| 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 | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4026 % | 2,554.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4026 % | 4,900.0 |
| Floater | 4.87 % | 4.87 % | 51,784 | 15.74 | 3 | 0.4026 % | 2,823.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4633 % | 3,489.8 |
| SplitShare | 4.87 % | 5.51 % | 40,423 | 3.18 | 8 | 0.4633 % | 4,167.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4633 % | 3,251.7 |
| Perpetual-Premium | 5.95 % | 6.07 % | 79,257 | 13.72 | 2 | -0.6261 % | 2,908.0 |
| Perpetual-Discount | 5.95 % | 6.07 % | 63,270 | 13.73 | 34 | -0.5033 % | 3,116.2 |
| FixedReset Disc | 4.67 % | 6.66 % | 116,924 | 13.27 | 57 | 0.2264 % | 2,499.5 |
| Insurance Straight | 5.99 % | 6.09 % | 88,084 | 13.80 | 19 | -0.6743 % | 3,001.2 |
| FloatingReset | 5.60 % | 5.89 % | 46,206 | 14.07 | 2 | 3.1569 % | 2,625.7 |
| FixedReset Prem | 5.11 % | 5.21 % | 135,585 | 1.98 | 9 | -0.2032 % | 2,583.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2264 % | 2,555.0 |
| FixedReset Ins Non | 4.47 % | 6.47 % | 77,735 | 13.46 | 15 | 0.4653 % | 2,684.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| NA.PR.W | FixedReset Disc | -3.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.87 % |
| IFC.PR.F | Insurance Straight | -3.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 21.60 Evaluated at bid price : 21.90 Bid-YTW : 6.07 % |
| PWF.PR.S | Perpetual-Discount | -2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.27 % |
| SLF.PR.E | Insurance Straight | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 5.80 % |
| BAM.PF.C | Perpetual-Discount | -2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 6.27 % |
| BAM.PR.M | Perpetual-Discount | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 6.16 % |
| IFC.PR.C | FixedReset Disc | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.75 % |
| GWO.PR.I | Insurance Straight | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 18.74 Evaluated at bid price : 18.74 Bid-YTW : 6.04 % |
| CU.PR.D | Perpetual-Discount | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.04 % |
| FTS.PR.K | FixedReset Disc | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 7.36 % |
| TRP.PR.D | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 7.62 % |
| CU.PR.F | Perpetual-Discount | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 18.61 Evaluated at bid price : 18.61 Bid-YTW : 6.11 % |
| GWO.PR.R | Insurance Straight | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 19.53 Evaluated at bid price : 19.53 Bid-YTW : 6.18 % |
| GWO.PR.M | Insurance Straight | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 23.62 Evaluated at bid price : 23.89 Bid-YTW : 6.09 % |
| GWO.PR.P | Insurance Straight | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 22.01 Evaluated at bid price : 22.25 Bid-YTW : 6.09 % |
| SLF.PR.C | Insurance Straight | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 19.24 Evaluated at bid price : 19.24 Bid-YTW : 5.81 % |
| MFC.PR.C | Insurance Straight | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 5.87 % |
| BAM.PF.J | FixedReset Disc | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 23.84 Evaluated at bid price : 24.51 Bid-YTW : 6.59 % |
| PWF.PR.H | Perpetual-Discount | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 23.53 Evaluated at bid price : 23.80 Bid-YTW : 6.13 % |
| SLF.PR.H | FixedReset Ins Non | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 6.88 % |
| MFC.PR.B | Insurance Straight | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 5.90 % |
| GWO.PR.H | Insurance Straight | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 19.88 Evaluated at bid price : 19.88 Bid-YTW : 6.13 % |
| POW.PR.B | Perpetual-Discount | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 21.73 Evaluated at bid price : 21.98 Bid-YTW : 6.20 % |
| PVS.PR.I | SplitShare | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.45 Bid-YTW : 5.56 % |
| CCS.PR.C | Insurance Straight | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 5.87 % |
| MFC.PR.M | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 6.67 % |
| PVS.PR.J | SplitShare | 1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 23.25 Bid-YTW : 5.93 % |
| BAM.PF.B | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 20.41 Evaluated at bid price : 20.41 Bid-YTW : 7.19 % |
| BAM.PR.T | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 7.31 % |
| NA.PR.E | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 22.64 Evaluated at bid price : 23.20 Bid-YTW : 6.45 % |
| BAM.PF.E | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 18.78 Evaluated at bid price : 18.78 Bid-YTW : 7.34 % |
| SLF.PR.D | Insurance Straight | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 19.27 Evaluated at bid price : 19.27 Bid-YTW : 5.80 % |
| BAM.PR.R | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 17.47 Evaluated at bid price : 17.47 Bid-YTW : 7.28 % |
| TRP.PR.G | FixedReset Disc | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 20.62 Evaluated at bid price : 20.62 Bid-YTW : 6.93 % |
| TD.PF.E | FixedReset Disc | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 6.65 % |
| GWO.PR.Y | Insurance Straight | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 18.47 Evaluated at bid price : 18.47 Bid-YTW : 6.12 % |
| CM.PR.O | FixedReset Disc | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.57 % |
| TRP.PR.C | FixedReset Disc | 2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 13.74 Evaluated at bid price : 13.74 Bid-YTW : 7.76 % |
| NA.PR.S | FixedReset Disc | 3.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 21.16 Evaluated at bid price : 21.16 Bid-YTW : 6.71 % |
| MFC.PR.K | FixedReset Ins Non | 4.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 21.62 Evaluated at bid price : 22.02 Bid-YTW : 6.33 % |
| SLF.PR.J | FloatingReset | 6.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 15.85 Evaluated at bid price : 15.85 Bid-YTW : 5.32 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.K | FixedReset Disc | 106,890 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 22.56 Evaluated at bid price : 23.00 Bid-YTW : 6.48 % |
| TRP.PR.G | FixedReset Disc | 76,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 20.62 Evaluated at bid price : 20.62 Bid-YTW : 6.93 % |
| BAM.PR.N | Perpetual-Discount | 58,640 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 19.28 Evaluated at bid price : 19.28 Bid-YTW : 6.19 % |
| SLF.PR.D | Insurance Straight | 47,501 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 19.27 Evaluated at bid price : 19.27 Bid-YTW : 5.80 % |
| SLF.PR.E | Insurance Straight | 31,483 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 5.80 % |
| MFC.PR.I | FixedReset Ins Non | 27,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-20 Maturity Price : 23.91 Evaluated at bid price : 24.75 Bid-YTW : 6.35 % |
| There were 6 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: 15.85 – 25.00 Spot Rate : 9.1500 Average : 6.5752 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 18.61 – 22.75 Spot Rate : 4.1400 Average : 2.5180 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 19.30 – 23.00 Spot Rate : 3.7000 Average : 2.4236 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 17.80 – 23.50 Spot Rate : 5.7000 Average : 4.6089 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 20.41 – 22.65 Spot Rate : 2.2400 Average : 1.3805 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 19.10 – 21.64 Spot Rate : 2.5400 Average : 1.6848 YTW SCENARIO |