| 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 | 3.02 % | 3.48 % | 40,930 | 20.08 | 1 | 0.4453 % | 2,891.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0594 % | 5,321.6 |
| Floater | 2.99 % | 2.99 % | 51,889 | 19.75 | 3 | -1.0594 % | 3,066.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0784 % | 3,654.9 |
| SplitShare | 4.70 % | 4.44 % | 30,243 | 3.57 | 6 | 0.0784 % | 4,364.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0784 % | 3,405.5 |
| Perpetual-Premium | 5.15 % | -15.77 % | 50,761 | 0.09 | 24 | 0.1060 % | 3,261.6 |
| Perpetual-Discount | 4.68 % | 4.80 % | 52,129 | 15.78 | 7 | 0.1276 % | 3,883.4 |
| FixedReset Disc | 4.00 % | 4.00 % | 118,790 | 16.79 | 46 | -2.0273 % | 2,842.6 |
| Insurance Straight | 4.87 % | 4.21 % | 81,216 | 0.44 | 17 | 0.0187 % | 3,673.1 |
| FloatingReset | 2.69 % | 3.03 % | 37,804 | 19.66 | 2 | 0.0559 % | 2,904.1 |
| FixedReset Prem | 4.73 % | 3.03 % | 107,277 | 1.75 | 25 | -0.1260 % | 2,730.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -2.0273 % | 2,905.8 |
| FixedReset Ins Non | 4.07 % | 3.86 % | 70,986 | 16.92 | 17 | -0.3377 % | 2,985.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.G | FixedReset Disc | -48.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-17 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 8.51 % |
| RY.PR.M | FixedReset Disc | -46.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-17 Maturity Price : 13.07 Evaluated at bid price : 13.07 Bid-YTW : 7.54 % |
| BAM.PR.T | FixedReset Disc | -5.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-17 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 4.80 % |
| SLF.PR.H | FixedReset Ins Non | -3.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-17 Maturity Price : 21.87 Evaluated at bid price : 22.31 Bid-YTW : 3.97 % |
| MFC.PR.F | FixedReset Ins Non | -2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-17 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 3.86 % |
| BAM.PR.C | Floater | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-17 Maturity Price : 14.16 Evaluated at bid price : 14.16 Bid-YTW : 3.04 % |
| TRP.PR.B | FixedReset Disc | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-17 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 4.56 % |
| TD.PF.A | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-17 Maturity Price : 23.09 Evaluated at bid price : 24.19 Bid-YTW : 3.84 % |
| FTS.PR.K | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-17 Maturity Price : 21.60 Evaluated at bid price : 22.01 Bid-YTW : 4.16 % |
| CU.PR.C | FixedReset Disc | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-17 Maturity Price : 22.57 Evaluated at bid price : 23.59 Bid-YTW : 4.17 % |
| BAM.PF.G | FixedReset Disc | 2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-17 Maturity Price : 22.73 Evaluated at bid price : 23.61 Bid-YTW : 4.41 % |
| BAM.PF.F | FixedReset Disc | 3.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-17 Maturity Price : 23.09 Evaluated at bid price : 24.15 Bid-YTW : 4.49 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.I | Insurance Straight | 44,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-17 Maturity Price : 24.21 Evaluated at bid price : 24.50 Bid-YTW : 4.61 % |
| TD.PF.J | FixedReset Prem | 19,050 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 2.96 % |
| BAM.PF.C | Perpetual-Premium | 16,538 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-17 Maturity Price : 24.79 Evaluated at bid price : 25.02 Bid-YTW : 4.88 % |
| TD.PF.E | FixedReset Disc | 15,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.78 Bid-YTW : 3.47 % |
| BAM.PR.Z | FixedReset Disc | 12,850 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.30 % |
| MFC.PR.Q | FixedReset Ins Non | 11,508 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-17 Maturity Price : 23.83 Evaluated at bid price : 25.19 Bid-YTW : 4.07 % |
| There were 0 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.M | FixedReset Disc | Quote: 13.07 – 24.80 Spot Rate : 11.7300 Average : 6.2842 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 12.50 – 24.50 Spot Rate : 12.0000 Average : 6.6873 YTW SCENARIO |
| FTS.PR.M | FixedReset Disc | Quote: 23.65 – 24.75 Spot Rate : 1.1000 Average : 0.6277 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 22.31 – 23.50 Spot Rate : 1.1900 Average : 0.9002 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 22.77 – 23.49 Spot Rate : 0.7200 Average : 0.5416 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 20.35 – 21.60 Spot Rate : 1.2500 Average : 1.0742 YTW SCENARIO |