| 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 | 0.3624 % | 1,666.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3624 % | 3,043.9 |
| Floater | 4.93 % | 4.72 % | 88,989 | 16.01 | 4 | 0.3624 % | 1,754.2 |
| OpRet | 4.84 % | -0.58 % | 43,220 | 0.10 | 1 | 0.0395 % | 2,850.4 |
| SplitShare | 5.11 % | 5.42 % | 100,253 | 4.57 | 5 | -0.0161 % | 3,367.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0161 % | 2,627.4 |
| Perpetual-Premium | 5.48 % | -12.44 % | 80,448 | 0.09 | 12 | -0.1231 % | 2,683.4 |
| Perpetual-Discount | 5.23 % | 5.21 % | 100,913 | 15.12 | 26 | -0.0693 % | 2,836.2 |
| FixedReset | 5.00 % | 4.32 % | 149,948 | 7.13 | 88 | -0.0164 % | 2,034.0 |
| Deemed-Retractible | 5.01 % | 3.96 % | 124,370 | 0.09 | 33 | -0.1774 % | 2,772.1 |
| FloatingReset | 2.95 % | 4.47 % | 32,391 | 5.13 | 11 | -0.0147 % | 2,145.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.A | FixedReset | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-25 Maturity Price : 11.79 Evaluated at bid price : 11.79 Bid-YTW : 5.11 % |
| GWO.PR.M | Deemed-Retractible | -1.48 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-08-24 Maturity Price : 25.75 Evaluated at bid price : 26.01 Bid-YTW : -1.94 % |
| TRP.PR.G | FixedReset | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-25 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 4.72 % |
| BAM.PF.H | FixedReset | -1.14 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.10 Bid-YTW : 4.02 % |
| HSE.PR.E | FixedReset | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-25 Maturity Price : 19.63 Evaluated at bid price : 19.63 Bid-YTW : 5.52 % |
| MFC.PR.M | FixedReset | -1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.88 Bid-YTW : 7.44 % |
| BNS.PR.E | FixedReset | -1.08 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 26.51 Bid-YTW : 4.10 % |
| BIP.PR.B | FixedReset | -1.07 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.85 Bid-YTW : 4.77 % |
| MFC.PR.L | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.27 Bid-YTW : 7.70 % |
| MFC.PR.F | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.41 Bid-YTW : 9.59 % |
| BNS.PR.D | FloatingReset | 1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.20 Bid-YTW : 6.53 % |
| VNR.PR.A | FixedReset | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-25 Maturity Price : 18.25 Evaluated at bid price : 18.25 Bid-YTW : 4.85 % |
| CCS.PR.C | Deemed-Retractible | 1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.12 Bid-YTW : 5.61 % |
| BMO.PR.Q | FixedReset | 1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.25 Bid-YTW : 6.04 % |
| FTS.PR.H | FixedReset | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-25 Maturity Price : 14.15 Evaluated at bid price : 14.15 Bid-YTW : 3.90 % |
| BAM.PR.K | Floater | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-25 Maturity Price : 10.25 Evaluated at bid price : 10.25 Bid-YTW : 4.65 % |
| TRP.PR.C | FixedReset | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-25 Maturity Price : 12.86 Evaluated at bid price : 12.86 Bid-YTW : 4.31 % |
| CU.PR.C | FixedReset | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-25 Maturity Price : 17.76 Evaluated at bid price : 17.76 Bid-YTW : 4.42 % |
| GWO.PR.N | FixedReset | 2.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.55 Bid-YTW : 9.37 % |
| FTS.PR.G | FixedReset | 2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-25 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 4.09 % |
| TRP.PR.H | FloatingReset | 2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-25 Maturity Price : 10.39 Evaluated at bid price : 10.39 Bid-YTW : 4.34 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.A | FixedReset | 94,134 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 26.19 Bid-YTW : 4.51 % |
| TRP.PR.D | FixedReset | 59,673 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-25 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 4.42 % |
| HSB.PR.C | Deemed-Retractible | 50,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-08-24 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 2.04 % |
| BIP.PR.A | FixedReset | 43,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-25 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 5.50 % |
| MFC.PR.J | FixedReset | 38,250 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.44 Bid-YTW : 7.03 % |
| HSE.PR.G | FixedReset | 27,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-25 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 5.42 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BNS.PR.E | FixedReset | Quote: 26.51 – 26.98 Spot Rate : 0.4700 Average : 0.2930 YTW SCENARIO |
| GWO.PR.M | Deemed-Retractible | Quote: 26.01 – 26.44 Spot Rate : 0.4300 Average : 0.2685 YTW SCENARIO |
| TRP.PR.J | FixedReset | Quote: 26.35 – 26.72 Spot Rate : 0.3700 Average : 0.2670 YTW SCENARIO |
| IAG.PR.G | FixedReset | Quote: 19.35 – 19.65 Spot Rate : 0.3000 Average : 0.2150 YTW SCENARIO |
| MFC.PR.F | FixedReset | Quote: 14.41 – 14.64 Spot Rate : 0.2300 Average : 0.1479 YTW SCENARIO |
| POW.PR.D | Perpetual-Discount | Quote: 24.10 – 24.34 Spot Rate : 0.2400 Average : 0.1599 YTW SCENARIO |