| 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 | -1.6820 % | 2,604.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.6820 % | 4,779.0 |
| Floater | 3.33 % | 3.29 % | 107,439 | 19.01 | 3 | -1.6820 % | 2,754.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1160 % | 3,696.1 |
| SplitShare | 4.62 % | 3.99 % | 48,066 | 3.94 | 6 | 0.1160 % | 4,413.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1160 % | 3,443.9 |
| Perpetual-Premium | 5.12 % | -3.17 % | 63,428 | 0.09 | 30 | -0.1010 % | 3,302.8 |
| Perpetual-Discount | 4.64 % | 4.68 % | 50,043 | 16.06 | 4 | 0.1723 % | 3,926.0 |
| FixedReset Disc | 4.04 % | 3.61 % | 153,927 | 18.09 | 40 | -0.4427 % | 2,777.1 |
| Insurance Straight | 4.92 % | -0.18 % | 86,204 | 0.09 | 22 | -0.2289 % | 3,697.6 |
| FloatingReset | 2.79 % | 3.06 % | 45,747 | 19.58 | 2 | -1.2422 % | 2,561.5 |
| FixedReset Prem | 4.83 % | 3.25 % | 211,324 | 1.48 | 33 | -0.0024 % | 2,751.8 |
| FixedReset Bank Non | 1.80 % | 2.05 % | 109,783 | 0.62 | 1 | 0.0000 % | 2,893.1 |
| FixedReset Ins Non | 4.20 % | 3.44 % | 149,778 | 18.20 | 21 | -0.0187 % | 2,885.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -4.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-17 Maturity Price : 12.57 Evaluated at bid price : 12.57 Bid-YTW : 3.40 % |
| RY.PR.J | FixedReset Disc | -4.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-17 Maturity Price : 22.65 Evaluated at bid price : 23.56 Bid-YTW : 3.66 % |
| TRP.PR.E | FixedReset Disc | -2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-17 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 4.04 % |
| GWO.PR.N | FixedReset Ins Non | -2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-17 Maturity Price : 15.18 Evaluated at bid price : 15.18 Bid-YTW : 3.36 % |
| TRP.PR.B | FixedReset Disc | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-17 Maturity Price : 13.30 Evaluated at bid price : 13.30 Bid-YTW : 3.81 % |
| SLF.PR.D | Insurance Straight | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-17 Maturity Price : 24.22 Evaluated at bid price : 24.51 Bid-YTW : 4.54 % |
| BAM.PR.Z | FixedReset Disc | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-17 Maturity Price : 23.29 Evaluated at bid price : 23.71 Bid-YTW : 4.05 % |
| BAM.PF.A | FixedReset Disc | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-17 Maturity Price : 23.14 Evaluated at bid price : 24.10 Bid-YTW : 3.96 % |
| TRP.PR.F | FloatingReset | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-17 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 3.06 % |
| IFC.PR.I | Perpetual-Premium | -1.45 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.51 Bid-YTW : 4.47 % |
| RY.PR.H | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-17 Maturity Price : 22.70 Evaluated at bid price : 23.50 Bid-YTW : 3.33 % |
| RY.PR.M | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-17 Maturity Price : 22.68 Evaluated at bid price : 23.70 Bid-YTW : 3.48 % |
| BIP.PR.A | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-17 Maturity Price : 22.03 Evaluated at bid price : 22.50 Bid-YTW : 4.75 % |
| PWF.PR.R | Perpetual-Premium | -1.13 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-17 Maturity Price : 25.00 Evaluated at bid price : 26.20 Bid-YTW : -38.58 % |
| MFC.PR.H | FixedReset Ins Non | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-17 Maturity Price : 24.53 Evaluated at bid price : 24.95 Bid-YTW : 3.96 % |
| TD.PF.A | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-17 Maturity Price : 22.63 Evaluated at bid price : 23.41 Bid-YTW : 3.35 % |
| IFC.PR.G | FixedReset Ins Non | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-17 Maturity Price : 23.66 Evaluated at bid price : 25.25 Bid-YTW : 3.36 % |
| IFC.PR.A | FixedReset Ins Non | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-17 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 3.34 % |
| SLF.PR.H | FixedReset Ins Non | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-17 Maturity Price : 21.63 Evaluated at bid price : 22.00 Bid-YTW : 3.37 % |
| NA.PR.G | FixedReset Prem | 2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-17 Maturity Price : 23.79 Evaluated at bid price : 25.95 Bid-YTW : 3.49 % |
| TRP.PR.A | FixedReset Disc | 6.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-17 Maturity Price : 18.26 Evaluated at bid price : 18.26 Bid-YTW : 3.95 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.S | FixedReset Disc | 77,240 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-17 Maturity Price : 23.10 Evaluated at bid price : 24.25 Bid-YTW : 3.37 % |
| GWO.PR.R | Insurance Straight | 63,636 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-17 Maturity Price : 24.71 Evaluated at bid price : 24.94 Bid-YTW : 4.82 % |
| SLF.PR.A | Insurance Straight | 61,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-17 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : -3.12 % |
| TRP.PR.K | FixedReset Prem | 44,690 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.38 Bid-YTW : 3.58 % |
| BMO.PR.F | FixedReset Prem | 44,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 26.75 Bid-YTW : 2.73 % |
| BAM.PF.H | FixedReset Prem | 44,085 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 27.00 Bid-YTW : 3.07 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.H | Perpetual-Premium | Quote: 25.86 – 28.23 Spot Rate : 2.3700 Average : 1.2817 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 23.56 – 24.50 Spot Rate : 0.9400 Average : 0.5359 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 12.57 – 13.75 Spot Rate : 1.1800 Average : 0.8717 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 22.51 – 23.22 Spot Rate : 0.7100 Average : 0.4859 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 20.50 – 21.10 Spot Rate : 0.6000 Average : 0.3786 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 23.20 – 23.99 Spot Rate : 0.7900 Average : 0.5732 YTW SCENARIO |