Sorry this is so late!
| 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 | -2.7403 % | 2,092.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -2.7403 % | 4,012.4 |
| Floater | 11.64 % | 11.98 % | 41,214 | 8.04 | 2 | -2.7403 % | 2,312.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1587 % | 3,383.1 |
| SplitShare | 4.97 % | 7.20 % | 55,268 | 1.80 | 8 | 0.1587 % | 4,040.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1587 % | 3,152.3 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3747 % | 2,537.7 |
| Perpetual-Discount | 6.77 % | 6.97 % | 54,367 | 12.56 | 33 | -0.3747 % | 2,767.3 |
| FixedReset Disc | 5.81 % | 7.98 % | 114,214 | 11.68 | 60 | 0.4080 % | 2,230.4 |
| Insurance Straight | 6.58 % | 6.77 % | 71,004 | 12.89 | 19 | 1.0061 % | 2,750.8 |
| FloatingReset | 10.68 % | 10.83 % | 39,013 | 8.98 | 3 | -0.8109 % | 2,476.0 |
| FixedReset Prem | 6.94 % | 6.84 % | 148,982 | 3.41 | 1 | 0.4365 % | 2,522.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4080 % | 2,280.0 |
| FixedReset Ins Non | 5.68 % | 7.50 % | 84,462 | 12.20 | 14 | 0.7615 % | 2,503.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.O | Perpetual-Discount | -4.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.03 % |
| BMO.PR.Y | FixedReset Disc | -3.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 8.30 % |
| BN.PR.B | Floater | -2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 10.75 Evaluated at bid price : 10.75 Bid-YTW : 12.15 % |
| SLF.PR.J | FloatingReset | -2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 15.15 Evaluated at bid price : 15.15 Bid-YTW : 10.83 % |
| BN.PR.K | Floater | -2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 10.90 Evaluated at bid price : 10.90 Bid-YTW : 11.98 % |
| GWO.PR.L | Insurance Straight | -1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 20.44 Evaluated at bid price : 20.44 Bid-YTW : 6.93 % |
| POW.PR.C | Perpetual-Discount | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 21.38 Evaluated at bid price : 21.65 Bid-YTW : 6.81 % |
| BIP.PR.E | FixedReset Disc | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 8.24 % |
| GWO.PR.M | Insurance Straight | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 6.88 % |
| FFH.PR.M | FixedReset Disc | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 21.31 Evaluated at bid price : 21.31 Bid-YTW : 8.73 % |
| MFC.PR.I | FixedReset Ins Non | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 21.39 Evaluated at bid price : 21.39 Bid-YTW : 7.45 % |
| GWO.PR.H | Insurance Straight | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 17.91 Evaluated at bid price : 17.91 Bid-YTW : 6.79 % |
| RY.PR.H | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 7.64 % |
| BMO.PR.S | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 19.73 Evaluated at bid price : 19.73 Bid-YTW : 7.54 % |
| PVS.PR.G | SplitShare | 1.28 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 23.80 Bid-YTW : 7.30 % |
| NA.PR.S | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 7.71 % |
| BNS.PR.I | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 22.37 Evaluated at bid price : 23.18 Bid-YTW : 6.57 % |
| GWO.PR.S | Insurance Straight | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 19.12 Evaluated at bid price : 19.12 Bid-YTW : 6.89 % |
| BN.PF.I | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 19.58 Evaluated at bid price : 19.58 Bid-YTW : 9.01 % |
| BN.PF.J | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 8.74 % |
| FFH.PR.K | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 9.25 % |
| GWO.PR.G | Insurance Straight | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 19.07 Evaluated at bid price : 19.07 Bid-YTW : 6.84 % |
| BIP.PR.A | FixedReset Disc | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 16.81 Evaluated at bid price : 16.81 Bid-YTW : 10.11 % |
| MFC.PR.B | Insurance Straight | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 6.10 % |
| MFC.PR.C | Insurance Straight | 2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 6.11 % |
| BIP.PR.B | FixedReset Disc | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 9.23 % |
| BN.PF.H | FixedReset Disc | 2.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 9.05 % |
| BN.PR.Z | FixedReset Disc | 3.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 18.11 Evaluated at bid price : 18.11 Bid-YTW : 9.09 % |
| BN.PF.B | FixedReset Disc | 3.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 17.68 Evaluated at bid price : 17.68 Bid-YTW : 8.94 % |
| BN.PF.G | FixedReset Disc | 4.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 16.27 Evaluated at bid price : 16.27 Bid-YTW : 9.49 % |
| MFC.PR.K | FixedReset Ins Non | 5.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 21.44 Evaluated at bid price : 21.72 Bid-YTW : 6.91 % |
| MFC.PR.N | FixedReset Ins Non | 6.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 7.98 % |
| GWO.PR.T | Insurance Straight | 12.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 18.82 Evaluated at bid price : 18.82 Bid-YTW : 6.86 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.M | FixedReset Disc | 162,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 23.33 Evaluated at bid price : 24.01 Bid-YTW : 7.47 % |
| IFC.PR.A | FixedReset Ins Non | 127,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 7.91 % |
| BMO.PR.E | FixedReset Disc | 121,393 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 22.78 Evaluated at bid price : 24.00 Bid-YTW : 6.55 % |
| BIP.PR.B | FixedReset Disc | 79,065 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 9.23 % |
| TD.PF.A | FixedReset Disc | 50,617 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 7.58 % |
| TD.PF.L | FixedReset Disc | 38,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2053-12-05 Maturity Price : 23.11 Evaluated at bid price : 23.95 Bid-YTW : 7.22 % |
| There were 29 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.K | Perpetual-Discount | Quote: 20.55 – 25.15 Spot Rate : 4.6000 Average : 3.1144 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 21.90 – 23.50 Spot Rate : 1.6000 Average : 0.9241 YTW SCENARIO |
| RY.PR.O | Perpetual-Discount | Quote: 20.50 – 21.76 Spot Rate : 1.2600 Average : 0.8211 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 18.27 – 19.50 Spot Rate : 1.2300 Average : 0.8849 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 16.82 – 18.25 Spot Rate : 1.4300 Average : 1.1000 YTW SCENARIO |
| GWO.PR.Y | Insurance Straight | Quote: 17.10 – 17.75 Spot Rate : 0.6500 Average : 0.4078 YTW SCENARIO |