| 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 | -0.7943 % | 2,529.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7943 % | 4,641.5 |
| Floater | 3.43 % | 3.39 % | 53,190 | 18.79 | 3 | -0.7943 % | 2,674.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0129 % | 3,703.2 |
| SplitShare | 4.63 % | 3.75 % | 35,615 | 3.73 | 6 | -0.0129 % | 4,422.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0129 % | 3,450.5 |
| Perpetual-Premium | 5.01 % | -17.79 % | 55,977 | 0.09 | 32 | -0.0530 % | 3,327.2 |
| Perpetual-Discount | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0530 % | 4,004.1 |
| FixedReset Disc | 4.01 % | 3.48 % | 102,596 | 17.94 | 42 | -0.1039 % | 2,837.0 |
| Insurance Straight | 4.87 % | -11.65 % | 83,898 | 0.09 | 21 | -0.1002 % | 3,740.0 |
| FloatingReset | 3.14 % | 3.14 % | 30,329 | 19.39 | 1 | 0.0000 % | 2,535.8 |
| FixedReset Prem | 4.67 % | 3.22 % | 130,329 | 2.43 | 33 | 0.0672 % | 2,759.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1039 % | 2,900.0 |
| FixedReset Ins Non | 4.05 % | 3.33 % | 94,719 | 18.29 | 20 | -0.0581 % | 2,941.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.R | FixedReset Disc | -3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-17 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 4.06 % |
| TRP.PR.A | FixedReset Disc | -2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-17 Maturity Price : 18.02 Evaluated at bid price : 18.02 Bid-YTW : 4.01 % |
| BAM.PR.K | Floater | -2.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-17 Maturity Price : 12.19 Evaluated at bid price : 12.19 Bid-YTW : 3.51 % |
| CU.PR.C | FixedReset Disc | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-17 Maturity Price : 21.40 Evaluated at bid price : 21.70 Bid-YTW : 3.73 % |
| MFC.PR.F | FixedReset Ins Non | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-17 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 3.31 % |
| PWF.PR.S | Perpetual-Premium | -1.63 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 3.17 % |
| TRP.PR.C | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-17 Maturity Price : 14.72 Evaluated at bid price : 14.72 Bid-YTW : 3.91 % |
| BAM.PR.X | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-17 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 3.87 % |
| RY.PR.J | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.90 Bid-YTW : 3.39 % |
| RY.PR.M | FixedReset Disc | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-17 Maturity Price : 23.09 Evaluated at bid price : 24.60 Bid-YTW : 3.32 % |
| BAM.PF.H | FixedReset Prem | 2.94 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 27.30 Bid-YTW : 2.69 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PF.B | FixedReset Disc | 60,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-17 Maturity Price : 22.60 Evaluated at bid price : 23.16 Bid-YTW : 3.85 % |
| W.PR.M | FixedReset Prem | 52,242 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-14 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 3.56 % |
| BAM.PR.T | FixedReset Disc | 34,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-17 Maturity Price : 20.17 Evaluated at bid price : 20.17 Bid-YTW : 3.92 % |
| RY.PR.Z | FixedReset Disc | 29,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-17 Maturity Price : 23.10 Evaluated at bid price : 24.16 Bid-YTW : 3.17 % |
| PWF.PR.P | FixedReset Disc | 27,364 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-17 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 3.48 % |
| BMO.PR.Y | FixedReset Disc | 20,553 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 3.11 % |
| There were 14 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.H | Perpetual-Premium | Quote: 26.00 – 27.00 Spot Rate : 1.0000 Average : 0.5908 YTW SCENARIO |
| BMO.PR.W | FixedReset Disc | Quote: 24.24 – 24.95 Spot Rate : 0.7100 Average : 0.4223 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 21.70 – 22.85 Spot Rate : 1.1500 Average : 0.9523 YTW SCENARIO |
| PWF.PR.S | Perpetual-Premium | Quote: 25.40 – 26.02 Spot Rate : 0.6200 Average : 0.4563 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 18.02 – 18.58 Spot Rate : 0.5600 Average : 0.4062 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 17.00 – 17.95 Spot Rate : 0.9500 Average : 0.7981 YTW SCENARIO |