| 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 | 2.97 % | 3.40 % | 45,515 | 20.16 | 1 | 0.1456 % | 2,938.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0231 % | 5,372.4 |
| Floater | 2.97 % | 2.99 % | 88,786 | 19.70 | 3 | -0.0231 % | 3,096.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2289 % | 3,672.2 |
| SplitShare | 4.67 % | 4.19 % | 57,250 | 3.85 | 5 | -0.2289 % | 4,385.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2289 % | 3,421.6 |
| Perpetual-Premium | 5.14 % | -7.96 % | 46,027 | 0.09 | 29 | -0.0942 % | 3,272.7 |
| Perpetual-Discount | 4.66 % | 4.58 % | 68,863 | 15.77 | 6 | -0.0470 % | 3,884.8 |
| FixedReset Disc | 3.78 % | 3.96 % | 121,954 | 17.06 | 37 | -0.2189 % | 2,921.7 |
| Insurance Straight | 4.93 % | 4.15 % | 90,216 | 3.26 | 20 | 0.0000 % | 3,685.9 |
| FloatingReset | 2.41 % | 2.69 % | 28,780 | 20.49 | 2 | 0.4695 % | 2,952.8 |
| FixedReset Prem | 4.64 % | 3.16 % | 121,870 | 2.28 | 33 | -0.0165 % | 2,750.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2189 % | 2,986.6 |
| FixedReset Ins Non | 4.02 % | 3.84 % | 88,476 | 16.82 | 19 | -0.0423 % | 3,001.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.D | FixedReset Disc | -2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-22 Maturity Price : 21.41 Evaluated at bid price : 21.75 Bid-YTW : 4.51 % |
| BAM.PR.X | FixedReset Disc | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-22 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 4.61 % |
| SLF.PR.J | FloatingReset | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-22 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 2.15 % |
| PWF.PR.T | FixedReset Disc | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-22 Maturity Price : 23.36 Evaluated at bid price : 24.53 Bid-YTW : 3.96 % |
| RS.PR.A | SplitShare | -1.78 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.48 Bid-YTW : 4.20 % |
| BAM.PR.R | FixedReset Disc | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-22 Maturity Price : 20.76 Evaluated at bid price : 20.76 Bid-YTW : 4.50 % |
| BAM.PR.T | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-22 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 4.56 % |
| GWO.PR.Y | Insurance Straight | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-22 Maturity Price : 24.59 Evaluated at bid price : 24.98 Bid-YTW : 4.54 % |
| TRP.PR.F | FloatingReset | 2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-22 Maturity Price : 18.83 Evaluated at bid price : 18.83 Bid-YTW : 2.69 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Disc | 189,099 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-22 Maturity Price : 23.20 Evaluated at bid price : 24.50 Bid-YTW : 3.76 % |
| TD.PF.B | FixedReset Disc | 67,493 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-22 Maturity Price : 23.26 Evaluated at bid price : 24.55 Bid-YTW : 3.79 % |
| BMO.PR.B | FixedReset Prem | 58,634 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 1.30 % |
| TD.PF.C | FixedReset Disc | 42,686 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-22 Maturity Price : 23.22 Evaluated at bid price : 24.65 Bid-YTW : 3.77 % |
| NA.PR.W | FixedReset Disc | 42,155 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-22 Maturity Price : 23.24 Evaluated at bid price : 24.71 Bid-YTW : 3.75 % |
| RY.PR.S | FixedReset Prem | 26,927 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-22 Maturity Price : 23.64 Evaluated at bid price : 25.35 Bid-YTW : 3.85 % |
| There were 11 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.D | FixedReset Disc | Quote: 21.75 – 22.55 Spot Rate : 0.8000 Average : 0.5561 YTW SCENARIO |
| PVS.PR.I | SplitShare | Quote: 25.75 – 26.40 Spot Rate : 0.6500 Average : 0.4299 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 18.20 – 18.90 Spot Rate : 0.7000 Average : 0.5225 YTW SCENARIO |
| RS.PR.A | SplitShare | Quote: 10.48 – 11.27 Spot Rate : 0.7900 Average : 0.6323 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 20.76 – 21.15 Spot Rate : 0.3900 Average : 0.2503 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 26.30 – 26.90 Spot Rate : 0.6000 Average : 0.4710 YTW SCENARIO |