| 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 % | 3.51 % | 41,224 | 20.05 | 1 | 0.0495 % | 2,879.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0221 % | 5,604.0 |
| Floater | 2.84 % | 2.86 % | 62,985 | 20.04 | 3 | -0.0221 % | 3,229.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0327 % | 3,659.7 |
| SplitShare | 4.63 % | 4.39 % | 33,899 | 3.61 | 6 | 0.0327 % | 4,370.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0327 % | 3,410.0 |
| Perpetual-Premium | 5.23 % | -11.32 % | 56,317 | 0.09 | 22 | 0.1099 % | 3,214.9 |
| Perpetual-Discount | 5.03 % | 4.95 % | 57,366 | 15.55 | 11 | -0.8712 % | 3,660.1 |
| FixedReset Disc | 4.00 % | 4.46 % | 115,923 | 16.43 | 44 | -0.4100 % | 2,810.2 |
| Insurance Straight | 5.04 % | 4.75 % | 86,196 | 15.12 | 18 | -1.0434 % | 3,555.3 |
| FloatingReset | 2.72 % | 3.09 % | 49,916 | 19.47 | 2 | 0.1103 % | 2,947.9 |
| FixedReset Prem | 4.79 % | 3.74 % | 116,529 | 2.08 | 26 | 0.0621 % | 2,699.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4100 % | 2,872.6 |
| FixedReset Ins Non | 4.13 % | 4.38 % | 78,076 | 16.32 | 17 | -0.2687 % | 2,941.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PF.A | Perpetual-Discount | -38.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-15 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 7.60 % |
| GWO.PR.I | Insurance Straight | -21.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-15 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 6.10 % |
| BAM.PF.G | FixedReset Disc | -5.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-15 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 5.36 % |
| TD.PF.E | FixedReset Disc | -3.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-15 Maturity Price : 22.73 Evaluated at bid price : 23.67 Bid-YTW : 4.63 % |
| BAM.PR.X | FixedReset Disc | -2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-15 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 5.08 % |
| MFC.PR.M | FixedReset Ins Non | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-15 Maturity Price : 22.39 Evaluated at bid price : 22.90 Bid-YTW : 4.53 % |
| IFC.PR.E | Insurance Straight | -1.56 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 5.09 % |
| TRP.PR.B | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-15 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 5.12 % |
| MFC.PR.N | FixedReset Ins Non | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-15 Maturity Price : 22.37 Evaluated at bid price : 22.90 Bid-YTW : 4.44 % |
| CM.PR.O | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-15 Maturity Price : 22.77 Evaluated at bid price : 23.43 Bid-YTW : 4.34 % |
| IFC.PR.A | FixedReset Ins Non | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-15 Maturity Price : 21.12 Evaluated at bid price : 21.12 Bid-YTW : 4.24 % |
| CU.PR.J | Perpetual-Premium | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-15 Maturity Price : 24.37 Evaluated at bid price : 24.75 Bid-YTW : 4.79 % |
| MFC.PR.C | Insurance Straight | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-15 Maturity Price : 23.41 Evaluated at bid price : 23.70 Bid-YTW : 4.81 % |
| SLF.PR.C | Insurance Straight | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-15 Maturity Price : 23.55 Evaluated at bid price : 23.82 Bid-YTW : 4.72 % |
| PWF.PR.L | Perpetual-Premium | 1.29 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-17 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : 1.63 % |
| SLF.PR.D | Insurance Straight | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-15 Maturity Price : 23.58 Evaluated at bid price : 23.85 Bid-YTW : 4.71 % |
| BAM.PR.N | Perpetual-Discount | 3.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-15 Maturity Price : 23.68 Evaluated at bid price : 23.95 Bid-YTW : 5.01 % |
| PWF.PR.K | Perpetual-Discount | 3.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-15 Maturity Price : 24.50 Evaluated at bid price : 24.75 Bid-YTW : 5.03 % |
| BAM.PF.B | FixedReset Disc | 5.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-15 Maturity Price : 22.81 Evaluated at bid price : 23.13 Bid-YTW : 4.86 % |
| BAM.PR.M | Perpetual-Discount | 28.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-15 Maturity Price : 23.68 Evaluated at bid price : 23.95 Bid-YTW : 5.01 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Z | FixedReset Disc | 190,537 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-15 Maturity Price : 23.05 Evaluated at bid price : 23.35 Bid-YTW : 4.27 % |
| MFC.PR.R | FixedReset Ins Non | 130,475 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : 1.76 % |
| TRP.PR.K | FixedReset Prem | 98,550 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.06 Bid-YTW : 3.57 % |
| MFC.PR.Q | FixedReset Ins Non | 55,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-15 Maturity Price : 23.76 Evaluated at bid price : 24.94 Bid-YTW : 4.40 % |
| CM.PR.R | FixedReset Prem | 51,910 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 3.61 % |
| TD.PF.L | FixedReset Prem | 50,250 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.95 Bid-YTW : 3.51 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PF.A | Perpetual-Discount | Quote: 15.00 – 24.40 Spot Rate : 9.4000 Average : 5.0257 YTW SCENARIO |
| GWO.PR.I | Insurance Straight | Quote: 18.75 – 24.20 Spot Rate : 5.4500 Average : 2.9707 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 20.75 – 22.75 Spot Rate : 2.0000 Average : 1.3694 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 23.67 – 24.67 Spot Rate : 1.0000 Average : 0.6087 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 18.00 – 19.24 Spot Rate : 1.2400 Average : 0.9160 YTW SCENARIO |
| CU.PR.I | FixedReset Prem | Quote: 25.60 – 26.50 Spot Rate : 0.9000 Average : 0.6149 YTW SCENARIO |