| 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 | 0.4229 % | 1,714.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4229 % | 3,131.8 |
| Floater | 4.79 % | 4.47 % | 80,201 | 16.30 | 4 | 0.4229 % | 1,804.9 |
| OpRet | 4.85 % | -10.50 % | 65,297 | 0.08 | 1 | 0.0000 % | 2,880.4 |
| SplitShare | 5.06 % | 4.55 % | 107,724 | 2.26 | 5 | 0.0717 % | 3,431.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0717 % | 2,677.7 |
| Perpetual-Premium | 5.44 % | -8.93 % | 75,587 | 0.09 | 12 | 0.0612 % | 2,706.1 |
| Perpetual-Discount | 5.09 % | 4.93 % | 109,552 | 14.96 | 26 | 0.2378 % | 2,920.9 |
| FixedReset | 4.88 % | 4.08 % | 147,030 | 7.12 | 89 | 0.0425 % | 2,089.5 |
| Deemed-Retractible | 4.97 % | 2.47 % | 118,523 | 0.36 | 32 | -0.0529 % | 2,807.5 |
| FloatingReset | 2.86 % | 3.96 % | 32,611 | 5.09 | 11 | 0.4778 % | 2,214.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.D | FixedReset | -2.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-19 Maturity Price : 17.76 Evaluated at bid price : 17.76 Bid-YTW : 4.41 % |
| CU.PR.C | FixedReset | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-19 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 4.10 % |
| IAG.PR.A | Deemed-Retractible | -1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.45 Bid-YTW : 5.66 % |
| SLF.PR.G | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.75 Bid-YTW : 9.34 % |
| SLF.PR.I | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.00 Bid-YTW : 6.61 % |
| CU.PR.I | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.57 Bid-YTW : 2.91 % |
| BAM.PR.S | FloatingReset | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-19 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 4.82 % |
| HSE.PR.E | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-19 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 5.06 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| FTS.PR.E | OpRet | 105,000 | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2016-09-18 Maturity Price : 25.00 Evaluated at bid price : 25.28 Bid-YTW : -10.50 % |
| TD.PF.G | FixedReset | 63,754 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.83 Bid-YTW : 3.87 % |
| RY.PR.H | FixedReset | 45,614 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-19 Maturity Price : 19.27 Evaluated at bid price : 19.27 Bid-YTW : 3.91 % |
| BAM.PF.E | FixedReset | 45,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-19 Maturity Price : 20.07 Evaluated at bid price : 20.07 Bid-YTW : 4.28 % |
| BMO.PR.T | FixedReset | 39,480 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-19 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 3.92 % |
| BNS.PR.Q | FixedReset | 39,400 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.33 Bid-YTW : 3.43 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.D | FixedReset | Quote: 17.76 – 18.40 Spot Rate : 0.6400 Average : 0.4109 YTW SCENARIO |
| IAG.PR.A | Deemed-Retractible | Quote: 23.45 – 24.00 Spot Rate : 0.5500 Average : 0.3639 YTW SCENARIO |
| CU.PR.C | FixedReset | Quote: 18.45 – 18.80 Spot Rate : 0.3500 Average : 0.2405 YTW SCENARIO |
| GWO.PR.M | Deemed-Retractible | Quote: 26.58 – 26.90 Spot Rate : 0.3200 Average : 0.2440 YTW SCENARIO |
| POW.PR.G | Perpetual-Premium | Quote: 26.50 – 26.80 Spot Rate : 0.3000 Average : 0.2379 YTW SCENARIO |
| SLF.PR.G | FixedReset | Quote: 14.75 – 14.98 Spot Rate : 0.2300 Average : 0.1698 YTW SCENARIO |