| 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 | 1 | -1.0471 % | 2,934.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0471 % | 5,384.8 |
| Floater | 2.96 % | 2.98 % | 79,934 | 19.74 | 3 | -1.0471 % | 3,103.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1542 % | 3,698.9 |
| SplitShare | 4.63 % | 4.29 % | 57,593 | 3.82 | 5 | -0.1542 % | 4,417.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1542 % | 3,446.5 |
| Perpetual-Premium | 5.13 % | -8.20 % | 50,332 | 0.09 | 29 | -0.0363 % | 3,276.0 |
| Perpetual-Discount | 4.66 % | 4.58 % | 74,929 | 15.78 | 6 | 0.2358 % | 3,884.0 |
| FixedReset Disc | 3.77 % | 3.85 % | 119,694 | 17.17 | 37 | -0.6082 % | 2,927.0 |
| Insurance Straight | 4.92 % | 4.51 % | 93,030 | 3.47 | 20 | 0.0079 % | 3,691.4 |
| FloatingReset | 2.42 % | 2.72 % | 26,537 | 20.40 | 2 | 0.4361 % | 2,991.0 |
| FixedReset Prem | 4.64 % | 3.00 % | 122,112 | 1.99 | 33 | -0.0743 % | 2,752.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6082 % | 2,991.9 |
| FixedReset Ins Non | 4.00 % | 3.73 % | 92,600 | 16.98 | 19 | 0.1424 % | 3,010.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -8.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-16 Maturity Price : 16.65 Evaluated at bid price : 16.65 Bid-YTW : 4.30 % |
| TRP.PR.C | FixedReset Disc | -2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-16 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 4.41 % |
| TRP.PR.B | FixedReset Disc | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-16 Maturity Price : 14.51 Evaluated at bid price : 14.51 Bid-YTW : 4.45 % |
| BAM.PF.A | FixedReset Prem | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-16 Maturity Price : 23.69 Evaluated at bid price : 25.20 Bid-YTW : 4.37 % |
| BAM.PR.R | FixedReset Disc | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-16 Maturity Price : 20.94 Evaluated at bid price : 20.94 Bid-YTW : 4.41 % |
| NA.PR.S | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-16 Maturity Price : 23.40 Evaluated at bid price : 24.81 Bid-YTW : 3.84 % |
| SLF.PR.G | FixedReset Ins Non | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-16 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 3.73 % |
| TRP.PR.D | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-16 Maturity Price : 21.59 Evaluated at bid price : 22.00 Bid-YTW : 4.40 % |
| BAM.PR.C | Floater | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-16 Maturity Price : 14.35 Evaluated at bid price : 14.35 Bid-YTW : 3.01 % |
| BAM.PR.B | Floater | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-16 Maturity Price : 14.62 Evaluated at bid price : 14.62 Bid-YTW : 2.95 % |
| TRP.PR.A | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-16 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 4.32 % |
| MFC.PR.N | FixedReset Ins Non | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-16 Maturity Price : 23.06 Evaluated at bid price : 24.29 Bid-YTW : 3.83 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.H | FixedReset Ins Non | 315,344 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.29 Bid-YTW : 2.91 % |
| PWF.PR.I | Perpetual-Premium | 141,195 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-16 Maturity Price : 24.68 Evaluated at bid price : 24.99 Bid-YTW : 6.05 % |
| BNS.PR.H | FixedReset Prem | 89,375 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 1.68 % |
| TD.PF.C | FixedReset Disc | 62,750 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-16 Maturity Price : 23.21 Evaluated at bid price : 24.63 Bid-YTW : 3.73 % |
| RY.PR.S | FixedReset Prem | 57,950 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-16 Maturity Price : 23.64 Evaluated at bid price : 25.35 Bid-YTW : 3.80 % |
| BMO.PR.S | FixedReset Disc | 46,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-16 Maturity Price : 23.36 Evaluated at bid price : 24.71 Bid-YTW : 3.77 % |
| There were 19 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 – 18.70 Spot Rate : 2.0500 Average : 1.3786 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 15.90 – 16.48 Spot Rate : 0.5800 Average : 0.3593 YTW SCENARIO |
| RS.PR.A | SplitShare | Quote: 10.67 – 11.27 Spot Rate : 0.6000 Average : 0.3856 YTW SCENARIO |
| BAM.PF.A | FixedReset Prem | Quote: 25.20 – 25.70 Spot Rate : 0.5000 Average : 0.3010 YTW SCENARIO |
| FTS.PR.F | Perpetual-Premium | Quote: 25.25 – 25.90 Spot Rate : 0.6500 Average : 0.5131 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 20.00 – 20.53 Spot Rate : 0.5300 Average : 0.4040 YTW SCENARIO |