| 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 | 0.0000 % | 2,707.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 4,967.3 |
| Floater | 3.21 % | 3.20 % | 47,951 | 19.24 | 3 | 0.0000 % | 2,862.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5479 % | 3,716.3 |
| SplitShare | 4.62 % | 3.77 % | 48,781 | 3.79 | 6 | 0.5479 % | 4,438.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5479 % | 3,462.7 |
| Perpetual-Premium | 5.05 % | -4.55 % | 57,265 | 0.09 | 34 | -0.2782 % | 3,291.8 |
| Perpetual-Discount | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2782 % | 3,961.4 |
| FixedReset Disc | 3.84 % | 3.66 % | 97,597 | 17.40 | 39 | 0.4312 % | 2,904.9 |
| Insurance Straight | 4.88 % | -1.96 % | 85,326 | 0.09 | 20 | -0.0235 % | 3,718.5 |
| FloatingReset | 2.82 % | 2.83 % | 28,526 | 20.17 | 1 | 1.6949 % | 2,800.2 |
| FixedReset Prem | 4.66 % | 2.90 % | 132,351 | 1.99 | 33 | 0.0812 % | 2,763.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4312 % | 2,969.4 |
| FixedReset Ins Non | 4.03 % | 3.49 % | 94,423 | 17.56 | 19 | 0.5483 % | 2,993.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.M | Perpetual-Premium | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-12 Maturity Price : 24.68 Evaluated at bid price : 25.00 Bid-YTW : 4.77 % |
| RY.PR.P | Perpetual-Premium | -1.25 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-11 Maturity Price : 26.00 Evaluated at bid price : 26.87 Bid-YTW : -25.13 % |
| CU.PR.H | Perpetual-Premium | -1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-09-01 Maturity Price : 25.25 Evaluated at bid price : 25.81 Bid-YTW : 4.32 % |
| BAM.PF.B | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-12 Maturity Price : 22.99 Evaluated at bid price : 23.85 Bid-YTW : 4.07 % |
| IFC.PR.I | Perpetual-Premium | 1.08 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-03-31 Maturity Price : 26.00 Evaluated at bid price : 27.10 Bid-YTW : 3.96 % |
| BAM.PR.T | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-12 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 4.18 % |
| CU.PR.C | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-12 Maturity Price : 22.13 Evaluated at bid price : 22.80 Bid-YTW : 3.93 % |
| FTS.PR.H | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-12 Maturity Price : 16.36 Evaluated at bid price : 16.36 Bid-YTW : 3.86 % |
| FTS.PR.G | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-12 Maturity Price : 22.29 Evaluated at bid price : 22.61 Bid-YTW : 3.81 % |
| CM.PR.Q | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 3.17 % |
| TRP.PR.F | FloatingReset | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-12 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 2.83 % |
| RS.PR.A | SplitShare | 2.67 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.75 Bid-YTW : 3.39 % |
| SLF.PR.G | FixedReset Ins Non | 2.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-12 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 3.49 % |
| MFC.PR.F | FixedReset Ins Non | 5.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-12 Maturity Price : 18.21 Evaluated at bid price : 18.21 Bid-YTW : 3.53 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.Y | Insurance Straight | 158,496 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-12 Maturity Price : 24.51 Evaluated at bid price : 24.90 Bid-YTW : 4.52 % |
| RS.PR.A | SplitShare | 69,400 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.75 Bid-YTW : 3.39 % |
| TD.PF.D | FixedReset Disc | 54,380 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.86 Bid-YTW : 3.33 % |
| TD.PF.L | FixedReset Prem | 43,490 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.35 Bid-YTW : 2.89 % |
| TRP.PR.C | FixedReset Disc | 33,280 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-12 Maturity Price : 15.73 Evaluated at bid price : 15.73 Bid-YTW : 4.09 % |
| PWF.PR.F | Perpetual-Premium | 21,415 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-11 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : -16.67 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.N | FixedReset Ins Non | Quote: 17.00 – 18.30 Spot Rate : 1.3000 Average : 0.8086 YTW SCENARIO |
| PWF.PR.Z | Perpetual-Premium | Quote: 25.84 – 26.60 Spot Rate : 0.7600 Average : 0.4830 YTW SCENARIO |
| CU.PR.H | Perpetual-Premium | Quote: 25.81 – 26.45 Spot Rate : 0.6400 Average : 0.4818 YTW SCENARIO |
| BAM.PR.M | Perpetual-Premium | Quote: 25.00 – 25.50 Spot Rate : 0.5000 Average : 0.3438 YTW SCENARIO |
| PVS.PR.J | SplitShare | Quote: 25.40 – 25.80 Spot Rate : 0.4000 Average : 0.2476 YTW SCENARIO |
| CU.PR.F | Perpetual-Premium | Quote: 25.23 – 25.79 Spot Rate : 0.5600 Average : 0.4155 YTW SCENARIO |