| 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 | 3.03 % | 3.49 % | 40,533 | 20.07 | 1 | 0.5464 % | 2,883.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8951 % | 5,348.8 |
| Floater | 2.98 % | 3.00 % | 52,922 | 19.75 | 3 | -0.8951 % | 3,082.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3980 % | 3,640.7 |
| SplitShare | 4.72 % | 4.37 % | 31,463 | 3.58 | 6 | -0.3980 % | 4,347.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3980 % | 3,392.3 |
| Perpetual-Premium | 5.17 % | -9.93 % | 48,350 | 0.09 | 24 | -0.1453 % | 3,248.2 |
| Perpetual-Discount | 4.73 % | 4.81 % | 45,422 | 15.78 | 7 | -0.0701 % | 3,848.6 |
| FixedReset Disc | 3.98 % | 3.89 % | 121,806 | 16.55 | 46 | -0.8016 % | 2,853.8 |
| Insurance Straight | 4.89 % | 4.59 % | 82,540 | 15.64 | 17 | -0.1149 % | 3,658.0 |
| FloatingReset | 2.66 % | 3.03 % | 34,589 | 19.66 | 2 | 0.8598 % | 2,856.2 |
| FixedReset Prem | 4.71 % | 2.88 % | 106,827 | 1.77 | 25 | 0.0233 % | 2,740.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8016 % | 2,917.2 |
| FixedReset Ins Non | 4.06 % | 3.77 % | 64,589 | 17.02 | 17 | 0.3192 % | 2,989.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.G | FixedReset Disc | -48.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-10 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 8.44 % |
| BAM.PF.B | FixedReset Disc | -3.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-10 Maturity Price : 22.44 Evaluated at bid price : 22.84 Bid-YTW : 4.59 % |
| TD.PF.M | FixedReset Prem | -2.62 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 3.36 % |
| BAM.PR.R | FixedReset Disc | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-10 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 4.57 % |
| IFC.PR.A | FixedReset Ins Non | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-10 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 3.91 % |
| GWO.PR.H | Insurance Straight | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-10 Maturity Price : 24.55 Evaluated at bid price : 24.80 Bid-YTW : 4.91 % |
| POW.PR.G | Perpetual-Premium | -1.25 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-09 Maturity Price : 25.00 Evaluated at bid price : 25.34 Bid-YTW : -11.45 % |
| PVS.PR.H | SplitShare | -1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.65 % |
| BAM.PR.K | Floater | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-10 Maturity Price : 14.36 Evaluated at bid price : 14.36 Bid-YTW : 3.00 % |
| CM.PR.Q | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.85 Bid-YTW : 3.29 % |
| BMO.PR.Y | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-08-25 Maturity Price : 25.00 Evaluated at bid price : 24.80 Bid-YTW : 3.42 % |
| TD.PF.E | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 3.20 % |
| TRP.PR.D | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-10 Maturity Price : 21.31 Evaluated at bid price : 21.31 Bid-YTW : 4.59 % |
| CM.PR.Y | FixedReset Prem | 1.25 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.70 Bid-YTW : 2.31 % |
| TD.PF.J | FixedReset Prem | 1.51 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 2.92 % |
| FTS.PR.H | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-10 Maturity Price : 17.03 Evaluated at bid price : 17.03 Bid-YTW : 4.11 % |
| SLF.PR.J | FloatingReset | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-10 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 2.32 % |
| GWO.PR.N | FixedReset Ins Non | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-10 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 3.80 % |
| MFC.PR.N | FixedReset Ins Non | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-10 Maturity Price : 22.76 Evaluated at bid price : 23.62 Bid-YTW : 3.99 % |
| SLF.PR.H | FixedReset Ins Non | 2.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-10 Maturity Price : 22.38 Evaluated at bid price : 23.15 Bid-YTW : 3.77 % |
| PWF.PR.P | FixedReset Disc | 5.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-10 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 4.14 % |
| TRP.PR.E | FixedReset Disc | 5.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-10 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 4.56 % |
| BAM.PF.E | FixedReset Disc | 6.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-10 Maturity Price : 21.89 Evaluated at bid price : 22.21 Bid-YTW : 4.50 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.B | FixedReset Prem | 50,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 1.75 % |
| CU.PR.J | Perpetual-Premium | 46,543 | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-03-01 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.72 % |
| GWO.PR.Y | Insurance Straight | 42,995 | YTW SCENARIO Maturity Type : Call Maturity Date : 2030-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.46 % |
| PWF.PF.A | Perpetual-Discount | 35,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-10 Maturity Price : 24.59 Evaluated at bid price : 25.00 Bid-YTW : 4.48 % |
| TRP.PR.E | FixedReset Disc | 31,625 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-10 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 4.56 % |
| TRP.PR.A | FixedReset Disc | 25,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-10 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 4.52 % |
| There were 9 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.G | FixedReset Disc | Quote: 12.50 – 24.19 Spot Rate : 11.6900 Average : 7.6413 YTW SCENARIO |
| TD.PF.M | FixedReset Prem | Quote: 26.00 – 26.88 Spot Rate : 0.8800 Average : 0.5542 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 22.84 – 23.79 Spot Rate : 0.9500 Average : 0.7078 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 20.90 – 21.96 Spot Rate : 1.0600 Average : 0.8363 YTW SCENARIO |
| PWF.PR.E | Perpetual-Premium | Quote: 25.42 – 26.00 Spot Rate : 0.5800 Average : 0.3751 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 20.30 – 21.40 Spot Rate : 1.1000 Average : 0.9053 YTW SCENARIO |