| 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 | 0.1372 % | 3,067.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1372 % | 5,628.8 |
| Floater | 3.79 % | 4.02 % | 41,907 | 17.34 | 4 | 0.1372 % | 3,243.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0332 % | 3,218.0 |
| SplitShare | 4.48 % | 4.75 % | 49,880 | 4.17 | 6 | 0.0332 % | 3,843.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0332 % | 2,998.5 |
| Perpetual-Premium | 5.88 % | 0.36 % | 52,844 | 0.08 | 3 | -0.1187 % | 2,889.0 |
| Perpetual-Discount | 5.59 % | 5.67 % | 78,251 | 14.34 | 31 | 0.2618 % | 2,933.6 |
| FixedReset Disc | 4.50 % | 5.37 % | 166,198 | 14.94 | 58 | -0.1996 % | 2,474.5 |
| Deemed-Retractible | 5.32 % | 6.63 % | 69,514 | 5.18 | 27 | 0.1293 % | 2,915.1 |
| FloatingReset | 3.82 % | 4.31 % | 39,298 | 5.42 | 6 | -0.7092 % | 2,756.0 |
| FixedReset Prem | 5.04 % | 4.31 % | 174,888 | 2.55 | 22 | -0.0606 % | 2,534.5 |
| FixedReset Bank Non | 2.96 % | 4.04 % | 117,809 | 0.28 | 6 | 0.0000 % | 2,578.4 |
| FixedReset Ins Non | 4.54 % | 6.32 % | 129,277 | 5.28 | 22 | -0.5193 % | 2,470.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CM.PR.P | FixedReset Disc | -2.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-12 Maturity Price : 21.46 Evaluated at bid price : 21.46 Bid-YTW : 5.40 % |
| MFC.PR.K | FixedReset Ins Non | -2.61 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.27 Bid-YTW : 7.91 % |
| TRP.PR.F | FloatingReset | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-12 Maturity Price : 19.08 Evaluated at bid price : 19.08 Bid-YTW : 4.81 % |
| MFC.PR.G | FixedReset Ins Non | -1.74 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.21 Bid-YTW : 6.13 % |
| BAM.PR.X | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-12 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 5.53 % |
| PWF.PR.Q | FloatingReset | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-12 Maturity Price : 20.91 Evaluated at bid price : 20.91 Bid-YTW : 3.98 % |
| MFC.PR.J | FixedReset Ins Non | -1.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.80 Bid-YTW : 6.15 % |
| BAM.PF.I | FixedReset Prem | -1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 24.85 Bid-YTW : 5.22 % |
| SLF.PR.H | FixedReset Ins Non | -1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.30 Bid-YTW : 7.70 % |
| IAG.PR.G | FixedReset Ins Non | -1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.61 Bid-YTW : 6.38 % |
| TRP.PR.E | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-12 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 5.72 % |
| HSE.PR.G | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-12 Maturity Price : 23.09 Evaluated at bid price : 23.49 Bid-YTW : 6.26 % |
| W.PR.M | FixedReset Prem | 1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 4.71 % |
| SLF.PR.B | Deemed-Retractible | 1.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.55 Bid-YTW : 7.81 % |
| W.PR.H | Perpetual-Discount | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-12 Maturity Price : 24.34 Evaluated at bid price : 24.65 Bid-YTW : 5.63 % |
| EMA.PR.H | FixedReset Disc | 3.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-12 Maturity Price : 23.09 Evaluated at bid price : 24.75 Bid-YTW : 4.93 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| W.PR.K | FixedReset Prem | 32,540 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-01-15 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.50 % |
| BNS.PR.R | FixedReset Bank Non | 24,277 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.03 Bid-YTW : 4.08 % |
| TD.PF.A | FixedReset Disc | 23,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-12 Maturity Price : 21.78 Evaluated at bid price : 22.25 Bid-YTW : 5.22 % |
| BMO.PR.E | FixedReset Prem | 18,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-12 Maturity Price : 23.11 Evaluated at bid price : 24.85 Bid-YTW : 5.05 % |
| RY.PR.I | FixedReset Bank Non | 18,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-02-24 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 3.12 % |
| GWO.PR.R | Deemed-Retractible | 14,256 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.75 Bid-YTW : 7.62 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.G | FixedReset Ins Non | Quote: 24.05 – 24.75 Spot Rate : 0.7000 Average : 0.4295 YTW SCENARIO |
| CM.PR.P | FixedReset Disc | Quote: 21.46 – 22.00 Spot Rate : 0.5400 Average : 0.3535 YTW SCENARIO |
| HSE.PR.A | FixedReset Disc | Quote: 16.05 – 16.68 Spot Rate : 0.6300 Average : 0.4611 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 21.27 – 21.71 Spot Rate : 0.4400 Average : 0.2900 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 25.10 – 25.56 Spot Rate : 0.4600 Average : 0.3236 YTW SCENARIO |
| CU.PR.I | FixedReset Prem | Quote: 25.67 – 26.04 Spot Rate : 0.3700 Average : 0.2476 YTW SCENARIO |