| 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 | -0.4635 % | 2,252.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4635 % | 4,320.0 |
| Floater | 9.93 % | 10.14 % | 25,369 | 9.41 | 2 | -0.4635 % | 2,489.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1907 % | 3,526.5 |
| SplitShare | 4.74 % | 6.61 % | 26,280 | 1.20 | 6 | 0.1907 % | 4,211.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1907 % | 3,285.9 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1709 % | 2,806.7 |
| Perpetual-Discount | 6.13 % | 6.27 % | 58,968 | 13.52 | 28 | 0.1709 % | 3,060.6 |
| FixedReset Disc | 5.14 % | 6.95 % | 119,562 | 12.57 | 49 | -0.3874 % | 2,629.1 |
| Insurance Straight | 6.08 % | 6.25 % | 63,479 | 13.52 | 20 | 0.1542 % | 2,980.3 |
| FloatingReset | 8.98 % | 8.83 % | 29,281 | 10.53 | 4 | 0.0000 % | 2,791.0 |
| FixedReset Prem | 5.84 % | 5.88 % | 264,144 | 11.90 | 8 | -0.3753 % | 2,528.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3874 % | 2,687.4 |
| FixedReset Ins Non | 5.22 % | 6.37 % | 98,324 | 13.34 | 14 | -0.3489 % | 2,811.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -7.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 14.08 Evaluated at bid price : 14.08 Bid-YTW : 8.05 % |
| MFC.PR.Q | FixedReset Ins Non | -2.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 22.63 Evaluated at bid price : 23.50 Bid-YTW : 6.26 % |
| IFC.PR.A | FixedReset Ins Non | -2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 6.80 % |
| BIP.PR.A | FixedReset Disc | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 21.32 Evaluated at bid price : 21.60 Bid-YTW : 7.72 % |
| IFC.PR.I | Insurance Straight | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 21.54 Evaluated at bid price : 21.85 Bid-YTW : 6.25 % |
| BN.PR.Z | FixedReset Disc | -1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 20.22 Evaluated at bid price : 20.22 Bid-YTW : 7.76 % |
| BN.PR.T | FixedReset Disc | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 16.36 Evaluated at bid price : 16.36 Bid-YTW : 8.06 % |
| CU.PR.I | FixedReset Disc | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 23.55 Evaluated at bid price : 24.00 Bid-YTW : 7.06 % |
| CU.PR.G | Perpetual-Discount | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 6.20 % |
| BN.PF.E | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 7.87 % |
| TD.PF.E | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 22.94 Evaluated at bid price : 23.42 Bid-YTW : 6.27 % |
| FTS.PR.K | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 6.95 % |
| IFC.PR.G | FixedReset Ins Non | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 22.22 Evaluated at bid price : 22.78 Bid-YTW : 6.48 % |
| BN.PR.R | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 8.02 % |
| BIP.PR.B | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 23.55 Evaluated at bid price : 23.98 Bid-YTW : 7.93 % |
| FTS.PR.M | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 7.29 % |
| FTS.PR.J | Perpetual-Discount | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 5.99 % |
| GWO.PR.I | Insurance Straight | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 6.06 % |
| CM.PR.P | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 23.30 Evaluated at bid price : 24.06 Bid-YTW : 5.64 % |
| PVS.PR.K | SplitShare | 1.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 23.80 Bid-YTW : 5.79 % |
| IFC.PR.C | FixedReset Ins Non | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.81 % |
| BN.PR.X | FixedReset Disc | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 16.22 Evaluated at bid price : 16.22 Bid-YTW : 7.74 % |
| BIP.PR.F | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 21.85 Evaluated at bid price : 22.26 Bid-YTW : 7.11 % |
| GWO.PR.G | Insurance Straight | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 21.03 Evaluated at bid price : 21.03 Bid-YTW : 6.27 % |
| GWO.PR.Q | Insurance Straight | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 6.26 % |
| BN.PR.M | Perpetual-Discount | 3.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 6.34 % |
| PWF.PR.S | Perpetual-Discount | 3.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 19.39 Evaluated at bid price : 19.39 Bid-YTW : 6.23 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.M | FixedReset Prem | 135,002 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 23.92 Evaluated at bid price : 24.99 Bid-YTW : 6.81 % |
| TD.PF.C | FixedReset Disc | 89,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 23.29 Evaluated at bid price : 24.05 Bid-YTW : 5.65 % |
| RY.PR.H | FixedReset Prem | 88,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-09-23 Maturity Price : 25.00 Evaluated at bid price : 24.91 Bid-YTW : 5.46 % |
| TD.PF.B | FixedReset Prem | 33,584 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 23.92 Evaluated at bid price : 24.99 Bid-YTW : 5.49 % |
| RY.PR.M | FixedReset Disc | 30,801 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-07-30 Maturity Price : 23.08 Evaluated at bid price : 23.55 Bid-YTW : 5.95 % |
| NA.PR.C | FixedReset Prem | 27,370 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.81 Bid-YTW : 5.88 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.P | FixedReset Disc | Quote: 14.08 – 15.30 Spot Rate : 1.2200 Average : 0.7328 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 20.50 – 21.80 Spot Rate : 1.3000 Average : 1.0235 YTW SCENARIO |
| BN.PF.B | FixedReset Disc | Quote: 20.62 – 21.76 Spot Rate : 1.1400 Average : 0.8640 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 21.60 – 22.50 Spot Rate : 0.9000 Average : 0.6457 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 23.76 – 24.40 Spot Rate : 0.6400 Average : 0.3909 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 22.78 – 24.00 Spot Rate : 1.2200 Average : 0.9818 YTW SCENARIO |