Sorry this is so late!
| 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 | 0.9142 % | 2,544.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9142 % | 4,880.3 |
| Floater | 4.89 % | 4.90 % | 51,832 | 15.71 | 3 | 0.9142 % | 2,812.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0669 % | 3,473.7 |
| SplitShare | 4.90 % | 5.48 % | 40,057 | 3.18 | 8 | -0.0669 % | 4,148.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0669 % | 3,236.7 |
| Perpetual-Premium | 5.91 % | 6.02 % | 80,110 | 13.79 | 2 | 1.8096 % | 2,926.3 |
| Perpetual-Discount | 5.92 % | 6.04 % | 63,026 | 13.78 | 34 | 0.6780 % | 3,132.0 |
| FixedReset Disc | 4.68 % | 6.61 % | 119,113 | 13.26 | 57 | 0.4480 % | 2,493.9 |
| Insurance Straight | 5.95 % | 5.99 % | 91,378 | 13.94 | 19 | 0.4032 % | 3,021.6 |
| FloatingReset | 5.38 % | 5.54 % | 47,890 | 14.63 | 2 | -3.8037 % | 2,545.4 |
| FixedReset Prem | 5.10 % | 5.13 % | 137,704 | 1.98 | 9 | 0.2391 % | 2,588.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4480 % | 2,549.3 |
| FixedReset Ins Non | 4.49 % | 6.47 % | 77,276 | 13.54 | 15 | 0.3264 % | 2,672.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.J | FloatingReset | -7.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 14.95 Evaluated at bid price : 14.95 Bid-YTW : 5.22 % |
| GWO.PR.Y | Insurance Straight | -2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 6.25 % |
| IFC.PR.E | Insurance Straight | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 21.68 Evaluated at bid price : 22.00 Bid-YTW : 5.92 % |
| TRP.PR.C | FixedReset Disc | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 13.40 Evaluated at bid price : 13.40 Bid-YTW : 7.86 % |
| SLF.PR.D | Insurance Straight | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 5.88 % |
| CCS.PR.C | Insurance Straight | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 21.18 Evaluated at bid price : 21.18 Bid-YTW : 5.93 % |
| BMO.PR.S | FixedReset Disc | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 20.62 Evaluated at bid price : 20.62 Bid-YTW : 6.70 % |
| IFC.PR.K | Perpetual-Discount | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 21.97 Evaluated at bid price : 22.26 Bid-YTW : 5.91 % |
| PVS.PR.J | SplitShare | -1.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 23.00 Bid-YTW : 6.14 % |
| PWF.PR.G | Perpetual-Premium | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 24.60 Evaluated at bid price : 24.85 Bid-YTW : 6.02 % |
| BAM.PF.J | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.80 Bid-YTW : 5.98 % |
| BAM.PR.M | Perpetual-Discount | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.03 % |
| GWO.PR.M | Insurance Straight | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 24.00 Evaluated at bid price : 24.25 Bid-YTW : 6.00 % |
| TRP.PR.G | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.99 % |
| BAM.PR.Z | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 22.82 Evaluated at bid price : 23.55 Bid-YTW : 6.64 % |
| TRP.PR.E | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 7.45 % |
| GWO.PR.Q | Insurance Straight | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 6.10 % |
| BIP.PR.E | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 23.17 Evaluated at bid price : 23.80 Bid-YTW : 6.60 % |
| SLF.PR.C | Insurance Straight | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 19.51 Evaluated at bid price : 19.51 Bid-YTW : 5.73 % |
| CU.PR.J | Perpetual-Discount | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 19.86 Evaluated at bid price : 19.86 Bid-YTW : 6.04 % |
| BAM.PF.G | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 7.37 % |
| GWO.PR.R | Insurance Straight | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 19.83 Evaluated at bid price : 19.83 Bid-YTW : 6.08 % |
| FTS.PR.F | Perpetual-Discount | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 6.01 % |
| BAM.PF.C | Perpetual-Discount | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 6.12 % |
| TRP.PR.B | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 12.85 Evaluated at bid price : 12.85 Bid-YTW : 7.85 % |
