| 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 | -0.1594 % | 2,435.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1594 % | 4,469.6 |
| Floater | 3.42 % | 3.57 % | 56,134 | 18.35 | 4 | -0.1594 % | 2,575.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0193 % | 3,695.7 |
| SplitShare | 4.78 % | 4.05 % | 41,317 | 3.51 | 8 | -0.0193 % | 4,413.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0193 % | 3,443.5 |
| Perpetual-Premium | 5.27 % | -12.27 % | 71,746 | 0.09 | 23 | 0.1839 % | 3,268.9 |
| Perpetual-Discount | 4.88 % | 4.92 % | 83,126 | 15.51 | 11 | 0.1609 % | 3,781.6 |
| FixedReset Disc | 4.33 % | 3.72 % | 169,700 | 17.72 | 48 | 0.3923 % | 2,674.7 |
| Insurance Straight | 4.96 % | 4.61 % | 101,684 | 3.73 | 22 | 0.1140 % | 3,666.4 |
| FloatingReset | 2.93 % | 3.31 % | 72,445 | 18.97 | 2 | -1.1897 % | 2,408.4 |
| FixedReset Prem | 4.97 % | 3.51 % | 229,493 | 1.27 | 29 | 0.0526 % | 2,735.4 |
| FixedReset Bank Non | 1.80 % | 2.42 % | 163,555 | 0.75 | 1 | 0.0000 % | 2,892.0 |
| FixedReset Ins Non | 4.29 % | 3.72 % | 152,917 | 17.59 | 21 | 0.2449 % | 2,825.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.T | FixedReset Disc | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-28 Maturity Price : 21.34 Evaluated at bid price : 21.65 Bid-YTW : 3.98 % |
| SLF.PR.J | FloatingReset | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-28 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 2.58 % |
| BMO.PR.W | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-28 Maturity Price : 22.22 Evaluated at bid price : 22.74 Bid-YTW : 3.63 % |
| TRP.PR.A | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-28 Maturity Price : 16.92 Evaluated at bid price : 16.92 Bid-YTW : 4.47 % |
| BAM.PR.R | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-28 Maturity Price : 18.03 Evaluated at bid price : 18.03 Bid-YTW : 4.55 % |
| TD.PF.C | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-28 Maturity Price : 22.42 Evaluated at bid price : 23.11 Bid-YTW : 3.56 % |
| IFC.PR.C | FixedReset Ins Non | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-28 Maturity Price : 22.45 Evaluated at bid price : 23.35 Bid-YTW : 3.83 % |
| SLF.PR.I | FixedReset Ins Non | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-28 Maturity Price : 23.71 Evaluated at bid price : 24.34 Bid-YTW : 3.77 % |
| TD.PF.A | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-28 Maturity Price : 22.30 Evaluated at bid price : 22.86 Bid-YTW : 3.55 % |
| IFC.PR.A | FixedReset Ins Non | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-28 Maturity Price : 18.13 Evaluated at bid price : 18.13 Bid-YTW : 3.81 % |
| BMO.PR.E | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-28 Maturity Price : 23.47 Evaluated at bid price : 25.05 Bid-YTW : 3.72 % |
| BAM.PF.G | FixedReset Disc | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-28 Maturity Price : 20.82 Evaluated at bid price : 20.82 Bid-YTW : 4.45 % |
| TRP.PR.E | FixedReset Disc | 6.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-28 Maturity Price : 18.88 Evaluated at bid price : 18.88 Bid-YTW : 4.51 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.M | FixedReset Prem | 131,407 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.06 Bid-YTW : 3.72 % |
| TD.PF.L | FixedReset Prem | 90,451 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.87 Bid-YTW : 3.97 % |
| CM.PR.O | FixedReset Disc | 73,527 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-28 Maturity Price : 22.32 Evaluated at bid price : 22.85 Bid-YTW : 3.63 % |
| GWO.PR.S | Insurance Straight | 40,340 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-30 Maturity Price : 25.50 Evaluated at bid price : 25.70 Bid-YTW : 2.96 % |
| CM.PR.R | FixedReset Disc | 38,893 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.27 Bid-YTW : 3.54 % |
| NA.PR.S | FixedReset Disc | 31,479 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-28 Maturity Price : 22.46 Evaluated at bid price : 23.05 Bid-YTW : 3.70 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.E | FixedReset Disc | Quote: 18.88 – 25.00 Spot Rate : 6.1200 Average : 3.5457 YTW SCENARIO |
| PVS.PR.I | SplitShare | Quote: 25.90 – 26.95 Spot Rate : 1.0500 Average : 0.6428 YTW SCENARIO |
| POW.PR.C | Perpetual-Premium | Quote: 25.80 – 26.59 Spot Rate : 0.7900 Average : 0.4550 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 15.30 – 16.00 Spot Rate : 0.7000 Average : 0.4713 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 15.24 – 15.68 Spot Rate : 0.4400 Average : 0.2461 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 21.50 – 22.05 Spot Rate : 0.5500 Average : 0.4156 YTW SCENARIO |