| 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 | 0.2725 % | 2,132.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2725 % | 4,090.3 |
| Floater | 10.62 % | 10.98 % | 46,072 | 8.69 | 1 | 0.2725 % | 2,357.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3392 % | 3,326.7 |
| SplitShare | 4.84 % | 7.48 % | 42,425 | 2.24 | 7 | -0.3392 % | 3,972.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3392 % | 3,099.7 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0385 % | 2,670.1 |
| Perpetual-Discount | 6.39 % | 6.56 % | 41,769 | 13.09 | 31 | -0.0385 % | 2,911.6 |
| FixedReset Disc | 5.93 % | 8.34 % | 85,440 | 11.37 | 63 | 0.0115 % | 2,103.6 |
| Insurance Straight | 6.34 % | 6.40 % | 57,827 | 13.41 | 19 | -0.1986 % | 2,836.8 |
| FloatingReset | 11.24 % | 11.61 % | 46,620 | 8.48 | 2 | 0.2098 % | 2,326.2 |
| FixedReset Prem | 6.97 % | 6.95 % | 310,439 | 12.40 | 1 | 0.1590 % | 2,318.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0115 % | 2,150.3 |
| FixedReset Ins Non | 6.12 % | 7.45 % | 86,151 | 11.90 | 9 | 0.3051 % | 2,320.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BN.PF.I | FixedReset Disc | -8.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 9.65 % |
| BN.PF.E | FixedReset Disc | -5.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 13.50 Evaluated at bid price : 13.50 Bid-YTW : 10.82 % |
| CU.PR.J | Perpetual-Discount | -2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 18.54 Evaluated at bid price : 18.54 Bid-YTW : 6.46 % |
| PVS.PR.K | SplitShare | -1.59 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 21.65 Bid-YTW : 7.29 % |
| CU.PR.F | Perpetual-Discount | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 6.29 % |
| MIC.PR.A | Perpetual-Discount | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.77 % |
| TD.PF.J | FixedReset Disc | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 7.30 % |
| GWO.PR.G | Insurance Straight | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 20.04 Evaluated at bid price : 20.04 Bid-YTW : 6.51 % |
| IFC.PR.F | Insurance Straight | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 6.49 % |
| PWF.PR.G | Perpetual-Discount | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 22.55 Evaluated at bid price : 22.80 Bid-YTW : 6.56 % |
| IFC.PR.K | Perpetual-Discount | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 6.32 % |
| RY.PR.M | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 17.02 Evaluated at bid price : 17.02 Bid-YTW : 8.32 % |
| BN.PF.C | Perpetual-Discount | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 6.99 % |
| GWO.PR.Y | Insurance Straight | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 6.18 % |
| MFC.PR.M | FixedReset Ins Non | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 8.77 % |
| RY.PR.J | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 18.29 Evaluated at bid price : 18.29 Bid-YTW : 8.10 % |
| TRP.PR.D | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 15.24 Evaluated at bid price : 15.24 Bid-YTW : 9.70 % |
| CM.PR.O | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 8.41 % |
| GWO.PR.T | Insurance Straight | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 20.18 Evaluated at bid price : 20.18 Bid-YTW : 6.40 % |
| TD.PF.L | FixedReset Disc | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 22.55 Evaluated at bid price : 23.10 Bid-YTW : 7.38 % |
| MFC.PR.I | FixedReset Ins Non | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 21.47 Evaluated at bid price : 21.73 Bid-YTW : 7.27 % |
| FTS.PR.G | FixedReset Disc | 2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 17.61 Evaluated at bid price : 17.61 Bid-YTW : 8.15 % |
| TD.PF.B | FixedReset Disc | 2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 8.38 % |
| FTS.PR.K | FixedReset Disc | 3.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 15.85 Evaluated at bid price : 15.85 Bid-YTW : 8.82 % |
| PWF.PR.L | Perpetual-Discount | 9.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 19.76 Evaluated at bid price : 19.76 Bid-YTW : 6.56 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.E | FixedReset Disc | 289,412 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 14.95 Evaluated at bid price : 14.95 Bid-YTW : 9.65 % |
| TRP.PR.D | FixedReset Disc | 277,633 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 15.24 Evaluated at bid price : 15.24 Bid-YTW : 9.70 % |
| TD.PF.C | FixedReset Disc | 244,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 16.85 Evaluated at bid price : 16.85 Bid-YTW : 8.35 % |
| TD.PF.A | FixedReset Disc | 30,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 8.33 % |
| NA.PR.C | FixedReset Prem | 28,956 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 23.27 Evaluated at bid price : 25.20 Bid-YTW : 6.95 % |
| MFC.PR.J | FixedReset Ins Non | 25,864 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-06-06 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 7.22 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BN.PF.I | FixedReset Disc | Quote: 18.05 – 19.97 Spot Rate : 1.9200 Average : 1.1521 YTW SCENARIO |
| BN.PF.E | FixedReset Disc | Quote: 13.50 – 14.50 Spot Rate : 1.0000 Average : 0.6383 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 17.50 – 18.90 Spot Rate : 1.4000 Average : 1.0425 YTW SCENARIO |
| TD.PF.C | FixedReset Disc | Quote: 16.85 – 17.77 Spot Rate : 0.9200 Average : 0.6054 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 17.60 – 18.50 Spot Rate : 0.9000 Average : 0.7312 YTW SCENARIO |
| BMO.PR.S | FixedReset Disc | Quote: 17.50 – 18.00 Spot Rate : 0.5000 Average : 0.3375 YTW SCENARIO |