| 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 | 0.2550 % | 1,709.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2550 % | 3,123.6 |
| Floater | 4.37 % | 4.54 % | 40,011 | 16.38 | 4 | 0.2550 % | 1,800.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0796 % | 2,890.6 |
| SplitShare | 4.84 % | 4.69 % | 72,552 | 2.14 | 6 | -0.0796 % | 3,451.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0796 % | 2,693.3 |
| Perpetual-Premium | 5.33 % | 4.68 % | 66,805 | 2.10 | 23 | 0.0616 % | 2,690.4 |
| Perpetual-Discount | 5.10 % | 5.15 % | 98,314 | 15.15 | 15 | -0.2022 % | 2,917.6 |
| FixedReset | 4.93 % | 4.27 % | 148,204 | 6.95 | 92 | -0.1620 % | 2,055.0 |
| Deemed-Retractible | 5.02 % | 2.59 % | 114,307 | 0.32 | 32 | -0.0381 % | 2,805.1 |
| FloatingReset | 3.04 % | 4.31 % | 40,866 | 4.96 | 12 | -0.7959 % | 2,190.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.D | FloatingReset | -10.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.50 Bid-YTW : 10.05 % |
| SLF.PR.K | FloatingReset | -1.54 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.00 Bid-YTW : 8.93 % |
| MFC.PR.F | FixedReset | -1.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.63 Bid-YTW : 10.49 % |
| PWF.PR.P | FixedReset | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-03 Maturity Price : 13.20 Evaluated at bid price : 13.20 Bid-YTW : 4.29 % |
| BAM.PF.G | FixedReset | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-03 Maturity Price : 20.21 Evaluated at bid price : 20.21 Bid-YTW : 4.55 % |
| BAM.PF.B | FixedReset | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-03 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 4.84 % |
| TRP.PR.H | FloatingReset | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-03 Maturity Price : 10.58 Evaluated at bid price : 10.58 Bid-YTW : 4.28 % |
| SLF.PR.G | FixedReset | -1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.14 Bid-YTW : 9.99 % |
| BAM.PF.A | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-03 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 4.79 % |
| FTS.PR.K | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-03 Maturity Price : 17.95 Evaluated at bid price : 17.95 Bid-YTW : 3.97 % |
| VNR.PR.A | FixedReset | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-03 Maturity Price : 18.66 Evaluated at bid price : 18.66 Bid-YTW : 4.75 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.D | FixedReset | 43,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-03 Maturity Price : 17.92 Evaluated at bid price : 17.92 Bid-YTW : 4.36 % |
| TD.PR.S | FixedReset | 40,700 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.80 Bid-YTW : 3.76 % |
| TRP.PR.J | FixedReset | 30,247 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.61 Bid-YTW : 4.11 % |
| RY.PR.I | FixedReset | 25,871 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.15 Bid-YTW : 3.79 % |
| TD.PF.G | FixedReset | 23,345 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.92 Bid-YTW : 3.90 % |
| BAM.PF.E | FixedReset | 23,160 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-03 Maturity Price : 18.87 Evaluated at bid price : 18.87 Bid-YTW : 4.54 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.D | FloatingReset | Quote: 15.50 – 24.00 Spot Rate : 8.5000 Average : 4.9225 YTW SCENARIO |
| CGI.PR.D | SplitShare | Quote: 24.80 – 25.29 Spot Rate : 0.4900 Average : 0.3132 YTW SCENARIO |
| SLF.PR.K | FloatingReset | Quote: 16.00 – 17.00 Spot Rate : 1.0000 Average : 0.8808 YTW SCENARIO |
| NA.PR.S | FixedReset | Quote: 18.68 – 18.94 Spot Rate : 0.2600 Average : 0.1567 YTW SCENARIO |
| SLF.PR.G | FixedReset | Quote: 14.14 – 14.45 Spot Rate : 0.3100 Average : 0.2232 YTW SCENARIO |
| IFC.PR.A | FixedReset | Quote: 15.40 – 15.75 Spot Rate : 0.3500 Average : 0.2643 YTW SCENARIO |