| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | 0.4572 % | 2,521.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4572 % | 4,626.7 |
| Floater | 3.44 % | 3.44 % | 74,546 | 18.62 | 3 | 0.4572 % | 2,666.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0434 % | 3,705.0 |
| SplitShare | 4.76 % | 3.95 % | 37,864 | 3.48 | 8 | -0.0434 % | 4,424.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0434 % | 3,452.2 |
| Perpetual-Premium | 5.24 % | -10.03 % | 68,682 | 0.09 | 24 | 0.1920 % | 3,281.2 |
| Perpetual-Discount | 4.80 % | 4.85 % | 101,241 | 15.67 | 10 | 0.1949 % | 3,846.8 |
| FixedReset Disc | 4.25 % | 3.61 % | 204,524 | 18.00 | 47 | -0.0692 % | 2,741.3 |
| Insurance Straight | 4.93 % | 4.53 % | 89,765 | 3.69 | 22 | -0.0610 % | 3,692.4 |
| FloatingReset | 2.88 % | 3.18 % | 67,499 | 19.24 | 2 | 0.2286 % | 2,472.1 |
| FixedReset Prem | 4.88 % | 3.45 % | 216,303 | 1.25 | 29 | -0.1959 % | 2,741.7 |
| FixedReset Bank Non | 1.81 % | 2.15 % | 132,654 | 0.72 | 1 | 0.1204 % | 2,886.2 |
| FixedReset Ins Non | 4.22 % | 3.59 % | 164,201 | 17.77 | 21 | -0.4081 % | 2,870.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.G | FixedReset Ins Non | -2.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-12 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 3.70 % |
| BIP.PR.B | FixedReset Prem | -2.02 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.18 Bid-YTW : 4.54 % |
| BAM.PF.G | FixedReset Disc | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-12 Maturity Price : 21.27 Evaluated at bid price : 21.55 Bid-YTW : 4.23 % |
| GWO.PR.N | FixedReset Ins Non | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-12 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 3.41 % |
| MFC.PR.F | FixedReset Ins Non | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-12 Maturity Price : 17.17 Evaluated at bid price : 17.17 Bid-YTW : 3.37 % |
| BAM.PR.B | Floater | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-12 Maturity Price : 12.15 Evaluated at bid price : 12.15 Bid-YTW : 3.56 % |
| MFC.PR.J | FixedReset Ins Non | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-12 Maturity Price : 23.40 Evaluated at bid price : 24.45 Bid-YTW : 3.66 % |
| PWF.PR.T | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-12 Maturity Price : 22.18 Evaluated at bid price : 22.55 Bid-YTW : 3.75 % |
| CU.PR.I | FixedReset Prem | -1.28 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : 3.27 % |
| BAM.PF.B | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-12 Maturity Price : 21.44 Evaluated at bid price : 21.79 Bid-YTW : 4.23 % |
| TRP.PR.C | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-12 Maturity Price : 14.41 Evaluated at bid price : 14.41 Bid-YTW : 4.03 % |
| TRP.PR.A | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-12 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 4.15 % |
| CIU.PR.A | Perpetual-Discount | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-12 Maturity Price : 24.19 Evaluated at bid price : 24.45 Bid-YTW : 4.70 % |
| BAM.PR.K | Floater | 2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-12 Maturity Price : 12.55 Evaluated at bid price : 12.55 Bid-YTW : 3.44 % |
| IFC.PR.I | Perpetual-Premium | 3.65 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-03-31 Maturity Price : 26.00 Evaluated at bid price : 27.00 Bid-YTW : 4.31 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Z | FixedReset Disc | 92,275 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-12 Maturity Price : 22.56 Evaluated at bid price : 23.21 Bid-YTW : 3.38 % |
| TD.PF.L | FixedReset Prem | 57,850 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.22 Bid-YTW : 3.53 % |
| TD.PF.C | FixedReset Disc | 43,251 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-12 Maturity Price : 22.65 Evaluated at bid price : 23.52 Bid-YTW : 3.43 % |
| MFC.PR.Q | FixedReset Ins Non | 42,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-12 Maturity Price : 23.42 Evaluated at bid price : 24.65 Bid-YTW : 3.57 % |
| NA.PR.W | FixedReset Disc | 42,111 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-12 Maturity Price : 22.50 Evaluated at bid price : 23.25 Bid-YTW : 3.45 % |
| BAM.PR.M | Perpetual-Discount | 41,743 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-12 Maturity Price : 24.29 Evaluated at bid price : 24.60 Bid-YTW : 4.87 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.T | FixedReset Disc | Quote: 22.55 – 23.99 Spot Rate : 1.4400 Average : 0.8329 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 22.02 – 22.78 Spot Rate : 0.7600 Average : 0.5749 YTW SCENARIO |
| BIP.PR.B | FixedReset Prem | Quote: 26.18 – 27.00 Spot Rate : 0.8200 Average : 0.6708 YTW SCENARIO |
| BAM.PR.Z | FixedReset Disc | Quote: 23.14 – 23.56 Spot Rate : 0.4200 Average : 0.2719 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 24.00 – 24.47 Spot Rate : 0.4700 Average : 0.3268 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 15.00 – 15.50 Spot Rate : 0.5000 Average : 0.3669 YTW SCENARIO |