| 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 | 0.2576 % | 3,102.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2576 % | 5,692.0 |
| Floater | 3.50 % | 3.67 % | 35,713 | 18.14 | 4 | 0.2576 % | 3,280.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1347 % | 3,226.6 |
| SplitShare | 4.61 % | 4.66 % | 55,263 | 4.79 | 5 | -0.1347 % | 3,853.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1347 % | 3,006.5 |
| Perpetual-Premium | 5.53 % | -1.48 % | 54,845 | 0.09 | 12 | 0.0721 % | 2,922.9 |
| Perpetual-Discount | 5.42 % | 5.54 % | 57,188 | 14.52 | 22 | 0.0433 % | 2,998.0 |
| FixedReset Disc | 4.18 % | 4.99 % | 138,548 | 15.62 | 42 | 0.0281 % | 2,576.2 |
| Deemed-Retractible | 5.16 % | 5.94 % | 59,887 | 5.36 | 27 | -0.0422 % | 2,998.3 |
| FloatingReset | 3.37 % | 4.12 % | 44,957 | 5.66 | 5 | 0.1272 % | 2,844.3 |
| FixedReset Prem | 4.83 % | 4.09 % | 163,886 | 3.07 | 35 | 0.0279 % | 2,568.4 |
| FixedReset Bank Non | 3.19 % | 3.76 % | 64,071 | 0.42 | 9 | -0.0496 % | 2,572.0 |
| FixedReset Ins Non | 4.32 % | 5.06 % | 87,535 | 5.44 | 22 | 0.0759 % | 2,581.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-20 Maturity Price : 17.24 Evaluated at bid price : 17.24 Bid-YTW : 3.75 % |
| EMA.PR.F | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-20 Maturity Price : 23.36 Evaluated at bid price : 23.80 Bid-YTW : 5.11 % |
| CM.PR.O | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-20 Maturity Price : 22.77 Evaluated at bid price : 23.36 Bid-YTW : 4.88 % |
| IFC.PR.A | FixedReset Ins Non | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.70 Bid-YTW : 7.86 % |
| BAM.PR.Z | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-20 Maturity Price : 23.06 Evaluated at bid price : 24.55 Bid-YTW : 5.11 % |
| BIP.PR.E | FixedReset Prem | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-20 Maturity Price : 23.08 Evaluated at bid price : 24.68 Bid-YTW : 5.18 % |
| PWF.PR.A | Floater | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-20 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 3.03 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.S | FixedReset Disc | 134,848 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-20 Maturity Price : 22.92 Evaluated at bid price : 24.23 Bid-YTW : 4.79 % |
| RY.PR.M | FixedReset Disc | 101,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-20 Maturity Price : 23.21 Evaluated at bid price : 24.20 Bid-YTW : 4.86 % |
| BMO.PR.E | FixedReset Disc | 81,505 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-20 Maturity Price : 23.15 Evaluated at bid price : 25.01 Bid-YTW : 4.83 % |
| POW.PR.D | Perpetual-Discount | 69,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-20 Maturity Price : 22.71 Evaluated at bid price : 22.95 Bid-YTW : 5.54 % |
| BNS.PR.H | FixedReset Prem | 64,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 26.11 Bid-YTW : 3.68 % |
| TD.PF.G | FixedReset Prem | 54,525 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.39 Bid-YTW : 3.57 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CM.PR.O | FixedReset Disc | Quote: 23.36 – 23.88 Spot Rate : 0.5200 Average : 0.3491 YTW SCENARIO |
| HSE.PR.C | FixedReset Prem | Quote: 24.70 – 25.08 Spot Rate : 0.3800 Average : 0.2370 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 23.50 – 24.00 Spot Rate : 0.5000 Average : 0.3660 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 19.70 – 20.09 Spot Rate : 0.3900 Average : 0.2838 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 24.40 – 24.75 Spot Rate : 0.3500 Average : 0.2540 YTW SCENARIO |
| TD.PF.J | FixedReset Prem | Quote: 25.11 – 25.55 Spot Rate : 0.4400 Average : 0.3493 YTW SCENARIO |