| 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 | -0.3054 % | 2,508.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3054 % | 4,810.3 |
| Floater | 4.96 % | 4.97 % | 47,650 | 15.55 | 3 | -0.3054 % | 2,772.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2280 % | 3,458.0 |
| SplitShare | 4.92 % | 5.82 % | 45,590 | 3.15 | 8 | 0.2280 % | 4,129.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2280 % | 3,222.1 |
| Perpetual-Premium | 6.05 % | 6.17 % | 81,036 | 13.55 | 2 | -0.4943 % | 2,855.4 |
| Perpetual-Discount | 5.99 % | 6.08 % | 65,554 | 13.71 | 34 | -0.1715 % | 3,100.0 |
| FixedReset Disc | 4.67 % | 6.47 % | 119,500 | 13.45 | 57 | -0.0380 % | 2,501.2 |
| Insurance Straight | 6.00 % | 6.12 % | 93,227 | 13.77 | 19 | -0.1779 % | 2,998.0 |
| FloatingReset | 5.83 % | 6.11 % | 48,509 | 13.74 | 2 | 0.9046 % | 2,625.7 |
| FixedReset Prem | 5.08 % | 4.93 % | 136,536 | 1.98 | 9 | -0.0748 % | 2,598.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0380 % | 2,556.7 |
| FixedReset Ins Non | 4.62 % | 6.45 % | 70,688 | 13.39 | 15 | -1.1538 % | 2,599.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.N | FixedReset Ins Non | -6.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 18.44 Evaluated at bid price : 18.44 Bid-YTW : 7.12 % |
| IFC.PR.C | FixedReset Disc | -5.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 7.29 % |
| MFC.PR.J | FixedReset Ins Non | -2.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 22.22 Evaluated at bid price : 22.95 Bid-YTW : 6.35 % |
| MFC.PR.M | FixedReset Ins Non | -2.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 19.28 Evaluated at bid price : 19.28 Bid-YTW : 6.95 % |
| BMO.PR.W | FixedReset Disc | -2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.52 % |
| RY.PR.S | FixedReset Disc | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 23.10 Evaluated at bid price : 23.50 Bid-YTW : 5.95 % |
| RY.PR.N | Perpetual-Discount | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 22.81 Evaluated at bid price : 23.06 Bid-YTW : 5.37 % |
| BIP.PR.F | FixedReset Disc | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 22.70 Evaluated at bid price : 23.12 Bid-YTW : 6.56 % |
| CU.PR.H | Perpetual-Discount | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 21.70 Evaluated at bid price : 21.70 Bid-YTW : 6.12 % |
| IFC.PR.A | FixedReset Ins Non | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 19.11 Evaluated at bid price : 19.11 Bid-YTW : 6.45 % |
| BAM.PF.E | FixedReset Disc | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 7.29 % |
| MFC.PR.K | FixedReset Ins Non | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 6.55 % |
| MFC.PR.L | FixedReset Ins Non | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 18.73 Evaluated at bid price : 18.73 Bid-YTW : 7.00 % |
| IAF.PR.I | FixedReset Ins Non | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 23.37 Evaluated at bid price : 24.00 Bid-YTW : 6.18 % |
| PVS.PR.K | SplitShare | -1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 23.18 Bid-YTW : 5.82 % |
| NA.PR.S | FixedReset Disc | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 6.58 % |
| ELF.PR.H | Perpetual-Discount | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 22.98 Evaluated at bid price : 23.25 Bid-YTW : 6.03 % |
| TD.PF.D | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 21.44 Evaluated at bid price : 21.44 Bid-YTW : 6.43 % |
| GWO.PR.P | Insurance Straight | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 21.81 Evaluated at bid price : 22.05 Bid-YTW : 6.15 % |
| IFC.PR.E | Insurance Straight | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 22.07 Evaluated at bid price : 22.35 Bid-YTW : 5.84 % |
| PWF.PR.L | Perpetual-Discount | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 6.25 % |
| CU.PR.J | Perpetual-Discount | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 6.04 % |
| PWF.PR.P | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 14.30 Evaluated at bid price : 14.30 Bid-YTW : 7.29 % |
| CCS.PR.C | Insurance Straight | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 5.91 % |
| BAM.PF.G | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 7.32 % |
| BMO.PR.S | FixedReset Disc | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.32 % |
| TRP.PR.F | FloatingReset | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 16.55 Evaluated at bid price : 16.55 Bid-YTW : 6.11 % |
| CM.PR.Y | FixedReset Prem | 1.53 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 4.75 % |
| CU.PR.G | Perpetual-Discount | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 5.98 % |
| TRP.PR.D | FixedReset Disc | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 7.32 % |
| PVS.PR.J | SplitShare | 2.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 23.12 Bid-YTW : 6.07 % |
| CM.PR.O | FixedReset Disc | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 21.16 Evaluated at bid price : 21.16 Bid-YTW : 6.27 % |
| IFC.PR.G | FixedReset Ins Non | 2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 21.88 Evaluated at bid price : 22.40 Bid-YTW : 6.43 % |
| BAM.PR.X | FixedReset Disc | 2.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 7.25 % |
| RY.PR.M | FixedReset Disc | 3.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 20.73 Evaluated at bid price : 20.73 Bid-YTW : 6.41 % |
| RY.PR.H | FixedReset Disc | 4.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 6.27 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset Disc | 246,701 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.93 Bid-YTW : 3.43 % |
| PWF.PR.H | Perpetual-Discount | 130,812 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 23.41 Evaluated at bid price : 23.70 Bid-YTW : 6.17 % |
| BMO.PR.T | FixedReset Disc | 121,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 6.41 % |
| CM.PR.O | FixedReset Disc | 108,925 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 21.16 Evaluated at bid price : 21.16 Bid-YTW : 6.27 % |
| PWF.PR.S | Perpetual-Discount | 74,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 19.86 Evaluated at bid price : 19.86 Bid-YTW : 6.16 % |
| PWF.PR.O | Perpetual-Discount | 68,760 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-27 Maturity Price : 23.48 Evaluated at bid price : 23.75 Bid-YTW : 6.21 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.L | FixedReset Ins Non | Quote: 18.73 – 24.35 Spot Rate : 5.6200 Average : 3.3104 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 13.55 – 17.00 Spot Rate : 3.4500 Average : 1.9405 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 22.40 – 24.85 Spot Rate : 2.4500 Average : 1.6669 YTW SCENARIO |
| CU.PR.J | Perpetual-Discount | Quote: 19.90 – 21.99 Spot Rate : 2.0900 Average : 1.3155 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 20.00 – 22.54 Spot Rate : 2.5400 Average : 1.7975 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 17.46 – 20.00 Spot Rate : 2.5400 Average : 1.8869 YTW SCENARIO |