| 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 | 0.3393 % | 2,444.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3393 % | 4,484.8 |
| Floater | 3.41 % | 3.56 % | 56,457 | 18.37 | 4 | 0.3393 % | 2,584.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0967 % | 3,692.1 |
| SplitShare | 4.78 % | 4.09 % | 34,827 | 3.51 | 8 | -0.0967 % | 4,409.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0967 % | 3,440.2 |
| Perpetual-Premium | 5.27 % | -11.97 % | 69,400 | 0.09 | 23 | -0.0374 % | 3,267.7 |
| Perpetual-Discount | 4.86 % | 4.90 % | 82,116 | 15.54 | 11 | 0.3698 % | 3,795.6 |
| FixedReset Disc | 4.32 % | 3.69 % | 170,348 | 17.68 | 48 | 0.2940 % | 2,682.6 |
| Insurance Straight | 4.96 % | 4.60 % | 101,496 | 3.73 | 22 | 0.0832 % | 3,669.4 |
| FloatingReset | 2.94 % | 3.32 % | 72,921 | 18.94 | 2 | -0.3010 % | 2,401.2 |
| FixedReset Prem | 4.97 % | 3.59 % | 227,299 | 1.27 | 29 | 0.0256 % | 2,736.1 |
| FixedReset Bank Non | 1.80 % | 2.38 % | 157,473 | 0.75 | 1 | 0.0400 % | 2,893.1 |
| FixedReset Ins Non | 4.28 % | 3.76 % | 155,313 | 17.63 | 21 | 0.0744 % | 2,827.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.N | FixedReset Ins Non | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-29 Maturity Price : 14.71 Evaluated at bid price : 14.71 Bid-YTW : 3.65 % |
| SLF.PR.G | FixedReset Ins Non | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-29 Maturity Price : 15.07 Evaluated at bid price : 15.07 Bid-YTW : 3.77 % |
| MFC.PR.F | FixedReset Ins Non | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-29 Maturity Price : 16.67 Evaluated at bid price : 16.67 Bid-YTW : 3.58 % |
| PWF.PR.P | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-29 Maturity Price : 14.84 Evaluated at bid price : 14.84 Bid-YTW : 4.08 % |
| MFC.PR.M | FixedReset Ins Non | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-29 Maturity Price : 22.49 Evaluated at bid price : 23.20 Bid-YTW : 3.64 % |
| BAM.PR.N | Perpetual-Discount | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-29 Maturity Price : 23.91 Evaluated at bid price : 24.15 Bid-YTW : 4.96 % |
| TD.PF.E | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-29 Maturity Price : 22.92 Evaluated at bid price : 24.26 Bid-YTW : 3.71 % |
| BMO.PR.W | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-29 Maturity Price : 22.38 Evaluated at bid price : 23.00 Bid-YTW : 3.58 % |
| TRP.PR.G | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-29 Maturity Price : 21.32 Evaluated at bid price : 21.60 Bid-YTW : 4.41 % |
| BAM.PR.Z | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-29 Maturity Price : 21.79 Evaluated at bid price : 22.29 Bid-YTW : 4.49 % |
| MFC.PR.L | FixedReset Ins Non | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-29 Maturity Price : 21.84 Evaluated at bid price : 22.13 Bid-YTW : 3.65 % |
| BAM.PR.T | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-29 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 4.51 % |
| CU.PR.C | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-29 Maturity Price : 21.47 Evaluated at bid price : 21.80 Bid-YTW : 3.87 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.J | FloatingReset | 160,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-29 Maturity Price : 14.56 Evaluated at bid price : 14.56 Bid-YTW : 2.59 % |
| NA.PR.A | FixedReset Prem | 126,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.19 Bid-YTW : 2.02 % |
| PWF.PR.P | FixedReset Disc | 116,850 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-29 Maturity Price : 14.84 Evaluated at bid price : 14.84 Bid-YTW : 4.08 % |
| RY.PR.Q | FixedReset Prem | 63,750 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-23 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 3.83 % |
| CM.PR.Y | FixedReset Prem | 55,197 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.18 Bid-YTW : 3.63 % |
| TD.PF.G | FixedReset Prem | 47,340 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-29 Maturity Price : 23.90 Evaluated at bid price : 24.98 Bid-YTW : 5.60 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EIT.PR.B | SplitShare | Quote: 25.97 – 26.97 Spot Rate : 1.0000 Average : 0.5507 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 14.84 – 15.60 Spot Rate : 0.7600 Average : 0.6015 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 23.59 – 24.00 Spot Rate : 0.4100 Average : 0.2624 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 25.15 – 25.50 Spot Rate : 0.3500 Average : 0.2122 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 23.30 – 23.85 Spot Rate : 0.5500 Average : 0.4175 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 18.00 – 18.41 Spot Rate : 0.4100 Average : 0.2835 YTW SCENARIO |