| 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 | 0.6080 % | 1,683.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6080 % | 3,075.6 |
| Floater | 4.51 % | 4.57 % | 64,076 | 16.19 | 3 | 0.6080 % | 1,772.5 |
| OpRet | 4.87 % | -0.61 % | 44,718 | 0.08 | 1 | 0.0398 % | 2,829.0 |
| SplitShare | 4.89 % | 4.94 % | 82,623 | 4.69 | 7 | 0.1674 % | 3,330.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1674 % | 2,598.4 |
| Perpetual-Premium | 5.61 % | 0.21 % | 78,710 | 0.09 | 9 | 0.0610 % | 2,618.3 |
| Perpetual-Discount | 5.38 % | 5.40 % | 107,590 | 14.63 | 28 | 0.0906 % | 2,721.8 |
| FixedReset | 5.09 % | 4.57 % | 162,543 | 14.48 | 87 | 0.1035 % | 2,005.1 |
| Deemed-Retractible | 5.12 % | 5.31 % | 127,582 | 4.96 | 33 | 0.0404 % | 2,700.6 |
| FloatingReset | 3.11 % | 5.13 % | 26,271 | 5.23 | 17 | 1.5443 % | 2,112.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CCS.PR.C | Deemed-Retractible | -1.61 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.55 Bid-YTW : 6.49 % |
| IFC.PR.C | FixedReset | -1.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.14 Bid-YTW : 7.90 % |
| GWO.PR.N | FixedReset | 1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.50 Bid-YTW : 9.24 % |
| CGI.PR.D | SplitShare | 1.17 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2023-06-14 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 3.75 % |
| BAM.PF.E | FixedReset | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-06 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 4.60 % |
| TRP.PR.G | FixedReset | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-06 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 4.72 % |
| FTS.PR.H | FixedReset | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-06 Maturity Price : 13.74 Evaluated at bid price : 13.74 Bid-YTW : 3.96 % |
| TRP.PR.F | FloatingReset | 2.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-06 Maturity Price : 14.30 Evaluated at bid price : 14.30 Bid-YTW : 4.24 % |
| HSE.PR.A | FixedReset | 3.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-06 Maturity Price : 11.89 Evaluated at bid price : 11.89 Bid-YTW : 5.00 % |
| TRP.PR.H | FloatingReset | 9.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-06 Maturity Price : 10.21 Evaluated at bid price : 10.21 Bid-YTW : 4.38 % |
| PWF.PR.Q | FloatingReset | 34.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-06 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 4.26 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.F | FixedReset | 93,583 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.70 Bid-YTW : 10.00 % |
| MFC.PR.O | FixedReset | 61,885 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 26.20 Bid-YTW : 4.51 % |
| TRP.PR.J | FixedReset | 53,930 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.72 Bid-YTW : 4.89 % |
| BNS.PR.G | FixedReset | 33,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 26.37 Bid-YTW : 4.60 % |
| TD.PF.B | FixedReset | 24,008 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-06 Maturity Price : 18.68 Evaluated at bid price : 18.68 Bid-YTW : 4.14 % |
| HSE.PR.A | FixedReset | 21,975 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-06 Maturity Price : 11.89 Evaluated at bid price : 11.89 Bid-YTW : 5.00 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.C | FixedReset | Quote: 17.91 – 18.66 Spot Rate : 0.7500 Average : 0.5378 YTW SCENARIO |
| PWF.PR.P | FixedReset | Quote: 13.30 – 13.75 Spot Rate : 0.4500 Average : 0.3074 YTW SCENARIO |
| HSE.PR.E | FixedReset | Quote: 19.97 – 20.46 Spot Rate : 0.4900 Average : 0.3524 YTW SCENARIO |
| HSE.PR.A | FixedReset | Quote: 11.89 – 12.33 Spot Rate : 0.4400 Average : 0.3090 YTW SCENARIO |
| CM.PR.O | FixedReset | Quote: 19.00 – 19.34 Spot Rate : 0.3400 Average : 0.2395 YTW SCENARIO |
| SLF.PR.H | FixedReset | Quote: 16.50 – 16.79 Spot Rate : 0.2900 Average : 0.1993 YTW SCENARIO |