| 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 | -0.3036 % | 1,679.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3036 % | 3,067.5 |
| Floater | 4.89 % | 4.67 % | 76,851 | 16.02 | 4 | -0.3036 % | 1,767.8 |
| OpRet | 4.84 % | -9.26 % | 62,184 | 0.08 | 1 | 0.0000 % | 2,881.5 |
| SplitShare | 5.05 % | 4.30 % | 100,535 | 2.24 | 5 | 0.3902 % | 3,444.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3902 % | 2,687.5 |
| Perpetual-Premium | 5.47 % | -1.02 % | 73,973 | 0.17 | 12 | 0.0421 % | 2,691.6 |
| Perpetual-Discount | 5.12 % | 5.08 % | 106,297 | 14.97 | 26 | -0.0805 % | 2,906.4 |
| FixedReset | 4.91 % | 4.25 % | 146,550 | 7.20 | 89 | 0.2141 % | 2,067.4 |
| Deemed-Retractible | 4.98 % | 1.23 % | 112,628 | 0.09 | 32 | -0.0615 % | 2,808.5 |
| FloatingReset | 2.85 % | 4.02 % | 29,338 | 5.06 | 12 | -0.0087 % | 2,210.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IAG.PR.G | FixedReset | -1.67 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.99 Bid-YTW : 6.75 % |
| IAG.PR.A | Deemed-Retractible | -1.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.07 Bid-YTW : 5.74 % |
| FTS.PR.F | Perpetual-Discount | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-30 Maturity Price : 24.33 Evaluated at bid price : 24.64 Bid-YTW : 4.98 % |
| FTS.PR.J | Perpetual-Discount | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-30 Maturity Price : 23.39 Evaluated at bid price : 23.85 Bid-YTW : 4.98 % |
| CU.PR.C | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-30 Maturity Price : 18.64 Evaluated at bid price : 18.64 Bid-YTW : 4.21 % |
| TRP.PR.A | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-30 Maturity Price : 15.21 Evaluated at bid price : 15.21 Bid-YTW : 4.49 % |
| MFC.PR.N | FixedReset | 1.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.00 Bid-YTW : 7.23 % |
| TRP.PR.E | FixedReset | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-30 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 4.31 % |
| TRP.PR.D | FixedReset | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-30 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 4.46 % |
| PVS.PR.D | SplitShare | 1.60 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2021-10-08 Maturity Price : 25.00 Evaluated at bid price : 24.82 Bid-YTW : 4.67 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.N | Deemed-Retractible | 103,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-09-29 Maturity Price : 25.25 Evaluated at bid price : 25.44 Bid-YTW : 1.23 % |
| BIP.PR.C | FixedReset | 99,053 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-30 Maturity Price : 23.21 Evaluated at bid price : 25.16 Bid-YTW : 5.27 % |
| BMO.PR.K | Deemed-Retractible | 71,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-11-25 Maturity Price : 25.00 Evaluated at bid price : 25.28 Bid-YTW : 0.84 % |
| MFC.PR.O | FixedReset | 70,445 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 26.60 Bid-YTW : 4.08 % |
| RY.PR.E | Deemed-Retractible | 61,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-09-29 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : -6.61 % |
| MFC.PR.K | FixedReset | 60,100 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.70 Bid-YTW : 7.99 % |
| There were 34 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| FTS.PR.F | Perpetual-Discount | Quote: 24.64 – 25.00 Spot Rate : 0.3600 Average : 0.2334 YTW SCENARIO |
| TD.PF.E | FixedReset | Quote: 21.40 – 21.74 Spot Rate : 0.3400 Average : 0.2265 YTW SCENARIO |
| FTS.PR.J | Perpetual-Discount | Quote: 23.85 – 24.18 Spot Rate : 0.3300 Average : 0.2202 YTW SCENARIO |
| IAG.PR.G | FixedReset | Quote: 19.99 – 20.35 Spot Rate : 0.3600 Average : 0.2729 YTW SCENARIO |
| ELF.PR.H | Perpetual-Discount | Quote: 25.20 – 25.55 Spot Rate : 0.3500 Average : 0.2657 YTW SCENARIO |
| ELF.PR.G | Perpetual-Discount | Quote: 22.85 – 23.18 Spot Rate : 0.3300 Average : 0.2597 YTW SCENARIO |