| 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 | 3.02 % | 3.48 % | 42,006 | 20.09 | 1 | -0.4902 % | 2,891.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1614 % | 5,364.9 |
| Floater | 2.97 % | 2.98 % | 50,983 | 19.79 | 3 | -0.1614 % | 3,091.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.0143 % | 3,681.5 |
| SplitShare | 4.66 % | 4.43 % | 30,957 | 3.60 | 6 | 1.0143 % | 4,396.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.0143 % | 3,430.3 |
| Perpetual-Premium | 5.15 % | -16.89 % | 49,214 | 0.09 | 24 | 0.0750 % | 3,259.1 |
| Perpetual-Discount | 4.70 % | 4.79 % | 50,090 | 15.78 | 7 | -0.3706 % | 3,869.1 |
| FixedReset Disc | 3.93 % | 3.92 % | 118,879 | 16.84 | 46 | -0.1140 % | 2,888.6 |
| Insurance Straight | 4.87 % | 0.90 % | 81,351 | 0.46 | 17 | 0.0771 % | 3,676.8 |
| FloatingReset | 2.63 % | 2.96 % | 35,350 | 19.83 | 2 | 0.7050 % | 2,898.4 |
| FixedReset Prem | 4.73 % | 3.03 % | 108,621 | 1.76 | 25 | 0.0016 % | 2,731.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1140 % | 2,952.8 |
| FixedReset Ins Non | 4.09 % | 3.93 % | 73,589 | 17.03 | 17 | -0.4650 % | 2,973.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.F | FixedReset Ins Non | -4.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-13 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 3.86 % |
| SLF.PR.H | FixedReset Ins Non | -4.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-13 Maturity Price : 21.86 Evaluated at bid price : 22.30 Bid-YTW : 3.94 % |
| BAM.PF.F | FixedReset Disc | -3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-13 Maturity Price : 22.71 Evaluated at bid price : 23.40 Bid-YTW : 4.62 % |
| CU.PR.G | Perpetual-Discount | -2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-13 Maturity Price : 23.73 Evaluated at bid price : 24.00 Bid-YTW : 4.73 % |
| FTS.PR.H | FixedReset Disc | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-13 Maturity Price : 16.77 Evaluated at bid price : 16.77 Bid-YTW : 4.18 % |
| TRP.PR.C | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-13 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 4.35 % |
| BAM.PR.K | Floater | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-13 Maturity Price : 14.35 Evaluated at bid price : 14.35 Bid-YTW : 3.00 % |
| BAM.PR.X | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-13 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 4.44 % |
| TRP.PR.F | FloatingReset | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-13 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 2.96 % |
| BAM.PF.B | FixedReset Disc | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-13 Maturity Price : 22.89 Evaluated at bid price : 23.20 Bid-YTW : 4.52 % |
| RS.PR.A | SplitShare | 5.97 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 11.00 Bid-YTW : 2.60 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.L | FixedReset Prem | 58,115 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.18 Bid-YTW : 2.96 % |
| PWF.PF.A | Perpetual-Discount | 46,350 | YTW SCENARIO Maturity Type : Call Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : 4.42 % |
| TRP.PR.C | FixedReset Disc | 44,436 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-13 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 4.35 % |
| CM.PR.R | FixedReset Prem | 42,837 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.23 Bid-YTW : 2.41 % |
| IFC.PR.C | FixedReset Disc | 41,160 | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 3.41 % |
| TD.PF.E | FixedReset Disc | 39,948 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.80 Bid-YTW : 3.44 % |
| There were 33 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.T | FixedReset Disc | Quote: 21.00 – 22.99 Spot Rate : 1.9900 Average : 1.3324 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 22.30 – 23.45 Spot Rate : 1.1500 Average : 0.7279 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 17.35 – 18.35 Spot Rate : 1.0000 Average : 0.6042 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 18.30 – 19.39 Spot Rate : 1.0900 Average : 0.7701 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 23.40 – 24.59 Spot Rate : 1.1900 Average : 0.8777 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 21.18 – 22.00 Spot Rate : 0.8200 Average : 0.6129 YTW SCENARIO |