| PWF.PR.H | Perpetual-Discount | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 23.83 Evaluated at bid price : 24.08 Bid-YTW : 6.06 % |
| CU.PR.F | Perpetual-Discount | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.01 % |
| GWO.PR.I | Insurance Straight | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.92 % |
| TRP.PR.D | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 7.43 % |
| FTS.PR.M | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 20.07 Evaluated at bid price : 20.07 Bid-YTW : 6.96 % |
| BAM.PR.C | Floater | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 13.23 Evaluated at bid price : 13.23 Bid-YTW : 4.90 % |
| FTS.PR.J | Perpetual-Discount | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 5.94 % |
| BMO.PR.W | FixedReset Disc | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 20.46 Evaluated at bid price : 20.46 Bid-YTW : 6.57 % |
| IFC.PR.I | Perpetual-Discount | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 22.66 Evaluated at bid price : 22.95 Bid-YTW : 5.89 % |
| MIC.PR.A | Perpetual-Discount | 2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 21.34 Evaluated at bid price : 21.65 Bid-YTW : 6.25 % |
| SLF.PR.E | Insurance Straight | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 19.96 Evaluated at bid price : 19.96 Bid-YTW : 5.66 % |
| POW.PR.G | Perpetual-Discount | 2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 23.91 Evaluated at bid price : 24.15 Bid-YTW : 5.90 % |
| CM.PR.Q | FixedReset Disc | 2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 6.58 % |
| POW.PR.C | Perpetual-Premium | 2.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 24.35 Evaluated at bid price : 24.66 Bid-YTW : 5.98 % |
| GWO.PR.P | Insurance Straight | 2.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 22.31 Evaluated at bid price : 22.58 Bid-YTW : 5.99 % |
| IFC.PR.G | FixedReset Ins Non | 2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 22.01 Evaluated at bid price : 22.61 Bid-YTW : 6.47 % |
| TRP.PR.A | FixedReset Disc | 2.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 16.19 Evaluated at bid price : 16.19 Bid-YTW : 7.66 % |
| NA.PR.W | FixedReset Disc | 3.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 20.45 Evaluated at bid price : 20.45 Bid-YTW : 6.58 % |
| IFC.PR.C | FixedReset Disc | 3.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.57 % |
| CU.PR.G | Perpetual-Discount | 4.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 19.33 Evaluated at bid price : 19.33 Bid-YTW : 5.88 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.E | FixedReset Disc | 28,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 22.18 Evaluated at bid price : 22.90 Bid-YTW : 6.46 % |
| RS.PR.A | SplitShare | 21,600 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.09 Bid-YTW : 5.28 % |
| TD.PF.I | FixedReset Disc | 17,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 23.97 Evaluated at bid price : 24.70 Bid-YTW : 6.46 % |
| BAM.PR.Z | FixedReset Disc | 14,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 22.82 Evaluated at bid price : 23.55 Bid-YTW : 6.64 % |
| MFC.PR.J | FixedReset Ins Non | 14,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 23.05 Evaluated at bid price : 23.70 Bid-YTW : 6.26 % |
| CU.PR.F | Perpetual-Discount | 14,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-17 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.01 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.H | FixedReset Ins Non | Quote: 18.00 – 23.50 Spot Rate : 5.5000 Average : 3.4127 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 21.18 – 24.25 Spot Rate : 3.0700 Average : 1.8524 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 20.01 – 22.48 Spot Rate : 2.4700 Average : 1.5138 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 21.25 – 23.10 Spot Rate : 1.8500 Average : 1.1608 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 21.01 – 22.92 Spot Rate : 1.9100 Average : 1.2399 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 20.43 – 22.00 Spot Rate : 1.5700 Average : 1.0457 YTW SCENARIO |