| 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 % | 3.49 % | 39,018 | 20.06 | 1 | 0.3465 % | 2,887.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0889 % | 5,565.6 |
| Floater | 2.86 % | 2.89 % | 68,067 | 19.98 | 3 | -0.0889 % | 3,207.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4570 % | 3,645.6 |
| SplitShare | 4.65 % | 4.49 % | 31,143 | 3.34 | 6 | -0.4570 % | 4,353.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4570 % | 3,396.8 |
| Perpetual-Premium | 5.24 % | 1.67 % | 54,933 | 0.09 | 22 | 0.2254 % | 3,214.2 |
| Perpetual-Discount | 4.90 % | 4.96 % | 59,245 | 15.52 | 11 | -0.0950 % | 3,759.0 |
| FixedReset Disc | 4.08 % | 4.47 % | 115,446 | 16.26 | 44 | 0.1176 % | 2,754.6 |
| Insurance Straight | 5.00 % | 4.74 % | 84,152 | 15.43 | 18 | 0.3986 % | 3,589.3 |
| FloatingReset | 2.72 % | 2.38 % | 61,093 | 21.36 | 2 | 0.0551 % | 2,950.4 |
| FixedReset Prem | 4.79 % | 3.75 % | 108,495 | 2.07 | 26 | 0.1349 % | 2,699.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1176 % | 2,815.8 |
| FixedReset Ins Non | 4.15 % | 4.45 % | 76,610 | 16.31 | 17 | -0.1958 % | 2,924.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.M | FixedReset Disc | -42.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 13.88 Evaluated at bid price : 13.88 Bid-YTW : 7.40 % |
| PWF.PR.P | FixedReset Disc | -11.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 15.35 Evaluated at bid price : 15.35 Bid-YTW : 5.11 % |
| CIU.PR.A | Perpetual-Discount | -4.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 22.71 Evaluated at bid price : 23.00 Bid-YTW : 5.00 % |
| SLF.PR.H | FixedReset Ins Non | -4.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 4.45 % |
| BAM.PR.T | FixedReset Disc | -3.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 5.16 % |
| BAM.PF.B | FixedReset Disc | -3.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 21.63 Evaluated at bid price : 22.05 Bid-YTW : 5.09 % |
| TRP.PR.B | FixedReset Disc | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 13.25 Evaluated at bid price : 13.25 Bid-YTW : 5.40 % |
| TRP.PR.C | FixedReset Disc | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 4.97 % |
| SLF.PR.G | FixedReset Ins Non | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 4.31 % |
| BMO.PR.T | FixedReset Disc | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 22.24 Evaluated at bid price : 22.60 Bid-YTW : 4.42 % |
| PVS.PR.J | SplitShare | -1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : 4.46 % |
| BAM.PR.R | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 20.04 Evaluated at bid price : 20.04 Bid-YTW : 4.94 % |
| FTS.PR.H | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 16.65 Evaluated at bid price : 16.65 Bid-YTW : 4.55 % |
| CU.PR.C | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 22.18 Evaluated at bid price : 22.85 Bid-YTW : 4.58 % |
| GWO.PR.N | FixedReset Ins Non | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 4.23 % |
| BAM.PR.X | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 5.03 % |
| PWF.PR.K | Perpetual-Discount | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 24.50 Evaluated at bid price : 24.73 Bid-YTW : 5.04 % |
| RY.PR.J | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.35 Bid-YTW : 4.06 % |
| FTS.PR.J | Perpetual-Premium | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 23.53 Evaluated at bid price : 23.80 Bid-YTW : 4.99 % |
| BAM.PR.Z | FixedReset Disc | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 24.24 Evaluated at bid price : 24.70 Bid-YTW : 4.88 % |
| TD.PF.E | FixedReset Disc | 1.87 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 3.89 % |
| MFC.PR.M | FixedReset Ins Non | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 22.58 Evaluated at bid price : 23.20 Bid-YTW : 4.47 % |
| PWF.PR.L | Perpetual-Premium | 2.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-20 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 3.13 % |
| SLF.PR.E | Insurance Straight | 2.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 23.43 Evaluated at bid price : 23.72 Bid-YTW : 4.79 % |
| EMA.PR.L | Perpetual-Discount | 3.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 23.52 Evaluated at bid price : 23.85 Bid-YTW : 4.83 % |
| NA.PR.W | FixedReset Disc | 4.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 22.62 Evaluated at bid price : 23.30 Bid-YTW : 4.31 % |
| BAM.PF.G | FixedReset Disc | 6.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 21.72 Evaluated at bid price : 22.00 Bid-YTW : 5.04 % |
| BAM.PF.F | FixedReset Disc | 6.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 22.49 Evaluated at bid price : 23.00 Bid-YTW : 5.02 % |
| TRP.PR.G | FixedReset Disc | 92.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 22.69 Evaluated at bid price : 23.60 Bid-YTW : 4.70 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.C | FixedReset Prem | 119,077 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.21 Bid-YTW : 3.39 % |
| CM.PR.R | FixedReset Prem | 36,990 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : 3.49 % |
| CM.PR.T | FixedReset Prem | 35,099 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.85 Bid-YTW : 3.75 % |
| POW.PR.G | Perpetual-Premium | 19,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-20 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : -16.29 % |
| SLF.PR.E | Insurance Straight | 17,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-18 Maturity Price : 23.43 Evaluated at bid price : 23.72 Bid-YTW : 4.79 % |
| PVS.PR.J | SplitShare | 13,659 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : 4.46 % |
| There were 9 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: 13.88 – 24.18 Spot Rate : 10.3000 Average : 5.4696 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 15.35 – 17.28 Spot Rate : 1.9300 Average : 1.1111 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 20.32 – 22.34 Spot Rate : 2.0200 Average : 1.3839 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 21.30 – 22.25 Spot Rate : 0.9500 Average : 0.5708 YTW SCENARIO |
| IAF.PR.B | Insurance Straight | Quote: 24.04 – 25.00 Spot Rate : 0.9600 Average : 0.6155 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 22.75 – 23.75 Spot Rate : 1.0000 Average : 0.6643 YTW SCENARIO |