| 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 | 0.7235 % | 2,436.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7235 % | 4,470.5 |
| Floater | 3.42 % | 3.54 % | 58,786 | 18.42 | 4 | 0.7235 % | 2,576.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1184 % | 3,695.1 |
| SplitShare | 4.78 % | 4.02 % | 41,019 | 3.52 | 8 | -0.1184 % | 4,412.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1184 % | 3,443.0 |
| Perpetual-Premium | 5.29 % | -7.43 % | 71,150 | 0.09 | 23 | -0.0187 % | 3,260.9 |
| Perpetual-Discount | 4.89 % | 4.95 % | 81,415 | 15.51 | 11 | 0.1012 % | 3,771.2 |
| FixedReset Disc | 4.34 % | 3.76 % | 166,066 | 17.71 | 48 | -0.0428 % | 2,666.6 |
| Insurance Straight | 4.97 % | 4.64 % | 105,432 | 3.73 | 22 | -0.0127 % | 3,662.3 |
| FloatingReset | 2.92 % | 3.32 % | 73,544 | 18.94 | 2 | -1.2143 % | 2,424.5 |
| FixedReset Prem | 4.99 % | 3.63 % | 221,661 | 1.28 | 30 | 0.0013 % | 2,732.8 |
| FixedReset Bank Non | 1.80 % | 2.40 % | 171,918 | 0.76 | 1 | -0.1597 % | 2,892.0 |
| FixedReset Ins Non | 4.30 % | 3.74 % | 160,367 | 17.52 | 21 | 0.1834 % | 2,819.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.F | FloatingReset | -2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-26 Maturity Price : 15.25 Evaluated at bid price : 15.25 Bid-YTW : 3.32 % |
| RY.PR.H | FixedReset Disc | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-26 Maturity Price : 22.17 Evaluated at bid price : 22.63 Bid-YTW : 3.59 % |
| SLF.PR.H | FixedReset Ins Non | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-26 Maturity Price : 20.79 Evaluated at bid price : 20.79 Bid-YTW : 3.78 % |
| IFC.PR.I | Perpetual-Premium | -1.02 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.22 Bid-YTW : 4.75 % |
| TRP.PR.A | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-26 Maturity Price : 16.77 Evaluated at bid price : 16.77 Bid-YTW : 4.51 % |
| BAM.PR.B | Floater | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-26 Maturity Price : 12.19 Evaluated at bid price : 12.19 Bid-YTW : 3.54 % |
| IFC.PR.C | FixedReset Ins Non | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-26 Maturity Price : 22.43 Evaluated at bid price : 23.33 Bid-YTW : 3.83 % |
| BAM.PR.K | Floater | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-26 Maturity Price : 12.01 Evaluated at bid price : 12.01 Bid-YTW : 3.60 % |
| CU.PR.C | FixedReset Disc | 3.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-26 Maturity Price : 21.39 Evaluated at bid price : 21.70 Bid-YTW : 3.89 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.J | FixedReset Prem | 159,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.29 Bid-YTW : 2.70 % |
| RY.PR.Q | FixedReset Prem | 156,076 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-23 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 4.14 % |
| RY.PR.R | FixedReset Prem | 108,893 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 1.77 % |
| BNS.PR.H | FixedReset Prem | 104,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 2.15 % |
| RY.PR.P | Perpetual-Premium | 104,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-26 Maturity Price : 26.00 Evaluated at bid price : 26.11 Bid-YTW : -4.75 % |
| TD.PF.H | FixedReset Prem | 74,886 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.33 Bid-YTW : 2.16 % |
| There were 21 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.H | FixedReset Prem | Quote: 26.60 – 27.50 Spot Rate : 0.9000 Average : 0.5155 YTW SCENARIO |
| RS.PR.A | SplitShare | Quote: 10.32 – 11.29 Spot Rate : 0.9700 Average : 0.6603 YTW SCENARIO |
| PWF.PR.H | Perpetual-Premium | Quote: 25.50 – 25.98 Spot Rate : 0.4800 Average : 0.2787 YTW SCENARIO |
| RY.PR.H | FixedReset Disc | Quote: 22.63 – 23.18 Spot Rate : 0.5500 Average : 0.3488 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 22.00 – 22.80 Spot Rate : 0.8000 Average : 0.6188 YTW SCENARIO |
| MIC.PR.A | Perpetual-Premium | Quote: 25.99 – 26.59 Spot Rate : 0.6000 Average : 0.4270 YTW SCENARIO |