| 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 | -1.1330 % | 2,709.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.1330 % | 4,972.3 |
| Floater | 3.20 % | 3.20 % | 50,779 | 19.23 | 3 | -1.1330 % | 2,865.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1150 % | 3,728.4 |
| SplitShare | 4.60 % | 4.16 % | 52,157 | 3.91 | 5 | 0.1150 % | 4,452.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1150 % | 3,474.1 |
| Perpetual-Premium | 5.06 % | -10.03 % | 56,801 | 0.09 | 32 | -0.1305 % | 3,284.8 |
| Perpetual-Discount | 4.69 % | 4.83 % | 35,968 | 15.82 | 2 | -1.4986 % | 3,890.7 |
| FixedReset Disc | 3.87 % | 3.66 % | 101,975 | 17.35 | 41 | 0.4196 % | 2,907.6 |
| Insurance Straight | 4.93 % | -1.00 % | 80,370 | 0.09 | 20 | -0.9107 % | 3,682.0 |
| FloatingReset | 2.54 % | 2.87 % | 28,553 | 20.08 | 2 | 1.1598 % | 2,831.9 |
| FixedReset Prem | 4.69 % | 2.89 % | 128,877 | 1.53 | 31 | 0.0150 % | 2,763.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4196 % | 2,972.2 |
| FixedReset Ins Non | 4.03 % | 3.50 % | 99,093 | 17.50 | 19 | 0.4717 % | 2,992.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.E | Insurance Straight | -15.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-15 Maturity Price : 21.94 Evaluated at bid price : 22.25 Bid-YTW : 5.89 % |
| BAM.PR.K | Floater | -3.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-15 Maturity Price : 13.09 Evaluated at bid price : 13.09 Bid-YTW : 3.29 % |
| GWO.PR.F | Insurance Straight | -1.93 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-14 Maturity Price : 25.00 Evaluated at bid price : 25.86 Bid-YTW : -29.88 % |
| RY.PR.M | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-11-24 Maturity Price : 25.00 Evaluated at bid price : 24.77 Bid-YTW : 3.37 % |
| FTS.PR.M | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-15 Maturity Price : 22.65 Evaluated at bid price : 23.40 Bid-YTW : 3.96 % |
| IFC.PR.G | FixedReset Ins Non | 1.57 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.85 Bid-YTW : 2.99 % |
| BAM.PR.X | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-15 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 4.12 % |
| GWO.PR.N | FixedReset Ins Non | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-15 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 3.43 % |
| SLF.PR.J | FloatingReset | 2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-15 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 2.23 % |
| BAM.PR.R | FixedReset Disc | 2.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-15 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 4.16 % |
| MFC.PR.F | FixedReset Ins Non | 6.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-15 Maturity Price : 18.34 Evaluated at bid price : 18.34 Bid-YTW : 3.51 % |
| TRP.PR.C | FixedReset Disc | 6.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-15 Maturity Price : 16.03 Evaluated at bid price : 16.03 Bid-YTW : 4.02 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PF.A | Perpetual-Discount | 736,260 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-15 Maturity Price : 24.26 Evaluated at bid price : 24.65 Bid-YTW : 4.56 % |
| MFC.PR.K | FixedReset Ins Non | 288,189 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-15 Maturity Price : 23.35 Evaluated at bid price : 24.37 Bid-YTW : 3.55 % |
| IFC.PR.I | Perpetual-Premium | 175,711 | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.40 Bid-YTW : 4.57 % |
| SLF.PR.G | FixedReset Ins Non | 170,665 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-15 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 3.49 % |
| CU.PR.E | Perpetual-Premium | 164,182 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-14 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 2.34 % |
| PWF.PR.H | Perpetual-Premium | 163,384 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-14 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : -15.97 % |
| IFC.PR.F | Insurance Straight | 162,291 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-09-30 Maturity Price : 25.25 Evaluated at bid price : 26.00 Bid-YTW : 4.51 % |
| BIP.PR.B | FixedReset Prem | 142,258 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.97 Bid-YTW : 4.57 % |
| There were 32 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.E | Insurance Straight | Quote: 22.25 – 26.60 Spot Rate : 4.3500 Average : 2.4368 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 17.79 – 18.86 Spot Rate : 1.0700 Average : 0.7396 YTW SCENARIO |
| GWO.PR.F | Insurance Straight | Quote: 25.86 – 26.43 Spot Rate : 0.5700 Average : 0.3376 YTW SCENARIO |
| BAM.PF.D | Perpetual-Premium | Quote: 25.03 – 25.58 Spot Rate : 0.5500 Average : 0.3680 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 13.09 – 13.64 Spot Rate : 0.5500 Average : 0.3685 YTW SCENARIO |
| FTS.PR.F | Perpetual-Premium | Quote: 25.65 – 26.31 Spot Rate : 0.6600 Average : 0.4828 YTW SCENARIO |