| 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 | 0.0000 % | 2,231.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 4,279.2 |
| Floater | 10.53 % | 10.69 % | 40,780 | 9.04 | 1 | 0.0000 % | 2,466.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4222 % | 3,297.1 |
| SplitShare | 5.09 % | 8.05 % | 52,079 | 2.15 | 6 | 0.4222 % | 3,937.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4222 % | 3,072.1 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1641 % | 2,556.3 |
| Perpetual-Discount | 6.67 % | 6.82 % | 39,146 | 12.82 | 31 | -0.1641 % | 2,787.6 |
| FixedReset Disc | 5.91 % | 8.61 % | 79,139 | 10.98 | 63 | 0.1556 % | 2,112.1 |
| Insurance Straight | 6.61 % | 6.72 % | 52,389 | 12.92 | 19 | -0.0869 % | 2,720.5 |
| FloatingReset | 11.25 % | 10.86 % | 29,981 | 8.92 | 2 | 1.0562 % | 2,407.4 |
| FixedReset Prem | 7.03 % | 6.89 % | 255,180 | 3.76 | 1 | 0.0000 % | 2,299.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1556 % | 2,159.0 |
| FixedReset Ins Non | 6.69 % | 8.10 % | 61,450 | 11.48 | 9 | -0.4918 % | 2,285.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.E | Insurance Straight | -4.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 17.26 Evaluated at bid price : 17.26 Bid-YTW : 6.58 % |
| IFC.PR.A | FixedReset Ins Non | -3.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 16.52 Evaluated at bid price : 16.52 Bid-YTW : 8.10 % |
| MFC.PR.I | FixedReset Ins Non | -3.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 8.03 % |
| CU.PR.D | Perpetual-Discount | -2.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 18.31 Evaluated at bid price : 18.31 Bid-YTW : 6.80 % |
| CU.PR.C | FixedReset Disc | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 8.71 % |
| TD.PF.E | FixedReset Disc | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 17.58 Evaluated at bid price : 17.58 Bid-YTW : 8.68 % |
| PWF.PR.G | Perpetual-Discount | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 21.38 Evaluated at bid price : 21.65 Bid-YTW : 6.82 % |
| BN.PF.G | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 14.70 Evaluated at bid price : 14.70 Bid-YTW : 10.44 % |
| CM.PR.Y | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 23.76 Evaluated at bid price : 24.25 Bid-YTW : 7.46 % |
| GWO.PR.Q | Insurance Straight | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 6.77 % |
| BN.PR.R | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 13.02 Evaluated at bid price : 13.02 Bid-YTW : 10.44 % |
| TRP.PR.D | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 15.25 Evaluated at bid price : 15.25 Bid-YTW : 9.98 % |
| BN.PF.I | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 9.26 % |
| BN.PF.C | Perpetual-Discount | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 6.92 % |
| PWF.PR.S | Perpetual-Discount | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 6.61 % |
| BMO.PR.W | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 16.99 Evaluated at bid price : 16.99 Bid-YTW : 8.68 % |
| TD.PF.L | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 22.66 Evaluated at bid price : 23.25 Bid-YTW : 7.51 % |
| CM.PR.O | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 8.47 % |
| SLF.PR.J | FloatingReset | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 10.86 % |
| PWF.PR.E | Perpetual-Discount | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 20.18 Evaluated at bid price : 20.18 Bid-YTW : 6.84 % |
| GWO.PR.N | FixedReset Ins Non | 2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 12.37 Evaluated at bid price : 12.37 Bid-YTW : 8.97 % |
| PVS.PR.J | SplitShare | 2.61 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 21.65 Bid-YTW : 8.05 % |
| BN.PF.D | Perpetual-Discount | 2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 6.91 % |
| FTS.PR.H | FixedReset Disc | 3.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 12.85 Evaluated at bid price : 12.85 Bid-YTW : 9.34 % |
| TRP.PR.A | FixedReset Disc | 3.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 13.84 Evaluated at bid price : 13.84 Bid-YTW : 9.88 % |
| PWF.PR.P | FixedReset Disc | 10.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 12.32 Evaluated at bid price : 12.32 Bid-YTW : 9.59 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.C | FixedReset Disc | 59,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 10.66 Evaluated at bid price : 10.66 Bid-YTW : 10.81 % |
| BN.PF.H | FixedReset Disc | 51,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 19.56 Evaluated at bid price : 19.56 Bid-YTW : 9.47 % |
| TRP.PR.A | FixedReset Disc | 42,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 13.84 Evaluated at bid price : 13.84 Bid-YTW : 9.88 % |
| RY.PR.H | FixedReset Disc | 41,115 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 17.22 Evaluated at bid price : 17.22 Bid-YTW : 8.66 % |
| TRP.PR.B | FixedReset Disc | 31,620 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 10.41 Evaluated at bid price : 10.41 Bid-YTW : 10.91 % |
| RY.PR.S | FixedReset Disc | 30,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-07 Maturity Price : 19.66 Evaluated at bid price : 19.66 Bid-YTW : 7.93 % |
| There were 8 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| POW.PR.D | Perpetual-Discount | Quote: 18.50 – 19.81 Spot Rate : 1.3100 Average : 0.7632 YTW SCENARIO |
| SLF.PR.E | Insurance Straight | Quote: 17.26 – 18.05 Spot Rate : 0.7900 Average : 0.5275 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 20.35 – 21.00 Spot Rate : 0.6500 Average : 0.4227 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 17.58 – 18.19 Spot Rate : 0.6100 Average : 0.4157 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 16.52 – 17.04 Spot Rate : 0.5200 Average : 0.3830 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 20.06 – 21.00 Spot Rate : 0.9400 Average : 0.8069 YTW SCENARIO |