| 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 | -1.0126 % | 2,348.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0126 % | 4,505.0 |
| Floater | 8.52 % | 8.61 % | 34,305 | 10.70 | 2 | -1.0126 % | 2,596.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0190 % | 3,288.5 |
| SplitShare | 5.17 % | 7.46 % | 41,671 | 2.85 | 8 | 0.0190 % | 3,927.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0190 % | 3,064.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3927 % | 2,578.0 |
| Perpetual-Discount | 6.61 % | 6.73 % | 77,661 | 12.91 | 34 | -0.3927 % | 2,811.2 |
| FixedReset Disc | 5.44 % | 8.01 % | 89,744 | 11.74 | 63 | 0.3833 % | 2,218.9 |
| Insurance Straight | 6.55 % | 6.71 % | 80,994 | 12.87 | 18 | -0.1615 % | 2,750.1 |
| FloatingReset | 9.01 % | 9.48 % | 38,863 | 9.91 | 2 | 0.4762 % | 2,568.9 |
| FixedReset Prem | 4.42 % | -2.98 % | 372,637 | 0.10 | 1 | -0.0397 % | 2,342.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3833 % | 2,268.2 |
| FixedReset Ins Non | 5.46 % | 8.09 % | 48,727 | 11.58 | 14 | 0.0165 % | 2,302.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.M | Perpetual-Discount | -4.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 7.04 % |
| PWF.PR.S | Perpetual-Discount | -2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 6.79 % |
| BAM.PR.N | Perpetual-Discount | -1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 17.56 Evaluated at bid price : 17.56 Bid-YTW : 6.88 % |
| MFC.PR.Q | FixedReset Ins Non | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 19.88 Evaluated at bid price : 19.88 Bid-YTW : 8.02 % |
| BAM.PR.B | Floater | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 12.11 Evaluated at bid price : 12.11 Bid-YTW : 8.77 % |
| CU.PR.G | Perpetual-Discount | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 6.72 % |
| CM.PR.T | FixedReset Disc | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 22.49 Evaluated at bid price : 22.90 Bid-YTW : 7.55 % |
| NA.PR.S | FixedReset Disc | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 8.30 % |
| TRP.PR.G | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 8.92 % |
| RY.PR.Z | FixedReset Disc | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 8.12 % |
| CU.PR.E | Perpetual-Discount | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 6.77 % |
| IFC.PR.C | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 17.77 Evaluated at bid price : 17.77 Bid-YTW : 8.01 % |
| CU.PR.F | Perpetual-Discount | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 16.84 Evaluated at bid price : 16.84 Bid-YTW : 6.70 % |
| CCS.PR.C | Insurance Straight | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 19.56 Evaluated at bid price : 19.56 Bid-YTW : 6.49 % |
| BMO.PR.S | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 8.08 % |
| TD.PF.B | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 8.24 % |
| BAM.PF.C | Perpetual-Discount | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 17.77 Evaluated at bid price : 17.77 Bid-YTW : 6.94 % |
| BAM.PR.X | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 8.61 % |
| TRP.PR.D | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 15.97 Evaluated at bid price : 15.97 Bid-YTW : 9.33 % |
| POW.PR.B | Perpetual-Discount | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 6.81 % |
| BAM.PF.G | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 15.88 Evaluated at bid price : 15.88 Bid-YTW : 9.43 % |
| PWF.PR.H | Perpetual-Discount | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 21.44 Evaluated at bid price : 21.70 Bid-YTW : 6.67 % |
| TRP.PR.E | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 15.70 Evaluated at bid price : 15.70 Bid-YTW : 9.26 % |
| TD.PF.C | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 8.14 % |
| BAM.PF.H | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.68 Bid-YTW : 5.67 % |
| IFC.PR.I | Perpetual-Discount | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 21.71 Evaluated at bid price : 22.04 Bid-YTW : 6.20 % |
| FTS.PR.H | FixedReset Disc | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 12.30 Evaluated at bid price : 12.30 Bid-YTW : 9.36 % |
| NA.PR.W | FixedReset Disc | 2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 8.14 % |
| CU.PR.I | FixedReset Disc | 5.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 23.60 Bid-YTW : 6.47 % |
| TRP.PR.C | FixedReset Disc | 5.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 12.81 Evaluated at bid price : 12.81 Bid-YTW : 8.84 % |
| TD.PF.D | FixedReset Disc | 5.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 7.62 % |
| BAM.PF.I | FixedReset Disc | 6.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 21.87 Evaluated at bid price : 22.30 Bid-YTW : 7.85 % |
| BAM.PF.E | FixedReset Disc | 7.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 15.52 Evaluated at bid price : 15.52 Bid-YTW : 9.40 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.H | FixedReset Ins Non | 56,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 14.66 Evaluated at bid price : 14.66 Bid-YTW : 8.78 % |
| TD.PF.B | FixedReset Disc | 45,361 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 8.24 % |
| RY.PR.J | FixedReset Disc | 44,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 18.43 Evaluated at bid price : 18.43 Bid-YTW : 8.05 % |
| CM.PR.Q | FixedReset Disc | 17,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 8.00 % |
| BAM.PF.D | Perpetual-Discount | 15,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-07 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 6.90 % |
| NA.PR.C | FixedReset Prem | 14,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-15 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : -2.98 % |
| There were 9 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.E | FixedReset Disc | Quote: 15.70 – 19.40 Spot Rate : 3.7000 Average : 2.3184 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 18.40 – 22.15 Spot Rate : 3.7500 Average : 2.4750 YTW SCENARIO |
| PVS.PR.H | SplitShare | Quote: 22.00 – 23.80 Spot Rate : 1.8000 Average : 1.1453 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 11.40 – 13.15 Spot Rate : 1.7500 Average : 1.1023 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 14.66 – 15.50 Spot Rate : 0.8400 Average : 0.5757 YTW SCENARIO |
| BMO.PR.W | FixedReset Disc | Quote: 17.70 – 19.35 Spot Rate : 1.6500 Average : 1.4079 YTW SCENARIO |