| 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 | 0.3907 % | 2,601.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3907 % | 4,774.1 |
| Floater | 3.34 % | 3.33 % | 49,650 | 18.90 | 3 | 0.3907 % | 2,751.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0193 % | 3,701.0 |
| SplitShare | 4.64 % | 3.78 % | 33,421 | 3.70 | 6 | -0.0193 % | 4,419.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0193 % | 3,448.5 |
| Perpetual-Premium | 5.01 % | -13.41 % | 53,274 | 0.09 | 34 | -0.0034 % | 3,317.2 |
| Perpetual-Discount | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0034 % | 3,992.1 |
| FixedReset Disc | 3.95 % | 3.59 % | 106,146 | 17.42 | 40 | 0.1734 % | 2,850.0 |
| Insurance Straight | 4.86 % | -10.11 % | 80,290 | 0.09 | 21 | -0.1223 % | 3,742.0 |
| FloatingReset | 3.03 % | 3.03 % | 31,249 | 19.64 | 1 | 0.0000 % | 2,629.1 |
| FixedReset Prem | 4.67 % | 3.02 % | 132,781 | 2.43 | 33 | 0.0141 % | 2,760.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1734 % | 2,913.3 |
| FixedReset Ins Non | 4.03 % | 3.53 % | 92,214 | 17.82 | 20 | 0.1008 % | 2,955.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.I | Perpetual-Premium | -1.17 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-03-31 Maturity Price : 26.00 Evaluated at bid price : 27.01 Bid-YTW : 4.02 % |
| TRP.PR.G | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-28 Maturity Price : 22.79 Evaluated at bid price : 23.90 Bid-YTW : 4.02 % |
| PWF.PR.P | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-28 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 3.59 % |
| W.PR.M | FixedReset Prem | 1.28 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-14 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : -5.87 % |
| CU.PR.C | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-28 Maturity Price : 22.01 Evaluated at bid price : 22.60 Bid-YTW : 3.82 % |
| TRP.PR.A | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-28 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 4.14 % |
| TRP.PR.D | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-28 Maturity Price : 21.17 Evaluated at bid price : 21.17 Bid-YTW : 4.14 % |
| IFC.PR.A | FixedReset Ins Non | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-28 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 3.43 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| W.PR.M | FixedReset Prem | 133,835 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-14 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : -5.87 % |
| CM.PR.R | FixedReset Prem | 103,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 2.29 % |
| CM.PR.S | FixedReset Prem | 89,742 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-28 Maturity Price : 23.82 Evaluated at bid price : 25.10 Bid-YTW : 3.48 % |
| IFC.PR.G | FixedReset Ins Non | 62,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-28 Maturity Price : 23.76 Evaluated at bid price : 25.30 Bid-YTW : 3.58 % |
| GWO.PR.L | Insurance Straight | 50,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-28 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : -30.50 % |
| MFC.PR.B | Insurance Straight | 47,324 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-28 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 1.17 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.J | FixedReset Prem | Quote: 25.55 – 26.55 Spot Rate : 1.0000 Average : 0.6189 YTW SCENARIO |
| BIP.PR.B | FixedReset Prem | Quote: 27.00 – 27.60 Spot Rate : 0.6000 Average : 0.4083 YTW SCENARIO |
| CM.PR.Y | FixedReset Prem | Quote: 26.35 – 26.99 Spot Rate : 0.6400 Average : 0.4678 YTW SCENARIO |
| RY.PR.O | Perpetual-Premium | Quote: 26.55 – 27.00 Spot Rate : 0.4500 Average : 0.2900 YTW SCENARIO |
| CU.PR.F | Perpetual-Premium | Quote: 25.40 – 25.80 Spot Rate : 0.4000 Average : 0.2627 YTW SCENARIO |
| MFC.PR.C | Insurance Straight | Quote: 25.27 – 25.98 Spot Rate : 0.7100 Average : 0.5946 YTW SCENARIO |