| 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 | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1900 % | 2,691.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1900 % | 5,161.5 |
| Floater | 4.62 % | 4.69 % | 44,753 | 15.97 | 3 | -0.1900 % | 2,974.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1315 % | 3,538.7 |
| SplitShare | 4.81 % | 4.81 % | 36,441 | 3.21 | 8 | 0.1315 % | 4,225.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1315 % | 3,297.3 |
| Perpetual-Premium | 5.78 % | -12.77 % | 64,505 | 0.08 | 2 | -0.2169 % | 2,991.4 |
| Perpetual-Discount | 5.57 % | 5.68 % | 61,760 | 14.34 | 34 | 0.3753 % | 3,332.0 |
| FixedReset Disc | 4.38 % | 5.86 % | 127,249 | 13.89 | 57 | 0.1852 % | 2,665.6 |
| Insurance Straight | 5.51 % | 5.56 % | 89,844 | 14.61 | 19 | 0.4201 % | 3,264.8 |
| FloatingReset | 4.88 % | 5.05 % | 49,950 | 15.45 | 2 | 0.2972 % | 2,739.3 |
| FixedReset Prem | 5.00 % | 4.21 % | 121,021 | 2.02 | 9 | -0.1774 % | 2,638.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1852 % | 2,724.8 |
| FixedReset Ins Non | 4.29 % | 5.83 % | 72,991 | 14.11 | 15 | 0.0716 % | 2,794.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.M | FixedReset Disc | -5.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.18 % |
| MFC.PR.Q | FixedReset Ins Non | -4.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 22.86 Evaluated at bid price : 23.40 Bid-YTW : 5.98 % |
| CU.PR.G | Perpetual-Discount | -2.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 5.68 % |
| BAM.PR.T | FixedReset Disc | -2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 19.41 Evaluated at bid price : 19.41 Bid-YTW : 6.46 % |
| TRP.PR.D | FixedReset Disc | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 20.43 Evaluated at bid price : 20.43 Bid-YTW : 6.57 % |
| BAM.PF.I | FixedReset Prem | -1.73 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 5.19 % |
| GWO.PR.P | Insurance Straight | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 5.62 % |
| BIP.PR.A | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 22.18 Evaluated at bid price : 22.60 Bid-YTW : 6.79 % |
| CM.PR.Q | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 22.33 Evaluated at bid price : 22.85 Bid-YTW : 5.87 % |
| PVS.PR.H | SplitShare | 1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 24.65 Bid-YTW : 5.07 % |
| GWO.PR.Y | Insurance Straight | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 5.46 % |
| CM.PR.O | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 22.14 Evaluated at bid price : 22.40 Bid-YTW : 5.84 % |
| GWO.PR.N | FixedReset Ins Non | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 6.13 % |
| POW.PR.B | Perpetual-Discount | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 23.71 Evaluated at bid price : 24.02 Bid-YTW : 5.65 % |
| NA.PR.W | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 22.00 Evaluated at bid price : 22.30 Bid-YTW : 5.77 % |
| FTS.PR.H | FixedReset Disc | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 16.15 Evaluated at bid price : 16.15 Bid-YTW : 6.32 % |
| CU.PR.D | Perpetual-Discount | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 5.60 % |
| CU.PR.F | Perpetual-Discount | 3.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 20.62 Evaluated at bid price : 20.62 Bid-YTW : 5.50 % |
| CU.PR.H | Perpetual-Discount | 3.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 22.91 Evaluated at bid price : 23.20 Bid-YTW : 5.69 % |
| BAM.PF.D | Perpetual-Discount | 3.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 22.33 Evaluated at bid price : 22.60 Bid-YTW : 5.51 % |
| SLF.PR.D | Insurance Straight | 8.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 21.38 Evaluated at bid price : 21.65 Bid-YTW : 5.13 % |
| MFC.PR.F | FixedReset Ins Non | 10.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 6.07 % |
| BMO.PR.W | FixedReset Disc | 10.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 21.99 Evaluated at bid price : 22.25 Bid-YTW : 5.77 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.E | FixedReset Disc | 251,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-11-25 Maturity Price : 25.00 Evaluated at bid price : 24.86 Bid-YTW : 5.40 % |
| TD.PF.D | FixedReset Disc | 130,550 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 22.42 Evaluated at bid price : 23.00 Bid-YTW : 5.85 % |
| TD.PF.C | FixedReset Disc | 118,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 22.25 Evaluated at bid price : 22.65 Bid-YTW : 5.68 % |
| NA.PR.E | FixedReset Disc | 93,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 24.39 Evaluated at bid price : 24.80 Bid-YTW : 5.71 % |
| MFC.PR.I | FixedReset Ins Non | 71,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-19 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 3.15 % |
| GWO.PR.Y | Insurance Straight | 63,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-07 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 5.46 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.J | FloatingReset | Quote: 16.20 – 25.00 Spot Rate : 8.8000 Average : 6.8614 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 20.00 – 24.40 Spot Rate : 4.4000 Average : 2.8087 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 19.95 – 23.50 Spot Rate : 3.5500 Average : 2.2185 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 19.95 – 24.84 Spot Rate : 4.8900 Average : 3.6379 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 20.99 – 24.35 Spot Rate : 3.3600 Average : 2.4621 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 23.00 – 24.95 Spot Rate : 1.9500 Average : 1.1559 YTW SCENARIO |