| 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 | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3249 % | 2,098.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3249 % | 3,851.4 |
| Floater | 3.62 % | 3.78 % | 41,769 | 17.93 | 4 | -0.3249 % | 2,219.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1306 % | 3,018.3 |
| SplitShare | 4.95 % | 4.31 % | 60,842 | 0.67 | 6 | -0.1306 % | 3,604.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1306 % | 2,812.4 |
| Perpetual-Premium | 5.28 % | -3.77 % | 71,886 | 0.09 | 23 | 0.0390 % | 2,773.3 |
| Perpetual-Discount | 5.12 % | 5.09 % | 114,429 | 15.23 | 13 | 0.1045 % | 2,967.0 |
| FixedReset | 4.36 % | 3.98 % | 239,498 | 6.67 | 94 | 0.0846 % | 2,366.7 |
| Deemed-Retractible | 5.02 % | 0.96 % | 147,161 | 0.14 | 31 | 0.0237 % | 2,874.2 |
| FloatingReset | 2.57 % | 3.24 % | 50,332 | 4.53 | 9 | -0.0315 % | 2,522.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| NA.PR.A | FixedReset | -1.22 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 26.83 Bid-YTW : 3.78 % |
| NA.PR.W | FixedReset | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-05 Maturity Price : 21.95 Evaluated at bid price : 22.25 Bid-YTW : 3.86 % |
| PWF.PR.P | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-05 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 4.02 % |
| BAM.PR.X | FixedReset | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-05 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 4.24 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.H | FixedReset | 1,619,838 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 26.11 Bid-YTW : 3.79 % |
| PVS.PR.B | SplitShare | 390,500 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2019-01-10 Maturity Price : 25.00 Evaluated at bid price : 25.11 Bid-YTW : 4.31 % |
| BMO.PR.C | FixedReset | 172,080 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.57 Bid-YTW : 4.09 % |
| BNS.PR.Q | FixedReset | 142,200 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.64 Bid-YTW : 3.30 % |
| BMO.PR.L | Deemed-Retractible | 140,325 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : 0.96 % |
| HSE.PR.G | FixedReset | 118,064 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-05 Maturity Price : 23.13 Evaluated at bid price : 24.44 Bid-YTW : 4.65 % |
| There were 34 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| NA.PR.A | FixedReset | Quote: 26.83 – 27.29 Spot Rate : 0.4600 Average : 0.2677 YTW SCENARIO |
| EML.PR.A | FixedReset | Quote: 26.52 – 26.88 Spot Rate : 0.3600 Average : 0.2172 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 12.53 – 12.83 Spot Rate : 0.3000 Average : 0.2082 YTW SCENARIO |
| BAM.PR.B | Floater | Quote: 12.57 – 12.87 Spot Rate : 0.3000 Average : 0.2137 YTW SCENARIO |
| CM.PR.Q | FixedReset | Quote: 23.53 – 23.80 Spot Rate : 0.2700 Average : 0.1946 YTW SCENARIO |
| BAM.PR.R | FixedReset | Quote: 19.72 – 19.96 Spot Rate : 0.2400 Average : 0.1718 YTW SCENARIO |