| 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 | -0.1750 % | 2,696.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1750 % | 4,947.5 |
| Floater | 3.22 % | 3.21 % | 50,674 | 19.23 | 3 | -0.1750 % | 2,851.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3429 % | 3,704.7 |
| SplitShare | 4.63 % | 3.75 % | 44,685 | 3.80 | 6 | -0.3429 % | 4,424.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3429 % | 3,452.0 |
| Perpetual-Premium | 4.99 % | -19.83 % | 50,965 | 0.09 | 34 | -0.0420 % | 3,329.6 |
| Perpetual-Discount | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0420 % | 4,007.0 |
| FixedReset Disc | 3.82 % | 3.56 % | 103,361 | 17.71 | 39 | 0.5984 % | 2,917.2 |
| Insurance Straight | 4.88 % | -9.13 % | 82,271 | 0.09 | 19 | -0.0246 % | 3,736.7 |
| FloatingReset | 2.91 % | 2.93 % | 30,122 | 19.94 | 1 | 0.7484 % | 2,722.4 |
| FixedReset Prem | 4.64 % | 2.72 % | 135,054 | 2.11 | 33 | 0.1243 % | 2,775.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5984 % | 2,981.9 |
| FixedReset Ins Non | 4.03 % | 3.43 % | 94,074 | 17.80 | 19 | 1.1743 % | 3,002.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 12.99 Evaluated at bid price : 12.99 Bid-YTW : 3.32 % |
| TRP.PR.E | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 21.38 Evaluated at bid price : 21.70 Bid-YTW : 4.00 % |
| NA.PR.E | FixedReset Prem | 1.09 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-05-15 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 3.38 % |
| MFC.PR.Q | FixedReset Ins Non | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 23.82 Evaluated at bid price : 25.44 Bid-YTW : 3.57 % |
| BAM.PF.J | FixedReset Prem | 1.13 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.90 Bid-YTW : 1.86 % |
| BAM.PF.B | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 23.00 Evaluated at bid price : 23.89 Bid-YTW : 3.95 % |
| CU.PR.C | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 22.64 Evaluated at bid price : 23.29 Bid-YTW : 3.73 % |
| BAM.PF.E | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 21.93 Evaluated at bid price : 22.30 Bid-YTW : 4.06 % |
| NA.PR.S | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 23.44 Evaluated at bid price : 24.98 Bid-YTW : 3.43 % |
| BAM.PR.C | Floater | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 13.55 Evaluated at bid price : 13.55 Bid-YTW : 3.18 % |
| TRP.PR.B | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 13.85 Evaluated at bid price : 13.85 Bid-YTW : 4.07 % |
| BIP.PR.A | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-30 Maturity Price : 25.00 Evaluated at bid price : 24.66 Bid-YTW : 4.41 % |
| NA.PR.W | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 23.21 Evaluated at bid price : 24.68 Bid-YTW : 3.34 % |
| BAM.PR.R | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 20.86 Evaluated at bid price : 20.86 Bid-YTW : 4.04 % |
| TRP.PR.G | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 23.02 Evaluated at bid price : 24.43 Bid-YTW : 3.93 % |
| BAM.PR.T | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 21.18 Evaluated at bid price : 21.18 Bid-YTW : 4.04 % |
| MFC.PR.N | FixedReset Ins Non | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 23.04 Evaluated at bid price : 24.28 Bid-YTW : 3.46 % |
| TRP.PR.C | FixedReset Disc | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 15.95 Evaluated at bid price : 15.95 Bid-YTW : 3.90 % |
| GWO.PR.N | FixedReset Ins Non | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 3.43 % |
| BAM.PF.H | FixedReset Prem | 2.02 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 27.75 Bid-YTW : 2.29 % |
| SLF.PR.H | FixedReset Ins Non | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 22.56 Evaluated at bid price : 23.54 Bid-YTW : 3.40 % |
| TRP.PR.A | FixedReset Disc | 3.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 19.38 Evaluated at bid price : 19.38 Bid-YTW : 4.01 % |
| SLF.PR.G | FixedReset Ins Non | 7.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 18.69 Evaluated at bid price : 18.69 Bid-YTW : 3.20 % |
| MFC.PR.F | FixedReset Ins Non | 8.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 18.71 Evaluated at bid price : 18.71 Bid-YTW : 3.32 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.D | FixedReset Prem | 100,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.68 Bid-YTW : 1.88 % |
| SLF.PR.G | FixedReset Ins Non | 88,008 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 18.69 Evaluated at bid price : 18.69 Bid-YTW : 3.20 % |
| RY.PR.H | FixedReset Disc | 59,230 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 23.15 Evaluated at bid price : 24.35 Bid-YTW : 3.42 % |
| MFC.PR.M | FixedReset Ins Non | 55,316 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 23.12 Evaluated at bid price : 24.39 Bid-YTW : 3.52 % |
| TD.PF.D | FixedReset Disc | 34,210 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.11 Bid-YTW : 3.25 % |
| NA.PR.S | FixedReset Disc | 30,950 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-05 Maturity Price : 23.44 Evaluated at bid price : 24.98 Bid-YTW : 3.43 % |
| There were 25 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.C | FixedReset Disc | Quote: 23.29 – 25.00 Spot Rate : 1.7100 Average : 1.1379 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 16.50 – 17.50 Spot Rate : 1.0000 Average : 0.6073 YTW SCENARIO |
| RY.PR.O | Perpetual-Premium | Quote: 26.23 – 27.15 Spot Rate : 0.9200 Average : 0.6549 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 17.50 – 18.60 Spot Rate : 1.1000 Average : 0.8691 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 12.99 – 13.78 Spot Rate : 0.7900 Average : 0.6861 YTW SCENARIO |
| FTS.PR.H | FixedReset Disc | Quote: 16.22 – 16.54 Spot Rate : 0.3200 Average : 0.2271 YTW SCENARIO |