| 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 % | 3.49 % | 42,725 | 20.06 | 1 | 0.0000 % | 2,891.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1595 % | 5,426.9 |
| Floater | 2.94 % | 2.95 % | 52,541 | 19.84 | 3 | -0.1595 % | 3,127.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1437 % | 3,657.3 |
| SplitShare | 4.70 % | 4.42 % | 30,142 | 3.55 | 6 | 0.1437 % | 4,367.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1437 % | 3,407.7 |
| Perpetual-Premium | 5.19 % | -5.39 % | 53,450 | 0.09 | 24 | -0.3550 % | 3,235.6 |
| Perpetual-Discount | 4.77 % | 4.83 % | 52,896 | 15.73 | 7 | -1.1198 % | 3,812.8 |
| FixedReset Disc | 3.97 % | 4.17 % | 114,322 | 16.59 | 46 | -0.3048 % | 2,861.7 |
| Insurance Straight | 4.91 % | 4.58 % | 88,259 | 15.71 | 17 | -0.1295 % | 3,642.6 |
| FloatingReset | 2.91 % | 3.27 % | 41,754 | 19.05 | 2 | -0.8899 % | 2,892.7 |
| FixedReset Prem | 4.76 % | 3.49 % | 104,735 | 2.13 | 25 | -0.1658 % | 2,713.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3048 % | 2,925.3 |
| FixedReset Ins Non | 4.12 % | 3.99 % | 68,096 | 16.71 | 17 | -0.1915 % | 2,950.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.C | FixedReset Disc | -5.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-25 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 4.73 % |
| CU.PR.G | Perpetual-Discount | -3.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-25 Maturity Price : 23.34 Evaluated at bid price : 23.60 Bid-YTW : 4.83 % |
| TRP.PR.G | FixedReset Disc | -3.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-25 Maturity Price : 22.63 Evaluated at bid price : 23.51 Bid-YTW : 4.57 % |
| TRP.PR.B | FixedReset Disc | -2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-25 Maturity Price : 14.05 Evaluated at bid price : 14.05 Bid-YTW : 4.78 % |
| CU.PR.E | Perpetual-Premium | -2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-25 Maturity Price : 24.19 Evaluated at bid price : 24.45 Bid-YTW : 5.08 % |
| CU.PR.F | Perpetual-Discount | -2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-25 Maturity Price : 23.63 Evaluated at bid price : 23.90 Bid-YTW : 4.76 % |
| GWO.PR.N | FixedReset Ins Non | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-25 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 3.85 % |
| RY.PR.O | Perpetual-Premium | -1.96 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-11-24 Maturity Price : 25.25 Evaluated at bid price : 25.50 Bid-YTW : 4.79 % |
| TD.PF.L | FixedReset Prem | -1.88 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.61 Bid-YTW : 4.04 % |
| GWO.PR.H | Insurance Straight | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-25 Maturity Price : 24.30 Evaluated at bid price : 24.61 Bid-YTW : 4.96 % |
| CM.PR.Q | FixedReset Disc | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-25 Maturity Price : 22.91 Evaluated at bid price : 24.00 Bid-YTW : 4.26 % |
| TRP.PR.F | FloatingReset | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-25 Maturity Price : 17.91 Evaluated at bid price : 17.91 Bid-YTW : 3.27 % |
| TRP.PR.D | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-25 Maturity Price : 21.07 Evaluated at bid price : 21.07 Bid-YTW : 4.73 % |
| RY.PR.J | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.40 Bid-YTW : 4.17 % |
| PWF.PF.A | Perpetual-Discount | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-25 Maturity Price : 23.88 Evaluated at bid price : 24.25 Bid-YTW : 4.64 % |
| RY.PR.P | Perpetual-Premium | -1.23 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-02-24 Maturity Price : 25.25 Evaluated at bid price : 25.73 Bid-YTW : 4.71 % |
| SLF.PR.G | FixedReset Ins Non | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-25 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 3.96 % |
| RY.PR.M | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-25 Maturity Price : 22.90 Evaluated at bid price : 24.06 Bid-YTW : 4.11 % |
| BIP.PR.A | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-25 Maturity Price : 22.96 Evaluated at bid price : 24.10 Bid-YTW : 5.10 % |
| NA.PR.E | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-25 Maturity Price : 23.74 Evaluated at bid price : 24.85 Bid-YTW : 4.16 % |
| MFC.PR.L | FixedReset Ins Non | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-25 Maturity Price : 22.39 Evaluated at bid price : 22.80 Bid-YTW : 4.14 % |
| PVS.PR.G | SplitShare | 1.31 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 4.62 % |
| BAM.PF.J | FixedReset Prem | 1.35 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 2.49 % |
| BAM.PR.T | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-25 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 4.64 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.S | FixedReset Disc | 310,087 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-25 Maturity Price : 23.23 Evaluated at bid price : 24.30 Bid-YTW : 4.01 % |
| MFC.PR.R | FixedReset Ins Non | 169,147 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.23 Bid-YTW : 1.88 % |
| BAM.PF.J | FixedReset Prem | 128,509 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 2.49 % |
| TD.PF.K | FixedReset Prem | 88,630 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-25 Maturity Price : 23.68 Evaluated at bid price : 25.07 Bid-YTW : 4.15 % |
| FTS.PR.G | FixedReset Disc | 56,275 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-25 Maturity Price : 22.44 Evaluated at bid price : 22.82 Bid-YTW : 4.18 % |
| ELF.PR.H | Perpetual-Premium | 53,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-24 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : -9.74 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.G | Perpetual-Discount | Quote: 23.60 – 24.85 Spot Rate : 1.2500 Average : 0.8068 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 15.30 – 16.43 Spot Rate : 1.1300 Average : 0.7028 YTW SCENARIO |
| CU.PR.E | Perpetual-Premium | Quote: 24.45 – 25.45 Spot Rate : 1.0000 Average : 0.6133 YTW SCENARIO |
| BAM.PR.C | Floater | Quote: 14.61 – 15.61 Spot Rate : 1.0000 Average : 0.6521 YTW SCENARIO |
| CIU.PR.A | Perpetual-Discount | Quote: 24.00 – 25.10 Spot Rate : 1.1000 Average : 0.7580 YTW SCENARIO |
| PWF.PF.A | Perpetual-Discount | Quote: 24.25 – 25.15 Spot Rate : 0.9000 Average : 0.5658 YTW SCENARIO |