| 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 | -0.4262 % | 1,686.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4262 % | 3,081.2 |
| Floater | 4.87 % | 4.61 % | 88,067 | 16.12 | 4 | -0.4262 % | 1,775.7 |
| OpRet | 4.84 % | 0.23 % | 47,877 | 0.09 | 1 | -0.2366 % | 2,848.1 |
| SplitShare | 5.11 % | 5.41 % | 99,680 | 4.55 | 5 | 0.1206 % | 3,369.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1206 % | 2,629.1 |
| Perpetual-Premium | 5.45 % | -2.28 % | 80,171 | 0.09 | 12 | 0.0193 % | 2,702.4 |
| Perpetual-Discount | 5.17 % | 5.12 % | 105,412 | 14.79 | 26 | -0.0494 % | 2,867.7 |
| FixedReset | 4.99 % | 4.26 % | 148,870 | 7.09 | 88 | -0.0643 % | 2,039.6 |
| Deemed-Retractible | 4.99 % | 4.70 % | 119,801 | 0.24 | 33 | -0.2833 % | 2,783.4 |
| FloatingReset | 2.94 % | 4.43 % | 30,771 | 5.14 | 11 | 0.0880 % | 2,155.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.B | FixedReset | -2.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-29 Maturity Price : 11.79 Evaluated at bid price : 11.79 Bid-YTW : 4.23 % |
| VNR.PR.A | FixedReset | -2.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-29 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 5.11 % |
| SLF.PR.H | FixedReset | -2.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.73 Bid-YTW : 9.30 % |
| BAM.PR.T | FixedReset | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-29 Maturity Price : 15.66 Evaluated at bid price : 15.66 Bid-YTW : 4.90 % |
| BAM.PR.B | Floater | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-29 Maturity Price : 10.34 Evaluated at bid price : 10.34 Bid-YTW : 4.61 % |
| BAM.PR.R | FixedReset | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-29 Maturity Price : 15.82 Evaluated at bid price : 15.82 Bid-YTW : 4.74 % |
| GWO.PR.I | Deemed-Retractible | -1.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.80 Bid-YTW : 5.92 % |
| PWF.PR.P | FixedReset | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-29 Maturity Price : 13.36 Evaluated at bid price : 13.36 Bid-YTW : 4.26 % |
| MFC.PR.F | FixedReset | -1.31 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.31 Bid-YTW : 9.70 % |
| CCS.PR.C | Deemed-Retractible | -1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.12 Bid-YTW : 5.62 % |
| MFC.PR.K | FixedReset | -1.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.90 Bid-YTW : 7.88 % |
| GWO.PR.P | Deemed-Retractible | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.51 Bid-YTW : 5.20 % |
| BAM.PF.H | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.60 Bid-YTW : 3.54 % |
| BMO.PR.Y | FixedReset | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-29 Maturity Price : 20.67 Evaluated at bid price : 20.67 Bid-YTW : 4.18 % |
| BIP.PR.A | FixedReset | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-29 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 5.46 % |
| TRP.PR.G | FixedReset | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-29 Maturity Price : 20.17 Evaluated at bid price : 20.17 Bid-YTW : 4.60 % |
| SLF.PR.G | FixedReset | 1.47 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.45 Bid-YTW : 9.60 % |
| BAM.PR.S | FloatingReset | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-29 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 4.81 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.E | FixedReset | 163,725 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-29 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 4.33 % |
| BAM.PF.H | FixedReset | 104,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.60 Bid-YTW : 3.54 % |
| HSE.PR.G | FixedReset | 77,110 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-29 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 5.39 % |
| RY.PR.Q | FixedReset | 54,590 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.81 Bid-YTW : 3.78 % |
| TRP.PR.C | FixedReset | 32,490 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-07-29 Maturity Price : 12.63 Evaluated at bid price : 12.63 Bid-YTW : 4.39 % |
| RY.PR.R | FixedReset | 26,793 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.74 Bid-YTW : 3.92 % |
| There were 12 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: 26.81 – 27.40 Spot Rate : 0.5900 Average : 0.3822 YTW SCENARIO |
| VNR.PR.A | FixedReset | Quote: 17.35 – 18.10 Spot Rate : 0.7500 Average : 0.5751 YTW SCENARIO |
| BNS.PR.R | FixedReset | Quote: 24.01 – 24.45 Spot Rate : 0.4400 Average : 0.2740 YTW SCENARIO |
| PWF.PR.O | Perpetual-Premium | Quote: 25.91 – 26.34 Spot Rate : 0.4300 Average : 0.2771 YTW SCENARIO |
| NA.PR.Q | FixedReset | Quote: 24.24 – 24.70 Spot Rate : 0.4600 Average : 0.3212 YTW SCENARIO |
| SLF.PR.H | FixedReset | Quote: 15.73 – 16.05 Spot Rate : 0.3200 Average : 0.2071 YTW SCENARIO |