| 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 | -0.3279 % | 2,337.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3279 % | 4,482.8 |
| Floater | 8.56 % | 8.71 % | 57,705 | 10.60 | 2 | -0.3279 % | 2,583.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2417 % | 3,299.8 |
| SplitShare | 5.15 % | 7.60 % | 40,468 | 2.84 | 8 | 0.2417 % | 3,940.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2417 % | 3,074.6 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4498 % | 2,577.8 |
| Perpetual-Discount | 6.61 % | 6.72 % | 77,941 | 12.91 | 34 | -0.4498 % | 2,811.0 |
| FixedReset Disc | 5.45 % | 7.55 % | 86,041 | 12.15 | 63 | 0.0593 % | 2,213.6 |
| Insurance Straight | 6.48 % | 6.70 % | 80,993 | 12.88 | 18 | 0.5623 % | 2,777.7 |
| FloatingReset | 9.16 % | 9.63 % | 37,310 | 9.77 | 2 | 1.8477 % | 2,550.2 |
| FixedReset Prem | 4.42 % | -3.75 % | 401,367 | 0.09 | 1 | 0.0000 % | 2,343.5 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0593 % | 2,262.8 |
| FixedReset Ins Non | 5.46 % | 7.64 % | 45,108 | 12.01 | 14 | -0.0822 % | 2,302.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.E | FixedReset Disc | -9.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 14.20 Evaluated at bid price : 14.20 Bid-YTW : 9.61 % |
| BMO.PR.F | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 22.61 Evaluated at bid price : 23.02 Bid-YTW : 7.28 % |
| BMO.PR.E | FixedReset Disc | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 21.39 Evaluated at bid price : 21.70 Bid-YTW : 6.88 % |
| MIC.PR.A | Perpetual-Discount | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 7.27 % |
| PWF.PR.H | Perpetual-Discount | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 6.85 % |
| TD.PF.M | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 23.42 Evaluated at bid price : 23.80 Bid-YTW : 7.09 % |
| GWO.PR.M | Insurance Straight | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 21.70 Evaluated at bid price : 21.95 Bid-YTW : 6.71 % |
| TD.PF.L | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 23.08 Evaluated at bid price : 23.52 Bid-YTW : 6.94 % |
| PWF.PR.G | Perpetual-Discount | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 21.59 Evaluated at bid price : 21.85 Bid-YTW : 6.81 % |
| BAM.PF.F | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 17.03 Evaluated at bid price : 17.03 Bid-YTW : 8.81 % |
| POW.PR.B | Perpetual-Discount | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 6.78 % |
| PWF.PR.O | Perpetual-Discount | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 21.33 Evaluated at bid price : 21.33 Bid-YTW : 6.87 % |
| PWF.PR.R | Perpetual-Discount | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 6.76 % |
| PWF.PR.E | Perpetual-Discount | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 6.74 % |
| NA.PR.E | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 7.24 % |
| RY.PR.H | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 18.06 Evaluated at bid price : 18.06 Bid-YTW : 7.48 % |
| CM.PR.Q | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 7.43 % |
| GWO.PR.G | Insurance Straight | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 19.58 Evaluated at bid price : 19.58 Bid-YTW : 6.75 % |
| PWF.PR.P | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 8.57 % |
| TRP.PR.C | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 12.40 Evaluated at bid price : 12.40 Bid-YTW : 8.52 % |
| FTS.PR.G | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 17.65 Evaluated at bid price : 17.65 Bid-YTW : 7.85 % |
| TRP.PR.F | FloatingReset | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 15.96 Evaluated at bid price : 15.96 Bid-YTW : 9.63 % |
| CM.PR.P | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 17.61 Evaluated at bid price : 17.61 Bid-YTW : 7.60 % |
| PVS.PR.H | SplitShare | 1.58 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 22.45 Bid-YTW : 7.82 % |
| BAM.PF.C | Perpetual-Discount | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 17.89 Evaluated at bid price : 17.89 Bid-YTW : 6.90 % |
| TRP.PR.B | FixedReset Disc | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 11.65 Evaluated at bid price : 11.65 Bid-YTW : 8.78 % |
| CM.PR.T | FixedReset Disc | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 23.01 Evaluated at bid price : 23.45 Bid-YTW : 6.98 % |
| BAM.PF.H | FixedReset Disc | 2.10 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.30 Bid-YTW : 6.24 % |
| CU.PR.C | FixedReset Disc | 2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 7.06 % |
| SLF.PR.J | FloatingReset | 2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 15.46 Evaluated at bid price : 15.46 Bid-YTW : 9.09 % |
| BIP.PR.A | FixedReset Disc | 3.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 9.13 % |
| SLF.PR.E | Insurance Straight | 3.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 6.27 % |
| CCS.PR.C | Insurance Straight | 5.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 6.43 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.Y | Insurance Straight | 15,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 17.07 Evaluated at bid price : 17.07 Bid-YTW : 6.70 % |
| FTS.PR.J | Perpetual-Discount | 11,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 6.57 % |
| BAM.PR.K | Floater | 10,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-11-11 Maturity Price : 12.12 Evaluated at bid price : 12.12 Bid-YTW : 8.77 % |
| There were 0 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: 14.20 – 19.40 Spot Rate : 5.2000 Average : 3.0664 YTW SCENARIO |
| MIC.PR.A | Perpetual-Discount | Quote: 18.90 – 21.00 Spot Rate : 2.1000 Average : 1.5294 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 16.87 – 18.00 Spot Rate : 1.1300 Average : 0.7451 YTW SCENARIO |
| PVS.PR.G | SplitShare | Quote: 23.25 – 24.50 Spot Rate : 1.2500 Average : 0.8813 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 19.75 – 21.70 Spot Rate : 1.9500 Average : 1.6988 YTW SCENARIO |
| BMO.PR.F | FixedReset Disc | Quote: 23.02 – 23.84 Spot Rate : 0.8200 Average : 0.6001 YTW SCENARIO |