| 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 | 0.2122 % | 1,705.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2122 % | 3,114.7 |
| Floater | 4.82 % | 4.53 % | 78,777 | 16.21 | 4 | 0.2122 % | 1,795.0 |
| OpRet | 4.84 % | -11.26 % | 56,593 | 0.08 | 1 | 1.2112 % | 2,881.5 |
| SplitShare | 5.05 % | 4.68 % | 109,608 | 2.24 | 5 | -0.1030 % | 3,411.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1030 % | 2,661.8 |
| Perpetual-Premium | 5.44 % | -8.84 % | 73,707 | 0.09 | 12 | -0.1029 % | 2,706.1 |
| Perpetual-Discount | 5.09 % | 4.95 % | 106,671 | 15.00 | 26 | 0.0554 % | 2,922.5 |
| FixedReset | 4.88 % | 4.09 % | 149,962 | 7.14 | 89 | 0.0057 % | 2,090.3 |
| Deemed-Retractible | 4.97 % | 1.79 % | 120,016 | 0.09 | 32 | 0.0466 % | 2,809.6 |
| FloatingReset | 2.88 % | 4.08 % | 35,160 | 5.09 | 11 | -0.1050 % | 2,204.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.Z | FixedReset | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-17 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 4.69 % |
| FTS.PR.H | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-17 Maturity Price : 14.20 Evaluated at bid price : 14.20 Bid-YTW : 3.74 % |
| GWO.PR.F | Deemed-Retractible | 1.04 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-09-16 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : -39.63 % |
| POW.PR.D | Perpetual-Discount | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-17 Maturity Price : 24.68 Evaluated at bid price : 25.00 Bid-YTW : 5.04 % |
| GWO.PR.M | Deemed-Retractible | 1.06 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-09-16 Maturity Price : 25.75 Evaluated at bid price : 26.82 Bid-YTW : -32.12 % |
| SLF.PR.G | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.95 Bid-YTW : 9.14 % |
| FTS.PR.E | OpRet | 1.21 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2016-09-16 Maturity Price : 25.00 Evaluated at bid price : 25.29 Bid-YTW : -11.26 % |
| TRP.PR.E | FixedReset | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-17 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 4.12 % |
| BAM.PR.X | FixedReset | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-17 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 4.37 % |
| HSE.PR.A | FixedReset | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-17 Maturity Price : 12.70 Evaluated at bid price : 12.70 Bid-YTW : 4.66 % |
| PWF.PR.P | FixedReset | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-17 Maturity Price : 14.11 Evaluated at bid price : 14.11 Bid-YTW : 3.94 % |
| SLF.PR.H | FixedReset | 2.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.02 Bid-YTW : 8.14 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.K | Deemed-Retractible | 143,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-11-25 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : 0.15 % |
| RY.PR.R | FixedReset | 108,444 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.73 Bid-YTW : 3.97 % |
| BAM.PF.C | Perpetual-Discount | 59,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-17 Maturity Price : 22.88 Evaluated at bid price : 23.25 Bid-YTW : 5.27 % |
| BNS.PR.Q | FixedReset | 42,250 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.32 Bid-YTW : 3.44 % |
| TD.PR.S | FixedReset | 37,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.85 Bid-YTW : 3.60 % |
| BIP.PR.C | FixedReset | 34,551 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.38 Bid-YTW : 5.09 % |
| There were 21 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BNS.PR.P | FixedReset | Quote: 24.40 – 24.75 Spot Rate : 0.3500 Average : 0.2376 YTW SCENARIO |
| FTS.PR.M | FixedReset | Quote: 20.34 – 20.70 Spot Rate : 0.3600 Average : 0.2587 YTW SCENARIO |
| RY.PR.I | FixedReset | Quote: 24.17 – 24.43 Spot Rate : 0.2600 Average : 0.1632 YTW SCENARIO |
| GWO.PR.Q | Deemed-Retractible | Quote: 25.20 – 25.48 Spot Rate : 0.2800 Average : 0.1870 YTW SCENARIO |
| BNS.PR.R | FixedReset | Quote: 24.51 – 24.73 Spot Rate : 0.2200 Average : 0.1361 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 22.91 – 23.15 Spot Rate : 0.2400 Average : 0.1573 YTW SCENARIO |