| 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 | 0.4641 % | 2,776.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4641 % | 5,094.9 |
| Floater | 3.13 % | 3.16 % | 93,164 | 19.24 | 3 | 0.4641 % | 2,936.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0322 % | 3,695.9 |
| SplitShare | 4.63 % | 3.93 % | 49,760 | 3.95 | 6 | -0.0322 % | 4,413.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0322 % | 3,443.7 |
| Perpetual-Premium | 5.11 % | -7.53 % | 66,993 | 0.09 | 30 | -0.0297 % | 3,312.7 |
| Perpetual-Discount | 4.65 % | 4.68 % | 50,326 | 16.07 | 4 | 0.0811 % | 3,922.4 |
| FixedReset Disc | 3.99 % | 3.51 % | 148,745 | 18.19 | 40 | 0.4518 % | 2,814.8 |
| Insurance Straight | 4.90 % | -3.96 % | 88,023 | 0.09 | 22 | 0.0018 % | 3,715.2 |
| FloatingReset | 2.76 % | 3.00 % | 47,714 | 19.74 | 2 | -0.4025 % | 2,591.3 |
| FixedReset Prem | 4.80 % | 2.88 % | 205,537 | 1.49 | 33 | 0.2105 % | 2,767.1 |
| FixedReset Bank Non | 1.80 % | 0.85 % | 116,413 | 0.20 | 1 | 0.2399 % | 2,900.1 |
| FixedReset Ins Non | 4.18 % | 3.43 % | 159,417 | 18.14 | 21 | -0.0269 % | 2,899.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.G | FixedReset Disc | -4.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-11 Maturity Price : 22.31 Evaluated at bid price : 23.00 Bid-YTW : 3.97 % |
| MFC.PR.M | FixedReset Ins Non | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-11 Maturity Price : 22.68 Evaluated at bid price : 23.53 Bid-YTW : 3.43 % |
| MFC.PR.N | FixedReset Ins Non | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-11 Maturity Price : 22.43 Evaluated at bid price : 23.12 Bid-YTW : 3.43 % |
| IFC.PR.I | Perpetual-Premium | -1.45 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-03-31 Maturity Price : 26.00 Evaluated at bid price : 27.10 Bid-YTW : 4.30 % |
| SLF.PR.G | FixedReset Ins Non | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-11 Maturity Price : 15.57 Evaluated at bid price : 15.57 Bid-YTW : 3.46 % |
| BMO.PR.S | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-11 Maturity Price : 23.00 Evaluated at bid price : 24.04 Bid-YTW : 3.31 % |
| BAM.PF.J | FixedReset Prem | 1.08 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.13 Bid-YTW : 2.40 % |
| BAM.PF.B | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-11 Maturity Price : 22.57 Evaluated at bid price : 23.18 Bid-YTW : 3.91 % |
| BMO.PR.T | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-11 Maturity Price : 22.70 Evaluated at bid price : 23.50 Bid-YTW : 3.30 % |
| BAM.PF.G | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-11 Maturity Price : 22.58 Evaluated at bid price : 23.45 Bid-YTW : 3.80 % |
| IFC.PR.C | FixedReset Ins Non | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-11 Maturity Price : 23.44 Evaluated at bid price : 24.34 Bid-YTW : 3.56 % |
| BAM.PR.R | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-11 Maturity Price : 19.92 Evaluated at bid price : 19.92 Bid-YTW : 3.98 % |
| NA.PR.G | FixedReset Prem | 1.39 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-11-15 Maturity Price : 25.00 Evaluated at bid price : 26.26 Bid-YTW : 2.96 % |
| RY.PR.Z | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-11 Maturity Price : 22.92 Evaluated at bid price : 23.88 Bid-YTW : 3.21 % |
| BAM.PR.C | Floater | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-11 Maturity Price : 13.68 Evaluated at bid price : 13.68 Bid-YTW : 3.17 % |
| MFC.PR.F | FixedReset Ins Non | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-11 Maturity Price : 17.36 Evaluated at bid price : 17.36 Bid-YTW : 3.22 % |
| BNS.PR.I | FixedReset Prem | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-11 Maturity Price : 23.65 Evaluated at bid price : 25.64 Bid-YTW : 3.25 % |
| RY.PR.H | FixedReset Disc | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-11 Maturity Price : 23.01 Evaluated at bid price : 24.14 Bid-YTW : 3.20 % |
| BMO.PR.W | FixedReset Disc | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-11 Maturity Price : 22.85 Evaluated at bid price : 23.87 Bid-YTW : 3.26 % |
| PWF.PR.P | FixedReset Disc | 4.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-11 Maturity Price : 16.15 Evaluated at bid price : 16.15 Bid-YTW : 3.63 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.A | FixedReset Disc | 65,606 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-11 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 3.85 % |
| GWO.PR.L | Insurance Straight | 56,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-11 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : -29.19 % |
| NA.PR.G | FixedReset Prem | 43,055 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-11-15 Maturity Price : 25.00 Evaluated at bid price : 26.26 Bid-YTW : 2.96 % |
| BMO.PR.T | FixedReset Disc | 37,959 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-11 Maturity Price : 22.70 Evaluated at bid price : 23.50 Bid-YTW : 3.30 % |
| BMO.PR.S | FixedReset Disc | 35,338 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-11 Maturity Price : 23.00 Evaluated at bid price : 24.04 Bid-YTW : 3.31 % |
| RY.PR.R | FixedReset Prem | 31,610 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 25.28 Bid-YTW : 1.30 % |
| There were 25 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.D | Perpetual-Premium | Quote: 25.25 – 26.25 Spot Rate : 1.0000 Average : 0.5644 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 23.00 – 24.19 Spot Rate : 1.1900 Average : 0.7571 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 23.12 – 24.00 Spot Rate : 0.8800 Average : 0.5764 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 21.45 – 22.50 Spot Rate : 1.0500 Average : 0.7594 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 27.10 – 27.82 Spot Rate : 0.7200 Average : 0.5630 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 23.53 – 24.00 Spot Rate : 0.4700 Average : 0.3287 YTW SCENARIO |