.31 % |
| TRP.PR.E | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-22 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 4.55 % |
| SLF.PR.I | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-22 Maturity Price : 23.64 Evaluated at bid price : 24.27 Bid-YTW : 3.79 % |
| RY.PR.H | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-22 Maturity Price : 22.40 Evaluated at bid price : 23.00 Bid-YTW : 3.52 % |
| BMO.PR.W | FixedReset Disc | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-22 Maturity Price : 22.38 Evaluated at bid price : 23.00 Bid-YTW : 3.58 % |
| BAM.PR.C | Floater | 2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-22 Maturity Price : 12.02 Evaluated at bid price : 12.02 Bid-YTW : 3.59 % |
| PWF.PR.T | FixedReset Disc | 2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-22 Maturity Price : 21.60 Evaluated at bid price : 22.01 Bid-YTW : 3.92 % |
| BAM.PR.K | Floater | 2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-22 Maturity Price : 11.94 Evaluated at bid price : 11.94 Bid-YTW : 3.62 % |
| BAM.PR.B | Floater | 3.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-22 Maturity Price : 12.18 Evaluated at bid price : 12.18 Bid-YTW : 3.54 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| No individual volumes exceeding 10,000 shares! | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BIP.PR.D | FixedReset Prem | Quote: 25.00 – 25.29 Spot Rate : 0.2900 Average : 0.2042 YTW SCENARIO |
| GWO.PR.R | Insurance Straight | Quote: 24.96 – 25.18 Spot Rate : 0.2200 Average : 0.1696 YTW SCENARIO |
| PWF.PR.R | Perpetual-Premium | Quote: 25.65 – 25.93 Spot Rate : 0.2800 Average : 0.2309 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 25.75 – 26.00 Spot Rate : 0.2500 Average : 0.2026 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 23.40 – 23.65 Spot Rate : 0.2500 Average : 0.2073 YTW SCENARIO |
| IAF.PR.G | FixedReset Ins Non | Quote: 24.32 – 24.47 Spot Rate : 0.1500 Average : 0.1106 YTW SCENARIO |