| 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 | 0.2836 % | 2,908.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2836 % | 5,337.1 |
| Floater | 3.42 % | 3.59 % | 48,714 | 18.30 | 4 | 0.2836 % | 3,075.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1012 % | 3,151.6 |
| SplitShare | 4.66 % | 4.36 % | 67,201 | 4.14 | 5 | 0.1012 % | 3,763.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1012 % | 2,936.6 |
| Perpetual-Premium | 5.37 % | -1.79 % | 64,415 | 0.09 | 20 | -0.0865 % | 2,868.9 |
| Perpetual-Discount | 5.27 % | 5.28 % | 69,959 | 15.01 | 14 | -0.0586 % | 3,009.1 |
| FixedReset | 4.20 % | 4.45 % | 152,717 | 3.86 | 101 | 0.0803 % | 2,544.6 |
| Deemed-Retractible | 5.06 % | 5.41 % | 85,718 | 5.80 | 28 | -0.0296 % | 2,955.1 |
| FloatingReset | 3.02 % | 2.89 % | 41,832 | 3.76 | 10 | 0.2899 % | 2,786.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.N | FixedReset | -1.71 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.56 Bid-YTW : 6.87 % |
| TRP.PR.B | FixedReset | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-01 Maturity Price : 17.38 Evaluated at bid price : 17.38 Bid-YTW : 4.66 % |
| TRP.PR.H | FloatingReset | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-01 Maturity Price : 17.45 Evaluated at bid price : 17.45 Bid-YTW : 3.55 % |
| MFC.PR.F | FixedReset | 2.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.41 Bid-YTW : 6.97 % |
| TRP.PR.F | FloatingReset | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-01 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 3.65 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset | 192,929 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.39 Bid-YTW : 4.05 % |
| TD.PF.C | FixedReset | 101,340 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-01 Maturity Price : 23.32 Evaluated at bid price : 23.66 Bid-YTW : 4.51 % |
| HSE.PR.A | FixedReset | 69,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-01 Maturity Price : 18.14 Evaluated at bid price : 18.14 Bid-YTW : 4.96 % |
| BNS.PR.Q | FixedReset | 62,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-10-25 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 3.78 % |
| SLF.PR.G | FixedReset | 59,839 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.44 Bid-YTW : 7.20 % |
| NA.PR.E | FixedReset | 56,677 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-01 Maturity Price : 23.06 Evaluated at bid price : 24.77 Bid-YTW : 4.61 % |
| There were 25 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.N | FixedReset | Quote: 19.56 – 20.10 Spot Rate : 0.5400 Average : 0.3374 YTW SCENARIO |
| EML.PR.A | FixedReset | Quote: 26.53 – 26.88 Spot Rate : 0.3500 Average : 0.2410 YTW SCENARIO |
| IFC.PR.A | FixedReset | Quote: 20.69 – 20.99 Spot Rate : 0.3000 Average : 0.1927 YTW SCENARIO |
| BAM.PF.J | FixedReset | Quote: 25.30 – 25.59 Spot Rate : 0.2900 Average : 0.1843 YTW SCENARIO |
| BMO.PR.D | FixedReset | Quote: 25.32 – 25.58 Spot Rate : 0.2600 Average : 0.1568 YTW SCENARIO |
| CM.PR.O | FixedReset | Quote: 23.81 – 24.09 Spot Rate : 0.2800 Average : 0.1784 YTW SCENARIO |