| 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 | 0.0000 % | 2,628.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 4,822.4 |
| Floater | 3.30 % | 3.33 % | 86,205 | 18.86 | 3 | 0.0000 % | 2,779.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0801 % | 3,687.2 |
| SplitShare | 4.70 % | 3.74 % | 36,954 | 3.48 | 7 | -0.0801 % | 4,403.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0801 % | 3,435.7 |
| Perpetual-Premium | 5.22 % | -14.93 % | 64,102 | 0.09 | 24 | 0.1458 % | 3,292.9 |
| Perpetual-Discount | 4.79 % | 4.83 % | 101,258 | 15.67 | 10 | 0.0932 % | 3,851.8 |
| FixedReset Disc | 4.13 % | 3.57 % | 213,165 | 18.02 | 45 | 0.9525 % | 2,778.6 |
| Insurance Straight | 4.91 % | 2.31 % | 83,839 | 0.10 | 22 | 0.1683 % | 3,707.5 |
| FloatingReset | 2.83 % | 3.06 % | 55,925 | 19.53 | 2 | 0.7104 % | 2,512.3 |
| FixedReset Prem | 4.85 % | 2.56 % | 199,919 | 1.38 | 29 | 0.6814 % | 2,761.1 |
| FixedReset Bank Non | 1.81 % | 1.99 % | 116,718 | 0.25 | 1 | 0.0400 % | 2,890.8 |
| FixedReset Ins Non | 4.21 % | 3.50 % | 161,395 | 18.05 | 21 | 1.0245 % | 2,876.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.D | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 22.95 Evaluated at bid price : 24.26 Bid-YTW : 3.61 % |
| IAF.PR.I | FixedReset Ins Non | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 23.65 Evaluated at bid price : 25.06 Bid-YTW : 3.69 % |
| BAM.PF.A | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 23.32 Evaluated at bid price : 24.53 Bid-YTW : 3.98 % |
| TD.PF.L | FixedReset Prem | 1.14 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.65 Bid-YTW : 2.98 % |
| TRP.PR.K | FixedReset Prem | 1.14 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.67 Bid-YTW : 2.20 % |
| CM.PR.P | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 22.72 Evaluated at bid price : 23.65 Bid-YTW : 3.41 % |
| RY.PR.Z | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 22.85 Evaluated at bid price : 23.75 Bid-YTW : 3.28 % |
| CM.PR.R | FixedReset Prem | 1.26 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.77 Bid-YTW : 2.05 % |
| IFC.PR.A | FixedReset Ins Non | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 3.48 % |
| NA.PR.G | FixedReset Prem | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 23.69 Evaluated at bid price : 25.64 Bid-YTW : 3.59 % |
| BIP.PR.E | FixedReset Prem | 1.35 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 4.11 % |
| BMO.PR.S | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 22.90 Evaluated at bid price : 23.84 Bid-YTW : 3.40 % |
| TD.PF.E | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 23.03 Evaluated at bid price : 24.51 Bid-YTW : 3.63 % |
| MFC.PR.M | FixedReset Ins Non | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 22.71 Evaluated at bid price : 23.60 Bid-YTW : 3.46 % |
| BAM.PR.T | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 4.13 % |
| RY.PR.J | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 23.08 Evaluated at bid price : 24.54 Bid-YTW : 3.51 % |
| TRP.PR.A | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 4.13 % |
| TD.PF.I | FixedReset Prem | 1.70 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.77 Bid-YTW : 2.54 % |
| GWO.PR.N | FixedReset Ins Non | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 15.69 Evaluated at bid price : 15.69 Bid-YTW : 3.35 % |
| IAF.PR.G | FixedReset Ins Non | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 24.65 Evaluated at bid price : 24.97 Bid-YTW : 3.76 % |
| PWF.PR.P | FixedReset Disc | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 3.87 % |
| RY.PR.M | FixedReset Disc | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 22.80 Evaluated at bid price : 23.98 Bid-YTW : 3.46 % |
| RY.PR.H | FixedReset Disc | 2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 22.88 Evaluated at bid price : 23.87 Bid-YTW : 3.30 % |
| IFC.PR.F | Insurance Straight | 2.10 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-30 Maturity Price : 26.00 Evaluated at bid price : 26.75 Bid-YTW : 3.51 % |
| SLF.PR.G | FixedReset Ins Non | 2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 15.06 Evaluated at bid price : 15.06 Bid-YTW : 3.65 % |
| TD.PF.J | FixedReset Disc | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 23.69 Evaluated at bid price : 25.24 Bid-YTW : 3.56 % |
| BAM.PR.Z | FixedReset Disc | 2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 23.24 Evaluated at bid price : 23.65 Bid-YTW : 4.18 % |
| TRP.PR.D | FixedReset Disc | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 20.89 Evaluated at bid price : 20.89 Bid-YTW : 4.05 % |
| SLF.PR.H | FixedReset Ins Non | 2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 21.31 Evaluated at bid price : 21.31 Bid-YTW : 3.57 % |
| MFC.PR.K | FixedReset Ins Non | 2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 22.57 Evaluated at bid price : 23.07 Bid-YTW : 3.47 % |
| MFC.PR.N | FixedReset Ins Non | 2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 22.44 Evaluated at bid price : 23.14 Bid-YTW : 3.48 % |
| TRP.PR.E | FixedReset Disc | 2.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 20.73 Evaluated at bid price : 20.73 Bid-YTW : 4.04 % |
| BIP.PR.D | FixedReset Prem | 3.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.84 Bid-YTW : 1.93 % |
| BAM.PF.E | FixedReset Disc | 3.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 20.98 Evaluated at bid price : 20.98 Bid-YTW : 4.18 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.P | FixedReset Disc | 152,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 3.87 % |
| MFC.PR.L | FixedReset Ins Non | 126,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 22.18 Evaluated at bid price : 22.60 Bid-YTW : 3.45 % |
| BNS.PR.H | FixedReset Prem | 80,220 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 2.12 % |
| NA.PR.E | FixedReset Disc | 77,236 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 23.57 Evaluated at bid price : 24.94 Bid-YTW : 3.49 % |
| TD.PF.B | FixedReset Disc | 68,811 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-26 Maturity Price : 22.69 Evaluated at bid price : 23.47 Bid-YTW : 3.41 % |
| RY.PR.R | FixedReset Prem | 64,929 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : 0.42 % |
| There were 43 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.E | FixedReset Disc | Quote: 20.98 – 22.00 Spot Rate : 1.0200 Average : 0.6980 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 27.00 – 27.99 Spot Rate : 0.9900 Average : 0.6951 YTW SCENARIO |
| PWF.PR.Z | Perpetual-Premium | Quote: 26.15 – 26.60 Spot Rate : 0.4500 Average : 0.3254 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 22.93 – 23.22 Spot Rate : 0.2900 Average : 0.2057 YTW SCENARIO |
| BAM.PR.N | Perpetual-Discount | Quote: 24.75 – 25.06 Spot Rate : 0.3100 Average : 0.2273 YTW SCENARIO |
| ELF.PR.G | Perpetual-Discount | Quote: 24.19 – 24.50 Spot Rate : 0.3100 Average : 0.2286 YTW SCENARIO |