| 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 % | 40,838 | 20.09 | 1 | -0.0984 % | 2,893.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0661 % | 5,628.8 |
| Floater | 2.83 % | 2.85 % | 57,947 | 20.09 | 3 | 0.0661 % | 3,243.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1377 % | 3,652.8 |
| SplitShare | 4.64 % | 4.43 % | 34,483 | 3.38 | 6 | 0.1377 % | 4,362.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1377 % | 3,403.5 |
| Perpetual-Premium | 5.19 % | -14.70 % | 54,633 | 0.09 | 22 | -0.0749 % | 3,242.4 |
| Perpetual-Discount | 4.78 % | 4.87 % | 58,704 | 15.72 | 11 | -0.0482 % | 3,855.9 |
| FixedReset Disc | 3.92 % | 4.19 % | 110,773 | 16.45 | 44 | -0.4425 % | 2,867.0 |
| Insurance Straight | 4.90 % | 4.56 % | 79,989 | 15.65 | 18 | -0.1082 % | 3,661.0 |
| FloatingReset | 2.64 % | 3.00 % | 55,988 | 19.70 | 2 | 0.7673 % | 2,984.5 |
| FixedReset Prem | 4.75 % | 3.11 % | 101,217 | 1.79 | 26 | -0.2277 % | 2,721.1 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4425 % | 2,930.6 |
| FixedReset Ins Non | 4.09 % | 4.10 % | 64,718 | 16.58 | 17 | -0.0330 % | 2,968.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.C | FixedReset Disc | -6.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-07 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 4.87 % |
| CU.PR.C | FixedReset Disc | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-07 Maturity Price : 22.13 Evaluated at bid price : 22.78 Bid-YTW : 4.46 % |
| BAM.PR.Z | FixedReset Disc | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-07 Maturity Price : 24.18 Evaluated at bid price : 24.65 Bid-YTW : 4.76 % |
| CM.PR.P | FixedReset Disc | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-07 Maturity Price : 22.91 Evaluated at bid price : 23.85 Bid-YTW : 4.08 % |
| BNS.PR.I | FixedReset Prem | -1.47 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-01-27 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 3.89 % |
| FTS.PR.G | FixedReset Disc | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-07 Maturity Price : 22.40 Evaluated at bid price : 22.78 Bid-YTW : 4.30 % |
| TRP.PR.E | FixedReset Disc | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-07 Maturity Price : 21.31 Evaluated at bid price : 21.31 Bid-YTW : 4.74 % |
| BAM.PR.R | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-07 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 4.65 % |
| GWO.PR.S | Insurance Straight | -1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 25.25 Evaluated at bid price : 25.50 Bid-YTW : 4.06 % |
| FTS.PR.K | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-07 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 4.37 % |
| CU.PR.I | FixedReset Prem | -1.10 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.06 Bid-YTW : 3.25 % |
| CM.PR.T | FixedReset Prem | -1.07 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 3.41 % |
| BAM.PR.T | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-07 Maturity Price : 21.49 Evaluated at bid price : 21.80 Bid-YTW : 4.63 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.I | FixedReset Prem | 169,650 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-01-27 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 3.89 % |
| TRP.PR.B | FixedReset Disc | 53,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-07 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 4.75 % |
| TD.PF.A | FixedReset Disc | 36,580 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-07 Maturity Price : 22.91 Evaluated at bid price : 23.79 Bid-YTW : 4.06 % |
| BAM.PR.T | FixedReset Disc | 31,681 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-07 Maturity Price : 21.49 Evaluated at bid price : 21.80 Bid-YTW : 4.63 % |
| MFC.PR.I | FixedReset Ins Non | 23,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-19 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 3.91 % |
| TRP.PR.K | FixedReset Prem | 18,280 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.14 Bid-YTW : 2.27 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.C | FixedReset Disc | Quote: 15.30 – 16.55 Spot Rate : 1.2500 Average : 0.8069 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 20.80 – 21.40 Spot Rate : 0.6000 Average : 0.4434 YTW SCENARIO |
| CM.PR.P | FixedReset Disc | Quote: 23.85 – 24.25 Spot Rate : 0.4000 Average : 0.2461 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 21.11 – 21.75 Spot Rate : 0.6400 Average : 0.4870 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 18.05 – 18.50 Spot Rate : 0.4500 Average : 0.3151 YTW SCENARIO |
| FTS.PR.H | FixedReset Disc | Quote: 17.30 – 18.00 Spot Rate : 0.7000 Average : 0.5741 YTW SCENARIO |