Sorry this is so late, folks!
| 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 | -0.3011 % | 2,089.1 |
| FixedFloater | 4.92 % | 4.66 % | 29,261 | 17.05 | 1 | -1.2781 % | 3,132.4 |
| Floater | 3.17 % | 3.43 % | 65,803 | 18.61 | 3 | -0.3011 % | 2,255.7 |
| OpRet | 4.90 % | 1.00 % | 52,320 | 1.45 | 6 | -0.0895 % | 2,477.0 |
| SplitShare | 5.86 % | 6.67 % | 58,609 | 5.14 | 3 | -0.3690 % | 2,505.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0895 % | 2,264.9 |
| Perpetual-Premium | 5.53 % | 3.24 % | 99,203 | 1.77 | 18 | 0.0229 % | 2,155.1 |
| Perpetual-Discount | 5.26 % | 5.20 % | 109,363 | 15.05 | 12 | 0.1146 % | 2,296.4 |
| FixedReset | 5.12 % | 3.13 % | 218,702 | 2.45 | 63 | -0.0482 % | 2,336.9 |
| Deemed-Retractible | 5.06 % | 4.46 % | 192,643 | 3.84 | 46 | 0.0184 % | 2,216.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IAG.PR.A | Deemed-Retractible | -1.87 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.05 Bid-YTW : 6.16 % |
| SLF.PR.G | FixedReset | -1.72 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.80 Bid-YTW : 4.50 % |
| PWF.PR.M | FixedReset | -1.50 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2014-01-31 Maturity Price : 25.00 Evaluated at bid price : 26.20 Bid-YTW : 3.93 % |
| BAM.PR.G | FixedFloater | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2041-12-01 Maturity Price : 25.00 Evaluated at bid price : 19.31 Bid-YTW : 4.66 % |
| PWF.PR.A | Floater | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2041-12-01 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 2.78 % |
| BNA.PR.D | SplitShare | -1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2014-07-09 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 5.58 % |
| ELF.PR.G | Perpetual-Discount | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2041-12-01 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 5.70 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.I | FixedReset | 260,654 | YTW SCENARIO Maturity Type : Call Maturity Date : 2014-02-24 Maturity Price : 25.00 Evaluated at bid price : 26.05 Bid-YTW : 3.10 % |
| MFC.PR.A | OpRet | 151,710 | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2015-12-18 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 4.05 % |
| BNS.PR.Z | FixedReset | 130,940 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 3.24 % |
| CM.PR.I | Deemed-Retractible | 65,773 | YTW SCENARIO Maturity Type : Call Maturity Date : 2015-01-31 Maturity Price : 25.25 Evaluated at bid price : 25.70 Bid-YTW : 4.20 % |
| ENB.PR.D | FixedReset | 56,101 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2041-12-01 Maturity Price : 23.14 Evaluated at bid price : 25.13 Bid-YTW : 3.73 % |
| RY.PR.E | Deemed-Retractible | 54,008 | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-02-24 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 4.49 % |
| There were 30 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.L | Deemed-Retractible | Quote: 25.45 – 25.90 Spot Rate : 0.4500 Average : 0.3082 YTW SCENARIO |
| PWF.PR.M | FixedReset | Quote: 26.20 – 26.59 Spot Rate : 0.3900 Average : 0.2561 YTW SCENARIO |
| TD.PR.R | Deemed-Retractible | Quote: 27.02 – 27.34 Spot Rate : 0.3200 Average : 0.1963 YTW SCENARIO |
| PWF.PR.A | Floater | Quote: 19.00 – 20.48 Spot Rate : 1.4800 Average : 1.3616 YTW SCENARIO |
| BAM.PR.H | OpRet | Quote: 25.50 – 25.73 Spot Rate : 0.2300 Average : 0.1455 YTW SCENARIO |
| GWO.PR.I | Deemed-Retractible | Quote: 22.52 – 22.88 Spot Rate : 0.3600 Average : 0.2792 YTW SCENARIO |