| 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 | 0.1623 % | 1,713.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1623 % | 3,130.2 |
| Floater | 4.37 % | 4.53 % | 43,541 | 16.34 | 4 | 0.1623 % | 1,803.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0132 % | 2,905.9 |
| SplitShare | 4.82 % | 4.67 % | 68,334 | 2.06 | 6 | 0.0132 % | 3,470.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0132 % | 2,707.6 |
| Perpetual-Premium | 5.36 % | 4.74 % | 73,315 | 2.02 | 23 | -0.1612 % | 2,698.8 |
| Perpetual-Discount | 5.12 % | 5.12 % | 91,659 | 15.23 | 15 | -0.1891 % | 2,908.7 |
| FixedReset | 4.82 % | 4.24 % | 190,881 | 6.88 | 93 | 0.2293 % | 2,110.2 |
| Deemed-Retractible | 5.04 % | 4.64 % | 116,968 | 1.11 | 32 | -0.0817 % | 2,800.1 |
| FloatingReset | 2.85 % | 3.44 % | 43,590 | 4.93 | 12 | 0.1324 % | 2,293.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.K | FloatingReset | -2.45 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.95 Bid-YTW : 9.03 % |
| GWO.PR.S | Deemed-Retractible | -1.81 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 5.36 % |
| GWO.PR.N | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.04 Bid-YTW : 10.15 % |
| MFC.PR.I | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.05 Bid-YTW : 6.25 % |
| TRP.PR.E | FixedReset | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-03 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 4.36 % |
| BAM.PF.E | FixedReset | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-03 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 4.40 % |
| BAM.PF.G | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-03 Maturity Price : 21.36 Evaluated at bid price : 21.67 Bid-YTW : 4.33 % |
| TRP.PR.D | FixedReset | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-03 Maturity Price : 18.44 Evaluated at bid price : 18.44 Bid-YTW : 4.37 % |
| IFC.PR.A | FixedReset | 1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.91 Bid-YTW : 9.29 % |
| BAM.PF.F | FixedReset | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-03 Maturity Price : 21.39 Evaluated at bid price : 21.39 Bid-YTW : 4.39 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.T | FixedReset | 162,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-03 Maturity Price : 16.09 Evaluated at bid price : 16.09 Bid-YTW : 4.82 % |
| BMO.PR.B | FixedReset | 115,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.78 Bid-YTW : 4.25 % |
| BAM.PR.B | Floater | 109,020 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-03 Maturity Price : 10.54 Evaluated at bid price : 10.54 Bid-YTW : 4.53 % |
| CM.PR.P | FixedReset | 75,694 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-03 Maturity Price : 18.88 Evaluated at bid price : 18.88 Bid-YTW : 4.12 % |
| BAM.PF.F | FixedReset | 68,640 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-03 Maturity Price : 21.39 Evaluated at bid price : 21.39 Bid-YTW : 4.39 % |
| TD.PF.C | FixedReset | 66,874 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-03 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 4.10 % |
| There were 59 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GRP.PR.A | SplitShare | Quote: 25.67 – 26.49 Spot Rate : 0.8200 Average : 0.5944 YTW SCENARIO |
| SLF.PR.K | FloatingReset | Quote: 15.95 – 16.90 Spot Rate : 0.9500 Average : 0.7548 YTW SCENARIO |
| GWO.PR.S | Deemed-Retractible | Quote: 25.00 – 25.45 Spot Rate : 0.4500 Average : 0.2938 YTW SCENARIO |
| TRP.PR.G | FixedReset | Quote: 21.22 – 21.63 Spot Rate : 0.4100 Average : 0.2593 YTW SCENARIO |
| BAM.PR.X | FixedReset | Quote: 14.47 – 14.83 Spot Rate : 0.3600 Average : 0.2333 YTW SCENARIO |
| CGI.PR.D | SplitShare | Quote: 24.90 – 25.25 Spot Rate : 0.3500 Average : 0.2511 YTW SCENARIO |