| 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 | -0.8804 % | 2,584.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8804 % | 4,741.9 |
| Floater | 3.36 % | 3.38 % | 65,595 | 18.74 | 3 | -0.8804 % | 2,732.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2662 % | 3,695.5 |
| SplitShare | 4.58 % | 3.56 % | 26,293 | 2.39 | 7 | 0.2662 % | 4,413.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2662 % | 3,443.4 |
| Perpetual-Premium | 5.12 % | -23.55 % | 54,359 | 0.09 | 25 | -0.1579 % | 3,328.0 |
| Perpetual-Discount | 4.65 % | 2.72 % | 73,812 | 0.08 | 8 | 0.1835 % | 4,005.3 |
| FixedReset Disc | 3.93 % | 3.33 % | 129,854 | 18.17 | 40 | 0.0185 % | 2,853.5 |
| Insurance Straight | 4.85 % | -8.84 % | 75,865 | 0.08 | 22 | 0.2462 % | 3,751.1 |
| FloatingReset | 2.86 % | 3.13 % | 31,787 | 19.44 | 2 | -0.3419 % | 2,582.4 |
| FixedReset Prem | 4.72 % | 2.15 % | 136,843 | 1.59 | 30 | -0.1010 % | 2,781.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0185 % | 2,916.8 |
| FixedReset Ins Non | 4.03 % | 3.22 % | 99,039 | 18.34 | 20 | 0.1993 % | 2,960.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.I | Perpetual-Premium | -2.52 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-03-31 Maturity Price : 26.00 Evaluated at bid price : 27.10 Bid-YTW : 4.20 % |
| IFC.PR.A | FixedReset Ins Non | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-30 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 3.15 % |
| BAM.PF.H | FixedReset Prem | -1.50 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 27.55 Bid-YTW : 2.71 % |
| RY.PR.M | FixedReset Disc | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-30 Maturity Price : 23.04 Evaluated at bid price : 24.50 Bid-YTW : 3.31 % |
| GWO.PR.N | FixedReset Ins Non | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-30 Maturity Price : 15.88 Evaluated at bid price : 15.88 Bid-YTW : 3.24 % |
| BAM.PF.E | FixedReset Disc | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-30 Maturity Price : 21.78 Evaluated at bid price : 22.10 Bid-YTW : 3.88 % |
| BAM.PR.K | Floater | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-30 Maturity Price : 12.61 Evaluated at bid price : 12.61 Bid-YTW : 3.43 % |
| TRP.PR.A | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-30 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 3.83 % |
| BAM.PR.M | Perpetual-Discount | 1.00 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-29 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 2.22 % |
| BMO.PR.F | FixedReset Prem | 1.11 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 27.35 Bid-YTW : 1.61 % |
| BAM.PR.Z | FixedReset Disc | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-30 Maturity Price : 23.75 Evaluated at bid price : 24.91 Bid-YTW : 3.83 % |
| TRP.PR.D | FixedReset Disc | 3.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-30 Maturity Price : 21.17 Evaluated at bid price : 21.17 Bid-YTW : 3.92 % |
| BAM.PR.R | FixedReset Disc | 3.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-30 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 3.84 % |
| IAF.PR.B | Insurance Straight | 5.65 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-29 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : -11.90 % |
| MFC.PR.F | FixedReset Ins Non | 8.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-30 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 3.17 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset Prem | 211,090 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.28 Bid-YTW : 0.59 % |
| BAM.PR.R | FixedReset Disc | 99,220 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-30 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 3.84 % |
| RY.PR.Z | FixedReset Disc | 55,010 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-30 Maturity Price : 23.06 Evaluated at bid price : 24.09 Bid-YTW : 3.15 % |
| SLF.PR.G | FixedReset Ins Non | 54,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-30 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 3.18 % |
| BAM.PR.B | Floater | 37,383 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-30 Maturity Price : 12.85 Evaluated at bid price : 12.85 Bid-YTW : 3.37 % |
| TD.PF.B | FixedReset Disc | 31,508 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-30 Maturity Price : 22.96 Evaluated at bid price : 23.95 Bid-YTW : 3.25 % |
| 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: 26.21 – 28.99 Spot Rate : 2.7800 Average : 2.1796 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 27.10 – 28.45 Spot Rate : 1.3500 Average : 0.9926 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 15.35 – 17.45 Spot Rate : 2.1000 Average : 1.8311 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 22.10 – 22.80 Spot Rate : 0.7000 Average : 0.5085 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 20.90 – 21.59 Spot Rate : 0.6900 Average : 0.5267 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 23.43 – 23.96 Spot Rate : 0.5300 Average : 0.3685 YTW SCENARIO |