| 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 | 0.9738 % | 2,730.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9738 % | 5,009.4 |
| Floater | 3.18 % | 3.22 % | 87,659 | 19.11 | 3 | 0.9738 % | 2,887.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1352 % | 3,689.4 |
| SplitShare | 4.63 % | 3.64 % | 39,128 | 3.45 | 6 | -0.1352 % | 4,406.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1352 % | 3,437.7 |
| Perpetual-Premium | 5.09 % | -8.59 % | 68,269 | 0.09 | 30 | -0.0541 % | 3,321.3 |
| Perpetual-Discount | 4.65 % | 4.65 % | 52,216 | 16.12 | 4 | -0.3134 % | 3,918.0 |
| FixedReset Disc | 3.97 % | 3.54 % | 144,224 | 18.10 | 40 | -0.6101 % | 2,827.9 |
| Insurance Straight | 4.89 % | -5.08 % | 87,037 | 0.09 | 22 | 0.0071 % | 3,724.0 |
| FloatingReset | 2.78 % | 2.99 % | 51,664 | 19.77 | 2 | -1.3522 % | 2,585.6 |
| FixedReset Prem | 4.79 % | 2.73 % | 211,745 | 1.50 | 33 | -0.4151 % | 2,772.8 |
| FixedReset Bank Non | 1.80 % | 1.74 % | 117,294 | 0.22 | 1 | -0.2392 % | 2,894.3 |
| FixedReset Ins Non | 4.16 % | 3.49 % | 174,974 | 18.08 | 21 | -0.4187 % | 2,912.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.E | FixedReset Disc | -4.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 20.84 Evaluated at bid price : 20.84 Bid-YTW : 4.02 % |
| BIP.PR.E | FixedReset Disc | -3.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 23.51 Evaluated at bid price : 24.68 Bid-YTW : 5.01 % |
| PWF.PR.P | FixedReset Disc | -3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 3.84 % |
| CU.PR.I | FixedReset Prem | -2.84 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.65 Bid-YTW : 2.95 % |
| CM.PR.P | FixedReset Disc | -2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 22.70 Evaluated at bid price : 23.61 Bid-YTW : 3.41 % |
| TRP.PR.F | FloatingReset | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 2.99 % |
| BMO.PR.F | FixedReset Prem | -1.61 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 26.85 Bid-YTW : 2.56 % |
| PWF.PR.T | FixedReset Disc | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 23.03 Evaluated at bid price : 24.00 Bid-YTW : 3.48 % |
| NA.PR.E | FixedReset Disc | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 23.49 Evaluated at bid price : 24.71 Bid-YTW : 3.53 % |
| TD.PF.E | FixedReset Disc | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 23.05 Evaluated at bid price : 24.55 Bid-YTW : 3.62 % |
| TD.PF.C | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 22.85 Evaluated at bid price : 23.90 Bid-YTW : 3.36 % |
| SLF.PR.I | FixedReset Ins Non | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 24.24 Evaluated at bid price : 24.80 Bid-YTW : 3.60 % |
| BAM.PF.H | FixedReset Prem | -1.29 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 27.45 Bid-YTW : 2.93 % |
| MFC.PR.F | FixedReset Ins Non | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 17.31 Evaluated at bid price : 17.31 Bid-YTW : 3.30 % |
| BAM.PR.X | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 17.57 Evaluated at bid price : 17.57 Bid-YTW : 3.86 % |
| CU.PR.F | Perpetual-Discount | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 24.29 Evaluated at bid price : 24.55 Bid-YTW : 4.60 % |
| BAM.PR.N | Perpetual-Premium | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 24.80 Evaluated at bid price : 25.02 Bid-YTW : 4.82 % |
| BIK.PR.A | FixedReset Prem | -1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.30 Bid-YTW : 3.78 % |
| MFC.PR.M | FixedReset Ins Non | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 22.93 Evaluated at bid price : 24.06 Bid-YTW : 3.37 % |
| RY.PR.Z | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 22.88 Evaluated at bid price : 23.80 Bid-YTW : 3.27 % |
| NA.PR.W | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 22.94 Evaluated at bid price : 24.11 Bid-YTW : 3.29 % |
| CM.PR.Q | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 22.98 Evaluated at bid price : 24.33 Bid-YTW : 3.58 % |
| GWO.PR.N | FixedReset Ins Non | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 15.65 Evaluated at bid price : 15.65 Bid-YTW : 3.32 % |
| BAM.PR.C | Floater | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 13.39 Evaluated at bid price : 13.39 Bid-YTW : 3.23 % |
| BAM.PF.G | FixedReset Disc | 6.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 22.56 Evaluated at bid price : 23.40 Bid-YTW : 3.86 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.A | Insurance Straight | 77,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-07 Maturity Price : 25.00 Evaluated at bid price : 25.46 Bid-YTW : -20.02 % |
| TRP.PR.A | FixedReset Disc | 47,268 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 18.78 Evaluated at bid price : 18.78 Bid-YTW : 3.89 % |
| RY.PR.Z | FixedReset Disc | 40,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 22.88 Evaluated at bid price : 23.80 Bid-YTW : 3.27 % |
| RY.PR.J | FixedReset Disc | 31,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.83 Bid-YTW : 3.43 % |
| SLF.PR.I | FixedReset Ins Non | 27,449 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 24.24 Evaluated at bid price : 24.80 Bid-YTW : 3.60 % |
| NA.PR.S | FixedReset Disc | 26,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-07 Maturity Price : 23.11 Evaluated at bid price : 24.28 Bid-YTW : 3.41 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.B | Floater | Quote: 13.60 – 15.00 Spot Rate : 1.4000 Average : 0.8880 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 24.68 – 25.70 Spot Rate : 1.0200 Average : 0.6031 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 20.84 – 21.84 Spot Rate : 1.0000 Average : 0.6684 YTW SCENARIO |
| CM.PR.P | FixedReset Disc | Quote: 23.61 – 24.35 Spot Rate : 0.7400 Average : 0.4660 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 14.99 – 15.99 Spot Rate : 1.0000 Average : 0.8180 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 17.00 – 17.60 Spot Rate : 0.6000 Average : 0.4257 YTW SCENARIO |