| 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 | 2.8812 % | 2,555.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.8812 % | 4,688.6 |
| Floater | 3.40 % | 3.43 % | 77,539 | 18.66 | 3 | 2.8812 % | 2,702.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0145 % | 3,705.0 |
| SplitShare | 4.76 % | 4.03 % | 41,021 | 4.00 | 8 | 0.0145 % | 4,424.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0145 % | 3,452.2 |
| Perpetual-Premium | 5.25 % | -14.50 % | 71,994 | 0.09 | 24 | -0.0407 % | 3,274.6 |
| Perpetual-Discount | 4.81 % | 4.85 % | 105,043 | 15.64 | 10 | 0.1873 % | 3,834.5 |
| FixedReset Disc | 4.26 % | 3.67 % | 183,747 | 17.89 | 47 | 0.0656 % | 2,734.3 |
| Insurance Straight | 4.94 % | 4.54 % | 99,255 | 3.70 | 22 | 0.0432 % | 3,687.6 |
| FloatingReset | 2.89 % | 3.20 % | 70,651 | 19.21 | 2 | 0.3620 % | 2,456.8 |
| FixedReset Prem | 4.88 % | 3.49 % | 229,123 | 1.27 | 29 | -0.1007 % | 2,742.6 |
| FixedReset Bank Non | 1.81 % | 1.90 % | 145,361 | 0.30 | 1 | 0.0401 % | 2,888.5 |
| FixedReset Ins Non | 4.22 % | 3.66 % | 159,602 | 17.74 | 21 | -0.0355 % | 2,871.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.C | FixedReset Disc | -2.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-06 Maturity Price : 21.71 Evaluated at bid price : 22.15 Bid-YTW : 3.73 % |
| IFC.PR.I | Perpetual-Premium | -2.32 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.05 Bid-YTW : 4.87 % |
| CU.PR.I | FixedReset Prem | -1.32 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.15 Bid-YTW : 3.35 % |
| MFC.PR.G | FixedReset Ins Non | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-06 Maturity Price : 24.55 Evaluated at bid price : 25.00 Bid-YTW : 3.85 % |
| SLF.PR.J | FloatingReset | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-06 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 2.60 % |
| CM.PR.Q | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-06 Maturity Price : 22.81 Evaluated at bid price : 23.95 Bid-YTW : 3.69 % |
| IFC.PR.G | FixedReset Ins Non | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-06 Maturity Price : 23.22 Evaluated at bid price : 24.20 Bid-YTW : 3.72 % |
| MFC.PR.L | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-06 Maturity Price : 22.19 Evaluated at bid price : 22.63 Bid-YTW : 3.54 % |
| GWO.PR.N | FixedReset Ins Non | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-06 Maturity Price : 15.45 Evaluated at bid price : 15.45 Bid-YTW : 3.46 % |
| TRP.PR.F | FloatingReset | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-06 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 3.20 % |
| TRP.PR.E | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-06 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 4.28 % |
| BAM.PR.K | Floater | 2.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-06 Maturity Price : 12.60 Evaluated at bid price : 12.60 Bid-YTW : 3.43 % |
| TRP.PR.C | FixedReset Disc | 3.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-06 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 4.04 % |
| BAM.PR.B | Floater | 4.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-06 Maturity Price : 12.85 Evaluated at bid price : 12.85 Bid-YTW : 3.36 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.K | Floater | 158,530 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-06 Maturity Price : 12.60 Evaluated at bid price : 12.60 Bid-YTW : 3.43 % |
| TRP.PR.J | FixedReset Prem | 109,435 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 4.21 % |
| TRP.PR.E | FixedReset Disc | 105,352 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-06 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 4.28 % |
| TD.PF.E | FixedReset Disc | 67,020 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-06 Maturity Price : 23.01 Evaluated at bid price : 24.47 Bid-YTW : 3.66 % |
| PWF.PR.P | FixedReset Disc | 55,725 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-06 Maturity Price : 15.21 Evaluated at bid price : 15.21 Bid-YTW : 3.97 % |
| RY.PR.H | FixedReset Disc | 51,661 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-06 Maturity Price : 22.60 Evaluated at bid price : 23.34 Bid-YTW : 3.44 % |
| There were 32 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.M | Perpetual-Discount | Quote: 24.43 – 25.25 Spot Rate : 0.8200 Average : 0.5256 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 22.95 – 24.00 Spot Rate : 1.0500 Average : 0.7675 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 26.05 – 27.25 Spot Rate : 1.2000 Average : 0.9550 YTW SCENARIO |
| CU.PR.I | FixedReset Prem | Quote: 26.15 – 26.90 Spot Rate : 0.7500 Average : 0.5285 YTW SCENARIO |
| BAM.PR.C | Floater | Quote: 12.40 – 13.00 Spot Rate : 0.6000 Average : 0.4246 YTW SCENARIO |
| BIP.PR.B | FixedReset Prem | Quote: 26.75 – 27.55 Spot Rate : 0.8000 Average : 0.6326 YTW SCENARIO |