| 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 | 0.7898 % | 2,670.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7898 % | 4,900.4 |
| Floater | 3.25 % | 3.27 % | 91,776 | 19.00 | 3 | 0.7898 % | 2,824.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2049 % | 3,689.7 |
| SplitShare | 4.63 % | 3.58 % | 40,051 | 2.61 | 6 | 0.2049 % | 4,406.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2049 % | 3,437.9 |
| Perpetual-Premium | 5.12 % | -2.08 % | 67,458 | 0.09 | 30 | 0.1859 % | 3,301.3 |
| Perpetual-Discount | 4.70 % | 4.68 % | 50,926 | 16.07 | 4 | 0.2256 % | 3,876.7 |
| FixedReset Disc | 4.06 % | 3.62 % | 147,824 | 18.06 | 41 | 0.1262 % | 2,791.8 |
| Insurance Straight | 4.90 % | 0.00 % | 81,381 | 0.09 | 22 | 0.0589 % | 3,714.3 |
| FloatingReset | 2.87 % | 3.09 % | 52,870 | 19.53 | 2 | -0.6437 % | 2,486.6 |
| FixedReset Prem | 4.82 % | 2.86 % | 213,006 | 1.51 | 33 | 0.0802 % | 2,760.0 |
| FixedReset Bank Non | 1.80 % | 1.94 % | 112,629 | 0.23 | 1 | 0.0000 % | 2,892.0 |
| FixedReset Ins Non | 4.21 % | 3.55 % | 166,274 | 17.95 | 21 | 0.4251 % | 2,878.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.F | FixedReset Disc | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-31 Maturity Price : 22.40 Evaluated at bid price : 23.00 Bid-YTW : 4.18 % |
| BIP.PR.A | FixedReset Disc | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-31 Maturity Price : 22.48 Evaluated at bid price : 23.25 Bid-YTW : 4.65 % |
| BIP.PR.E | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-31 Maturity Price : 23.60 Evaluated at bid price : 24.93 Bid-YTW : 4.94 % |
| TRP.PR.A | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-31 Maturity Price : 17.89 Evaluated at bid price : 17.89 Bid-YTW : 4.14 % |
| NA.PR.G | FixedReset Prem | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-31 Maturity Price : 23.59 Evaluated at bid price : 25.31 Bid-YTW : 3.69 % |
| CCS.PR.C | Insurance Straight | -1.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 0.00 % |
| BAM.PR.T | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-31 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 4.10 % |
| IFC.PR.C | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-31 Maturity Price : 23.56 Evaluated at bid price : 24.41 Bid-YTW : 3.65 % |
| BAM.PR.K | Floater | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-31 Maturity Price : 13.25 Evaluated at bid price : 13.25 Bid-YTW : 3.27 % |
| MFC.PR.M | FixedReset Ins Non | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-31 Maturity Price : 22.76 Evaluated at bid price : 23.70 Bid-YTW : 3.48 % |
| IAF.PR.I | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-31 Maturity Price : 23.59 Evaluated at bid price : 24.90 Bid-YTW : 3.70 % |
| PWF.PR.P | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-31 Maturity Price : 15.70 Evaluated at bid price : 15.70 Bid-YTW : 3.85 % |
| BIP.PR.B | FixedReset Prem | 1.44 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 4.45 % |
| BAM.PR.B | Floater | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-31 Maturity Price : 13.32 Evaluated at bid price : 13.32 Bid-YTW : 3.25 % |
| CU.PR.I | FixedReset Prem | 1.92 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.60 Bid-YTW : 2.98 % |
| TRP.PR.E | FixedReset Disc | 4.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-31 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 4.03 % |
| GWO.PR.N | FixedReset Ins Non | 5.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-31 Maturity Price : 15.25 Evaluated at bid price : 15.25 Bid-YTW : 3.50 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| IAF.PR.I | FixedReset Ins Non | 85,427 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-31 Maturity Price : 23.59 Evaluated at bid price : 24.90 Bid-YTW : 3.70 % |
| BNS.PR.H | FixedReset Prem | 65,326 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 2.16 % |
| BAM.PF.I | FixedReset Prem | 64,911 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 3.12 % |
| BIP.PR.C | FixedReset Prem | 59,360 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.21 Bid-YTW : 1.51 % |
| IAF.PR.G | FixedReset Ins Non | 54,428 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-31 Maturity Price : 24.06 Evaluated at bid price : 24.50 Bid-YTW : 3.82 % |
| MFC.PR.G | FixedReset Ins Non | 52,094 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-19 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 3.60 % |
| There were 30 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.E | FixedReset Disc | Quote: 21.05 – 25.00 Spot Rate : 3.9500 Average : 2.3965 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 20.98 – 22.35 Spot Rate : 1.3700 Average : 0.9605 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 21.90 – 22.96 Spot Rate : 1.0600 Average : 0.6913 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 26.50 – 27.50 Spot Rate : 1.0000 Average : 0.6357 YTW SCENARIO |
| CU.PR.E | Perpetual-Premium | Quote: 25.16 – 26.12 Spot Rate : 0.9600 Average : 0.6043 YTW SCENARIO |
| CU.PR.I | FixedReset Prem | Quote: 26.60 – 27.60 Spot Rate : 1.0000 Average : 0.6602 YTW SCENARIO |