| 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 | -2.5671 % | 1,885.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -2.5671 % | 3,459.2 |
| Floater | 6.28 % | 6.54 % | 72,646 | 13.14 | 3 | -2.5671 % | 1,993.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0569 % | 3,312.0 |
| SplitShare | 4.70 % | 4.79 % | 77,817 | 4.20 | 7 | -0.0569 % | 3,955.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0569 % | 3,086.0 |
| Perpetual-Premium | 5.62 % | -10.19 % | 72,645 | 0.09 | 7 | 0.0225 % | 2,950.1 |
| Perpetual-Discount | 5.50 % | 5.60 % | 60,969 | 14.49 | 26 | 0.1758 % | 3,077.1 |
| FixedReset Disc | 5.54 % | 5.39 % | 163,225 | 14.70 | 70 | -0.0173 % | 2,062.6 |
| Deemed-Retractible | 5.28 % | 5.97 % | 74,749 | 8.01 | 27 | -0.0112 % | 3,078.9 |
| FloatingReset | 4.08 % | 4.62 % | 53,335 | 2.49 | 4 | 0.0796 % | 2,335.7 |
| FixedReset Prem | 5.11 % | 3.91 % | 188,672 | 1.82 | 16 | -0.0048 % | 2,583.7 |
| FixedReset Bank Non | 1.97 % | 4.05 % | 147,435 | 2.51 | 3 | 0.3763 % | 2,650.8 |
| FixedReset Ins Non | 5.38 % | 7.57 % | 94,974 | 8.10 | 22 | 0.0025 % | 2,112.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.A | Floater | -3.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-25 Maturity Price : 11.91 Evaluated at bid price : 11.91 Bid-YTW : 5.88 % |
| BAM.PR.B | Floater | -2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-25 Maturity Price : 10.61 Evaluated at bid price : 10.61 Bid-YTW : 6.54 % |
| PWF.PR.T | FixedReset Disc | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-25 Maturity Price : 17.87 Evaluated at bid price : 17.87 Bid-YTW : 5.48 % |
| NA.PR.G | FixedReset Disc | -1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-25 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 5.32 % |
| BAM.PR.K | Floater | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-25 Maturity Price : 10.50 Evaluated at bid price : 10.50 Bid-YTW : 6.61 % |
| BIP.PR.D | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-25 Maturity Price : 22.11 Evaluated at bid price : 22.46 Bid-YTW : 5.69 % |
| TRP.PR.F | FloatingReset | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-25 Maturity Price : 13.38 Evaluated at bid price : 13.38 Bid-YTW : 6.72 % |
| BAM.PF.A | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-25 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 6.09 % |
| MFC.PR.M | FixedReset Ins Non | -1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.58 Bid-YTW : 8.68 % |
| MFC.PR.O | FixedReset Ins Non | -1.11 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.77 Bid-YTW : 4.05 % |
| MFC.PR.F | FixedReset Ins Non | -1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.50 Bid-YTW : 9.68 % |
| IAF.PR.I | FixedReset Ins Non | -1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.04 Bid-YTW : 7.14 % |
| SLF.PR.H | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.96 Bid-YTW : 8.63 % |
| RY.PR.M | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-25 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 5.29 % |
| CU.PR.D | Perpetual-Discount | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-25 Maturity Price : 22.24 Evaluated at bid price : 22.55 Bid-YTW : 5.47 % |
| BIP.PR.E | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-25 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.92 % |
| MFC.PR.J | FixedReset Ins Non | 1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.21 Bid-YTW : 7.54 % |
| RY.PR.J | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-25 Maturity Price : 19.58 Evaluated at bid price : 19.58 Bid-YTW : 5.24 % |
| EMA.PR.F | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-25 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 5.89 % |
| CM.PR.S | FixedReset Disc | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-25 Maturity Price : 19.08 Evaluated at bid price : 19.08 Bid-YTW : 5.26 % |
| CIU.PR.A | Perpetual-Discount | 2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-25 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.47 % |
| HSE.PR.C | FixedReset Disc | 2.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-25 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 6.15 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.G | Deemed-Retractible | 312,800 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.37 Bid-YTW : 6.07 % |
| BMO.PR.T | FixedReset Disc | 57,338 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-25 Maturity Price : 16.52 Evaluated at bid price : 16.52 Bid-YTW : 5.49 % |
| CM.PR.R | FixedReset Disc | 45,127 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-25 Maturity Price : 21.24 Evaluated at bid price : 21.52 Bid-YTW : 5.48 % |
| TD.PF.M | FixedReset Disc | 41,103 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-25 Maturity Price : 23.04 Evaluated at bid price : 24.66 Bid-YTW : 4.98 % |
| TD.PF.C | FixedReset Disc | 37,778 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-25 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 5.32 % |
| HSE.PR.C | FixedReset Disc | 29,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-06-25 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 6.15 % |
| There were 37 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PVS.PR.G | SplitShare | Quote: 25.15 – 25.56 Spot Rate : 0.4100 Average : 0.2401 YTW SCENARIO |
| MFC.PR.G | FixedReset Ins Non | Quote: 18.81 – 19.31 Spot Rate : 0.5000 Average : 0.3357 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 17.87 – 18.30 Spot Rate : 0.4300 Average : 0.2754 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 23.85 – 24.20 Spot Rate : 0.3500 Average : 0.2378 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 17.98 – 18.33 Spot Rate : 0.3500 Average : 0.2397 YTW SCENARIO |
| PWF.PR.K | Perpetual-Discount | Quote: 22.13 – 22.39 Spot Rate : 0.2600 Average : 0.1613 YTW SCENARIO |