| 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 | 0.4745 % | 2,858.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4745 % | 5,246.0 |
| Floater | 3.04 % | 3.07 % | 77,237 | 19.53 | 3 | 0.4745 % | 3,023.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0308 % | 3,707.2 |
| SplitShare | 4.62 % | 4.26 % | 58,579 | 3.85 | 5 | -0.0308 % | 4,427.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0308 % | 3,454.2 |
| Perpetual-Premium | 5.08 % | -6.89 % | 58,053 | 0.09 | 32 | -0.0074 % | 3,273.9 |
| Perpetual-Discount | 4.72 % | 4.59 % | 2,187,856 | 16.19 | 2 | 0.2248 % | 3,868.6 |
| FixedReset Disc | 3.78 % | 3.93 % | 119,088 | 16.76 | 40 | -0.0759 % | 2,936.3 |
| Insurance Straight | 4.93 % | 4.49 % | 86,211 | 3.50 | 20 | -0.0356 % | 3,682.8 |
| FloatingReset | 2.50 % | 2.77 % | 26,441 | 20.31 | 2 | 0.1939 % | 2,935.8 |
| FixedReset Prem | 4.69 % | 2.54 % | 132,255 | 1.80 | 30 | 0.0620 % | 2,763.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0759 % | 3,001.5 |
| FixedReset Ins Non | 4.02 % | 3.87 % | 98,331 | 16.93 | 19 | 0.1654 % | 2,998.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -8.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-04 Maturity Price : 16.65 Evaluated at bid price : 16.65 Bid-YTW : 4.37 % |
| GWO.PR.F | Insurance Straight | -2.05 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-04 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : -2.75 % |
| TRP.PR.E | FixedReset Disc | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-04 Maturity Price : 21.41 Evaluated at bid price : 21.75 Bid-YTW : 4.45 % |
| TD.PF.B | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-04 Maturity Price : 23.13 Evaluated at bid price : 24.25 Bid-YTW : 3.85 % |
| CU.PR.C | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-04 Maturity Price : 22.24 Evaluated at bid price : 22.98 Bid-YTW : 4.23 % |
| GWO.PR.R | Insurance Straight | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-04 Maturity Price : 24.65 Evaluated at bid price : 24.91 Bid-YTW : 4.86 % |
| FTS.PR.G | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-04 Maturity Price : 23.03 Evaluated at bid price : 23.40 Bid-YTW : 4.03 % |
| IFC.PR.A | FixedReset Ins Non | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-04 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 3.85 % |
| BMO.PR.Y | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 3.02 % |
| BAM.PR.M | Perpetual-Premium | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-04 Maturity Price : 24.68 Evaluated at bid price : 25.00 Bid-YTW : 4.79 % |
| BAM.PR.B | Floater | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-04 Maturity Price : 14.28 Evaluated at bid price : 14.28 Bid-YTW : 3.02 % |
| SLF.PR.G | FixedReset Ins Non | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-04 Maturity Price : 18.51 Evaluated at bid price : 18.51 Bid-YTW : 3.74 % |
| BIP.PR.E | FixedReset Prem | 1.35 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.44 Bid-YTW : 4.09 % |
| IFC.PR.E | Insurance Straight | 1.90 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 26.00 Evaluated at bid price : 26.80 Bid-YTW : 1.03 % |
| BAM.PR.X | FixedReset Disc | 10.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-04 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 4.44 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.I | Insurance Straight | 101,297 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-04 Maturity Price : 24.22 Evaluated at bid price : 24.48 Bid-YTW : 4.63 % |
| RY.PR.J | FixedReset Disc | 78,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 3.22 % |
| MFC.PR.H | FixedReset Ins Non | 50,576 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : 2.97 % |
| CU.PR.G | Perpetual-Premium | 46,095 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-04 Maturity Price : 24.23 Evaluated at bid price : 24.47 Bid-YTW : 4.59 % |
| GWO.PR.M | Insurance Straight | 40,960 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-04 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : -11.28 % |
| PWF.PF.A | Perpetual-Discount | 39,086 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-04 Maturity Price : 24.20 Evaluated at bid price : 24.59 Bid-YTW : 4.59 % |
| There were 29 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.P | FixedReset Disc | Quote: 16.65 – 18.35 Spot Rate : 1.7000 Average : 1.2169 YTW SCENARIO |
| BAM.PR.M | Perpetual-Premium | Quote: 25.00 – 25.80 Spot Rate : 0.8000 Average : 0.5476 YTW SCENARIO |
| CU.PR.F | Perpetual-Premium | Quote: 24.28 – 25.00 Spot Rate : 0.7200 Average : 0.4775 YTW SCENARIO |
| CU.PR.G | Perpetual-Premium | Quote: 24.47 – 25.25 Spot Rate : 0.7800 Average : 0.5501 YTW SCENARIO |
| BAM.PF.D | Perpetual-Premium | Quote: 25.25 – 25.84 Spot Rate : 0.5900 Average : 0.3812 YTW SCENARIO |
| BAM.PF.C | Perpetual-Premium | Quote: 25.00 – 25.38 Spot Rate : 0.3800 Average : 0.2392 YTW SCENARIO |