| 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 | 0.1765 % | 2,192.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1765 % | 4,205.1 |
| Floater | 11.10 % | 11.30 % | 44,902 | 8.61 | 1 | 0.1765 % | 2,423.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2833 % | 3,276.5 |
| SplitShare | 5.15 % | 8.53 % | 42,113 | 2.42 | 7 | 0.2833 % | 3,912.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2833 % | 3,053.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0952 % | 2,534.1 |
| Perpetual-Discount | 6.72 % | 6.88 % | 41,573 | 12.74 | 28 | 0.0952 % | 2,763.3 |
| FixedReset Disc | 5.88 % | 8.71 % | 77,907 | 10.90 | 64 | 0.0173 % | 2,121.7 |
| Insurance Straight | 6.65 % | 6.82 % | 52,297 | 12.79 | 19 | 0.5448 % | 2,703.5 |
| FloatingReset | 11.41 % | 12.04 % | 59,303 | 8.14 | 2 | -0.6768 % | 2,382.2 |
| FixedReset Prem | 6.99 % | 6.78 % | 245,898 | 3.74 | 1 | 0.1195 % | 2,311.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0173 % | 2,168.8 |
| FixedReset Ins Non | 6.40 % | 8.32 % | 69,435 | 11.07 | 11 | -0.0260 % | 2,289.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.E | FixedReset Disc | -3.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 13.99 Evaluated at bid price : 13.99 Bid-YTW : 10.86 % |
| BIP.PR.B | FixedReset Disc | -3.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 20.17 Evaluated at bid price : 20.17 Bid-YTW : 9.83 % |
| MFC.PR.I | FixedReset Ins Non | -2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 20.34 Evaluated at bid price : 20.34 Bid-YTW : 8.19 % |
| PWF.PR.G | Perpetual-Discount | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 7.06 % |
| BIK.PR.A | FixedReset Disc | -2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 21.73 Evaluated at bid price : 22.17 Bid-YTW : 8.87 % |
| RY.PR.N | Perpetual-Discount | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 5.95 % |
| BN.PF.H | FixedReset Disc | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 9.90 % |
| SLF.PR.J | FloatingReset | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 14.65 Evaluated at bid price : 14.65 Bid-YTW : 11.18 % |
| BN.PF.J | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 19.77 Evaluated at bid price : 19.77 Bid-YTW : 8.68 % |
| CU.PR.G | Perpetual-Discount | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 6.73 % |
| RY.PR.M | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 8.57 % |
| TRP.PR.B | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 10.75 Evaluated at bid price : 10.75 Bid-YTW : 10.89 % |
| PWF.PR.P | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 12.66 Evaluated at bid price : 12.66 Bid-YTW : 9.60 % |
| MFC.PR.L | FixedReset Ins Non | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 8.77 % |
| BIP.PR.F | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 19.71 Evaluated at bid price : 19.71 Bid-YTW : 8.73 % |
| SLF.PR.C | Insurance Straight | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 17.83 Evaluated at bid price : 17.83 Bid-YTW : 6.30 % |
| TRP.PR.C | FixedReset Disc | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 11.14 Evaluated at bid price : 11.14 Bid-YTW : 10.66 % |
| CM.PR.Y | FixedReset Disc | 2.31 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.40 Bid-YTW : 7.39 % |
| IFC.PR.F | Insurance Straight | 3.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 6.80 % |
| TD.PF.E | FixedReset Disc | 5.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 17.93 Evaluated at bid price : 17.93 Bid-YTW : 8.71 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.J | FixedReset Disc | 42,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 20.72 Evaluated at bid price : 20.72 Bid-YTW : 7.71 % |
| TD.PF.E | FixedReset Disc | 37,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 17.93 Evaluated at bid price : 17.93 Bid-YTW : 8.71 % |
| BN.PF.I | FixedReset Disc | 32,554 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 9.51 % |
| CU.PR.C | FixedReset Disc | 25,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 8.84 % |
| GWO.PR.R | Insurance Straight | 20,643 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 17.67 Evaluated at bid price : 17.67 Bid-YTW : 6.87 % |
| RY.PR.H | FixedReset Disc | 19,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-07-13 Maturity Price : 17.46 Evaluated at bid price : 17.46 Bid-YTW : 8.76 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CCS.PR.C | Insurance Straight | Quote: 18.80 – 19.80 Spot Rate : 1.0000 Average : 0.6589 YTW SCENARIO |
| MFC.PR.I | FixedReset Ins Non | Quote: 20.34 – 21.10 Spot Rate : 0.7600 Average : 0.4757 YTW SCENARIO |
| PVS.PR.J | SplitShare | Quote: 21.20 – 22.14 Spot Rate : 0.9400 Average : 0.6645 YTW SCENARIO |
| PWF.PR.G | Perpetual-Discount | Quote: 21.00 – 21.65 Spot Rate : 0.6500 Average : 0.4436 YTW SCENARIO |
| BIP.PR.B | FixedReset Disc | Quote: 20.17 – 20.90 Spot Rate : 0.7300 Average : 0.5631 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 13.99 – 14.70 Spot Rate : 0.7100 Average : 0.5451 YTW SCENARIO |