| 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 | -0.1152 % | 2,499.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1152 % | 4,794.3 |
| Floater | 6.32 % | 6.44 % | 66,765 | 13.17 | 2 | -0.1152 % | 2,763.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1779 % | 3,474.0 |
| SplitShare | 4.90 % | 5.18 % | 34,643 | 3.02 | 8 | 0.1779 % | 4,148.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1779 % | 3,236.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1909 % | 2,837.1 |
| Perpetual-Discount | 6.01 % | 6.15 % | 62,259 | 13.61 | 35 | -0.1909 % | 3,093.7 |
| FixedReset Disc | 4.73 % | 6.35 % | 93,418 | 13.37 | 58 | -0.0620 % | 2,504.2 |
| Insurance Straight | 6.04 % | 6.07 % | 79,724 | 13.86 | 19 | -0.1968 % | 2,980.4 |
| FloatingReset | 7.58 % | 7.71 % | 38,063 | 11.77 | 2 | -0.3389 % | 2,625.7 |
| FixedReset Prem | 5.11 % | 4.65 % | 99,340 | 1.81 | 6 | -0.2494 % | 2,593.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0620 % | 2,559.8 |
| FixedReset Ins Non | 4.70 % | 6.70 % | 54,946 | 13.32 | 14 | 0.3117 % | 2,593.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CM.PR.P | FixedReset Disc | -7.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.66 % |
| IFC.PR.C | FixedReset Disc | -2.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 7.00 % |
| NA.PR.W | FixedReset Disc | -2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.53 % |
| IFC.PR.A | FixedReset Ins Non | -2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.79 % |
| BIP.PR.F | FixedReset Disc | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 22.42 Evaluated at bid price : 22.85 Bid-YTW : 6.68 % |
| IFC.PR.K | Perpetual-Discount | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 21.71 Evaluated at bid price : 22.00 Bid-YTW : 6.07 % |
| IFC.PR.G | FixedReset Ins Non | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 21.61 Evaluated at bid price : 22.00 Bid-YTW : 6.70 % |
| BMO.PR.Y | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 6.51 % |
| CM.PR.T | FixedReset Prem | -1.34 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 5.52 % |
| BAM.PF.E | FixedReset Disc | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 7.75 % |
| GWO.PR.Y | Insurance Straight | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 18.77 Evaluated at bid price : 18.77 Bid-YTW : 6.00 % |
| SLF.PR.H | FixedReset Ins Non | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 6.89 % |
| TRP.PR.C | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 13.48 Evaluated at bid price : 13.48 Bid-YTW : 7.78 % |
| MFC.PR.L | FixedReset Ins Non | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 18.31 Evaluated at bid price : 18.31 Bid-YTW : 7.21 % |
| GWO.PR.N | FixedReset Ins Non | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 13.86 Evaluated at bid price : 13.86 Bid-YTW : 7.10 % |
| MFC.PR.Q | FixedReset Ins Non | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 22.09 Evaluated at bid price : 22.74 Bid-YTW : 6.37 % |
| GWO.PR.S | Insurance Straight | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 21.38 Evaluated at bid price : 21.38 Bid-YTW : 6.15 % |
| BAM.PR.T | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 16.71 Evaluated at bid price : 16.71 Bid-YTW : 7.67 % |
| TD.PF.E | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 21.89 Evaluated at bid price : 22.20 Bid-YTW : 6.34 % |
| BMO.PR.W | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 6.21 % |
| NA.PR.S | FixedReset Disc | 4.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 21.49 Evaluated at bid price : 21.85 Bid-YTW : 6.36 % |
| MFC.PR.N | FixedReset Ins Non | 11.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 6.24 % |
| CM.PR.Q | FixedReset Disc | 12.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 21.59 Evaluated at bid price : 22.00 Bid-YTW : 6.31 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.T | Insurance Straight | 40,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.07 % |
| GWO.PR.Q | Insurance Straight | 26,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 6.13 % |
| IFC.PR.A | FixedReset Ins Non | 24,545 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 6.79 % |
| GWO.PR.G | Insurance Straight | 16,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 6.14 % |
| NA.PR.S | FixedReset Disc | 16,466 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-09-01 Maturity Price : 21.49 Evaluated at bid price : 21.85 Bid-YTW : 6.36 % |
| There were 0 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: 18.31 – 24.35 Spot Rate : 6.0400 Average : 3.2863 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 19.16 – 24.43 Spot Rate : 5.2700 Average : 3.9499 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 19.17 – 22.00 Spot Rate : 2.8300 Average : 1.6662 YTW SCENARIO |
| BAM.PR.M | Perpetual-Discount | Quote: 19.70 – 22.00 Spot Rate : 2.3000 Average : 1.3195 YTW SCENARIO |
| CM.PR.P | FixedReset Disc | Quote: 20.00 – 21.65 Spot Rate : 1.6500 Average : 0.9774 YTW SCENARIO |
| FTS.PR.G | FixedReset Disc | Quote: 18.65 – 19.99 Spot Rate : 1.3400 Average : 0.9795 YTW SCENARIO |