| 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 | 0.1059 % | 1,706.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1059 % | 3,116.9 |
| Floater | 4.81 % | 4.55 % | 77,586 | 16.25 | 4 | 0.1059 % | 1,796.3 |
| OpRet | 4.85 % | -9.57 % | 67,363 | 0.08 | 1 | 0.1188 % | 2,880.4 |
| SplitShare | 5.05 % | 4.22 % | 105,369 | 2.25 | 5 | 0.0636 % | 3,440.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0636 % | 2,684.1 |
| Perpetual-Premium | 5.46 % | -3.23 % | 76,284 | 0.18 | 12 | -0.0355 % | 2,698.4 |
| Perpetual-Discount | 5.10 % | 4.98 % | 106,445 | 14.99 | 26 | 0.0835 % | 2,916.4 |
| FixedReset | 4.91 % | 4.20 % | 148,868 | 7.08 | 89 | 0.0000 % | 2,066.6 |
| Deemed-Retractible | 4.97 % | 2.43 % | 116,231 | 0.42 | 32 | -0.1018 % | 2,810.0 |
| FloatingReset | 2.88 % | 3.99 % | 32,036 | 5.08 | 11 | 0.1484 % | 2,203.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.C | FixedReset | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-25 Maturity Price : 19.14 Evaluated at bid price : 19.14 Bid-YTW : 5.18 % |
| MFC.PR.L | FixedReset | -1.45 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.36 Bid-YTW : 7.49 % |
| SLF.PR.I | FixedReset | -1.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.25 Bid-YTW : 7.22 % |
| HSE.PR.G | FixedReset | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-25 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.17 % |
| HSE.PR.E | FixedReset | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-25 Maturity Price : 20.66 Evaluated at bid price : 20.66 Bid-YTW : 5.23 % |
| HSE.PR.A | FixedReset | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-25 Maturity Price : 12.11 Evaluated at bid price : 12.11 Bid-YTW : 4.94 % |
| SLF.PR.G | FixedReset | -1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.50 Bid-YTW : 9.63 % |
| TRP.PR.H | FloatingReset | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-25 Maturity Price : 10.61 Evaluated at bid price : 10.61 Bid-YTW : 4.27 % |
| BNS.PR.Y | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.88 Bid-YTW : 5.33 % |
| TRP.PR.C | FixedReset | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-25 Maturity Price : 13.06 Evaluated at bid price : 13.06 Bid-YTW : 4.20 % |
| IFC.PR.A | FixedReset | 1.51 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.45 Bid-YTW : 9.60 % |
| TRP.PR.F | FloatingReset | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-25 Maturity Price : 13.71 Evaluated at bid price : 13.71 Bid-YTW : 4.49 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BIP.PR.C | FixedReset | 83,551 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 5.19 % |
| BMO.PR.T | FixedReset | 78,264 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-25 Maturity Price : 19.02 Evaluated at bid price : 19.02 Bid-YTW : 3.98 % |
| BMO.PR.S | FixedReset | 64,846 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-25 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 3.96 % |
| MFC.PR.I | FixedReset | 59,816 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.60 Bid-YTW : 6.30 % |
| CM.PR.P | FixedReset | 52,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-25 Maturity Price : 18.88 Evaluated at bid price : 18.88 Bid-YTW : 4.04 % |
| BAM.PF.G | FixedReset | 51,670 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-25 Maturity Price : 21.13 Evaluated at bid price : 21.13 Bid-YTW : 4.40 % |
| There were 25 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.L | FixedReset | Quote: 18.36 – 18.77 Spot Rate : 0.4100 Average : 0.2941 YTW SCENARIO |
| TRP.PR.A | FixedReset | Quote: 15.00 – 15.46 Spot Rate : 0.4600 Average : 0.3480 YTW SCENARIO |
| SLF.PR.I | FixedReset | Quote: 19.25 – 19.64 Spot Rate : 0.3900 Average : 0.2903 YTW SCENARIO |
| HSE.PR.C | FixedReset | Quote: 19.14 – 19.50 Spot Rate : 0.3600 Average : 0.2703 YTW SCENARIO |
| RY.PR.R | FixedReset | Quote: 26.54 – 26.79 Spot Rate : 0.2500 Average : 0.1618 YTW SCENARIO |
| SLF.PR.G | FixedReset | Quote: 14.50 – 14.78 Spot Rate : 0.2800 Average : 0.2011 YTW SCENARIO |