| 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 | -1.6048 % | 2,649.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.6048 % | 4,860.8 |
| Floater | 3.28 % | 3.27 % | 104,512 | 19.08 | 3 | -1.6048 % | 2,801.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0193 % | 3,691.8 |
| SplitShare | 4.63 % | 3.92 % | 38,730 | 3.42 | 6 | 0.0193 % | 4,408.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0193 % | 3,439.9 |
| Perpetual-Premium | 5.12 % | -1.63 % | 65,793 | 0.09 | 30 | -0.0608 % | 3,306.1 |
| Perpetual-Discount | 4.65 % | 4.68 % | 50,455 | 16.07 | 4 | 0.0609 % | 3,919.2 |
| FixedReset Disc | 4.02 % | 3.57 % | 154,247 | 18.18 | 40 | 0.0725 % | 2,789.4 |
| Insurance Straight | 4.91 % | -2.40 % | 88,923 | 0.09 | 22 | -0.1143 % | 3,706.1 |
| FloatingReset | 2.76 % | 3.01 % | 46,194 | 19.70 | 2 | 0.8140 % | 2,593.7 |
| FixedReset Prem | 4.83 % | 3.19 % | 204,192 | 2.38 | 33 | -0.1202 % | 2,751.9 |
| FixedReset Bank Non | 1.80 % | 2.04 % | 114,087 | 0.62 | 1 | 0.0000 % | 2,893.1 |
| FixedReset Ins Non | 4.20 % | 3.44 % | 151,687 | 18.15 | 21 | -0.1122 % | 2,885.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.A | FixedReset Disc | -8.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-16 Maturity Price : 17.11 Evaluated at bid price : 17.11 Bid-YTW : 4.23 % |
| BAM.PR.B | Floater | -2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-16 Maturity Price : 13.10 Evaluated at bid price : 13.10 Bid-YTW : 3.27 % |
| SLF.PR.H | FixedReset Ins Non | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-16 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 3.48 % |
| IFC.PR.A | FixedReset Ins Non | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-16 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 3.37 % |
| BAM.PR.K | Floater | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-16 Maturity Price : 13.10 Evaluated at bid price : 13.10 Bid-YTW : 3.27 % |
| TRP.PR.D | FixedReset Disc | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-16 Maturity Price : 20.99 Evaluated at bid price : 20.99 Bid-YTW : 3.99 % |
| TRP.PR.G | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-16 Maturity Price : 22.68 Evaluated at bid price : 23.70 Bid-YTW : 3.83 % |
| TD.PF.B | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-16 Maturity Price : 22.62 Evaluated at bid price : 23.33 Bid-YTW : 3.39 % |
| BAM.PR.C | Floater | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-16 Maturity Price : 13.04 Evaluated at bid price : 13.04 Bid-YTW : 3.28 % |
| IFC.PR.G | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-16 Maturity Price : 23.58 Evaluated at bid price : 25.00 Bid-YTW : 3.41 % |
| IFC.PR.C | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-16 Maturity Price : 23.06 Evaluated at bid price : 23.99 Bid-YTW : 3.56 % |
| PWF.PR.P | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-16 Maturity Price : 16.18 Evaluated at bid price : 16.18 Bid-YTW : 3.62 % |
| MFC.PR.H | FixedReset Ins Non | 1.90 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 3.09 % |
| PWF.PR.T | FixedReset Disc | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-16 Maturity Price : 22.78 Evaluated at bid price : 23.50 Bid-YTW : 3.53 % |
| BAM.PR.T | FixedReset Disc | 8.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-16 Maturity Price : 19.86 Evaluated at bid price : 19.86 Bid-YTW : 3.97 % |
| BAM.PR.R | FixedReset Disc | 12.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-16 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 3.97 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset Prem | 127,840 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 3.32 % |
| NA.PR.G | FixedReset Prem | 58,059 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-16 Maturity Price : 23.60 Evaluated at bid price : 25.31 Bid-YTW : 3.61 % |
| IFC.PR.G | FixedReset Ins Non | 49,411 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-16 Maturity Price : 23.58 Evaluated at bid price : 25.00 Bid-YTW : 3.41 % |
| TD.PF.H | FixedReset Prem | 48,154 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 1.69 % |
| BAM.PR.C | Floater | 38,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-16 Maturity Price : 13.04 Evaluated at bid price : 13.04 Bid-YTW : 3.28 % |
| RY.PR.S | FixedReset Prem | 31,176 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-16 Maturity Price : 23.47 Evaluated at bid price : 25.10 Bid-YTW : 3.29 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.A | FixedReset Disc | Quote: 17.11 – 18.76 Spot Rate : 1.6500 Average : 0.9159 YTW SCENARIO |
| BAM.PR.B | Floater | Quote: 13.10 – 13.80 Spot Rate : 0.7000 Average : 0.4342 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 21.50 – 22.52 Spot Rate : 1.0200 Average : 0.8127 YTW SCENARIO |
| NA.PR.G | FixedReset Prem | Quote: 25.31 – 26.22 Spot Rate : 0.9100 Average : 0.7248 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 13.10 – 13.75 Spot Rate : 0.6500 Average : 0.5337 YTW SCENARIO |
| TD.PF.B | FixedReset Disc | Quote: 23.33 – 23.74 Spot Rate : 0.4100 Average : 0.3055 YTW SCENARIO |