| 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 | -0.4800 % | 2,418.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4800 % | 4,438.4 |
| Floater | 3.45 % | 3.59 % | 61,081 | 18.33 | 4 | -0.4800 % | 2,557.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0217 % | 3,699.5 |
| SplitShare | 4.77 % | 3.99 % | 35,061 | 3.53 | 8 | 0.0217 % | 4,418.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0217 % | 3,447.1 |
| Perpetual-Premium | 5.28 % | -7.01 % | 71,632 | 0.09 | 23 | -0.0034 % | 3,261.6 |
| Perpetual-Discount | 4.90 % | 4.95 % | 79,926 | 15.52 | 11 | -0.0525 % | 3,767.4 |
| FixedReset Disc | 4.34 % | 3.75 % | 166,630 | 17.70 | 48 | 0.2660 % | 2,667.7 |
| Insurance Straight | 4.97 % | 4.63 % | 106,635 | 3.94 | 22 | 0.0398 % | 3,662.8 |
| FloatingReset | 2.88 % | 3.24 % | 74,037 | 19.14 | 2 | 0.1973 % | 2,454.3 |
| FixedReset Prem | 4.99 % | 3.65 % | 225,050 | 1.05 | 30 | 0.0758 % | 2,732.8 |
| FixedReset Bank Non | 1.80 % | 2.17 % | 174,558 | 0.76 | 1 | 0.1200 % | 2,896.6 |
| FixedReset Ins Non | 4.30 % | 3.79 % | 148,756 | 17.48 | 21 | 0.1004 % | 2,814.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.J | FloatingReset | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-23 Maturity Price : 14.86 Evaluated at bid price : 14.86 Bid-YTW : 2.54 % |
| SLF.PR.G | FixedReset Ins Non | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-23 Maturity Price : 15.33 Evaluated at bid price : 15.33 Bid-YTW : 3.71 % |
| CIU.PR.A | Perpetual-Discount | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-23 Maturity Price : 24.06 Evaluated at bid price : 24.31 Bid-YTW : 4.79 % |
| BAM.PR.B | Floater | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-23 Maturity Price : 12.04 Evaluated at bid price : 12.04 Bid-YTW : 3.59 % |
| IFC.PR.I | Perpetual-Premium | -1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.49 Bid-YTW : 4.58 % |
| CU.PR.C | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-23 Maturity Price : 20.96 Evaluated at bid price : 20.96 Bid-YTW : 4.06 % |
| BIK.PR.A | FixedReset Prem | 1.35 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.35 Bid-YTW : 4.05 % |
| TRP.PR.E | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-23 Maturity Price : 18.98 Evaluated at bid price : 18.98 Bid-YTW : 4.49 % |
| TRP.PR.D | FixedReset Disc | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-23 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 4.48 % |
| TRP.PR.F | FloatingReset | 2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-23 Maturity Price : 15.61 Evaluated at bid price : 15.61 Bid-YTW : 3.24 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| No individual volumes exceeding 10,000 shares! | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.C | FixedReset Disc | Quote: 20.96 – 21.42 Spot Rate : 0.4600 Average : 0.3131 YTW SCENARIO |
| CIU.PR.A | Perpetual-Discount | Quote: 24.31 – 24.78 Spot Rate : 0.4700 Average : 0.3400 YTW SCENARIO |
| BIP.PR.B | FixedReset Prem | Quote: 26.14 – 26.68 Spot Rate : 0.5400 Average : 0.4177 YTW SCENARIO |
| BIK.PR.A | FixedReset Prem | Quote: 26.35 – 26.70 Spot Rate : 0.3500 Average : 0.2277 YTW SCENARIO |
| BIP.PR.F | FixedReset Disc | Quote: 24.69 – 24.93 Spot Rate : 0.2400 Average : 0.1610 YTW SCENARIO |
| MIC.PR.A | Perpetual-Premium | Quote: 25.88 – 26.19 Spot Rate : 0.3100 Average : 0.2372 YTW SCENARIO |