| 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 | 3.07 % | 3.57 % | 37,754 | 19.96 | 1 | 0.2513 % | 2,842.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3809 % | 5,184.1 |
| Floater | 3.07 % | 3.07 % | 64,098 | 19.55 | 3 | -0.3809 % | 2,987.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0649 % | 3,671.7 |
| SplitShare | 4.68 % | 4.14 % | 38,858 | 3.58 | 6 | -0.0649 % | 4,384.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0649 % | 3,421.2 |
| Perpetual-Premium | 5.17 % | -10.89 % | 42,266 | 0.09 | 23 | -0.0255 % | 3,251.4 |
| Perpetual-Discount | 4.77 % | 4.81 % | 52,398 | 15.84 | 11 | -0.1329 % | 3,854.6 |
| FixedReset Disc | 4.03 % | 3.94 % | 105,867 | 17.23 | 42 | 0.0409 % | 2,798.1 |
| Insurance Straight | 4.96 % | 4.49 % | 81,209 | 0.51 | 19 | 0.0189 % | 3,661.3 |
| FloatingReset | 2.60 % | 2.96 % | 28,567 | 19.82 | 2 | 0.6107 % | 2,674.4 |
| FixedReset Prem | 4.72 % | 3.55 % | 121,860 | 2.41 | 28 | -0.0908 % | 2,722.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0409 % | 2,860.2 |
| FixedReset Ins Non | 4.13 % | 3.68 % | 80,165 | 17.67 | 18 | 0.0557 % | 2,931.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -4.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-24 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 3.94 % |
| TD.PF.E | FixedReset Disc | -3.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-24 Maturity Price : 22.91 Evaluated at bid price : 24.10 Bid-YTW : 3.99 % |
| BAM.PF.F | FixedReset Disc | -1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-24 Maturity Price : 22.00 Evaluated at bid price : 22.31 Bid-YTW : 4.51 % |
| RY.PR.J | FixedReset Disc | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-24 Maturity Price : 23.05 Evaluated at bid price : 24.30 Bid-YTW : 3.84 % |
| MFC.PR.L | FixedReset Ins Non | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-24 Maturity Price : 22.24 Evaluated at bid price : 22.60 Bid-YTW : 3.74 % |
| TRP.PR.C | FixedReset Disc | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-24 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 4.33 % |
| TRP.PR.B | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-24 Maturity Price : 13.25 Evaluated at bid price : 13.25 Bid-YTW : 4.38 % |
| CM.PR.Y | FixedReset Prem | -1.32 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.20 Bid-YTW : 3.55 % |
| CM.PR.T | FixedReset Prem | -1.29 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.04 Bid-YTW : 3.72 % |
| CM.PR.R | FixedReset Prem | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-24 Maturity Price : 24.73 Evaluated at bid price : 25.13 Bid-YTW : 4.56 % |
| BAM.PR.B | Floater | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-24 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 3.06 % |
| TD.PF.K | FixedReset Prem | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-24 Maturity Price : 23.64 Evaluated at bid price : 25.05 Bid-YTW : 3.80 % |
| BIP.PR.A | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-24 Maturity Price : 22.66 Evaluated at bid price : 23.50 Bid-YTW : 4.85 % |
| BMO.PR.F | FixedReset Prem | 1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 26.45 Bid-YTW : 2.79 % |
| IFC.PR.F | Insurance Straight | 1.22 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.71 Bid-YTW : 4.64 % |
| CU.PR.C | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-24 Maturity Price : 21.64 Evaluated at bid price : 22.02 Bid-YTW : 4.06 % |
| BAM.PR.X | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-24 Maturity Price : 17.31 Evaluated at bid price : 17.31 Bid-YTW : 4.30 % |
| IFC.PR.A | FixedReset Ins Non | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-24 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 3.48 % |
| BAM.PR.Z | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-24 Maturity Price : 23.08 Evaluated at bid price : 23.63 Bid-YTW : 4.38 % |
| SLF.PR.J | FloatingReset | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-24 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 2.22 % |
| TD.PF.D | FixedReset Disc | 2.06 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 3.66 % |
| BAM.PR.R | FixedReset Disc | 2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-24 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 4.32 % |
| TD.PF.J | FixedReset Prem | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-24 Maturity Price : 23.94 Evaluated at bid price : 25.44 Bid-YTW : 3.80 % |
| BAM.PF.B | FixedReset Disc | 2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-24 Maturity Price : 22.09 Evaluated at bid price : 22.36 Bid-YTW : 4.33 % |
| MFC.PR.F | FixedReset Ins Non | 2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-24 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 3.55 % |
| BAM.PR.T | FixedReset Disc | 5.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-12-24 Maturity Price : 19.94 Evaluated at bid price : 19.94 Bid-YTW : 4.38 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.I | FixedReset Ins Non | 129,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-30 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 3.51 % |
| TRP.PR.K | FixedReset Prem | 53,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.42 Bid-YTW : 1.86 % |
| BNS.PR.H | FixedReset Prem | 36,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.27 Bid-YTW : 1.41 % |
| NA.PR.C | FixedReset Prem | 25,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.46 Bid-YTW : 2.92 % |
| BMO.PR.D | FixedReset Prem | 21,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.34 Bid-YTW : 2.91 % |
| There were 0 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.G | FixedReset Disc | Quote: 21.00 – 23.99 Spot Rate : 2.9900 Average : 2.4701 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 24.10 – 25.10 Spot Rate : 1.0000 Average : 0.6438 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 22.31 – 23.00 Spot Rate : 0.6900 Average : 0.5444 YTW SCENARIO |
| CM.PR.Y | FixedReset Prem | Quote: 26.20 – 26.69 Spot Rate : 0.4900 Average : 0.3526 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 24.00 – 24.50 Spot Rate : 0.5000 Average : 0.3926 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 23.70 – 24.08 Spot Rate : 0.3800 Average : 0.2758 YTW SCENARIO |