| 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 | -0.0850 % | 2,149.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0850 % | 4,123.2 |
| Floater | 8.86 % | 9.39 % | 32,343 | 9.98 | 4 | -0.0850 % | 2,376.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0731 % | 3,624.2 |
| SplitShare | 4.77 % | 5.14 % | 73,677 | 2.13 | 6 | 0.0731 % | 4,328.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0731 % | 3,377.0 |
| Perpetual-Premium | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4566 % | 2,808.8 |
| Perpetual-Discount | 6.13 % | 6.27 % | 49,156 | 13.50 | 31 | -0.4566 % | 3,062.9 |
| FixedReset Disc | 5.56 % | 6.93 % | 89,498 | 12.47 | 58 | -0.2560 % | 2,656.5 |
| Insurance Straight | 5.97 % | 6.12 % | 62,750 | 13.68 | 21 | -0.3787 % | 3,031.5 |
| FloatingReset | 7.59 % | 7.33 % | 29,441 | 12.06 | 2 | -0.0733 % | 2,863.7 |
| FixedReset Prem | 6.38 % | 5.55 % | 169,853 | 3.71 | 7 | -0.2968 % | 2,594.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2560 % | 2,715.5 |
| FixedReset Ins Non | 5.23 % | 6.20 % | 74,606 | 13.49 | 14 | 0.1342 % | 2,808.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| POW.PR.A | Perpetual-Discount | -5.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-15 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 6.61 % |
| CU.PR.C | FixedReset Disc | -2.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-15 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 6.92 % |
| GWO.PR.G | Insurance Straight | -2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-15 Maturity Price : 20.85 Evaluated at bid price : 20.85 Bid-YTW : 6.34 % |
| CU.PR.F | Perpetual-Discount | -2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-15 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 6.28 % |
| MIC.PR.A | Perpetual-Discount | -1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-15 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 6.67 % |
| BN.PF.F | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-15 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 7.49 % |
| BN.PF.D | Perpetual-Discount | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-15 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 6.46 % |
| GWO.PR.Y | Insurance Straight | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-15 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 6.08 % |
| TD.PF.I | FixedReset Prem | -1.00 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.71 Bid-YTW : 5.39 % |
| BIP.PR.F | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-15 Maturity Price : 22.33 Evaluated at bid price : 23.00 Bid-YTW : 6.72 % |
| GWO.PR.T | Insurance Straight | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-15 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.16 % |
| ENB.PR.D | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-15 Maturity Price : 17.88 Evaluated at bid price : 17.88 Bid-YTW : 7.61 % |
| FTS.PR.K | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-15 Maturity Price : 19.96 Evaluated at bid price : 19.96 Bid-YTW : 6.67 % |
| BIP.PR.B | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-15 Maturity Price : 24.01 Evaluated at bid price : 24.45 Bid-YTW : 7.67 % |
| ENB.PF.A | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-15 Maturity Price : 18.96 Evaluated at bid price : 18.96 Bid-YTW : 7.56 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.A | Floater | 155,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-15 Maturity Price : 13.05 Evaluated at bid price : 13.05 Bid-YTW : 8.06 % |
| TD.PF.D | FixedReset Disc | 125,490 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-15 Maturity Price : 23.58 Evaluated at bid price : 24.21 Bid-YTW : 5.91 % |
| SLF.PR.C | Insurance Straight | 27,082 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-15 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.71 % |
| SLF.PR.G | FixedReset Ins Non | 19,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-15 Maturity Price : 16.10 Evaluated at bid price : 16.10 Bid-YTW : 6.80 % |
| RY.PR.S | FixedReset Prem | 15,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-15 Maturity Price : 23.38 Evaluated at bid price : 25.50 Bid-YTW : 5.34 % |
| NA.PR.S | FixedReset Disc | 14,418 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2054-11-15 Maturity Price : 23.15 Evaluated at bid price : 24.84 Bid-YTW : 5.63 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.D | FixedReset Disc | Quote: 24.21 – 26.25 Spot Rate : 2.0400 Average : 1.3325 YTW SCENARIO |
| POW.PR.A | Perpetual-Discount | Quote: 21.50 – 22.90 Spot Rate : 1.4000 Average : 0.8473 YTW SCENARIO |
| GWO.PR.G | Insurance Straight | Quote: 20.85 – 21.71 Spot Rate : 0.8600 Average : 0.5572 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 19.60 – 20.60 Spot Rate : 1.0000 Average : 0.7163 YTW SCENARIO |
| BN.PF.G | FixedReset Disc | Quote: 19.39 – 20.14 Spot Rate : 0.7500 Average : 0.4737 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 20.80 – 21.40 Spot Rate : 0.6000 Average : 0.3889 YTW SCENARIO |