| 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 | -1.0121 % | 2,393.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0121 % | 4,391.9 |
| Floater | 3.82 % | 3.97 % | 26,986 | 17.53 | 4 | -1.0121 % | 2,531.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0658 % | 3,075.2 |
| SplitShare | 4.74 % | 4.44 % | 86,644 | 1.23 | 6 | -0.0658 % | 3,672.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0658 % | 2,865.4 |
| Perpetual-Premium | 5.37 % | 4.90 % | 62,042 | 2.35 | 17 | 0.1207 % | 2,795.7 |
| Perpetual-Discount | 5.38 % | 5.40 % | 61,775 | 14.74 | 19 | 0.0045 % | 2,913.7 |
| FixedReset | 4.30 % | 4.43 % | 147,498 | 6.14 | 99 | 0.1172 % | 2,441.3 |
| Deemed-Retractible | 5.13 % | 5.63 % | 99,452 | 6.03 | 30 | -0.1465 % | 2,866.6 |
| FloatingReset | 2.84 % | 2.89 % | 50,989 | 4.06 | 8 | 0.0273 % | 2,662.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.A | FixedReset | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-03 Maturity Price : 16.92 Evaluated at bid price : 16.92 Bid-YTW : 4.87 % |
| SLF.PR.B | Deemed-Retractible | -1.53 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.50 Bid-YTW : 6.59 % |
| TRP.PR.B | FixedReset | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-03 Maturity Price : 15.68 Evaluated at bid price : 15.68 Bid-YTW : 4.68 % |
| MFC.PR.C | Deemed-Retractible | -1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.42 Bid-YTW : 7.11 % |
| BAM.PR.K | Floater | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-03 Maturity Price : 14.12 Evaluated at bid price : 14.12 Bid-YTW : 3.99 % |
| BAM.PR.C | Floater | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-03 Maturity Price : 14.12 Evaluated at bid price : 14.12 Bid-YTW : 3.99 % |
| MFC.PR.K | FixedReset | -1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.57 Bid-YTW : 6.40 % |
| BAM.PR.B | Floater | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-03 Maturity Price : 14.19 Evaluated at bid price : 14.19 Bid-YTW : 3.97 % |
| TD.PF.I | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.02 Bid-YTW : 3.84 % |
| IFC.PR.C | FixedReset | 1.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.81 Bid-YTW : 5.29 % |
| MFC.PR.M | FixedReset | 1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.66 Bid-YTW : 5.69 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Q | FixedReset | 251,886 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.82 Bid-YTW : 3.54 % |
| RY.PR.I | FixedReset | 121,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-02-24 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 3.67 % |
| BNS.PR.Y | FixedReset | 98,323 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.14 Bid-YTW : 4.05 % |
| BMO.PR.Q | FixedReset | 59,600 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.98 Bid-YTW : 5.13 % |
| CU.PR.E | Perpetual-Discount | 51,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-03 Maturity Price : 22.65 Evaluated at bid price : 23.05 Bid-YTW : 5.36 % |
| BAM.PF.J | FixedReset | 38,880 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 4.31 % |
| There were 21 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: 24.00 – 25.00 Spot Rate : 1.0000 Average : 0.5948 YTW SCENARIO |
| GWO.PR.L | Deemed-Retractible | Quote: 25.53 – 26.00 Spot Rate : 0.4700 Average : 0.2809 YTW SCENARIO |
| TRP.PR.B | FixedReset | Quote: 15.68 – 16.14 Spot Rate : 0.4600 Average : 0.2957 YTW SCENARIO |
| TD.PF.C | FixedReset | Quote: 22.73 – 23.15 Spot Rate : 0.4200 Average : 0.2814 YTW SCENARIO |
| MFC.PR.C | Deemed-Retractible | Quote: 21.42 – 21.80 Spot Rate : 0.3800 Average : 0.2620 YTW SCENARIO |
| PVS.PR.D | SplitShare | Quote: 25.16 – 25.48 Spot Rate : 0.3200 Average : 0.2108 YTW SCENARIO |