| 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 | 4.68 % | 5.68 % | 11,857 | 17.05 | 1 | -0.2761 % | 1,687.8 |
| FixedFloater | 6.62 % | 5.74 % | 18,761 | 16.79 | 1 | 0.0000 % | 3,052.8 |
| Floater | 4.51 % | 4.73 % | 44,248 | 15.94 | 4 | 0.3111 % | 1,722.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0173 % | 2,819.9 |
| SplitShare | 4.93 % | 5.24 % | 81,579 | 2.46 | 7 | 0.0173 % | 3,299.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0173 % | 2,574.7 |
| Perpetual-Premium | 5.76 % | -10.92 % | 75,343 | 0.08 | 6 | 0.0788 % | 2,598.0 |
| Perpetual-Discount | 5.47 % | 5.57 % | 103,302 | 14.48 | 33 | 0.1130 % | 2,680.8 |
| FixedReset | 5.21 % | 4.65 % | 166,708 | 7.48 | 88 | -0.0473 % | 1,964.1 |
| Deemed-Retractible | 5.15 % | 5.58 % | 130,646 | 6.76 | 33 | 0.1549 % | 2,667.9 |
| FloatingReset | 3.16 % | 4.91 % | 27,100 | 5.29 | 17 | 0.0916 % | 2,085.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| FTS.PR.G | FixedReset | -2.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-17 Maturity Price : 16.14 Evaluated at bid price : 16.14 Bid-YTW : 4.58 % |
| BAM.PR.X | FixedReset | -2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-17 Maturity Price : 13.43 Evaluated at bid price : 13.43 Bid-YTW : 4.96 % |
| FTS.PR.I | FloatingReset | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-17 Maturity Price : 11.44 Evaluated at bid price : 11.44 Bid-YTW : 4.30 % |
| FTS.PR.M | FixedReset | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-17 Maturity Price : 17.96 Evaluated at bid price : 17.96 Bid-YTW : 4.67 % |
| FTS.PR.H | FixedReset | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-17 Maturity Price : 12.75 Evaluated at bid price : 12.75 Bid-YTW : 4.36 % |
| GWO.PR.N | FixedReset | -1.44 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.65 Bid-YTW : 10.16 % |
| RY.PR.J | FixedReset | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-17 Maturity Price : 19.27 Evaluated at bid price : 19.27 Bid-YTW : 4.52 % |
| SLF.PR.J | FloatingReset | -1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.86 Bid-YTW : 10.69 % |
| FTS.PR.K | FixedReset | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-17 Maturity Price : 16.54 Evaluated at bid price : 16.54 Bid-YTW : 4.43 % |
| BAM.PR.Z | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-17 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 5.13 % |
| NA.PR.Q | FixedReset | 1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.39 Bid-YTW : 4.62 % |
| TD.PR.T | FloatingReset | 1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.60 Bid-YTW : 4.91 % |
| HSE.PR.G | FixedReset | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-17 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 5.70 % |
| TRP.PR.E | FixedReset | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-17 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 4.53 % |
| HSE.PR.E | FixedReset | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-17 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 5.64 % |
| CM.PR.Q | FixedReset | 2.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-17 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 4.55 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.J | FixedReset | 41,513 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.76 Bid-YTW : 4.80 % |
| MFC.PR.O | FixedReset | 37,692 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 26.15 Bid-YTW : 4.50 % |
| RY.PR.R | FixedReset | 30,738 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.35 Bid-YTW : 4.60 % |
| BIP.PR.B | FixedReset | 27,942 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-17 Maturity Price : 23.20 Evaluated at bid price : 25.02 Bid-YTW : 5.48 % |
| RY.PR.Z | FixedReset | 25,505 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-17 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 4.19 % |
| PVS.PR.E | SplitShare | 19,025 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.47 Bid-YTW : 6.15 % |
| There were 14 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.Q | FloatingReset | Quote: 12.66 – 13.48 Spot Rate : 0.8200 Average : 0.6006 YTW SCENARIO |
| HSE.PR.G | FixedReset | Quote: 19.20 – 19.60 Spot Rate : 0.4000 Average : 0.2847 YTW SCENARIO |
| HSE.PR.C | FixedReset | Quote: 17.31 – 17.59 Spot Rate : 0.2800 Average : 0.1929 YTW SCENARIO |
| BAM.PR.R | FixedReset | Quote: 14.85 – 15.08 Spot Rate : 0.2300 Average : 0.1479 YTW SCENARIO |
| BAM.PR.X | FixedReset | Quote: 13.43 – 13.75 Spot Rate : 0.3200 Average : 0.2400 YTW SCENARIO |
| BAM.PF.E | FixedReset | Quote: 17.90 – 18.10 Spot Rate : 0.2000 Average : 0.1470 YTW SCENARIO |