| 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 | 0.2710 % | 2,489.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2710 % | 4,774.1 |
| Floater | 6.35 % | 6.42 % | 57,764 | 13.24 | 2 | 0.2710 % | 2,751.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1801 % | 3,481.0 |
| SplitShare | 4.89 % | 5.83 % | 40,206 | 3.08 | 8 | 0.1801 % | 4,157.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1801 % | 3,243.5 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2061 % | 2,884.4 |
| Perpetual-Discount | 5.91 % | 6.06 % | 76,380 | 13.80 | 35 | -0.2061 % | 3,145.3 |
| FixedReset Disc | 4.68 % | 5.80 % | 113,856 | 14.17 | 59 | 0.5203 % | 2,527.2 |
| Insurance Straight | 5.85 % | 5.99 % | 86,607 | 13.89 | 19 | 0.0050 % | 3,077.5 |
| FloatingReset | 7.05 % | 7.22 % | 38,922 | 12.21 | 2 | 0.5313 % | 2,611.1 |
| FixedReset Prem | 5.08 % | 4.18 % | 120,784 | 1.87 | 6 | 0.1113 % | 2,608.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5203 % | 2,583.3 |
| FixedReset Ins Non | 4.62 % | 5.96 % | 55,353 | 13.96 | 14 | 0.7123 % | 2,641.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.J | Perpetual-Discount | -2.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.96 % |
| SLF.PR.G | FixedReset Ins Non | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 14.15 Evaluated at bid price : 14.15 Bid-YTW : 6.76 % |
| PWF.PR.G | Perpetual-Discount | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 23.63 Evaluated at bid price : 23.90 Bid-YTW : 6.22 % |
| PWF.PR.O | Perpetual-Discount | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 22.98 Evaluated at bid price : 23.25 Bid-YTW : 6.28 % |
| PWF.PR.H | Perpetual-Discount | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 22.93 Evaluated at bid price : 23.21 Bid-YTW : 6.24 % |
| PWF.PR.E | Perpetual-Discount | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 22.10 Evaluated at bid price : 22.32 Bid-YTW : 6.21 % |
| TRP.PR.F | FloatingReset | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 16.87 Evaluated at bid price : 16.87 Bid-YTW : 7.22 % |
| GWO.PR.Y | Insurance Straight | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 5.80 % |
| TD.PF.A | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 21.30 Evaluated at bid price : 21.60 Bid-YTW : 5.68 % |
| MFC.PR.L | FixedReset Ins Non | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 6.34 % |
| FTS.PR.G | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 19.51 Evaluated at bid price : 19.51 Bid-YTW : 6.43 % |
| CU.PR.C | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 21.89 Evaluated at bid price : 22.35 Bid-YTW : 5.83 % |
| BAM.PR.Z | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 21.70 Evaluated at bid price : 22.10 Bid-YTW : 6.58 % |
| MFC.PR.K | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 21.43 Evaluated at bid price : 21.75 Bid-YTW : 5.82 % |
| MFC.PR.Q | FixedReset Ins Non | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 22.48 Evaluated at bid price : 23.03 Bid-YTW : 5.86 % |
| NA.PR.S | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 21.79 Evaluated at bid price : 22.28 Bid-YTW : 5.73 % |
| CU.PR.F | Perpetual-Discount | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 5.69 % |
| CM.PR.O | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 21.50 Evaluated at bid price : 21.86 Bid-YTW : 5.70 % |
| PVS.PR.K | SplitShare | 1.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 23.30 Bid-YTW : 5.85 % |
| TD.PF.D | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 21.90 Evaluated at bid price : 22.20 Bid-YTW : 5.87 % |
| RY.PR.S | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 23.47 Evaluated at bid price : 23.88 Bid-YTW : 5.41 % |
| GWO.PR.T | Insurance Straight | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 21.70 Evaluated at bid price : 21.70 Bid-YTW : 6.03 % |
| MFC.PR.N | FixedReset Ins Non | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 20.07 Evaluated at bid price : 20.07 Bid-YTW : 6.18 % |
| BAM.PR.T | FixedReset Disc | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 17.07 Evaluated at bid price : 17.07 Bid-YTW : 7.03 % |
| BAM.PR.M | Perpetual-Discount | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 5.96 % |
| IFC.PR.K | Perpetual-Discount | 1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 22.26 Evaluated at bid price : 22.55 Bid-YTW : 5.89 % |
| BAM.PF.B | FixedReset Disc | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 6.88 % |
| TRP.PR.E | FixedReset Disc | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 17.65 Evaluated at bid price : 17.65 Bid-YTW : 7.10 % |
| IFC.PR.G | FixedReset Ins Non | 2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 22.10 Evaluated at bid price : 22.75 Bid-YTW : 5.93 % |
| TD.PF.B | FixedReset Disc | 2.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 5.74 % |
| BAM.PF.E | FixedReset Disc | 2.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.08 % |
| BAM.PF.G | FixedReset Disc | 2.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 7.20 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.I | FixedReset Disc | 89,062 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 24.25 Evaluated at bid price : 24.59 Bid-YTW : 5.33 % |
| TD.PF.B | FixedReset Disc | 58,989 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 5.74 % |
| BAM.PF.H | FixedReset Prem | 53,095 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : 4.18 % |
| BMO.PR.F | FixedReset Prem | 28,193 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 3.72 % |
| PWF.PR.H | Perpetual-Discount | 27,759 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 22.93 Evaluated at bid price : 23.21 Bid-YTW : 6.24 % |
| BAM.PF.E | FixedReset Disc | 21,773 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-08-11 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.08 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.N | Perpetual-Discount | Quote: 19.92 – 23.00 Spot Rate : 3.0800 Average : 1.7171 YTW SCENARIO |
| MFC.PR.B | Insurance Straight | Quote: 20.50 – 21.99 Spot Rate : 1.4900 Average : 0.9501 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 21.20 – 23.50 Spot Rate : 2.3000 Average : 1.8295 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 19.75 – 21.10 Spot Rate : 1.3500 Average : 0.9186 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 14.10 – 15.50 Spot Rate : 1.4000 Average : 0.9894 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 19.75 – 20.88 Spot Rate : 1.1300 Average : 0.8110 YTW SCENARIO |