| 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 | -0.1962 % | 1,683.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1962 % | 3,075.2 |
| Floater | 4.88 % | 4.63 % | 87,783 | 16.06 | 4 | -0.1962 % | 1,772.2 |
| OpRet | 4.85 % | 1.38 % | 47,478 | 0.08 | 1 | -0.0791 % | 2,845.9 |
| SplitShare | 5.11 % | 5.35 % | 99,441 | 4.55 | 5 | 0.0723 % | 3,372.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0723 % | 2,631.0 |
| Perpetual-Premium | 5.44 % | -11.50 % | 79,113 | 0.09 | 12 | 0.1322 % | 2,706.0 |
| Perpetual-Discount | 5.16 % | 5.08 % | 105,797 | 14.77 | 26 | 0.1962 % | 2,873.4 |
| FixedReset | 4.98 % | 4.30 % | 151,305 | 7.04 | 89 | 0.2505 % | 2,044.7 |
| Deemed-Retractible | 4.99 % | 4.79 % | 119,051 | 3.30 | 32 | 0.3097 % | 2,792.0 |
| FloatingReset | 2.95 % | 4.34 % | 30,989 | 5.13 | 11 | 0.1612 % | 2,158.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.S | FloatingReset | -2.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-02 Maturity Price : 14.35 Evaluated at bid price : 14.35 Bid-YTW : 4.97 % |
| TRP.PR.A | FixedReset | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-02 Maturity Price : 14.80 Evaluated at bid price : 14.80 Bid-YTW : 4.63 % |
| BAM.PR.X | FixedReset | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-02 Maturity Price : 13.81 Evaluated at bid price : 13.81 Bid-YTW : 4.67 % |
| BAM.PR.T | FixedReset | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-02 Maturity Price : 15.49 Evaluated at bid price : 15.49 Bid-YTW : 4.95 % |
| BIP.PR.A | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-02 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 5.41 % |
| MFC.PR.N | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.96 Bid-YTW : 7.33 % |
| MFC.PR.G | FixedReset | 1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.85 Bid-YTW : 6.94 % |
| CU.PR.F | Perpetual-Discount | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-02 Maturity Price : 22.15 Evaluated at bid price : 22.47 Bid-YTW : 5.07 % |
| GWO.PR.S | Deemed-Retractible | 1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.97 Bid-YTW : 4.79 % |
| BNS.PR.Q | FixedReset | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.96 Bid-YTW : 3.75 % |
| FTS.PR.H | FixedReset | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-02 Maturity Price : 14.23 Evaluated at bid price : 14.23 Bid-YTW : 3.88 % |
| GWO.PR.I | Deemed-Retractible | 1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.08 Bid-YTW : 5.75 % |
| PWF.PR.T | FixedReset | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-02 Maturity Price : 20.63 Evaluated at bid price : 20.63 Bid-YTW : 3.85 % |
| GWO.PR.P | Deemed-Retractible | 1.37 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-03-31 Maturity Price : 25.25 Evaluated at bid price : 25.86 Bid-YTW : 4.80 % |
| SLF.PR.I | FixedReset | 1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.01 Bid-YTW : 7.38 % |
| VNR.PR.A | FixedReset | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-02 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 5.04 % |
| BNS.PR.R | FixedReset | 1.50 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.37 Bid-YTW : 3.67 % |
| MFC.PR.M | FixedReset | 1.87 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.07 Bid-YTW : 7.31 % |
| PWF.PR.P | FixedReset | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-02 Maturity Price : 13.63 Evaluated at bid price : 13.63 Bid-YTW : 4.17 % |
| SLF.PR.H | FixedReset | 4.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.37 Bid-YTW : 8.74 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BIP.PR.C | FixedReset | 1,330,574 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.37 Bid-YTW : 5.06 % |
| TRP.PR.B | FixedReset | 61,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-02 Maturity Price : 11.79 Evaluated at bid price : 11.79 Bid-YTW : 4.23 % |
| BMO.PR.K | Deemed-Retractible | 45,759 | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-09-01 Maturity Price : 25.25 Evaluated at bid price : 25.32 Bid-YTW : -2.15 % |
| RY.PR.A | Deemed-Retractible | 44,978 | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-09-01 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : -3.64 % |
| CM.PR.O | FixedReset | 44,813 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-02 Maturity Price : 19.14 Evaluated at bid price : 19.14 Bid-YTW : 4.10 % |
| MFC.PR.G | FixedReset | 40,213 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.85 Bid-YTW : 6.94 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.E | FixedReset | Quote: 21.35 – 21.88 Spot Rate : 0.5300 Average : 0.3306 YTW SCENARIO |
| RY.PR.L | FixedReset | Quote: 25.26 – 25.59 Spot Rate : 0.3300 Average : 0.2011 YTW SCENARIO |
| BAM.PR.S | FloatingReset | Quote: 14.35 – 15.10 Spot Rate : 0.7500 Average : 0.6284 YTW SCENARIO |
| FTS.PR.J | Perpetual-Discount | Quote: 23.90 – 24.24 Spot Rate : 0.3400 Average : 0.2416 YTW SCENARIO |
| TRP.PR.B | FixedReset | Quote: 11.79 – 12.20 Spot Rate : 0.4100 Average : 0.3133 YTW SCENARIO |
| FTS.PR.F | Perpetual-Discount | Quote: 24.85 – 25.15 Spot Rate : 0.3000 Average : 0.2044 YTW SCENARIO |