| 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 | 0.8906 % | 2,053.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8906 % | 3,768.4 |
| Floater | 5.72 % | 6.07 % | 47,292 | 13.73 | 3 | 0.8906 % | 2,171.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1473 % | 3,284.0 |
| SplitShare | 4.69 % | 4.96 % | 78,238 | 4.25 | 7 | -0.1473 % | 3,921.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1473 % | 3,059.9 |
| Perpetual-Premium | 5.53 % | 3.62 % | 87,723 | 0.09 | 12 | -0.0066 % | 2,951.4 |
| Perpetual-Discount | 5.45 % | 5.46 % | 71,860 | 14.59 | 20 | -0.0066 % | 3,097.7 |
| FixedReset Disc | 5.29 % | 5.41 % | 150,309 | 14.90 | 63 | 0.0957 % | 2,169.5 |
| Deemed-Retractible | 5.24 % | 5.92 % | 97,232 | 8.03 | 27 | 0.1730 % | 3,070.4 |
| FloatingReset | 3.97 % | 4.28 % | 47,077 | 2.60 | 4 | 0.2697 % | 2,407.1 |
| FixedReset Prem | 5.11 % | 3.81 % | 250,081 | 2.12 | 21 | 0.0501 % | 2,589.0 |
| FixedReset Bank Non | 1.98 % | 3.96 % | 159,207 | 2.61 | 3 | -0.1665 % | 2,647.5 |
| FixedReset Ins Non | 5.10 % | 6.80 % | 97,487 | 8.24 | 22 | 0.3036 % | 2,225.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.E | FixedReset Disc | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-16 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.23 % |
| BIP.PR.F | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-16 Maturity Price : 21.52 Evaluated at bid price : 21.52 Bid-YTW : 6.02 % |
| HSE.PR.E | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-16 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 6.44 % |
| RY.PR.M | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-16 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 5.19 % |
| EMA.PR.F | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-16 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 5.74 % |
| BAM.PR.B | Floater | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-16 Maturity Price : 11.55 Evaluated at bid price : 11.55 Bid-YTW : 6.07 % |
| PWF.PR.A | Floater | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-16 Maturity Price : 13.30 Evaluated at bid price : 13.30 Bid-YTW : 5.23 % |
| IFC.PR.E | Deemed-Retractible | 1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.90 Bid-YTW : 5.88 % |
| TRP.PR.F | FloatingReset | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-16 Maturity Price : 14.78 Evaluated at bid price : 14.78 Bid-YTW : 6.18 % |
| TD.PF.D | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-16 Maturity Price : 20.64 Evaluated at bid price : 20.64 Bid-YTW : 5.28 % |
| IFC.PR.F | Deemed-Retractible | 1.67 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.40 Bid-YTW : 5.72 % |
| IFC.PR.C | FixedReset Ins Non | 1.86 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.10 Bid-YTW : 7.97 % |
| MFC.PR.K | FixedReset Ins Non | 2.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.89 Bid-YTW : 7.43 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.F | FixedReset Prem | 84,143 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.28 Bid-YTW : 4.96 % |
| CM.PR.T | FixedReset Prem | 59,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-16 Maturity Price : 23.23 Evaluated at bid price : 25.21 Bid-YTW : 4.87 % |
| RY.PR.H | FixedReset Disc | 57,326 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-16 Maturity Price : 18.78 Evaluated at bid price : 18.78 Bid-YTW : 5.15 % |
| MFC.PR.Q | FixedReset Ins Non | 51,785 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.43 Bid-YTW : 6.80 % |
| BMO.PR.Q | FixedReset Bank Non | 51,300 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.55 Bid-YTW : 4.25 % |
| TD.PF.B | FixedReset Disc | 38,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-16 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 5.28 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.E | FixedReset Disc | Quote: 20.20 – 20.80 Spot Rate : 0.6000 Average : 0.4016 YTW SCENARIO |
| EMA.PR.F | FixedReset Disc | Quote: 18.50 – 19.04 Spot Rate : 0.5400 Average : 0.3748 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 17.50 – 17.88 Spot Rate : 0.3800 Average : 0.2279 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 20.17 – 20.69 Spot Rate : 0.5200 Average : 0.3807 YTW SCENARIO |
| GWO.PR.Q | Deemed-Retractible | Quote: 23.40 – 23.80 Spot Rate : 0.4000 Average : 0.2793 YTW SCENARIO |
| MFC.PR.B | Deemed-Retractible | Quote: 21.44 – 21.79 Spot Rate : 0.3500 Average : 0.2326 YTW SCENARIO |