| 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 | 2.97 % | 3.41 % | 47,278 | 20.16 | 1 | -0.0970 % | 2,934.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0691 % | 5,373.6 |
| Floater | 2.97 % | 2.98 % | 87,437 | 19.73 | 3 | -0.0691 % | 3,096.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2014 % | 3,680.6 |
| SplitShare | 4.66 % | 4.24 % | 57,996 | 3.81 | 5 | -0.2014 % | 4,395.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2014 % | 3,429.5 |
| Perpetual-Premium | 5.13 % | -9.89 % | 46,704 | 0.09 | 29 | -0.0646 % | 3,275.8 |
| Perpetual-Discount | 4.66 % | 4.58 % | 68,444 | 15.83 | 6 | 0.0269 % | 3,886.7 |
| FixedReset Disc | 3.77 % | 3.82 % | 120,444 | 17.20 | 37 | -0.1312 % | 2,928.1 |
| Insurance Straight | 4.93 % | 4.37 % | 88,472 | 3.27 | 20 | -0.2108 % | 3,685.9 |
| FloatingReset | 2.46 % | 2.81 % | 27,271 | 20.18 | 2 | -0.9573 % | 2,939.0 |
| FixedReset Prem | 4.64 % | 3.04 % | 123,757 | 2.29 | 33 | -0.0826 % | 2,750.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1312 % | 2,993.1 |
| FixedReset Ins Non | 4.01 % | 3.76 % | 89,266 | 16.94 | 19 | -0.0868 % | 3,003.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.G | FixedReset Ins Non | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-19 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 3.74 % |
| TRP.PR.F | FloatingReset | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-19 Maturity Price : 18.31 Evaluated at bid price : 18.31 Bid-YTW : 2.81 % |
| BAM.PR.X | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-19 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 4.45 % |
| TRP.PR.C | FixedReset Disc | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-19 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 4.41 % |
| TD.PF.I | FixedReset Prem | -1.49 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : 4.25 % |
| CU.PR.C | FixedReset Disc | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-19 Maturity Price : 22.34 Evaluated at bid price : 23.16 Bid-YTW : 4.13 % |
| BIP.PR.A | FixedReset Prem | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-19 Maturity Price : 23.01 Evaluated at bid price : 24.26 Bid-YTW : 4.97 % |
| GWO.PR.Y | Insurance Straight | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-19 Maturity Price : 24.28 Evaluated at bid price : 24.66 Bid-YTW : 4.60 % |
| FTS.PR.K | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-19 Maturity Price : 21.59 Evaluated at bid price : 22.00 Bid-YTW : 4.04 % |
| GWO.PR.S | Insurance Straight | -1.24 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.46 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.K | Floater | 145,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-19 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 2.98 % |
| CM.PR.O | FixedReset Disc | 122,475 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-19 Maturity Price : 23.31 Evaluated at bid price : 24.66 Bid-YTW : 3.77 % |
| CM.PR.R | FixedReset Prem | 111,665 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.41 Bid-YTW : 2.42 % |
| BAM.PR.C | Floater | 107,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-19 Maturity Price : 14.35 Evaluated at bid price : 14.35 Bid-YTW : 3.01 % |
| BAM.PR.B | Floater | 80,226 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-19 Maturity Price : 14.53 Evaluated at bid price : 14.53 Bid-YTW : 2.97 % |
| TD.PF.M | FixedReset Prem | 38,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.80 Bid-YTW : 2.44 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.H | FixedReset Ins Non | Quote: 23.07 – 23.75 Spot Rate : 0.6800 Average : 0.4976 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 23.16 – 23.70 Spot Rate : 0.5400 Average : 0.3581 YTW SCENARIO |
| TD.PF.I | FixedReset Prem | Quote: 25.12 – 25.57 Spot Rate : 0.4500 Average : 0.2730 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 18.31 – 18.80 Spot Rate : 0.4900 Average : 0.3220 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 19.91 – 20.53 Spot Rate : 0.6200 Average : 0.4786 YTW SCENARIO |
| RS.PR.A | SplitShare | Quote: 10.67 – 11.27 Spot Rate : 0.6000 Average : 0.4595 YTW SCENARIO |