| 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 | 1.1615 % | 2,075.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1615 % | 3,807.9 |
| Floater | 5.88 % | 6.03 % | 57,140 | 13.87 | 4 | 1.1615 % | 2,194.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1571 % | 3,443.1 |
| SplitShare | 4.63 % | 4.27 % | 39,438 | 3.81 | 7 | 0.1571 % | 4,111.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1571 % | 3,208.2 |
| Perpetual-Premium | 5.57 % | -6.82 % | 68,037 | 0.09 | 10 | 0.0362 % | 3,040.7 |
| Perpetual-Discount | 5.28 % | 5.36 % | 72,783 | 14.84 | 25 | 0.0630 % | 3,285.2 |
| FixedReset Disc | 5.49 % | 5.76 % | 225,481 | 14.26 | 66 | -0.1746 % | 2,149.5 |
| Deemed-Retractible | 5.17 % | 5.26 % | 71,939 | 14.93 | 27 | 0.1110 % | 3,230.5 |
| FloatingReset | 6.19 % | 6.47 % | 140,728 | 13.25 | 2 | -1.0619 % | 2,502.1 |
| FixedReset Prem | 5.08 % | 3.35 % | 154,556 | 1.51 | 20 | 0.1766 % | 2,650.1 |
| FixedReset Bank Non | 1.94 % | 3.74 % | 68,483 | 2.04 | 3 | 0.2049 % | 2,726.9 |
| FixedReset Ins Non | 5.39 % | 5.71 % | 156,835 | 14.27 | 22 | -0.1500 % | 2,178.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.A | FixedReset Disc | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-23 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 6.14 % |
| TRP.PR.F | FloatingReset | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-23 Maturity Price : 13.97 Evaluated at bid price : 13.97 Bid-YTW : 6.47 % |
| CM.PR.S | FixedReset Disc | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-23 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 5.83 % |
| TRP.PR.B | FixedReset Disc | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-23 Maturity Price : 11.78 Evaluated at bid price : 11.78 Bid-YTW : 6.16 % |
| TD.PF.K | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-23 Maturity Price : 19.21 Evaluated at bid price : 19.21 Bid-YTW : 5.74 % |
| RY.PR.J | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-23 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 5.70 % |
| IFC.PR.G | FixedReset Ins Non | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-23 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 5.91 % |
| MFC.PR.Q | FixedReset Ins Non | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-23 Maturity Price : 19.42 Evaluated at bid price : 19.42 Bid-YTW : 5.55 % |
| RY.PR.S | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-23 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 5.53 % |
| TD.PF.I | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-23 Maturity Price : 20.78 Evaluated at bid price : 20.78 Bid-YTW : 5.64 % |
| W.PR.K | FixedReset Prem | 1.13 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-01-15 Maturity Price : 25.00 Evaluated at bid price : 26.02 Bid-YTW : 2.30 % |
| EIT.PR.A | SplitShare | 1.26 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.72 Bid-YTW : 4.10 % |
| PWF.PR.A | Floater | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-23 Maturity Price : 12.71 Evaluated at bid price : 12.71 Bid-YTW : 5.51 % |
| BAM.PR.C | Floater | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-23 Maturity Price : 11.46 Evaluated at bid price : 11.46 Bid-YTW : 6.05 % |
| GWO.PR.N | FixedReset Ins Non | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-23 Maturity Price : 13.58 Evaluated at bid price : 13.58 Bid-YTW : 5.33 % |
| PWF.PR.T | FixedReset Disc | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-23 Maturity Price : 18.24 Evaluated at bid price : 18.24 Bid-YTW : 5.64 % |
| BAM.PR.K | Floater | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-23 Maturity Price : 11.50 Evaluated at bid price : 11.50 Bid-YTW : 6.03 % |
| HSE.PR.A | FixedReset Disc | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-23 Maturity Price : 11.76 Evaluated at bid price : 11.76 Bid-YTW : 7.01 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.C | FixedReset Disc | 93,347 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-23 Maturity Price : 17.34 Evaluated at bid price : 17.34 Bid-YTW : 5.67 % |
| TD.PF.A | FixedReset Disc | 59,287 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-23 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 5.65 % |
| TD.PF.H | FixedReset Prem | 50,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.85 Bid-YTW : 3.35 % |
| RY.PR.S | FixedReset Disc | 34,603 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-23 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 5.53 % |
| IAF.PR.G | FixedReset Ins Non | 34,536 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-23 Maturity Price : 18.77 Evaluated at bid price : 18.77 Bid-YTW : 5.85 % |
| MFC.PR.O | FixedReset Ins Non | 33,250 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 3.72 % |
| There were 52 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.F | FixedReset Disc | Quote: 18.25 – 18.87 Spot Rate : 0.6200 Average : 0.3646 YTW SCENARIO |
| HSE.PR.G | FixedReset Disc | Quote: 18.20 – 18.84 Spot Rate : 0.6400 Average : 0.4555 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 21.55 – 22.11 Spot Rate : 0.5600 Average : 0.4098 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 13.62 – 14.10 Spot Rate : 0.4800 Average : 0.3405 YTW SCENARIO |
| PVS.PR.G | SplitShare | Quote: 25.61 – 26.00 Spot Rate : 0.3900 Average : 0.2661 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 19.58 – 19.95 Spot Rate : 0.3700 Average : 0.2507 YTW SCENARIO |