| 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 | -0.3438 % | 2,366.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3438 % | 4,341.9 |
| Floater | 3.70 % | 3.68 % | 59,342 | 18.11 | 3 | -0.3438 % | 2,502.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2401 % | 3,692.9 |
| SplitShare | 4.75 % | 4.17 % | 44,827 | 3.60 | 9 | 0.2401 % | 4,410.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2401 % | 3,440.9 |
| Perpetual-Premium | 5.30 % | -5.52 % | 81,658 | 0.09 | 21 | 0.0969 % | 3,261.7 |
| Perpetual-Discount | 4.94 % | 4.97 % | 76,942 | 15.48 | 13 | 0.0854 % | 3,758.0 |
| FixedReset Disc | 4.39 % | 3.81 % | 215,812 | 17.26 | 52 | -0.0026 % | 2,649.8 |
| Insurance Straight | 4.97 % | 4.55 % | 94,252 | 3.81 | 22 | 0.1377 % | 3,662.3 |
| FloatingReset | 2.96 % | 3.30 % | 51,380 | 18.97 | 2 | -0.5367 % | 2,388.3 |
| FixedReset Prem | 5.06 % | 3.58 % | 255,092 | 0.98 | 26 | 0.2545 % | 2,735.9 |
| FixedReset Bank Non | 1.81 % | 2.42 % | 202,159 | 0.83 | 1 | 0.0000 % | 2,886.2 |
| FixedReset Ins Non | 4.43 % | 3.84 % | 143,486 | 17.51 | 22 | -0.2941 % | 2,782.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.C | FixedReset Ins Non | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-29 Maturity Price : 22.14 Evaluated at bid price : 22.81 Bid-YTW : 3.91 % |
| IAF.PR.I | FixedReset Ins Non | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-29 Maturity Price : 23.39 Evaluated at bid price : 24.50 Bid-YTW : 3.83 % |
| BAM.PR.K | Floater | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-29 Maturity Price : 11.45 Evaluated at bid price : 11.45 Bid-YTW : 3.74 % |
| IFC.PR.G | FixedReset Ins Non | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-29 Maturity Price : 22.34 Evaluated at bid price : 22.70 Bid-YTW : 4.01 % |
| TRP.PR.F | FloatingReset | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-29 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 3.30 % |
| BMO.PR.F | FixedReset Prem | 1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 26.10 Bid-YTW : 3.79 % |
| RS.PR.A | SplitShare | 1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.50 Bid-YTW : 4.40 % |
| CU.PR.H | Perpetual-Premium | 1.29 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-01 Maturity Price : 25.50 Evaluated at bid price : 25.95 Bid-YTW : 4.17 % |
| CM.PR.Y | FixedReset Prem | 1.36 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 3.75 % |
| TD.PF.J | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-29 Maturity Price : 23.43 Evaluated at bid price : 24.65 Bid-YTW : 3.77 % |
| BIP.PR.B | FixedReset Prem | 2.74 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : 4.35 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.S | FixedReset Disc | 106,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-29 Maturity Price : 22.71 Evaluated at bid price : 23.50 Bid-YTW : 3.65 % |
| TD.PF.H | FixedReset Prem | 96,954 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.56 Bid-YTW : 2.37 % |
| CU.PR.E | Perpetual-Discount | 96,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-29 Maturity Price : 24.54 Evaluated at bid price : 24.82 Bid-YTW : 4.97 % |
| BAM.PF.J | FixedReset Prem | 87,880 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.08 Bid-YTW : 4.57 % |
| BNS.PR.G | FixedReset Prem | 65,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 2.20 % |
| CM.PR.R | FixedReset Disc | 56,317 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 3.99 % |
| There were 23 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.J | FixedReset Ins Non | Quote: 23.73 – 24.47 Spot Rate : 0.7400 Average : 0.4282 YTW SCENARIO |
| IAF.PR.I | FixedReset Ins Non | Quote: 24.50 – 24.89 Spot Rate : 0.3900 Average : 0.2486 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 18.00 – 19.25 Spot Rate : 1.2500 Average : 1.1187 YTW SCENARIO |
| SLF.PR.I | FixedReset Ins Non | Quote: 23.85 – 24.25 Spot Rate : 0.4000 Average : 0.2717 YTW SCENARIO |
| RS.PR.A | SplitShare | Quote: 10.50 – 11.29 Spot Rate : 0.7900 Average : 0.6715 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 25.50 – 25.75 Spot Rate : 0.2500 Average : 0.1594 YTW SCENARIO |