| 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 | 0.5351 % | 1,707.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5351 % | 3,119.0 |
| Floater | 4.84 % | 4.56 % | 91,709 | 16.32 | 4 | 0.5351 % | 1,797.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0238 % | 2,881.3 |
| SplitShare | 5.05 % | 4.69 % | 81,472 | 2.17 | 5 | -0.0238 % | 3,440.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0238 % | 2,684.7 |
| Perpetual-Premium | 5.50 % | 4.59 % | 63,232 | 1.06 | 12 | 0.0553 % | 2,686.2 |
| Perpetual-Discount | 5.13 % | 5.15 % | 89,860 | 14.99 | 26 | 0.0285 % | 2,905.9 |
| FixedReset | 4.98 % | 4.43 % | 146,346 | 6.94 | 92 | -0.0723 % | 2,042.8 |
| Deemed-Retractible | 5.03 % | 4.50 % | 111,455 | 3.20 | 32 | 0.0318 % | 2,797.2 |
| FloatingReset | 2.84 % | 4.37 % | 33,451 | 4.99 | 12 | -0.0481 % | 2,202.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.T | FixedReset | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-22 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 4.12 % |
| PWF.PR.P | FixedReset | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-22 Maturity Price : 13.15 Evaluated at bid price : 13.15 Bid-YTW : 4.48 % |
| BAM.PR.T | FixedReset | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-22 Maturity Price : 15.47 Evaluated at bid price : 15.47 Bid-YTW : 5.02 % |
| VNR.PR.A | FixedReset | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-22 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 5.03 % |
| CM.PR.Q | FixedReset | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-22 Maturity Price : 20.08 Evaluated at bid price : 20.08 Bid-YTW : 4.47 % |
| BAM.PR.R | FixedReset | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-22 Maturity Price : 15.61 Evaluated at bid price : 15.61 Bid-YTW : 4.87 % |
| TRP.PR.F | FloatingReset | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-22 Maturity Price : 14.02 Evaluated at bid price : 14.02 Bid-YTW : 4.37 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset | 1,021,288 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.48 Bid-YTW : 4.52 % |
| BNS.PR.H | FixedReset | 137,935 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.47 Bid-YTW : 4.50 % |
| RY.PR.Z | FixedReset | 130,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-22 Maturity Price : 18.86 Evaluated at bid price : 18.86 Bid-YTW : 4.13 % |
| FTS.PR.J | Perpetual-Discount | 103,295 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-22 Maturity Price : 23.43 Evaluated at bid price : 23.90 Bid-YTW : 4.99 % |
| CM.PR.P | FixedReset | 84,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-22 Maturity Price : 18.42 Evaluated at bid price : 18.42 Bid-YTW : 4.30 % |
| SLF.PR.A | Deemed-Retractible | 54,213 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.97 Bid-YTW : 5.39 % |
| There were 33 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| VNR.PR.A | FixedReset | Quote: 18.20 – 18.63 Spot Rate : 0.4300 Average : 0.3181 YTW SCENARIO |
| BMO.PR.R | FloatingReset | Quote: 22.50 – 22.79 Spot Rate : 0.2900 Average : 0.1890 YTW SCENARIO |
| SLF.PR.G | FixedReset | Quote: 14.10 – 14.36 Spot Rate : 0.2600 Average : 0.1711 YTW SCENARIO |
| MFC.PR.G | FixedReset | Quote: 19.65 – 19.91 Spot Rate : 0.2600 Average : 0.1838 YTW SCENARIO |
| TRP.PR.D | FixedReset | Quote: 17.90 – 18.17 Spot Rate : 0.2700 Average : 0.1943 YTW SCENARIO |
| PWF.PR.T | FixedReset | Quote: 19.90 – 20.23 Spot Rate : 0.3300 Average : 0.2603 YTW SCENARIO |