| 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 | 1.1516 % | 2,549.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1516 % | 4,678.7 |
| Floater | 3.41 % | 3.40 % | 52,842 | 18.77 | 3 | 1.1516 % | 2,696.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0161 % | 3,703.7 |
| SplitShare | 4.63 % | 3.62 % | 35,909 | 1.01 | 6 | 0.0161 % | 4,423.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0161 % | 3,451.0 |
| Perpetual-Premium | 5.01 % | -17.43 % | 56,362 | 0.09 | 32 | 0.0024 % | 3,329.0 |
| Perpetual-Discount | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0024 % | 4,006.2 |
| FixedReset Disc | 4.01 % | 3.48 % | 102,382 | 18.01 | 42 | 0.0721 % | 2,840.0 |
| Insurance Straight | 4.86 % | -13.15 % | 85,089 | 0.09 | 21 | -0.0074 % | 3,743.7 |
| FloatingReset | 3.14 % | 3.14 % | 28,089 | 19.39 | 1 | 0.0000 % | 2,535.8 |
| FixedReset Prem | 4.67 % | 3.20 % | 132,236 | 2.44 | 33 | -0.1424 % | 2,757.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0721 % | 2,903.0 |
| FixedReset Ins Non | 4.05 % | 3.33 % | 98,619 | 18.29 | 20 | -0.0452 % | 2,943.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.H | FixedReset Prem | -2.86 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.52 Bid-YTW : 3.44 % |
| RY.PR.M | FixedReset Disc | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-16 Maturity Price : 22.92 Evaluated at bid price : 24.20 Bid-YTW : 3.40 % |
| BAM.PF.G | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-16 Maturity Price : 22.14 Evaluated at bid price : 22.65 Bid-YTW : 3.94 % |
| RY.PR.J | FixedReset Disc | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-16 Maturity Price : 23.12 Evaluated at bid price : 24.56 Bid-YTW : 3.48 % |
| BIP.PR.A | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-16 Maturity Price : 22.92 Evaluated at bid price : 24.09 Bid-YTW : 4.41 % |
| BAM.PR.X | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-16 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 3.83 % |
| MFC.PR.F | FixedReset Ins Non | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-16 Maturity Price : 17.45 Evaluated at bid price : 17.45 Bid-YTW : 3.26 % |
| BAM.PR.K | Floater | 2.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-16 Maturity Price : 12.52 Evaluated at bid price : 12.52 Bid-YTW : 3.42 % |
| TRP.PR.A | FixedReset Disc | 2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-16 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 3.90 % |
| BAM.PF.E | FixedReset Disc | 3.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-16 Maturity Price : 21.34 Evaluated at bid price : 21.65 Bid-YTW : 3.93 % |
| BAM.PR.R | FixedReset Disc | 7.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-16 Maturity Price : 20.11 Evaluated at bid price : 20.11 Bid-YTW : 3.93 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.F | Perpetual-Premium | 163,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-01 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : 2.97 % |
| CU.PR.C | FixedReset Disc | 100,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-16 Maturity Price : 21.72 Evaluated at bid price : 22.15 Bid-YTW : 3.64 % |
| W.PR.M | FixedReset Prem | 95,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-14 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 3.50 % |
| GWO.PR.I | Insurance Straight | 54,139 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-16 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : -11.77 % |
| RY.PR.S | FixedReset Prem | 42,580 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-16 Maturity Price : 23.69 Evaluated at bid price : 25.64 Bid-YTW : 3.18 % |
| GWO.PR.R | Insurance Straight | 41,265 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-16 Maturity Price : 25.25 Evaluated at bid price : 25.55 Bid-YTW : -11.51 % |
| There were 22 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PVS.PR.G | SplitShare | Quote: 26.06 – 27.06 Spot Rate : 1.0000 Average : 0.5923 YTW SCENARIO |
| BAM.PF.H | FixedReset Prem | Quote: 26.52 – 27.69 Spot Rate : 1.1700 Average : 0.7933 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 17.00 – 17.80 Spot Rate : 0.8000 Average : 0.6317 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 24.56 – 25.00 Spot Rate : 0.4400 Average : 0.3096 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 22.65 – 23.10 Spot Rate : 0.4500 Average : 0.3201 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 27.36 – 28.40 Spot Rate : 1.0400 Average : 0.9440 YTW SCENARIO |