| 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 | 0.1881 % | 2,516.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1881 % | 4,618.0 |
| Floater | 3.45 % | 3.42 % | 50,310 | 18.71 | 3 | 0.1881 % | 2,661.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1868 % | 3,692.1 |
| SplitShare | 4.65 % | 3.97 % | 34,332 | 3.72 | 6 | -0.1868 % | 4,409.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1868 % | 3,440.2 |
| Perpetual-Premium | 5.01 % | -11.35 % | 53,509 | 0.09 | 34 | -0.0660 % | 3,318.3 |
| Perpetual-Discount | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0660 % | 3,993.4 |
| FixedReset Disc | 3.99 % | 3.59 % | 112,821 | 17.84 | 40 | 0.2251 % | 2,821.2 |
| Insurance Straight | 4.87 % | -11.21 % | 81,776 | 0.09 | 21 | 0.0707 % | 3,734.8 |
| FloatingReset | 3.13 % | 3.12 % | 31,860 | 19.42 | 1 | -3.5503 % | 2,535.8 |
| FixedReset Prem | 4.68 % | 3.26 % | 138,418 | 2.42 | 33 | -0.0896 % | 2,753.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2251 % | 2,883.9 |
| FixedReset Ins Non | 4.06 % | 3.33 % | 95,590 | 18.20 | 20 | 0.3723 % | 2,936.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.F | FloatingReset | -3.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-21 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 3.12 % |
| TRP.PR.G | FixedReset Disc | -2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-21 Maturity Price : 22.38 Evaluated at bid price : 23.10 Bid-YTW : 4.00 % |
| TRP.PR.A | FixedReset Disc | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-21 Maturity Price : 18.02 Evaluated at bid price : 18.02 Bid-YTW : 4.04 % |
| FTS.PR.H | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-21 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 3.73 % |
| MFC.PR.B | Insurance Straight | 1.64 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-21 Maturity Price : 25.00 Evaluated at bid price : 25.41 Bid-YTW : -14.32 % |
| BAM.PR.Z | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-21 Maturity Price : 23.77 Evaluated at bid price : 24.21 Bid-YTW : 3.99 % |
| MFC.PR.Q | FixedReset Ins Non | 2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-21 Maturity Price : 23.62 Evaluated at bid price : 24.91 Bid-YTW : 3.44 % |
| CU.PR.C | FixedReset Disc | 2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-21 Maturity Price : 21.75 Evaluated at bid price : 22.20 Bid-YTW : 3.67 % |
| BAM.PF.E | FixedReset Disc | 2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-21 Maturity Price : 21.25 Evaluated at bid price : 21.52 Bid-YTW : 3.99 % |
| FTS.PR.K | FixedReset Disc | 2.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-21 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 3.75 % |
| NA.PR.W | FixedReset Disc | 3.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-21 Maturity Price : 23.04 Evaluated at bid price : 24.27 Bid-YTW : 3.26 % |
| BAM.PR.R | FixedReset Disc | 4.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-21 Maturity Price : 19.57 Evaluated at bid price : 19.57 Bid-YTW : 4.08 % |
| MFC.PR.F | FixedReset Ins Non | 6.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-21 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 3.36 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Disc | 105,975 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-21 Maturity Price : 22.96 Evaluated at bid price : 24.00 Bid-YTW : 3.27 % |
| CM.PR.R | FixedReset Prem | 105,160 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.52 Bid-YTW : 2.73 % |
| MFC.PR.L | FixedReset Ins Non | 100,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-21 Maturity Price : 22.76 Evaluated at bid price : 23.50 Bid-YTW : 3.27 % |
| BIP.PR.C | FixedReset Disc | 75,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-30 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 4.91 % |
| TD.PF.C | FixedReset Disc | 68,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-21 Maturity Price : 23.04 Evaluated at bid price : 24.26 Bid-YTW : 3.27 % |
| BMO.PR.C | FixedReset Prem | 56,040 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 3.18 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.G | FixedReset Disc | Quote: 23.10 – 23.89 Spot Rate : 0.7900 Average : 0.4842 YTW SCENARIO |
| MFC.PR.C | Insurance Straight | Quote: 25.31 – 25.98 Spot Rate : 0.6700 Average : 0.4204 YTW SCENARIO |
| BMO.PR.W | FixedReset Disc | Quote: 24.23 – 24.95 Spot Rate : 0.7200 Average : 0.4901 YTW SCENARIO |
| FTS.PR.F | Perpetual-Premium | Quote: 25.35 – 25.90 Spot Rate : 0.5500 Average : 0.3658 YTW SCENARIO |
| RY.PR.P | Perpetual-Premium | Quote: 26.80 – 27.29 Spot Rate : 0.4900 Average : 0.3401 YTW SCENARIO |
| RY.PR.N | Perpetual-Premium | Quote: 26.11 – 26.50 Spot Rate : 0.3900 Average : 0.2425 YTW SCENARIO |