| 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 | 4.06 % | 4.86 % | 21,517 | 18.03 | 1 | 0.0000 % | 1,915.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9112 % | 3,491.7 |
| Floater | 3.97 % | 4.11 % | 49,219 | 17.20 | 4 | 0.9112 % | 2,012.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0854 % | 2,957.7 |
| SplitShare | 4.79 % | 4.02 % | 55,347 | 4.19 | 6 | 0.0854 % | 3,532.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0854 % | 2,755.9 |
| Perpetual-Premium | 5.58 % | -8.10 % | 73,334 | 0.09 | 12 | -0.0360 % | 2,706.5 |
| Perpetual-Discount | 5.23 % | 5.23 % | 90,137 | 14.93 | 26 | -0.0162 % | 2,851.7 |
| FixedReset | 4.59 % | 4.25 % | 220,182 | 6.74 | 96 | 0.1251 % | 2,232.4 |
| Deemed-Retractible | 5.12 % | 4.33 % | 130,791 | 0.25 | 32 | 0.1168 % | 2,786.3 |
| FloatingReset | 2.43 % | 3.25 % | 46,530 | 4.73 | 11 | -0.1005 % | 2,427.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.G | FixedReset | -2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-23 Maturity Price : 22.07 Evaluated at bid price : 22.54 Bid-YTW : 4.45 % |
| POW.PR.D | Perpetual-Discount | -2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-23 Maturity Price : 23.74 Evaluated at bid price : 24.05 Bid-YTW : 5.22 % |
| TRP.PR.A | FixedReset | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-23 Maturity Price : 17.26 Evaluated at bid price : 17.26 Bid-YTW : 4.43 % |
| TRP.PR.B | FixedReset | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-23 Maturity Price : 13.82 Evaluated at bid price : 13.82 Bid-YTW : 4.23 % |
| TRP.PR.E | FixedReset | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-23 Maturity Price : 20.71 Evaluated at bid price : 20.71 Bid-YTW : 4.29 % |
| BAM.PR.C | Floater | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-23 Maturity Price : 11.50 Evaluated at bid price : 11.50 Bid-YTW : 4.14 % |
| BAM.PR.K | Floater | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-23 Maturity Price : 11.43 Evaluated at bid price : 11.43 Bid-YTW : 4.17 % |
| NA.PR.S | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-23 Maturity Price : 20.93 Evaluated at bid price : 20.93 Bid-YTW : 4.24 % |
| IFC.PR.A | FixedReset | 1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.69 Bid-YTW : 8.05 % |
| BAM.PR.B | Floater | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-23 Maturity Price : 11.60 Evaluated at bid price : 11.60 Bid-YTW : 4.11 % |
| GWO.PR.N | FixedReset | 1.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.97 Bid-YTW : 9.60 % |
| SLF.PR.H | FixedReset | 1.52 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.09 Bid-YTW : 7.73 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.N | Deemed-Retractible | 260,699 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-02-26 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 4.33 % |
| BMO.PR.B | FixedReset | 113,575 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 26.05 Bid-YTW : 4.23 % |
| BAM.PR.T | FixedReset | 109,910 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-23 Maturity Price : 17.74 Evaluated at bid price : 17.74 Bid-YTW : 4.81 % |
| RY.PR.J | FixedReset | 107,263 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-23 Maturity Price : 22.14 Evaluated at bid price : 22.58 Bid-YTW : 4.21 % |
| TD.PF.H | FixedReset | 66,983 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.75 Bid-YTW : 4.18 % |
| MFC.PR.M | FixedReset | 62,100 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.47 Bid-YTW : 6.66 % |
| There were 40 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 | Quote: 22.54 – 23.00 Spot Rate : 0.4600 Average : 0.2897 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 16.78 – 17.16 Spot Rate : 0.3800 Average : 0.2832 YTW SCENARIO |
| PVS.PR.D | SplitShare | Quote: 24.98 – 25.21 Spot Rate : 0.2300 Average : 0.1458 YTW SCENARIO |
| HSE.PR.G | FixedReset | Quote: 23.75 – 23.96 Spot Rate : 0.2100 Average : 0.1576 YTW SCENARIO |
| TRP.PR.B | FixedReset | Quote: 13.82 – 14.18 Spot Rate : 0.3600 Average : 0.3109 YTW SCENARIO |
| TRP.PR.H | FloatingReset | Quote: 13.15 – 13.38 Spot Rate : 0.2300 Average : 0.1846 YTW SCENARIO |