| 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 | 0.1201 % | 1,997.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1201 % | 3,665.5 |
| Floater | 3.78 % | 3.91 % | 45,428 | 17.59 | 4 | 0.1201 % | 2,112.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0098 % | 2,963.5 |
| SplitShare | 4.72 % | 4.61 % | 59,045 | 4.16 | 4 | -0.0098 % | 3,539.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0098 % | 2,761.3 |
| Perpetual-Premium | 5.45 % | -4.90 % | 74,396 | 0.09 | 16 | 0.0196 % | 2,718.9 |
| Perpetual-Discount | 5.19 % | 5.25 % | 93,376 | 15.01 | 22 | 0.3732 % | 2,892.5 |
| FixedReset | 4.48 % | 4.09 % | 233,487 | 6.75 | 97 | -0.1553 % | 2,294.2 |
| Deemed-Retractible | 5.05 % | 0.59 % | 131,668 | 0.21 | 31 | 0.4871 % | 2,826.8 |
| FloatingReset | 2.46 % | 3.13 % | 45,292 | 4.70 | 9 | 0.2262 % | 2,454.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.A | FixedReset | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-07 Maturity Price : 15.14 Evaluated at bid price : 15.14 Bid-YTW : 4.54 % |
| IFC.PR.A | FixedReset | -1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.32 Bid-YTW : 7.58 % |
| TRP.PR.H | FloatingReset | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-07 Maturity Price : 13.09 Evaluated at bid price : 13.09 Bid-YTW : 3.33 % |
| BAM.PF.G | FixedReset | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-07 Maturity Price : 22.88 Evaluated at bid price : 23.91 Bid-YTW : 4.18 % |
| CU.PR.I | FixedReset | -1.13 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.30 Bid-YTW : 2.98 % |
| SLF.PR.E | Deemed-Retractible | 1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.09 Bid-YTW : 6.50 % |
| MFC.PR.B | Deemed-Retractible | 1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.99 Bid-YTW : 6.07 % |
| CU.PR.D | Perpetual-Discount | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-07 Maturity Price : 23.53 Evaluated at bid price : 24.00 Bid-YTW : 5.09 % |
| BAM.PF.C | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-07 Maturity Price : 22.58 Evaluated at bid price : 22.91 Bid-YTW : 5.35 % |
| BAM.PF.D | Perpetual-Discount | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-07 Maturity Price : 22.77 Evaluated at bid price : 23.12 Bid-YTW : 5.35 % |
| GWO.PR.P | Deemed-Retractible | 1.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-03-31 Maturity Price : 25.25 Evaluated at bid price : 25.55 Bid-YTW : 5.16 % |
| GWO.PR.H | Deemed-Retractible | 1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.66 Bid-YTW : 5.81 % |
| BAM.PR.N | Perpetual-Discount | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-07 Maturity Price : 22.55 Evaluated at bid price : 22.80 Bid-YTW : 5.26 % |
| GWO.PR.R | Deemed-Retractible | 1.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.48 Bid-YTW : 5.88 % |
| MFC.PR.M | FixedReset | 1.56 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.46 Bid-YTW : 5.99 % |
| SLF.PR.G | FixedReset | 1.75 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.28 Bid-YTW : 8.58 % |
| PWF.PR.P | FixedReset | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-07 Maturity Price : 15.53 Evaluated at bid price : 15.53 Bid-YTW : 4.22 % |
| GWO.PR.Q | Deemed-Retractible | 1.80 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.93 Bid-YTW : 5.31 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BIP.PR.D | FixedReset | 226,420 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-07 Maturity Price : 23.20 Evaluated at bid price : 25.14 Bid-YTW : 4.90 % |
| RY.PR.Z | FixedReset | 57,021 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-07 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 3.98 % |
| BAM.PR.X | FixedReset | 47,396 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-07 Maturity Price : 16.32 Evaluated at bid price : 16.32 Bid-YTW : 4.51 % |
| TD.PF.C | FixedReset | 45,232 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-07 Maturity Price : 21.07 Evaluated at bid price : 21.07 Bid-YTW : 4.05 % |
| TRP.PR.K | FixedReset | 44,668 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : 4.19 % |
| GWO.PR.F | Deemed-Retractible | 38,917 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-03-09 Maturity Price : 25.00 Evaluated at bid price : 25.63 Bid-YTW : -16.30 % |
| There were 43 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.I | FixedReset | Quote: 26.30 – 26.67 Spot Rate : 0.3700 Average : 0.2403 YTW SCENARIO |
| PWF.PR.T | FixedReset | Quote: 21.99 – 22.35 Spot Rate : 0.3600 Average : 0.2537 YTW SCENARIO |
| IFC.PR.A | FixedReset | Quote: 18.32 – 18.59 Spot Rate : 0.2700 Average : 0.1875 YTW SCENARIO |
| ELF.PR.F | Perpetual-Discount | Quote: 24.25 – 24.50 Spot Rate : 0.2500 Average : 0.1677 YTW SCENARIO |
| MFC.PR.C | Deemed-Retractible | Quote: 22.00 – 22.31 Spot Rate : 0.3100 Average : 0.2317 YTW SCENARIO |
| MFC.PR.J | FixedReset | Quote: 22.40 – 22.66 Spot Rate : 0.2600 Average : 0.1837 YTW SCENARIO |