| 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 | -0.4968 % | 1,698.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4968 % | 3,103.5 |
| Floater | 4.87 % | 4.60 % | 90,578 | 16.24 | 4 | -0.4968 % | 1,788.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0159 % | 2,880.8 |
| SplitShare | 5.05 % | 4.73 % | 81,363 | 2.17 | 5 | -0.0159 % | 3,440.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0159 % | 2,684.3 |
| Perpetual-Premium | 5.50 % | 4.61 % | 66,703 | 1.96 | 12 | 0.0098 % | 2,686.5 |
| Perpetual-Discount | 5.13 % | 5.14 % | 87,017 | 15.01 | 26 | 0.0127 % | 2,906.2 |
| FixedReset | 4.98 % | 4.46 % | 149,265 | 6.94 | 92 | 0.0150 % | 2,043.1 |
| Deemed-Retractible | 5.03 % | 4.91 % | 112,929 | 4.66 | 32 | -0.0038 % | 2,797.1 |
| FloatingReset | 2.85 % | 4.47 % | 33,004 | 4.98 | 12 | -0.4024 % | 2,193.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.F | FloatingReset | -2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-23 Maturity Price : 13.71 Evaluated at bid price : 13.71 Bid-YTW : 4.47 % |
| TRP.PR.H | FloatingReset | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-23 Maturity Price : 10.47 Evaluated at bid price : 10.47 Bid-YTW : 4.32 % |
| PWF.PR.T | FixedReset | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-23 Maturity Price : 19.61 Evaluated at bid price : 19.61 Bid-YTW : 4.19 % |
| BMO.PR.A | FloatingReset | -1.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.25 Bid-YTW : 4.89 % |
| BAM.PR.B | Floater | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-23 Maturity Price : 10.37 Evaluated at bid price : 10.37 Bid-YTW : 4.56 % |
| BIP.PR.B | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.59 Bid-YTW : 4.89 % |
| VNR.PR.A | FixedReset | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-23 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 4.94 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.H | FixedReset | 214,830 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.48 Bid-YTW : 4.49 % |
| TD.PF.H | FixedReset | 213,511 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 4.55 % |
| NA.PR.W | FixedReset | 126,350 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-23 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 4.37 % |
| RY.PR.Z | FixedReset | 55,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-23 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 4.12 % |
| PWF.PR.T | FixedReset | 51,950 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-23 Maturity Price : 19.61 Evaluated at bid price : 19.61 Bid-YTW : 4.19 % |
| BAM.PF.D | Perpetual-Discount | 43,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-23 Maturity Price : 23.01 Evaluated at bid price : 23.36 Bid-YTW : 5.25 % |
| There were 35 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| NA.PR.W | FixedReset | Quote: 18.20 – 18.48 Spot Rate : 0.2800 Average : 0.1765 YTW SCENARIO |
| BMO.PR.A | FloatingReset | Quote: 21.25 – 21.90 Spot Rate : 0.6500 Average : 0.5564 YTW SCENARIO |
| GWO.PR.M | Deemed-Retractible | Quote: 25.92 – 26.25 Spot Rate : 0.3300 Average : 0.2479 YTW SCENARIO |
| BAM.PF.H | FixedReset | Quote: 26.74 – 26.99 Spot Rate : 0.2500 Average : 0.1734 YTW SCENARIO |
| W.PR.K | FixedReset | Quote: 25.69 – 26.07 Spot Rate : 0.3800 Average : 0.3048 YTW SCENARIO |
| HSE.PR.G | FixedReset | Quote: 21.05 – 21.33 Spot Rate : 0.2800 Average : 0.2125 YTW SCENARIO |