| 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 | 0.7362 % | 2,247.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7362 % | 4,310.7 |
| Floater | 10.83 % | 11.10 % | 42,925 | 8.67 | 2 | 0.7362 % | 2,484.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4199 % | 3,358.3 |
| SplitShare | 5.02 % | 7.66 % | 40,105 | 2.06 | 8 | -0.4199 % | 4,010.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4199 % | 3,129.2 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0774 % | 2,563.7 |
| Perpetual-Discount | 6.69 % | 6.83 % | 44,570 | 12.75 | 31 | -0.0774 % | 2,795.6 |
| FixedReset Disc | 5.87 % | 8.70 % | 92,349 | 10.95 | 56 | -0.0596 % | 2,140.1 |
| Insurance Straight | 6.59 % | 6.74 % | 53,681 | 12.84 | 18 | 0.0118 % | 2,730.7 |
| FloatingReset | 11.06 % | 11.35 % | 37,796 | 8.50 | 1 | 0.2692 % | 2,396.6 |
| FixedReset Prem | 7.02 % | 7.06 % | 237,686 | 3.66 | 1 | -0.3586 % | 2,300.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0596 % | 2,187.7 |
| FixedReset Ins Non | 6.40 % | 8.15 % | 81,488 | 11.29 | 10 | -0.0276 % | 2,310.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.N | Perpetual-Discount | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-11 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 5.80 % |
| PVS.PR.J | SplitShare | -1.98 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 22.30 Bid-YTW : 7.49 % |
| IFC.PR.C | FixedReset Disc | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-11 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 8.58 % |
| MFC.PR.L | FixedReset Ins Non | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-11 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 9.23 % |
| CU.PR.J | Perpetual-Discount | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-11 Maturity Price : 17.26 Evaluated at bid price : 17.26 Bid-YTW : 6.91 % |
| PVS.PR.K | SplitShare | -1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 21.01 Bid-YTW : 8.18 % |
| CIU.PR.A | Perpetual-Discount | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-11 Maturity Price : 16.76 Evaluated at bid price : 16.76 Bid-YTW : 6.89 % |
| FTS.PR.F | Perpetual-Discount | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-11 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 6.39 % |
| BN.PF.I | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-11 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 9.61 % |
| GWO.PR.H | Insurance Straight | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-11 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 6.76 % |
| BN.PR.R | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-11 Maturity Price : 13.50 Evaluated at bid price : 13.50 Bid-YTW : 10.52 % |
| BN.PR.B | Floater | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-11 Maturity Price : 11.65 Evaluated at bid price : 11.65 Bid-YTW : 11.10 % |
| BN.PR.N | Perpetual-Discount | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-11 Maturity Price : 17.31 Evaluated at bid price : 17.31 Bid-YTW : 6.98 % |
| PWF.PR.L | Perpetual-Discount | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-11 Maturity Price : 18.77 Evaluated at bid price : 18.77 Bid-YTW : 6.87 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.I | FixedReset Disc | 62,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-11 Maturity Price : 22.65 Evaluated at bid price : 23.61 Bid-YTW : 7.28 % |
| MFC.PR.L | FixedReset Ins Non | 48,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-11 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 9.23 % |
| FTS.PR.M | FixedReset Disc | 40,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-11 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 9.29 % |
| SLF.PR.J | FloatingReset | 35,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-11 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 11.35 % |
| TD.PF.J | FixedReset Disc | 32,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-11 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 7.72 % |
| BN.PR.T | FixedReset Disc | 32,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-08-11 Maturity Price : 13.80 Evaluated at bid price : 13.80 Bid-YTW : 10.26 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.N | FixedReset Ins Non | Quote: 16.57 – 17.99 Spot Rate : 1.4200 Average : 0.8651 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 20.18 – 20.98 Spot Rate : 0.8000 Average : 0.5260 YTW SCENARIO |
| BN.PF.I | FixedReset Disc | Quote: 18.90 – 19.93 Spot Rate : 1.0300 Average : 0.7801 YTW SCENARIO |
| RY.PR.N | Perpetual-Discount | Quote: 21.20 – 21.99 Spot Rate : 0.7900 Average : 0.5646 YTW SCENARIO |
| FTS.PR.F | Perpetual-Discount | Quote: 19.60 – 20.10 Spot Rate : 0.5000 Average : 0.3510 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 16.75 – 17.60 Spot Rate : 0.8500 Average : 0.7185 YTW SCENARIO |