| 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 | 0.7221 % | 1,952.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7221 % | 3,583.1 |
| Floater | 6.19 % | 6.36 % | 48,083 | 13.37 | 4 | 0.7221 % | 2,064.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1855 % | 3,386.2 |
| SplitShare | 4.65 % | 4.63 % | 50,458 | 3.92 | 7 | -0.1855 % | 4,043.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1855 % | 3,155.2 |
| Perpetual-Premium | 5.51 % | -19.17 % | 59,729 | 0.09 | 8 | 0.0638 % | 3,027.2 |
| Perpetual-Discount | 5.37 % | 5.42 % | 66,285 | 14.75 | 25 | 0.0635 % | 3,229.5 |
| FixedReset Disc | 5.63 % | 5.74 % | 172,193 | 14.31 | 66 | -0.0165 % | 2,087.0 |
| Deemed-Retractible | 5.20 % | 5.72 % | 67,937 | 7.83 | 27 | 0.0519 % | 3,174.4 |
| FloatingReset | 6.31 % | 6.74 % | 84,296 | 12.86 | 2 | 0.0381 % | 2,402.3 |
| FixedReset Prem | 5.14 % | 4.05 % | 155,035 | 1.67 | 20 | 0.0118 % | 2,605.1 |
| FixedReset Bank Non | 1.96 % | 4.28 % | 84,440 | 2.20 | 3 | 0.0967 % | 2,688.1 |
| FixedReset Ins Non | 5.45 % | 8.16 % | 114,510 | 7.75 | 21 | -0.0703 % | 2,117.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset Ins Non | -2.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.42 Bid-YTW : 10.15 % |
| BNS.PR.I | FixedReset Disc | -2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-24 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 5.50 % |
| BAM.PR.C | Floater | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-24 Maturity Price : 10.83 Evaluated at bid price : 10.83 Bid-YTW : 6.46 % |
| EMA.PR.F | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-24 Maturity Price : 16.51 Evaluated at bid price : 16.51 Bid-YTW : 6.53 % |
| TRP.PR.C | FixedReset Disc | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-24 Maturity Price : 11.54 Evaluated at bid price : 11.54 Bid-YTW : 6.68 % |
| HSE.PR.G | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-24 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 7.64 % |
| IFC.PR.G | FixedReset Ins Non | -1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.85 Bid-YTW : 8.14 % |
| HSE.PR.E | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-24 Maturity Price : 16.81 Evaluated at bid price : 16.81 Bid-YTW : 7.75 % |
| SLF.PR.J | FloatingReset | -1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.86 Bid-YTW : 11.19 % |
| BIP.PR.F | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-24 Maturity Price : 22.18 Evaluated at bid price : 22.75 Bid-YTW : 5.64 % |
| TRP.PR.F | FloatingReset | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-24 Maturity Price : 13.42 Evaluated at bid price : 13.42 Bid-YTW : 6.74 % |
| TD.PF.D | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-24 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.73 % |
| NA.PR.S | FixedReset Disc | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-24 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 5.76 % |
| PWF.PR.P | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-24 Maturity Price : 13.15 Evaluated at bid price : 13.15 Bid-YTW : 5.98 % |
| MFC.PR.K | FixedReset Ins Non | 2.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.70 Bid-YTW : 8.52 % |
| PWF.PR.A | Floater | 3.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-24 Maturity Price : 11.95 Evaluated at bid price : 11.95 Bid-YTW : 5.79 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.C | FixedReset Disc | 168,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-24 Maturity Price : 11.54 Evaluated at bid price : 11.54 Bid-YTW : 6.68 % |
| TRP.PR.B | FixedReset Disc | 126,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-24 Maturity Price : 11.20 Evaluated at bid price : 11.20 Bid-YTW : 6.43 % |
| RY.PR.Z | FixedReset Disc | 102,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-24 Maturity Price : 17.23 Evaluated at bid price : 17.23 Bid-YTW : 5.48 % |
| RY.PR.H | FixedReset Disc | 78,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-24 Maturity Price : 17.31 Evaluated at bid price : 17.31 Bid-YTW : 5.49 % |
| W.PR.K | FixedReset Prem | 77,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-01-15 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 3.69 % |
| TD.PF.K | FixedReset Disc | 51,075 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-24 Maturity Price : 19.22 Evaluated at bid price : 19.22 Bid-YTW : 5.64 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BIP.PR.E | FixedReset Disc | Quote: 22.60 – 23.21 Spot Rate : 0.6100 Average : 0.4059 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 14.42 – 14.77 Spot Rate : 0.3500 Average : 0.2358 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 23.88 – 24.39 Spot Rate : 0.5100 Average : 0.4046 YTW SCENARIO |
| RY.PR.F | Deemed-Retractible | Quote: 25.21 – 25.49 Spot Rate : 0.2800 Average : 0.1769 YTW SCENARIO |
| IAF.PR.G | FixedReset Ins Non | Quote: 18.91 – 19.35 Spot Rate : 0.4400 Average : 0.3446 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 16.91 – 17.19 Spot Rate : 0.2800 Average : 0.1946 YTW SCENARIO |