| 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 | 4.65 % | 5.64 % | 11,513 | 17.11 | 1 | 0.1378 % | 1,697.2 |
| FixedFloater | 6.74 % | 5.84 % | 19,760 | 16.68 | 1 | -0.3534 % | 2,999.6 |
| Floater | 4.57 % | 4.78 % | 46,785 | 15.87 | 4 | -0.6959 % | 1,700.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1455 % | 2,822.5 |
| SplitShare | 4.92 % | 5.30 % | 81,669 | 3.97 | 7 | 0.1455 % | 3,302.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1455 % | 2,577.0 |
| Perpetual-Premium | 5.76 % | -11.80 % | 74,886 | 0.08 | 6 | -0.0852 % | 2,597.9 |
| Perpetual-Discount | 5.50 % | 5.57 % | 101,137 | 14.53 | 33 | 0.0079 % | 2,663.9 |
| FixedReset | 5.15 % | 4.66 % | 162,951 | 7.44 | 88 | -0.2824 % | 1,985.2 |
| Deemed-Retractible | 5.16 % | 5.69 % | 127,413 | 6.78 | 33 | 0.0140 % | 2,659.5 |
| FloatingReset | 3.12 % | 5.07 % | 22,185 | 5.31 | 17 | -0.4249 % | 2,079.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.I | FloatingReset | -9.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-09 Maturity Price : 10.90 Evaluated at bid price : 10.90 Bid-YTW : 4.69 % |
| BAM.PR.R | FixedReset | -6.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-09 Maturity Price : 14.61 Evaluated at bid price : 14.61 Bid-YTW : 5.17 % |
| BMO.PR.Q | FixedReset | -1.74 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.75 Bid-YTW : 6.31 % |
| TRP.PR.B | FixedReset | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-09 Maturity Price : 11.30 Evaluated at bid price : 11.30 Bid-YTW : 4.48 % |
| BNS.PR.Y | FixedReset | -1.73 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.86 Bid-YTW : 6.10 % |
| IFC.PR.C | FixedReset | -1.68 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.10 Bid-YTW : 7.90 % |
| TRP.PR.C | FixedReset | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-09 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 4.68 % |
| SLF.PR.H | FixedReset | -1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.38 Bid-YTW : 8.70 % |
| BAM.PR.C | Floater | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-09 Maturity Price : 9.81 Evaluated at bid price : 9.81 Bid-YTW : 4.87 % |
| IAG.PR.G | FixedReset | -1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.50 Bid-YTW : 6.46 % |
| FTS.PR.J | Perpetual-Discount | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-09 Maturity Price : 22.21 Evaluated at bid price : 22.53 Bid-YTW : 5.35 % |
| PWF.PR.P | FixedReset | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-09 Maturity Price : 13.11 Evaluated at bid price : 13.11 Bid-YTW : 4.39 % |
| HSE.PR.G | FixedReset | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-09 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 5.63 % |
| MFC.PR.M | FixedReset | -1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.49 Bid-YTW : 6.97 % |
| HSE.PR.C | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-09 Maturity Price : 17.62 Evaluated at bid price : 17.62 Bid-YTW : 5.70 % |
| BNS.PR.A | FloatingReset | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.62 Bid-YTW : 4.47 % |
| BAM.PR.X | FixedReset | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-09 Maturity Price : 13.80 Evaluated at bid price : 13.80 Bid-YTW : 4.79 % |
| TRP.PR.F | FloatingReset | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-09 Maturity Price : 12.86 Evaluated at bid price : 12.86 Bid-YTW : 4.74 % |
| GWO.PR.N | FixedReset | 1.31 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.88 Bid-YTW : 9.89 % |
| IAG.PR.A | Deemed-Retractible | 1.38 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.00 Bid-YTW : 6.53 % |
| PWF.PR.Q | FloatingReset | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-09 Maturity Price : 12.60 Evaluated at bid price : 12.60 Bid-YTW : 4.17 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.A | FixedReset | 109,605 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-09 Maturity Price : 14.52 Evaluated at bid price : 14.52 Bid-YTW : 4.77 % |
| TRP.PR.J | FixedReset | 106,520 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.79 Bid-YTW : 4.89 % |
| NA.PR.W | FixedReset | 90,386 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-09 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 4.23 % |
| HSE.PR.A | FixedReset | 53,209 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-09 Maturity Price : 11.19 Evaluated at bid price : 11.19 Bid-YTW : 5.46 % |
| TRP.PR.C | FixedReset | 43,490 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-09 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 4.68 % |
| VNR.PR.A | FixedReset | 41,120 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-09 Maturity Price : 17.78 Evaluated at bid price : 17.78 Bid-YTW : 5.06 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.R | FixedReset | Quote: 14.61 – 15.29 Spot Rate : 0.6800 Average : 0.3851 YTW SCENARIO |
| BMO.PR.Q | FixedReset | Quote: 19.75 – 20.25 Spot Rate : 0.5000 Average : 0.3543 YTW SCENARIO |
| BNS.PR.D | FloatingReset | Quote: 18.51 – 18.99 Spot Rate : 0.4800 Average : 0.3482 YTW SCENARIO |
| MFC.PR.K | FixedReset | Quote: 18.55 – 18.90 Spot Rate : 0.3500 Average : 0.2426 YTW SCENARIO |
| MFC.PR.I | FixedReset | Quote: 20.60 – 20.87 Spot Rate : 0.2700 Average : 0.1682 YTW SCENARIO |
| HSE.PR.G | FixedReset | Quote: 19.35 – 19.65 Spot Rate : 0.3000 Average : 0.2048 YTW SCENARIO |