| 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 | 3.21 % | 3.72 % | 25,803 | 19.68 | 1 | 0.5089 % | 2,813.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2585 % | 5,257.2 |
| Floater | 3.34 % | 3.34 % | 60,640 | 18.88 | 3 | -0.2585 % | 3,029.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4408 % | 3,628.5 |
| SplitShare | 4.69 % | 4.14 % | 34,165 | 3.41 | 8 | 0.4408 % | 4,333.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4408 % | 3,380.9 |
| Perpetual-Premium | 5.36 % | -4.39 % | 65,351 | 0.09 | 17 | -0.1726 % | 3,179.2 |
| Perpetual-Discount | 5.14 % | 5.18 % | 71,317 | 15.21 | 16 | -0.0054 % | 3,594.9 |
| FixedReset Disc | 4.12 % | 5.18 % | 122,328 | 15.14 | 45 | -0.0643 % | 2,747.4 |
| Insurance Straight | 5.21 % | 5.14 % | 92,057 | 15.13 | 18 | -0.4007 % | 3,441.3 |
| FloatingReset | 3.14 % | 3.49 % | 46,776 | 18.52 | 2 | -0.7670 % | 2,835.1 |
| FixedReset Prem | 4.79 % | 3.90 % | 148,751 | 2.03 | 23 | -0.0256 % | 2,696.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0643 % | 2,808.4 |
| FixedReset Ins Non | 4.18 % | 5.12 % | 82,066 | 15.38 | 15 | -0.4226 % | 2,868.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -5.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 5.71 % |
| PWF.PR.T | FixedReset Disc | -2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 22.69 Evaluated at bid price : 23.05 Bid-YTW : 5.20 % |
| BAM.PR.T | FixedReset Disc | -1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 20.18 Evaluated at bid price : 20.18 Bid-YTW : 5.59 % |
| IFC.PR.A | FixedReset Ins Non | -1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 5.12 % |
| MFC.PR.N | FixedReset Ins Non | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 21.54 Evaluated at bid price : 21.93 Bid-YTW : 5.22 % |
| MFC.PR.B | Insurance Straight | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 22.22 Evaluated at bid price : 22.50 Bid-YTW : 5.19 % |
| CU.PR.C | FixedReset Disc | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 22.43 Evaluated at bid price : 23.30 Bid-YTW : 5.20 % |
| MFC.PR.C | Insurance Straight | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 22.07 Evaluated at bid price : 22.30 Bid-YTW : 5.07 % |
| BAM.PR.X | FixedReset Disc | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 5.80 % |
| SLF.PR.D | Insurance Straight | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 5.07 % |
| CM.PR.P | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 21.95 Evaluated at bid price : 22.25 Bid-YTW : 5.10 % |
| MFC.PR.J | FixedReset Ins Non | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 24.02 Evaluated at bid price : 24.50 Bid-YTW : 5.15 % |
| MFC.PR.F | FixedReset Ins Non | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 17.08 Evaluated at bid price : 17.08 Bid-YTW : 5.16 % |
| TRP.PR.F | FloatingReset | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 17.52 Evaluated at bid price : 17.52 Bid-YTW : 3.49 % |
| GWO.PR.Y | Insurance Straight | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 22.31 Evaluated at bid price : 22.60 Bid-YTW : 4.99 % |
| FTS.PR.K | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 20.74 Evaluated at bid price : 20.74 Bid-YTW : 5.40 % |
| TRP.PR.G | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 22.12 Evaluated at bid price : 22.60 Bid-YTW : 5.50 % |
| PVS.PR.I | SplitShare | 1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 4.14 % |
| TRP.PR.C | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 5.92 % |
| FTS.PR.M | FixedReset Disc | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 22.18 Evaluated at bid price : 22.55 Bid-YTW : 5.32 % |
| PVS.PR.J | SplitShare | 2.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 24.55 Bid-YTW : 4.84 % |
| CU.PR.E | Perpetual-Discount | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 23.74 Evaluated at bid price : 24.05 Bid-YTW : 5.14 % |
| TRP.PR.D | FixedReset Disc | 2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 5.71 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Disc | 130,415 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-04-01 Maturity Price : 22.19 Evaluated at bid price : 22.55 Bid-YTW : 5.06 % |
| CM.PR.Y | FixedReset Prem | 77,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : 3.56 % |
| TRP.PR.K | FixedReset Prem | 63,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 2.34 % |
| TD.PF.E | FixedReset Disc | 56,625 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 23.80 Bid-YTW : 4.91 % |
| CM.PR.Q | FixedReset Disc | 43,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 23.70 Bid-YTW : 4.79 % |
| IFC.PR.K | Perpetual-Premium | 23,670 | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 5.09 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.P | FixedReset Disc | Quote: 15.75 – 17.00 Spot Rate : 1.2500 Average : 0.9289 YTW SCENARIO |
| PVS.PR.I | SplitShare | Quote: 25.60 – 26.60 Spot Rate : 1.0000 Average : 0.6946 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 23.05 – 23.99 Spot Rate : 0.9400 Average : 0.6835 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 20.30 – 21.24 Spot Rate : 0.9400 Average : 0.6972 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 20.18 – 21.00 Spot Rate : 0.8200 Average : 0.5815 YTW SCENARIO |
| ELF.PR.G | Perpetual-Discount | Quote: 23.20 – 23.80 Spot Rate : 0.6000 Average : 0.3757 YTW SCENARIO |