| 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 | -0.1790 % | 2,439.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1790 % | 4,476.8 |
| Floater | 3.56 % | 3.59 % | 69,266 | 18.29 | 3 | -0.1790 % | 2,580.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0920 % | 3,695.5 |
| SplitShare | 4.78 % | 3.97 % | 34,703 | 3.51 | 8 | 0.0920 % | 4,413.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0920 % | 3,443.4 |
| Perpetual-Premium | 5.26 % | -13.26 % | 69,967 | 0.09 | 24 | 0.0051 % | 3,267.8 |
| Perpetual-Discount | 4.87 % | 4.97 % | 97,878 | 15.55 | 10 | -0.2121 % | 3,787.6 |
| FixedReset Disc | 4.37 % | 3.72 % | 181,913 | 17.70 | 48 | 0.2421 % | 2,689.1 |
| Insurance Straight | 4.96 % | 4.59 % | 104,116 | 3.72 | 22 | 0.0253 % | 3,670.3 |
| FloatingReset | 2.95 % | 3.32 % | 72,732 | 18.93 | 2 | -0.2013 % | 2,396.4 |
| FixedReset Prem | 4.90 % | 3.48 % | 204,857 | 1.45 | 29 | -0.1335 % | 2,732.5 |
| FixedReset Bank Non | 1.81 % | 2.48 % | 155,259 | 0.75 | 1 | -0.5198 % | 2,878.1 |
| FixedReset Ins Non | 4.28 % | 3.73 % | 153,931 | 17.61 | 21 | 0.1146 % | 2,830.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CIU.PR.A | Perpetual-Discount | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-30 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 4.85 % |
| BAM.PR.Z | FixedReset Disc | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-30 Maturity Price : 21.56 Evaluated at bid price : 21.95 Bid-YTW : 4.57 % |
| BAM.PF.C | Perpetual-Discount | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-30 Maturity Price : 23.80 Evaluated at bid price : 24.10 Bid-YTW : 5.07 % |
| TD.PF.I | FixedReset Prem | -1.14 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.24 Bid-YTW : 3.86 % |
| BAM.PR.N | Perpetual-Discount | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-30 Maturity Price : 23.63 Evaluated at bid price : 23.90 Bid-YTW : 5.01 % |
| BAM.PR.R | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-30 Maturity Price : 18.19 Evaluated at bid price : 18.19 Bid-YTW : 4.51 % |
| BAM.PF.A | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-30 Maturity Price : 22.84 Evaluated at bid price : 23.55 Bid-YTW : 4.24 % |
| BAM.PF.E | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-30 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 4.56 % |
| CM.PR.P | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-30 Maturity Price : 22.39 Evaluated at bid price : 23.05 Bid-YTW : 3.57 % |
| BAM.PF.G | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-30 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 4.42 % |
| BAM.PF.D | Perpetual-Discount | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-30 Maturity Price : 24.31 Evaluated at bid price : 24.61 Bid-YTW : 5.02 % |
| BMO.PR.W | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-30 Maturity Price : 22.44 Evaluated at bid price : 23.10 Bid-YTW : 3.50 % |
| SLF.PR.H | FixedReset Ins Non | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-30 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 3.73 % |
| TRP.PR.C | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-30 Maturity Price : 14.26 Evaluated at bid price : 14.26 Bid-YTW : 4.16 % |
| PWF.PR.P | FixedReset Disc | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-30 Maturity Price : 15.11 Evaluated at bid price : 15.11 Bid-YTW : 4.01 % |
| PWF.PR.T | FixedReset Disc | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-30 Maturity Price : 21.85 Evaluated at bid price : 22.10 Bid-YTW : 3.91 % |
| TRP.PR.G | FixedReset Disc | 2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-30 Maturity Price : 21.73 Evaluated at bid price : 22.10 Bid-YTW : 4.30 % |
| GWO.PR.N | FixedReset Ins Non | 4.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-30 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 3.51 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.J | FixedReset Prem | 177,678 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 2.58 % |
| NA.PR.S | FixedReset Disc | 92,728 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-30 Maturity Price : 22.57 Evaluated at bid price : 23.23 Bid-YTW : 3.67 % |
| CM.PR.R | FixedReset Prem | 71,486 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 3.13 % |
| TD.PF.J | FixedReset Disc | 64,333 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-30 Maturity Price : 23.51 Evaluated at bid price : 24.80 Bid-YTW : 3.70 % |
| TD.PF.K | FixedReset Disc | 51,824 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-30 Maturity Price : 23.26 Evaluated at bid price : 24.45 Bid-YTW : 3.72 % |
| CM.PR.Y | FixedReset Prem | 43,372 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.15 Bid-YTW : 3.67 % |
| There were 37 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.C | FixedReset Disc | Quote: 21.71 – 25.00 Spot Rate : 3.2900 Average : 1.9175 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 23.05 – 24.91 Spot Rate : 1.8600 Average : 1.0536 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 23.45 – 24.45 Spot Rate : 1.0000 Average : 0.5581 YTW SCENARIO |
| POW.PR.A | Perpetual-Premium | Quote: 25.65 – 26.65 Spot Rate : 1.0000 Average : 0.5856 YTW SCENARIO |
| BAM.PR.Z | FixedReset Disc | Quote: 21.95 – 22.62 Spot Rate : 0.6700 Average : 0.3906 YTW SCENARIO |
| MFC.PR.B | Insurance Straight | Quote: 24.80 – 25.45 Spot Rate : 0.6500 Average : 0.3812 YTW SCENARIO |