| 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 | 3.03 % | 3.50 % | 40,891 | 20.06 | 1 | -0.2956 % | 2,883.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8613 % | 5,367.4 |
| Floater | 2.97 % | 2.97 % | 49,880 | 19.80 | 3 | 0.8613 % | 3,093.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0326 % | 3,653.7 |
| SplitShare | 4.70 % | 4.40 % | 30,559 | 3.56 | 6 | -0.0326 % | 4,363.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0326 % | 3,404.4 |
| Perpetual-Premium | 5.15 % | -8.83 % | 51,043 | 0.09 | 24 | -0.1303 % | 3,257.3 |
| Perpetual-Discount | 4.69 % | 4.78 % | 51,618 | 15.83 | 7 | -0.1332 % | 3,878.3 |
| FixedReset Disc | 3.95 % | 4.03 % | 114,282 | 16.77 | 46 | 1.1689 % | 2,875.9 |
| Insurance Straight | 4.87 % | 4.38 % | 81,146 | 0.44 | 17 | -0.0117 % | 3,672.6 |
| FloatingReset | 2.67 % | 2.99 % | 39,191 | 19.75 | 2 | 0.7826 % | 2,926.8 |
| FixedReset Prem | 4.73 % | 2.98 % | 106,107 | 1.75 | 25 | 0.0483 % | 2,731.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1689 % | 2,939.7 |
| FixedReset Ins Non | 4.06 % | 3.81 % | 68,666 | 16.92 | 17 | 0.2655 % | 2,993.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.E | FixedReset Disc | -2.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-18 Maturity Price : 22.91 Evaluated at bid price : 24.07 Bid-YTW : 4.29 % |
| RY.PR.P | Perpetual-Premium | -1.77 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-24 Maturity Price : 25.75 Evaluated at bid price : 26.06 Bid-YTW : 0.78 % |
| RS.PR.A | SplitShare | -1.51 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.45 Bid-YTW : 4.05 % |
| CU.PR.C | FixedReset Disc | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-18 Maturity Price : 22.40 Evaluated at bid price : 23.25 Bid-YTW : 4.24 % |
| GWO.PR.S | Insurance Straight | -1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 25.25 Evaluated at bid price : 25.50 Bid-YTW : 3.56 % |
| BIP.PR.A | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-30 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 4.37 % |
| MFC.PR.F | FixedReset Ins Non | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-18 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 3.82 % |
| TRP.PR.F | FloatingReset | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-18 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 2.99 % |
| BAM.PR.C | Floater | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-18 Maturity Price : 14.35 Evaluated at bid price : 14.35 Bid-YTW : 3.00 % |
| BAM.PR.T | FixedReset Disc | 6.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-18 Maturity Price : 21.61 Evaluated at bid price : 21.61 Bid-YTW : 4.52 % |
| RY.PR.M | FixedReset Disc | 85.92 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-11-24 Maturity Price : 25.00 Evaluated at bid price : 24.30 Bid-YTW : 3.93 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.P | Perpetual-Premium | 30,010 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-24 Maturity Price : 25.75 Evaluated at bid price : 26.06 Bid-YTW : 0.78 % |
| CU.PR.C | FixedReset Disc | 25,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-18 Maturity Price : 22.40 Evaluated at bid price : 23.25 Bid-YTW : 4.24 % |
| BMO.PR.T | FixedReset Disc | 19,939 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-18 Maturity Price : 23.22 Evaluated at bid price : 24.41 Bid-YTW : 3.83 % |
| BMO.PR.S | FixedReset Disc | 19,174 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-01-18 Maturity Price : 23.35 Evaluated at bid price : 24.59 Bid-YTW : 3.91 % |
| GWO.PR.R | Insurance Straight | 15,080 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-17 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : -0.59 % |
| CU.PR.J | Perpetual-Premium | 14,704 | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-03-01 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 4.68 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.G | FixedReset Disc | Quote: 12.50 – 24.55 Spot Rate : 12.0500 Average : 9.4920 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 24.07 – 24.95 Spot Rate : 0.8800 Average : 0.5845 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 22.30 – 23.50 Spot Rate : 1.2000 Average : 1.0570 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 24.49 – 25.00 Spot Rate : 0.5100 Average : 0.4215 YTW SCENARIO |
| CU.PR.J | Perpetual-Premium | Quote: 25.31 – 25.75 Spot Rate : 0.4400 Average : 0.3561 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 23.70 – 24.40 Spot Rate : 0.7000 Average : 0.6180 YTW SCENARIO |