| 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 | -0.2006 % | 3,113.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2006 % | 5,713.8 |
| Floater | 3.47 % | 3.67 % | 54,235 | 18.10 | 4 | -0.2006 % | 3,292.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0079 % | 3,213.1 |
| SplitShare | 4.57 % | 4.37 % | 47,357 | 4.86 | 5 | -0.0079 % | 3,837.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0079 % | 2,993.9 |
| Perpetual-Premium | 5.62 % | -11.72 % | 59,838 | 0.09 | 10 | -0.0433 % | 2,912.6 |
| Perpetual-Discount | 5.40 % | 5.53 % | 53,872 | 14.61 | 25 | 0.0224 % | 2,986.4 |
| FixedReset | 4.30 % | 4.73 % | 128,385 | 3.84 | 107 | 0.0702 % | 2,573.4 |
| Deemed-Retractible | 5.15 % | 6.07 % | 57,898 | 5.41 | 26 | -0.0226 % | 2,974.0 |
| FloatingReset | 3.35 % | 3.55 % | 31,110 | 5.75 | 7 | 0.2221 % | 2,839.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.L | FixedReset | -4.93 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.20 Bid-YTW : 7.51 % |
| CU.PR.G | Perpetual-Discount | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-07 Maturity Price : 21.06 Evaluated at bid price : 21.06 Bid-YTW : 5.44 % |
| BIP.PR.A | FixedReset | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-07 Maturity Price : 23.67 Evaluated at bid price : 24.00 Bid-YTW : 5.98 % |
| EMA.PR.C | FixedReset | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-07 Maturity Price : 22.83 Evaluated at bid price : 24.12 Bid-YTW : 5.04 % |
| BAM.PF.F | FixedReset | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-07 Maturity Price : 23.84 Evaluated at bid price : 24.95 Bid-YTW : 5.10 % |
| TD.PF.E | FixedReset | 1.60 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.79 Bid-YTW : 4.14 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.Q | FixedReset | 225,550 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.12 Bid-YTW : 4.35 % |
| TD.PF.D | FixedReset | 71,816 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.57 Bid-YTW : 4.57 % |
| MFC.PR.R | FixedReset | 57,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 26.01 Bid-YTW : 3.86 % |
| SLF.PR.H | FixedReset | 56,909 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.11 Bid-YTW : 5.88 % |
| W.PR.K | FixedReset | 49,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-01-15 Maturity Price : 25.00 Evaluated at bid price : 26.15 Bid-YTW : 3.43 % |
| BNS.PR.G | FixedReset | 46,818 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 26.38 Bid-YTW : 3.60 % |
| There were 11 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.L | FixedReset | Quote: 21.20 – 23.19 Spot Rate : 1.9900 Average : 1.3039 YTW SCENARIO |
| IAG.PR.I | FixedReset | Quote: 25.16 – 26.16 Spot Rate : 1.0000 Average : 0.5873 YTW SCENARIO |
| MFC.PR.Q | FixedReset | Quote: 24.85 – 25.29 Spot Rate : 0.4400 Average : 0.2979 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 21.06 – 21.40 Spot Rate : 0.3400 Average : 0.2056 YTW SCENARIO |
| BIP.PR.A | FixedReset | Quote: 24.00 – 24.34 Spot Rate : 0.3400 Average : 0.2163 YTW SCENARIO |
| PWF.PR.Q | FloatingReset | Quote: 21.70 – 22.20 Spot Rate : 0.5000 Average : 0.4026 YTW SCENARIO |