| 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 | 1.0378 % | 2,563.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.0378 % | 4,703.5 |
| Floater | 3.39 % | 3.43 % | 74,333 | 18.64 | 3 | 1.0378 % | 2,710.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0627 % | 3,705.7 |
| SplitShare | 4.76 % | 4.02 % | 36,624 | 3.47 | 8 | -0.0627 % | 4,425.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0627 % | 3,452.8 |
| Perpetual-Premium | 5.24 % | -7.81 % | 69,987 | 0.09 | 24 | 0.1302 % | 3,278.8 |
| Perpetual-Discount | 4.80 % | 4.86 % | 100,191 | 15.69 | 10 | -0.0243 % | 3,843.8 |
| FixedReset Disc | 4.26 % | 3.69 % | 204,777 | 17.80 | 47 | 0.0294 % | 2,739.3 |
| Insurance Straight | 4.93 % | 4.54 % | 85,305 | 3.69 | 22 | -0.0018 % | 3,693.3 |
| FloatingReset | 2.85 % | 3.11 % | 64,467 | 19.43 | 2 | -0.8384 % | 2,476.9 |
| FixedReset Prem | 4.88 % | 3.40 % | 214,505 | 1.24 | 29 | -0.1329 % | 2,741.2 |
| FixedReset Bank Non | 1.80 % | 1.62 % | 129,209 | 0.28 | 1 | -0.0400 % | 2,892.0 |
| FixedReset Ins Non | 4.23 % | 3.67 % | 156,894 | 17.64 | 21 | -0.3090 % | 2,865.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.G | FixedReset Disc | -2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-14 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 4.42 % |
| GWO.PR.N | FixedReset Ins Non | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-14 Maturity Price : 15.26 Evaluated at bid price : 15.26 Bid-YTW : 3.52 % |
| IAF.PR.G | FixedReset Ins Non | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-14 Maturity Price : 23.69 Evaluated at bid price : 24.17 Bid-YTW : 3.93 % |
| TRP.PR.C | FixedReset Disc | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-14 Maturity Price : 14.26 Evaluated at bid price : 14.26 Bid-YTW : 4.16 % |
| MFC.PR.F | FixedReset Ins Non | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-14 Maturity Price : 16.79 Evaluated at bid price : 16.79 Bid-YTW : 3.54 % |
| SLF.PR.J | FloatingReset | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-14 Maturity Price : 14.45 Evaluated at bid price : 14.45 Bid-YTW : 2.61 % |
| SLF.PR.I | FixedReset Ins Non | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-14 Maturity Price : 23.95 Evaluated at bid price : 24.55 Bid-YTW : 3.74 % |
| MFC.PR.C | Insurance Straight | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-14 Maturity Price : 24.68 Evaluated at bid price : 25.00 Bid-YTW : 4.55 % |
| BNS.PR.I | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-14 Maturity Price : 23.47 Evaluated at bid price : 25.12 Bid-YTW : 3.44 % |
| PWF.PR.Z | Perpetual-Premium | 1.39 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.27 Bid-YTW : 4.13 % |
| TD.PF.A | FixedReset Disc | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-14 Maturity Price : 22.63 Evaluated at bid price : 23.43 Bid-YTW : 3.44 % |
| BAM.PR.B | Floater | 2.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-14 Maturity Price : 12.80 Evaluated at bid price : 12.80 Bid-YTW : 3.38 % |
| TRP.PR.A | FixedReset Disc | 4.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-14 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 4.19 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Z | FixedReset Disc | 55,116 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-14 Maturity Price : 22.55 Evaluated at bid price : 23.20 Bid-YTW : 3.44 % |
| NA.PR.C | FixedReset Prem | 30,118 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : 3.58 % |
| CU.PR.C | FixedReset Disc | 21,748 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-14 Maturity Price : 21.62 Evaluated at bid price : 22.01 Bid-YTW : 3.77 % |
| CM.PR.Y | FixedReset Prem | 18,535 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.35 Bid-YTW : 3.46 % |
| TRP.PR.J | FixedReset Prem | 18,077 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-30 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 4.52 % |
| NA.PR.E | FixedReset Disc | 17,529 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-14 Maturity Price : 23.36 Evaluated at bid price : 24.45 Bid-YTW : 3.64 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.G | FixedReset Disc | Quote: 21.00 – 22.01 Spot Rate : 1.0100 Average : 0.7041 YTW SCENARIO |
| IAF.PR.G | FixedReset Ins Non | Quote: 24.17 – 24.79 Spot Rate : 0.6200 Average : 0.3873 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 14.45 – 15.20 Spot Rate : 0.7500 Average : 0.5582 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 15.10 – 15.94 Spot Rate : 0.8400 Average : 0.6779 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 23.01 – 23.60 Spot Rate : 0.5900 Average : 0.4418 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 16.30 – 17.00 Spot Rate : 0.7000 Average : 0.5660 YTW SCENARIO |