| 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 | -0.4316 % | 1,665.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4316 % | 3,042.8 |
| Floater | 4.93 % | 4.69 % | 90,895 | 16.08 | 4 | -0.4316 % | 1,753.6 |
| OpRet | 4.84 % | 0.16 % | 43,770 | 0.13 | 1 | -0.0790 % | 2,848.1 |
| SplitShare | 5.12 % | 5.44 % | 98,865 | 2.33 | 5 | 0.0644 % | 3,364.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0644 % | 2,625.1 |
| Perpetual-Premium | 5.48 % | 1.91 % | 83,368 | 0.29 | 12 | 0.0162 % | 2,678.5 |
| Perpetual-Discount | 5.27 % | 5.23 % | 100,582 | 15.02 | 26 | -0.1363 % | 2,811.5 |
| FixedReset | 5.08 % | 4.29 % | 150,532 | 7.21 | 88 | 0.0431 % | 1,999.2 |
| Deemed-Retractible | 5.03 % | 4.58 % | 127,093 | 4.85 | 33 | -0.1965 % | 2,756.0 |
| FloatingReset | 2.95 % | 4.64 % | 33,957 | 5.16 | 11 | -0.0993 % | 2,117.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.S | FloatingReset | -2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-15 Maturity Price : 14.10 Evaluated at bid price : 14.10 Bid-YTW : 4.97 % |
| HSE.PR.G | FixedReset | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-15 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 5.42 % |
| BAM.PF.F | FixedReset | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-15 Maturity Price : 19.24 Evaluated at bid price : 19.24 Bid-YTW : 4.68 % |
| PWF.PR.T | FixedReset | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-15 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 3.92 % |
| GWO.PR.N | FixedReset | -1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.25 Bid-YTW : 9.56 % |
| FTS.PR.F | Perpetual-Discount | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-15 Maturity Price : 23.86 Evaluated at bid price : 24.11 Bid-YTW : 5.14 % |
| BMO.PR.S | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-15 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 4.03 % |
| W.PR.H | Perpetual-Discount | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-15 Maturity Price : 24.29 Evaluated at bid price : 24.60 Bid-YTW : 5.61 % |
| IFC.PR.A | FixedReset | 1.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.06 Bid-YTW : 9.73 % |
| FTS.PR.G | FixedReset | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-15 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 4.09 % |
| BNS.PR.D | FloatingReset | 1.60 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.00 Bid-YTW : 6.67 % |
| FTS.PR.M | FixedReset | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-15 Maturity Price : 19.53 Evaluated at bid price : 19.53 Bid-YTW : 4.14 % |
| VNR.PR.A | FixedReset | 2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-15 Maturity Price : 17.89 Evaluated at bid price : 17.89 Bid-YTW : 4.77 % |
| FTS.PR.K | FixedReset | 2.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-15 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 3.89 % |
| TRP.PR.B | FixedReset | 4.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-15 Maturity Price : 11.57 Evaluated at bid price : 11.57 Bid-YTW : 4.07 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.J | FixedReset | 269,775 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.38 Bid-YTW : 4.41 % |
| NA.PR.A | FixedReset | 213,280 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 26.07 Bid-YTW : 4.58 % |
| HSB.PR.C | Deemed-Retractible | 202,869 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 5.18 % |
| IAG.PR.G | FixedReset | 110,842 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.23 Bid-YTW : 7.20 % |
| FTS.PR.J | Perpetual-Discount | 102,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-15 Maturity Price : 23.16 Evaluated at bid price : 23.55 Bid-YTW : 5.09 % |
| BNS.PR.O | Deemed-Retractible | 76,189 | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-08-14 Maturity Price : 25.25 Evaluated at bid price : 25.51 Bid-YTW : -9.65 % |
| There were 37 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.G | FixedReset | Quote: 19.40 – 19.90 Spot Rate : 0.5000 Average : 0.3333 YTW SCENARIO |
| SLF.PR.H | FixedReset | Quote: 16.15 – 16.70 Spot Rate : 0.5500 Average : 0.4057 YTW SCENARIO |
| MFC.PR.I | FixedReset | Quote: 19.98 – 20.37 Spot Rate : 0.3900 Average : 0.2458 YTW SCENARIO |
| BAM.PF.F | FixedReset | Quote: 19.24 – 19.60 Spot Rate : 0.3600 Average : 0.2319 YTW SCENARIO |
| BMO.PR.T | FixedReset | Quote: 18.61 – 18.97 Spot Rate : 0.3600 Average : 0.2332 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 23.87 – 24.23 Spot Rate : 0.3600 Average : 0.2356 YTW SCENARIO |