| 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 | 0.5715 % | 1,693.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5715 % | 3,094.4 |
| Floater | 4.85 % | 4.54 % | 87,855 | 16.18 | 4 | 0.5715 % | 1,783.3 |
| OpRet | 4.83 % | -2.31 % | 44,331 | 0.09 | 1 | 0.0394 % | 2,854.9 |
| SplitShare | 5.12 % | 5.56 % | 100,707 | 4.55 | 5 | -0.0322 % | 3,365.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0322 % | 2,625.9 |
| Perpetual-Premium | 5.45 % | -3.86 % | 81,191 | 0.09 | 12 | 0.5544 % | 2,701.9 |
| Perpetual-Discount | 5.17 % | 5.11 % | 104,583 | 14.80 | 26 | 0.4468 % | 2,869.2 |
| FixedReset | 4.98 % | 4.28 % | 147,833 | 7.11 | 88 | 0.0875 % | 2,040.9 |
| Deemed-Retractible | 4.98 % | 4.88 % | 118,698 | 0.42 | 33 | 0.4089 % | 2,791.3 |
| FloatingReset | 2.94 % | 4.49 % | 31,224 | 5.14 | 11 | 0.6993 % | 2,153.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.C | FixedReset | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-28 Maturity Price : 12.70 Evaluated at bid price : 12.70 Bid-YTW : 4.37 % |
| TRP.PR.B | FixedReset | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-28 Maturity Price : 12.11 Evaluated at bid price : 12.11 Bid-YTW : 4.12 % |
| SLF.PR.G | FixedReset | -1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.24 Bid-YTW : 9.81 % |
| NA.PR.Q | FixedReset | -1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.01 Bid-YTW : 4.04 % |
| GWO.PR.H | Deemed-Retractible | 1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.15 Bid-YTW : 5.44 % |
| GWO.PR.I | Deemed-Retractible | 1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.13 Bid-YTW : 5.70 % |
| PWF.PR.K | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-28 Maturity Price : 23.71 Evaluated at bid price : 23.98 Bid-YTW : 5.17 % |
| GWO.PR.S | Deemed-Retractible | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.76 Bid-YTW : 4.90 % |
| BMO.PR.R | FloatingReset | 1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.15 Bid-YTW : 4.43 % |
| TRP.PR.G | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-28 Maturity Price : 19.92 Evaluated at bid price : 19.92 Bid-YTW : 4.66 % |
| IFC.PR.A | FixedReset | 1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.39 Bid-YTW : 9.60 % |
| BAM.PR.B | Floater | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-28 Maturity Price : 10.51 Evaluated at bid price : 10.51 Bid-YTW : 4.54 % |
| MFC.PR.F | FixedReset | 1.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.50 Bid-YTW : 9.51 % |
| TD.PR.Z | FloatingReset | 1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.25 Bid-YTW : 4.38 % |
| TD.PR.T | FloatingReset | 1.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.24 Bid-YTW : 4.30 % |
| PWF.PR.P | FixedReset | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-28 Maturity Price : 13.55 Evaluated at bid price : 13.55 Bid-YTW : 4.19 % |
| BAM.PR.S | FloatingReset | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-28 Maturity Price : 14.50 Evaluated at bid price : 14.50 Bid-YTW : 4.89 % |
| PWF.PR.T | FixedReset | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-28 Maturity Price : 20.49 Evaluated at bid price : 20.49 Bid-YTW : 3.88 % |
| SLF.PR.J | FloatingReset | 1.61 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.60 Bid-YTW : 11.13 % |
| POW.PR.G | Perpetual-Premium | 1.69 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-04-15 Maturity Price : 26.00 Evaluated at bid price : 26.52 Bid-YTW : 2.80 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.R | FixedReset | 75,245 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.74 Bid-YTW : 3.91 % |
| TD.PF.D | FixedReset | 67,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-28 Maturity Price : 20.56 Evaluated at bid price : 20.56 Bid-YTW : 4.24 % |
| BMO.PR.Q | FixedReset | 46,900 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.69 Bid-YTW : 6.49 % |
| BIP.PR.A | FixedReset | 39,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-28 Maturity Price : 19.58 Evaluated at bid price : 19.58 Bid-YTW : 5.53 % |
| RY.PR.M | FixedReset | 25,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-28 Maturity Price : 20.16 Evaluated at bid price : 20.16 Bid-YTW : 4.15 % |
| SLF.PR.J | FloatingReset | 24,070 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.60 Bid-YTW : 11.13 % |
| There were 35 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| POW.PR.G | Perpetual-Premium | Quote: 26.52 – 26.99 Spot Rate : 0.4700 Average : 0.3058 YTW SCENARIO |
| BAM.PR.S | FloatingReset | Quote: 14.50 – 15.10 Spot Rate : 0.6000 Average : 0.4897 YTW SCENARIO |
| IAG.PR.A | Deemed-Retractible | Quote: 23.07 – 23.29 Spot Rate : 0.2200 Average : 0.1434 YTW SCENARIO |
| TRP.PR.C | FixedReset | Quote: 12.70 – 13.06 Spot Rate : 0.3600 Average : 0.2878 YTW SCENARIO |
| NA.PR.Q | FixedReset | Quote: 24.01 – 24.25 Spot Rate : 0.2400 Average : 0.1691 YTW SCENARIO |
| HSB.PR.D | Deemed-Retractible | Quote: 25.00 – 25.17 Spot Rate : 0.1700 Average : 0.1106 YTW SCENARIO |