| 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 | 0.0000 % | 2,676.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 4,911.6 |
| Floater | 3.24 % | 3.27 % | 103,802 | 19.05 | 3 | 0.0000 % | 2,830.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0966 % | 3,698.0 |
| SplitShare | 4.62 % | 3.90 % | 32,690 | 3.31 | 6 | 0.0966 % | 4,416.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0966 % | 3,445.7 |
| Perpetual-Premium | 5.19 % | -13.87 % | 58,162 | 0.09 | 25 | 0.0763 % | 3,285.9 |
| Perpetual-Discount | 4.69 % | 4.68 % | 95,185 | 15.83 | 8 | 0.1449 % | 3,974.4 |
| FixedReset Disc | 3.99 % | 3.45 % | 129,860 | 18.33 | 40 | 0.5859 % | 2,815.5 |
| Insurance Straight | 4.90 % | 1.05 % | 73,754 | 0.09 | 22 | 0.0392 % | 3,717.6 |
| FloatingReset | 2.85 % | 3.08 % | 35,600 | 19.53 | 2 | 0.9776 % | 2,579.2 |
| FixedReset Prem | 4.80 % | 2.86 % | 149,737 | 1.59 | 32 | 0.2015 % | 2,761.1 |
| FixedReset Bank Non | 1.80 % | 1.51 % | 119,823 | 0.16 | 1 | 0.0000 % | 2,903.5 |
| FixedReset Ins Non | 4.05 % | 3.34 % | 115,952 | 18.20 | 20 | 0.4342 % | 2,944.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.B | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-29 Maturity Price : 22.90 Evaluated at bid price : 23.84 Bid-YTW : 3.24 % |
| NA.PR.C | FixedReset Prem | 1.06 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.77 Bid-YTW : 1.89 % |
| RY.PR.P | Perpetual-Premium | 1.27 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-28 Maturity Price : 26.00 Evaluated at bid price : 26.33 Bid-YTW : -14.16 % |
| BAM.PR.Z | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-29 Maturity Price : 24.09 Evaluated at bid price : 24.46 Bid-YTW : 3.93 % |
| BAM.PR.X | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-29 Maturity Price : 17.23 Evaluated at bid price : 17.23 Bid-YTW : 3.81 % |
| TD.PF.D | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-29 Maturity Price : 23.08 Evaluated at bid price : 24.55 Bid-YTW : 3.48 % |
| NA.PR.S | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-29 Maturity Price : 23.20 Evaluated at bid price : 24.44 Bid-YTW : 3.29 % |
| BAM.PF.G | FixedReset Disc | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-29 Maturity Price : 22.31 Evaluated at bid price : 22.94 Bid-YTW : 3.87 % |
| MFC.PR.M | FixedReset Ins Non | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-29 Maturity Price : 22.88 Evaluated at bid price : 23.90 Bid-YTW : 3.37 % |
| PWF.PR.P | FixedReset Disc | 1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-29 Maturity Price : 16.62 Evaluated at bid price : 16.62 Bid-YTW : 3.49 % |
| BAM.PR.T | FixedReset Disc | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-29 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 3.95 % |
| CU.PR.C | FixedReset Disc | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-29 Maturity Price : 21.86 Evaluated at bid price : 22.37 Bid-YTW : 3.59 % |
| TRP.PR.F | FloatingReset | 2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-29 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 3.08 % |
| SLF.PR.G | FixedReset Ins Non | 2.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-29 Maturity Price : 15.82 Evaluated at bid price : 15.82 Bid-YTW : 3.41 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.R | FixedReset Disc | 101,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-29 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 4.05 % |
| BMO.PR.Q | FixedReset Bank Non | 74,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-24 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 1.51 % |
| TD.PF.H | FixedReset Prem | 53,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.19 Bid-YTW : 1.78 % |
| MFC.PR.R | FixedReset Ins Non | 46,398 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.73 Bid-YTW : 1.08 % |
| NA.PR.A | FixedReset Prem | 45,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-14 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 3.79 % |
| GWO.PR.H | Insurance Straight | 43,101 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-28 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 2.23 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.I | FixedReset Prem | Quote: 25.55 – 25.90 Spot Rate : 0.3500 Average : 0.2318 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 24.37 – 24.80 Spot Rate : 0.4300 Average : 0.3217 YTW SCENARIO |
| BIP.PR.F | FixedReset Prem | Quote: 25.45 – 25.75 Spot Rate : 0.3000 Average : 0.2046 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 23.48 – 23.80 Spot Rate : 0.3200 Average : 0.2305 YTW SCENARIO |
| PVS.PR.G | SplitShare | Quote: 26.06 – 26.33 Spot Rate : 0.2700 Average : 0.1835 YTW SCENARIO |
| BMO.PR.T | FixedReset Disc | Quote: 23.68 – 23.97 Spot Rate : 0.2900 Average : 0.2108 YTW SCENARIO |