| 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 | -0.4824 % | 1,713.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4824 % | 3,129.4 |
| Floater | 4.36 % | 4.51 % | 43,750 | 16.41 | 4 | -0.4824 % | 1,803.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0463 % | 2,903.2 |
| SplitShare | 4.82 % | 4.49 % | 40,515 | 2.10 | 6 | 0.0463 % | 3,467.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0463 % | 2,705.1 |
| Perpetual-Premium | 5.35 % | 4.74 % | 70,934 | 0.11 | 23 | 0.0103 % | 2,693.1 |
| Perpetual-Discount | 5.12 % | 5.09 % | 98,669 | 15.32 | 15 | -0.0790 % | 2,911.8 |
| FixedReset | 4.83 % | 4.26 % | 161,549 | 6.90 | 92 | 0.1781 % | 2,102.7 |
| Deemed-Retractible | 5.01 % | 3.25 % | 112,064 | 0.44 | 32 | 0.0508 % | 2,806.8 |
| FloatingReset | 2.96 % | 3.99 % | 40,897 | 4.95 | 12 | 0.3763 % | 2,268.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| FTS.PR.M | FixedReset | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-20 Maturity Price : 19.33 Evaluated at bid price : 19.33 Bid-YTW : 4.44 % |
| FTS.PR.G | FixedReset | -2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-20 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 4.20 % |
| FTS.PR.H | FixedReset | -2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-20 Maturity Price : 13.95 Evaluated at bid price : 13.95 Bid-YTW : 4.11 % |
| FTS.PR.K | FixedReset | -2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-20 Maturity Price : 17.87 Evaluated at bid price : 17.87 Bid-YTW : 4.20 % |
| FTS.PR.F | Perpetual-Discount | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-20 Maturity Price : 24.09 Evaluated at bid price : 24.35 Bid-YTW : 5.09 % |
| CU.PR.I | FixedReset | -1.33 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.05 Bid-YTW : 3.57 % |
| TRP.PR.G | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-20 Maturity Price : 21.03 Evaluated at bid price : 21.03 Bid-YTW : 4.50 % |
| BAM.PF.G | FixedReset | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-20 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 4.44 % |
| SLF.PR.J | FloatingReset | 1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.25 Bid-YTW : 10.67 % |
| HSE.PR.C | FixedReset | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-20 Maturity Price : 19.74 Evaluated at bid price : 19.74 Bid-YTW : 5.13 % |
| MFC.PR.J | FixedReset | 1.41 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.09 Bid-YTW : 6.70 % |
| TRP.PR.H | FloatingReset | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-20 Maturity Price : 11.00 Evaluated at bid price : 11.00 Bid-YTW : 4.17 % |
| BIP.PR.A | FixedReset | 2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-20 Maturity Price : 21.72 Evaluated at bid price : 22.03 Bid-YTW : 4.97 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.H | FixedReset | 820,915 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.91 Bid-YTW : 4.20 % |
| RY.PR.C | Deemed-Retractible | 103,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-11-19 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : -3.63 % |
| POW.PR.D | Perpetual-Discount | 102,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-20 Maturity Price : 24.61 Evaluated at bid price : 24.87 Bid-YTW : 5.05 % |
| TD.PF.H | FixedReset | 85,853 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.78 Bid-YTW : 4.18 % |
| TRP.PR.D | FixedReset | 77,265 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-20 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 4.44 % |
| BNS.PR.G | FixedReset | 63,087 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 26.79 Bid-YTW : 3.84 % |
| There were 57 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: 18.55 – 23.00 Spot Rate : 4.4500 Average : 3.7530 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 14.59 – 14.90 Spot Rate : 0.3100 Average : 0.2017 YTW SCENARIO |
| CU.PR.I | FixedReset | Quote: 26.05 – 26.45 Spot Rate : 0.4000 Average : 0.2926 YTW SCENARIO |
| BMO.PR.W | FixedReset | Quote: 19.05 – 19.34 Spot Rate : 0.2900 Average : 0.1899 YTW SCENARIO |
| IFC.PR.A | FixedReset | Quote: 15.63 – 15.85 Spot Rate : 0.2200 Average : 0.1433 YTW SCENARIO |
| FTS.PR.F | Perpetual-Discount | Quote: 24.35 – 24.65 Spot Rate : 0.3000 Average : 0.2238 YTW SCENARIO |