| 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 | 0.2575 % | 1,756.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2575 % | 3,208.7 |
| Floater | 4.31 % | 4.41 % | 55,052 | 16.62 | 4 | 0.2575 % | 1,849.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1125 % | 2,928.8 |
| SplitShare | 4.83 % | 4.51 % | 53,494 | 1.97 | 6 | 0.1125 % | 3,497.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1125 % | 2,729.0 |
| Perpetual-Premium | 5.47 % | 5.40 % | 88,764 | 14.42 | 23 | 0.0281 % | 2,646.1 |
| Perpetual-Discount | 5.48 % | 5.50 % | 97,443 | 14.59 | 15 | 0.3123 % | 2,743.6 |
| FixedReset | 4.87 % | 4.68 % | 217,568 | 6.79 | 96 | 0.2370 % | 2,101.4 |
| Deemed-Retractible | 5.19 % | 5.03 % | 143,601 | 4.55 | 32 | 0.0383 % | 2,742.3 |
| FloatingReset | 2.83 % | 3.80 % | 45,759 | 4.81 | 12 | 0.2802 % | 2,310.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.F | Perpetual-Discount | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-13 Maturity Price : 20.87 Evaluated at bid price : 20.87 Bid-YTW : 5.44 % |
| SLF.PR.I | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.16 Bid-YTW : 6.99 % |
| BAM.PF.H | FixedReset | 1.09 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.97 Bid-YTW : 3.91 % |
| FTS.PR.M | FixedReset | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-13 Maturity Price : 19.27 Evaluated at bid price : 19.27 Bid-YTW : 4.78 % |
| TRP.PR.A | FixedReset | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-13 Maturity Price : 15.57 Evaluated at bid price : 15.57 Bid-YTW : 4.92 % |
| IFC.PR.D | FloatingReset | 1.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.65 Bid-YTW : 6.54 % |
| IFC.PR.A | FixedReset | 1.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.26 Bid-YTW : 9.20 % |
| CU.PR.C | FixedReset | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-13 Maturity Price : 19.37 Evaluated at bid price : 19.37 Bid-YTW : 4.55 % |
| PWF.PR.A | Floater | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-13 Maturity Price : 11.96 Evaluated at bid price : 11.96 Bid-YTW : 3.98 % |
| TRP.PR.H | FloatingReset | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-13 Maturity Price : 11.50 Evaluated at bid price : 11.50 Bid-YTW : 3.80 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.N | Deemed-Retractible | 226,890 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-01-27 Maturity Price : 25.00 Evaluated at bid price : 25.28 Bid-YTW : 1.17 % |
| TRP.PR.K | FixedReset | 185,425 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-13 Maturity Price : 23.13 Evaluated at bid price : 24.98 Bid-YTW : 4.87 % |
| FTS.PR.M | FixedReset | 170,193 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-13 Maturity Price : 19.27 Evaluated at bid price : 19.27 Bid-YTW : 4.78 % |
| MFC.PR.R | FixedReset | 125,836 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.85 Bid-YTW : 5.03 % |
| RY.PR.Z | FixedReset | 93,133 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-13 Maturity Price : 18.94 Evaluated at bid price : 18.94 Bid-YTW : 4.52 % |
| MFC.PR.N | FixedReset | 84,200 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.66 Bid-YTW : 7.89 % |
| There were 82 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.Q | Deemed-Retractible | Quote: 23.54 – 23.92 Spot Rate : 0.3800 Average : 0.2138 YTW SCENARIO |
| RY.PR.I | FixedReset | Quote: 24.35 – 24.60 Spot Rate : 0.2500 Average : 0.1526 YTW SCENARIO |
| W.PR.K | FixedReset | Quote: 25.59 – 25.85 Spot Rate : 0.2600 Average : 0.1733 YTW SCENARIO |
| HSE.PR.G | FixedReset | Quote: 21.52 – 21.70 Spot Rate : 0.1800 Average : 0.1194 YTW SCENARIO |
| GWO.PR.P | Deemed-Retractible | Quote: 24.54 – 24.77 Spot Rate : 0.2300 Average : 0.1728 YTW SCENARIO |
| TRP.PR.J | FixedReset | Quote: 26.00 – 26.22 Spot Rate : 0.2200 Average : 0.1630 YTW SCENARIO |