| 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 | -1.1385 % | 2,857.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.1385 % | 5,243.5 |
| Floater | 3.48 % | 3.62 % | 46,941 | 18.24 | 4 | -1.1385 % | 3,021.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0311 % | 3,149.7 |
| SplitShare | 4.66 % | 4.25 % | 68,580 | 4.14 | 5 | -0.0311 % | 3,761.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0311 % | 2,934.8 |
| Perpetual-Premium | 5.36 % | -3.10 % | 65,906 | 0.09 | 18 | 0.0743 % | 2,869.7 |
| Perpetual-Discount | 5.28 % | 5.29 % | 69,033 | 14.97 | 16 | 0.0134 % | 3,009.1 |
| FixedReset | 4.20 % | 4.45 % | 151,744 | 3.81 | 101 | -0.0941 % | 2,540.8 |
| Deemed-Retractible | 5.05 % | 5.44 % | 83,604 | 5.81 | 28 | -0.0679 % | 2,958.3 |
| FloatingReset | 3.03 % | 2.88 % | 41,026 | 0.97 | 10 | -0.0519 % | 2,774.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-30 Maturity Price : 16.42 Evaluated at bid price : 16.42 Bid-YTW : 3.71 % |
| POW.PR.D | Perpetual-Discount | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-30 Maturity Price : 23.49 Evaluated at bid price : 23.76 Bid-YTW : 5.29 % |
| BAM.PR.R | FixedReset | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-30 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 4.97 % |
| BAM.PR.C | Floater | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-30 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 3.67 % |
| CCS.PR.C | Deemed-Retractible | -1.57 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.87 Bid-YTW : 5.91 % |
| MFC.PR.C | Deemed-Retractible | -1.44 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.95 Bid-YTW : 6.86 % |
| BAM.PR.T | FixedReset | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-30 Maturity Price : 21.30 Evaluated at bid price : 21.59 Bid-YTW : 4.87 % |
| BAM.PF.E | FixedReset | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-30 Maturity Price : 23.05 Evaluated at bid price : 23.87 Bid-YTW : 4.82 % |
| TRP.PR.J | FixedReset | -1.12 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.42 Bid-YTW : 3.98 % |
| TRP.PR.B | FixedReset | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-30 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 4.74 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.Q | FixedReset | 201,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-10-25 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 3.80 % |
| IFC.PR.E | Deemed-Retractible | 188,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.76 Bid-YTW : 5.48 % |
| MFC.PR.R | FixedReset | 163,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 26.15 Bid-YTW : 3.81 % |
| CM.PR.S | FixedReset | 136,756 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-30 Maturity Price : 23.12 Evaluated at bid price : 24.88 Bid-YTW : 4.47 % |
| RY.PR.Q | FixedReset | 133,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.52 Bid-YTW : 3.45 % |
| CM.PR.O | FixedReset | 111,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-30 Maturity Price : 23.59 Evaluated at bid price : 24.00 Bid-YTW : 4.53 % |
| TD.PF.D | FixedReset | 104,751 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.70 Bid-YTW : 4.13 % |
| BNS.PR.E | FixedReset | 103,589 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 26.61 Bid-YTW : 3.42 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| POW.PR.D | Perpetual-Discount | Quote: 23.76 – 24.38 Spot Rate : 0.6200 Average : 0.3688 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 23.87 – 24.53 Spot Rate : 0.6600 Average : 0.4514 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 16.42 – 16.90 Spot Rate : 0.4800 Average : 0.3062 YTW SCENARIO |
| HSE.PR.G | FixedReset | Quote: 25.17 – 25.68 Spot Rate : 0.5100 Average : 0.3444 YTW SCENARIO |
| BAM.PR.R | FixedReset | Quote: 20.95 – 21.41 Spot Rate : 0.4600 Average : 0.2987 YTW SCENARIO |
| BAM.PF.E | FixedReset | Quote: 23.87 – 24.33 Spot Rate : 0.4600 Average : 0.3026 YTW SCENARIO |