| 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 | 0.2797 % | 2,412.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2797 % | 4,626.6 |
| Floater | 7.60 % | 7.65 % | 60,082 | 11.80 | 2 | 0.2797 % | 2,666.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2190 % | 3,363.9 |
| SplitShare | 5.07 % | 6.52 % | 32,534 | 3.09 | 7 | -0.2190 % | 4,017.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2190 % | 3,134.4 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5171 % | 2,668.2 |
| Perpetual-Discount | 6.38 % | 6.54 % | 70,793 | 13.11 | 33 | 0.5171 % | 2,909.5 |
| FixedReset Disc | 5.11 % | 6.86 % | 87,549 | 12.95 | 54 | 0.0164 % | 2,319.6 |
| Insurance Straight | 6.32 % | 6.40 % | 76,878 | 13.37 | 19 | 0.5123 % | 2,845.3 |
| FloatingReset | 8.55 % | 8.85 % | 36,292 | 10.56 | 2 | 0.4822 % | 2,537.2 |
| FixedReset Prem | 5.38 % | 6.89 % | 96,110 | 12.65 | 9 | -0.0326 % | 2,454.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0164 % | 2,371.1 |
| FixedReset Ins Non | 5.50 % | 7.46 % | 59,414 | 12.47 | 13 | 0.0257 % | 2,337.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.F | Insurance Straight | -4.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.52 % |
| IFC.PR.C | FixedReset Disc | -2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 7.76 % |
| TRP.PR.G | FixedReset Disc | -1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 18.13 Evaluated at bid price : 18.13 Bid-YTW : 7.75 % |
| CU.PR.C | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 19.99 Evaluated at bid price : 19.99 Bid-YTW : 7.01 % |
| RY.PR.S | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 21.42 Evaluated at bid price : 21.75 Bid-YTW : 6.48 % |
| NA.PR.W | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 6.89 % |
| IFC.PR.K | Perpetual-Discount | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.30 % |
| BAM.PF.I | FixedReset Prem | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 21.66 Evaluated at bid price : 22.00 Bid-YTW : 7.52 % |
| PVS.PR.H | SplitShare | -1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.81 Bid-YTW : 6.07 % |
| NA.PR.S | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 20.01 Evaluated at bid price : 20.01 Bid-YTW : 6.97 % |
| BMO.PR.T | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 6.85 % |
| PWF.PR.O | Perpetual-Discount | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 22.06 Evaluated at bid price : 22.35 Bid-YTW : 6.61 % |
| BAM.PR.M | Perpetual-Discount | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 18.13 Evaluated at bid price : 18.13 Bid-YTW : 6.61 % |
| MFC.PR.B | Insurance Straight | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 18.81 Evaluated at bid price : 18.81 Bid-YTW : 6.25 % |
| MFC.PR.K | FixedReset Ins Non | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 7.45 % |
| SLF.PR.C | Insurance Straight | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 6.25 % |
| GWO.PR.G | Insurance Straight | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 6.48 % |
| BAM.PF.E | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 8.26 % |
| RY.PR.H | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 19.71 Evaluated at bid price : 19.71 Bid-YTW : 6.81 % |
| GWO.PR.T | Insurance Straight | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 6.40 % |
| SLF.PR.E | Insurance Straight | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 18.34 Evaluated at bid price : 18.34 Bid-YTW : 6.19 % |
| MIC.PR.A | Perpetual-Discount | 2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 6.78 % |
| MFC.PR.C | Insurance Straight | 2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 18.21 Evaluated at bid price : 18.21 Bid-YTW : 6.24 % |
| RY.PR.M | FixedReset Disc | 2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.77 % |
| IFC.PR.I | Perpetual-Discount | 2.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 22.19 Evaluated at bid price : 22.55 Bid-YTW : 6.02 % |
| CM.PR.P | FixedReset Disc | 3.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 6.77 % |
| BMO.PR.Y | FixedReset Disc | 3.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 6.55 % |
| BAM.PF.G | FixedReset Disc | 4.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 16.42 Evaluated at bid price : 16.42 Bid-YTW : 8.50 % |
| GWO.PR.Y | Insurance Straight | 4.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.30 % |
| CU.PR.F | Perpetual-Discount | 5.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 6.34 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.N | Perpetual-Discount | 32,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 17.97 Evaluated at bid price : 17.97 Bid-YTW : 6.67 % |
| BAM.PF.F | FixedReset Disc | 26,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 8.28 % |
| BAM.PF.D | Perpetual-Discount | 15,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 6.68 % |
| SLF.PR.C | Insurance Straight | 10,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 6.25 % |
| BAM.PR.K | Floater | 10,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-10-03 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 7.71 % |
| RS.PR.A | SplitShare | 10,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 9.80 Bid-YTW : 5.92 % |
| There were 0 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.F | Insurance Straight | Quote: 20.50 – 22.32 Spot Rate : 1.8200 Average : 1.3033 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 20.40 – 22.15 Spot Rate : 1.7500 Average : 1.2374 YTW SCENARIO |
| RY.PR.O | Perpetual-Discount | Quote: 21.43 – 23.50 Spot Rate : 2.0700 Average : 1.5732 YTW SCENARIO |
| GWO.PR.P | Insurance Straight | Quote: 20.60 – 22.30 Spot Rate : 1.7000 Average : 1.2111 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 17.10 – 19.05 Spot Rate : 1.9500 Average : 1.4909 YTW SCENARIO |
| BNS.PR.I | FixedReset Disc | Quote: 22.01 – 23.55 Spot Rate : 1.5400 Average : 1.1223 YTW SCENARIO |
Thanks for this!