| 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 | 0.2384 % | 2,838.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2384 % | 5,208.9 |
| Floater | 3.06 % | 3.08 % | 68,173 | 19.51 | 3 | 0.2384 % | 3,001.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3598 % | 3,717.9 |
| SplitShare | 4.61 % | 4.19 % | 54,000 | 3.87 | 5 | -0.3598 % | 4,439.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3598 % | 3,464.2 |
| Perpetual-Premium | 5.08 % | -5.44 % | 56,549 | 0.09 | 32 | 0.0945 % | 3,274.5 |
| Perpetual-Discount | 4.74 % | 4.62 % | 2,466,149 | 16.15 | 2 | 0.0000 % | 3,845.7 |
| FixedReset Disc | 3.80 % | 3.76 % | 113,894 | 17.16 | 40 | 0.0534 % | 2,924.2 |
| Insurance Straight | 4.94 % | 4.12 % | 83,962 | 1.59 | 20 | -0.1009 % | 3,673.5 |
| FloatingReset | 2.53 % | 2.77 % | 26,544 | 20.30 | 2 | 0.5698 % | 2,865.1 |
| FixedReset Prem | 4.70 % | 2.82 % | 129,772 | 1.94 | 31 | -0.0825 % | 2,759.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0534 % | 2,989.1 |
| FixedReset Ins Non | 4.03 % | 3.68 % | 98,538 | 17.29 | 19 | 0.4713 % | 2,994.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.X | FixedReset Disc | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-29 Maturity Price : 18.27 Evaluated at bid price : 18.27 Bid-YTW : 4.32 % |
| PVS.PR.J | SplitShare | -1.57 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 4.53 % |
| SLF.PR.D | Insurance Straight | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-29 Maturity Price : 24.21 Evaluated at bid price : 24.50 Bid-YTW : 4.57 % |
| BIP.PR.A | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 3.79 % |
| TRP.PR.C | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-29 Maturity Price : 16.27 Evaluated at bid price : 16.27 Bid-YTW : 4.13 % |
| RY.PR.P | Perpetual-Premium | 1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-28 Maturity Price : 26.00 Evaluated at bid price : 26.40 Bid-YTW : -17.14 % |
| MFC.PR.L | FixedReset Ins Non | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-29 Maturity Price : 22.94 Evaluated at bid price : 23.82 Bid-YTW : 3.68 % |
| TD.PF.B | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-29 Maturity Price : 23.25 Evaluated at bid price : 24.54 Bid-YTW : 3.60 % |
| TRP.PR.B | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-29 Maturity Price : 14.81 Evaluated at bid price : 14.81 Bid-YTW : 4.17 % |
| TRP.PR.F | FloatingReset | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-29 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 2.77 % |
| PWF.PR.H | Perpetual-Premium | 1.52 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-28 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : -38.20 % |
| SLF.PR.G | FixedReset Ins Non | 2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-29 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 3.62 % |
| MFC.PR.F | FixedReset Ins Non | 7.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-29 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 3.63 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.H | FixedReset Disc | 65,178 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-29 Maturity Price : 23.25 Evaluated at bid price : 24.56 Bid-YTW : 3.57 % |
| RY.PR.J | FixedReset Disc | 61,812 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.80 Bid-YTW : 3.38 % |
| PWF.PF.A | Perpetual-Discount | 34,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-29 Maturity Price : 24.04 Evaluated at bid price : 24.42 Bid-YTW : 4.62 % |
| GWO.PR.Y | Insurance Straight | 32,950 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-29 Maturity Price : 24.43 Evaluated at bid price : 24.81 Bid-YTW : 4.55 % |
| CM.PR.R | FixedReset Prem | 32,235 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 2.29 % |
| TRP.PR.K | FixedReset Prem | 28,199 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 2.57 % |
| There were 57 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.H | Perpetual-Premium | Quote: 26.00 – 27.00 Spot Rate : 1.0000 Average : 0.5782 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 18.27 – 18.99 Spot Rate : 0.7200 Average : 0.4732 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 25.20 – 25.72 Spot Rate : 0.5200 Average : 0.3503 YTW SCENARIO |
| GWO.PR.T | Insurance Straight | Quote: 26.25 – 26.75 Spot Rate : 0.5000 Average : 0.3454 YTW SCENARIO |
| BIP.PR.F | FixedReset Prem | Quote: 26.00 – 26.45 Spot Rate : 0.4500 Average : 0.2955 YTW SCENARIO |
| BAM.PF.J | FixedReset Prem | Quote: 25.75 – 26.14 Spot Rate : 0.3900 Average : 0.2407 YTW SCENARIO |