| 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 | 0.3064 % | 2,092.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3064 % | 3,839.9 |
| Floater | 3.61 % | 3.80 % | 51,578 | 17.77 | 4 | 0.3064 % | 2,213.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2827 % | 3,004.7 |
| SplitShare | 4.98 % | 3.57 % | 63,299 | 0.75 | 5 | 0.2827 % | 3,588.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2827 % | 2,799.7 |
| Perpetual-Premium | 5.36 % | 4.70 % | 68,820 | 3.68 | 20 | 0.0607 % | 2,739.2 |
| Perpetual-Discount | 5.16 % | 5.22 % | 92,444 | 15.05 | 18 | 0.1084 % | 2,917.1 |
| FixedReset | 4.46 % | 4.13 % | 227,163 | 6.73 | 97 | 0.1941 % | 2,313.1 |
| Deemed-Retractible | 5.04 % | 0.06 % | 135,751 | 0.14 | 31 | 0.0092 % | 2,856.2 |
| FloatingReset | 2.48 % | 3.20 % | 51,413 | 4.63 | 9 | 0.0214 % | 2,471.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.A | FixedReset | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-06 Maturity Price : 16.53 Evaluated at bid price : 16.53 Bid-YTW : 4.28 % |
| BNS.PR.Z | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.94 Bid-YTW : 5.06 % |
| BAM.PR.R | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-06 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 4.46 % |
| BAM.PR.K | Floater | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-06 Maturity Price : 12.58 Evaluated at bid price : 12.58 Bid-YTW : 3.80 % |
| TRP.PR.A | FixedReset | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-06 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 4.13 % |
| BNS.PR.Y | FixedReset | 1.83 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.31 Bid-YTW : 4.45 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset | 69,487 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.09 Bid-YTW : 3.98 % |
| BMO.PR.T | FixedReset | 54,485 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-06 Maturity Price : 21.49 Evaluated at bid price : 21.85 Bid-YTW : 3.96 % |
| BAM.PF.I | FixedReset | 46,732 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.82 Bid-YTW : 4.03 % |
| BAM.PR.T | FixedReset | 37,194 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-06 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 4.72 % |
| FTS.PR.K | FixedReset | 34,590 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-06 Maturity Price : 19.89 Evaluated at bid price : 19.89 Bid-YTW : 4.16 % |
| MFC.PR.G | FixedReset | 33,687 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.09 Bid-YTW : 5.14 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PVS.PR.E | SplitShare | Quote: 26.20 – 26.50 Spot Rate : 0.3000 Average : 0.2343 YTW SCENARIO |
| NA.PR.X | FixedReset | Quote: 26.59 – 26.80 Spot Rate : 0.2100 Average : 0.1496 YTW SCENARIO |
| RY.PR.R | FixedReset | Quote: 27.06 – 27.25 Spot Rate : 0.1900 Average : 0.1311 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 15.15 – 15.40 Spot Rate : 0.2500 Average : 0.1923 YTW SCENARIO |
| TRP.PR.E | FixedReset | Quote: 22.73 – 23.00 Spot Rate : 0.2700 Average : 0.2131 YTW SCENARIO |
| CU.PR.H | Perpetual-Premium | Quote: 25.52 – 25.80 Spot Rate : 0.2800 Average : 0.2275 YTW SCENARIO |