| 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 | 0.0973 % | 2,981.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0973 % | 5,471.6 |
| Floater | 3.36 % | 3.60 % | 83,102 | 18.26 | 4 | 0.0973 % | 3,153.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2237 % | 3,172.0 |
| SplitShare | 4.61 % | 4.59 % | 81,587 | 5.01 | 5 | 0.2237 % | 3,788.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2237 % | 2,955.6 |
| Perpetual-Premium | 5.62 % | -7.01 % | 66,877 | 0.09 | 10 | 0.0590 % | 2,874.5 |
| Perpetual-Discount | 5.42 % | 5.49 % | 67,337 | 14.64 | 24 | 0.0126 % | 2,943.9 |
| FixedReset | 4.25 % | 4.55 % | 165,366 | 3.67 | 103 | 0.0822 % | 2,564.5 |
| Deemed-Retractible | 5.12 % | 5.62 % | 78,934 | 5.57 | 27 | 0.0404 % | 2,952.0 |
| FloatingReset | 3.07 % | 3.36 % | 31,438 | 3.53 | 8 | -0.0566 % | 2,812.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.A | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-18 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 5.19 % |
| TRP.PR.A | FixedReset | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-18 Maturity Price : 20.49 Evaluated at bid price : 20.49 Bid-YTW : 5.01 % |
| SLF.PR.C | Deemed-Retractible | 1.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.49 Bid-YTW : 7.28 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| IFC.PR.A | FixedReset | 86,481 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.82 Bid-YTW : 7.67 % |
| MFC.PR.B | Deemed-Retractible | 57,510 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.56 Bid-YTW : 7.24 % |
| BMO.PR.R | FloatingReset | 54,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-08-25 Maturity Price : 25.00 Evaluated at bid price : 24.86 Bid-YTW : 2.08 % |
| CM.PR.R | FixedReset | 29,366 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.36 Bid-YTW : 4.10 % |
| BNS.PR.G | FixedReset | 27,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 26.81 Bid-YTW : 3.22 % |
| BNS.PR.R | FixedReset | 27,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 3.58 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.M | FixedReset | Quote: 24.50 – 24.95 Spot Rate : 0.4500 Average : 0.3265 YTW SCENARIO |
| BMO.PR.Q | FixedReset | Quote: 22.90 – 23.25 Spot Rate : 0.3500 Average : 0.2268 YTW SCENARIO |
| SLF.PR.G | FixedReset | Quote: 19.66 – 20.05 Spot Rate : 0.3900 Average : 0.2727 YTW SCENARIO |
| MFC.PR.K | FixedReset | Quote: 23.60 – 23.96 Spot Rate : 0.3600 Average : 0.2493 YTW SCENARIO |
| GWO.PR.N | FixedReset | Quote: 19.31 – 19.61 Spot Rate : 0.3000 Average : 0.1902 YTW SCENARIO |
| IFC.PR.E | Deemed-Retractible | Quote: 24.61 – 24.89 Spot Rate : 0.2800 Average : 0.1828 YTW SCENARIO |