| 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 | 0.4475 % | 2,576.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4475 % | 4,727.0 |
| Floater | 3.37 % | 3.36 % | 50,819 | 18.85 | 3 | 0.4475 % | 2,724.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0708 % | 3,700.2 |
| SplitShare | 4.64 % | 3.97 % | 32,626 | 3.71 | 6 | -0.0708 % | 4,418.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0708 % | 3,447.8 |
| Perpetual-Premium | 5.01 % | -11.32 % | 52,113 | 0.09 | 34 | -0.1230 % | 3,313.9 |
| Perpetual-Discount | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1230 % | 3,988.0 |
| FixedReset Disc | 3.97 % | 3.59 % | 105,930 | 18.23 | 40 | -0.1726 % | 2,835.4 |
| Insurance Straight | 4.86 % | -11.35 % | 80,646 | 0.09 | 21 | -0.0945 % | 3,743.7 |
| FloatingReset | 3.07 % | 3.07 % | 30,822 | 19.55 | 1 | 1.8405 % | 2,582.4 |
| FixedReset Prem | 4.67 % | 3.21 % | 135,149 | 2.42 | 33 | -0.0648 % | 2,758.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1726 % | 2,898.3 |
| FixedReset Ins Non | 4.04 % | 3.30 % | 93,997 | 18.23 | 20 | -0.0623 % | 2,946.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -5.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-24 Maturity Price : 16.65 Evaluated at bid price : 16.65 Bid-YTW : 3.59 % |
| IFC.PR.I | Perpetual-Premium | -1.82 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-03-31 Maturity Price : 26.00 Evaluated at bid price : 27.00 Bid-YTW : 4.01 % |
| BAM.PR.T | FixedReset Disc | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-24 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 3.99 % |
| IFC.PR.E | Insurance Straight | -1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 26.00 Evaluated at bid price : 26.35 Bid-YTW : 3.14 % |
| PWF.PR.Z | Perpetual-Premium | -1.13 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.25 Evaluated at bid price : 26.35 Bid-YTW : 4.11 % |
| BMO.PR.Y | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-08-25 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 3.41 % |
| TRP.PR.D | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-24 Maturity Price : 21.07 Evaluated at bid price : 21.07 Bid-YTW : 4.01 % |
| TRP.PR.C | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-24 Maturity Price : 15.15 Evaluated at bid price : 15.15 Bid-YTW : 3.85 % |
| TRP.PR.F | FloatingReset | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-24 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 3.07 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.E | FixedReset Disc | 153,710 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-24 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 4.02 % |
| SLF.PR.B | Insurance Straight | 140,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-24 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 4.37 % |
| MFC.PR.C | Insurance Straight | 133,443 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-24 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : -11.35 % |
| TD.PF.J | FixedReset Prem | 79,224 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-24 Maturity Price : 23.84 Evaluated at bid price : 25.40 Bid-YTW : 3.52 % |
| NA.PR.G | FixedReset Prem | 76,069 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-24 Maturity Price : 23.75 Evaluated at bid price : 25.59 Bid-YTW : 3.59 % |
| BMO.PR.E | FixedReset Prem | 56,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-24 Maturity Price : 23.72 Evaluated at bid price : 25.52 Bid-YTW : 3.50 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.I | Perpetual-Premium | Quote: 27.00 – 28.48 Spot Rate : 1.4800 Average : 0.9479 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 16.65 – 17.74 Spot Rate : 1.0900 Average : 0.7682 YTW SCENARIO |
| GWO.PR.F | Insurance Straight | Quote: 26.70 – 27.70 Spot Rate : 1.0000 Average : 0.6898 YTW SCENARIO |
| CM.PR.Y | FixedReset Prem | Quote: 26.41 – 27.00 Spot Rate : 0.5900 Average : 0.3875 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 23.55 – 24.06 Spot Rate : 0.5100 Average : 0.3751 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 26.35 – 26.90 Spot Rate : 0.5500 Average : 0.4216 YTW SCENARIO |