| 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 | -0.2791 % | 1,700.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2791 % | 3,107.0 |
| Floater | 4.41 % | 4.54 % | 42,393 | 16.34 | 4 | -0.2791 % | 1,790.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1453 % | 2,899.9 |
| SplitShare | 4.83 % | 4.62 % | 41,790 | 2.08 | 6 | -0.1453 % | 3,463.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1453 % | 2,702.1 |
| Perpetual-Premium | 5.35 % | 4.67 % | 74,273 | 0.98 | 23 | -0.1507 % | 2,701.7 |
| Perpetual-Discount | 5.12 % | 5.08 % | 96,878 | 15.26 | 15 | 0.1668 % | 2,913.7 |
| FixedReset | 4.86 % | 4.24 % | 165,911 | 6.90 | 93 | -0.1011 % | 2,092.4 |
| Deemed-Retractible | 5.02 % | 3.35 % | 111,775 | 0.42 | 32 | -0.0102 % | 2,808.8 |
| FloatingReset | 2.88 % | 3.75 % | 42,306 | 4.93 | 12 | -0.3665 % | 2,258.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.K | FloatingReset | -2.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.25 Bid-YTW : 8.72 % |
| SLF.PR.J | FloatingReset | -1.53 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.85 Bid-YTW : 11.03 % |
| TRP.PR.D | FixedReset | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-25 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 4.42 % |
| TRP.PR.E | FixedReset | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-25 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 4.36 % |
| VNR.PR.A | FixedReset | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-25 Maturity Price : 19.32 Evaluated at bid price : 19.32 Bid-YTW : 4.57 % |
| TRP.PR.G | FixedReset | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-25 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 4.51 % |
| BNS.PR.D | FloatingReset | -1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.38 Bid-YTW : 6.53 % |
| IAG.PR.G | FixedReset | 1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.20 Bid-YTW : 6.71 % |
| FTS.PR.K | FixedReset | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-25 Maturity Price : 17.89 Evaluated at bid price : 17.89 Bid-YTW : 4.07 % |
| FTS.PR.F | Perpetual-Discount | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-25 Maturity Price : 24.28 Evaluated at bid price : 24.58 Bid-YTW : 5.05 % |
| HSE.PR.E | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-25 Maturity Price : 21.38 Evaluated at bid price : 21.70 Bid-YTW : 4.97 % |
| FTS.PR.M | FixedReset | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-25 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 4.32 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Q | FixedReset | 316,230 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.61 Bid-YTW : 3.87 % |
| BMO.PR.B | FixedReset | 277,250 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.72 Bid-YTW : 4.28 % |
| NA.PR.X | FixedReset | 191,190 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 26.65 Bid-YTW : 3.95 % |
| RY.PR.L | FixedReset | 132,544 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 3.48 % |
| RY.PR.R | FixedReset | 119,945 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.68 Bid-YTW : 3.89 % |
| NA.PR.S | FixedReset | 109,308 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-25 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 4.22 % |
| There were 46 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.K | FloatingReset | Quote: 16.25 – 16.75 Spot Rate : 0.5000 Average : 0.2897 YTW SCENARIO |
| TRP.PR.D | FixedReset | Quote: 18.01 – 18.31 Spot Rate : 0.3000 Average : 0.1963 YTW SCENARIO |
| BMO.PR.S | FixedReset | Quote: 19.50 – 19.75 Spot Rate : 0.2500 Average : 0.1591 YTW SCENARIO |
| W.PR.H | Perpetual-Premium | Quote: 25.51 – 25.79 Spot Rate : 0.2800 Average : 0.1955 YTW SCENARIO |
| IFC.PR.D | FloatingReset | Quote: 18.55 – 23.00 Spot Rate : 4.4500 Average : 4.3744 YTW SCENARIO |
| GRP.PR.A | SplitShare | Quote: 25.67 – 26.00 Spot Rate : 0.3300 Average : 0.2559 YTW SCENARIO |