| 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 | 0.2267 % | 1,753.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2267 % | 3,204.1 |
| Floater | 4.27 % | 4.43 % | 47,986 | 16.49 | 4 | 0.2267 % | 1,846.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0996 % | 2,914.4 |
| SplitShare | 4.84 % | 4.31 % | 52,796 | 2.02 | 6 | 0.0996 % | 3,480.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0996 % | 2,715.5 |
| Perpetual-Premium | 5.45 % | 5.11 % | 83,871 | 14.49 | 23 | -0.0594 % | 2,652.2 |
| Perpetual-Discount | 5.41 % | 5.38 % | 91,371 | 14.80 | 15 | -0.1014 % | 2,769.2 |
| FixedReset | 4.89 % | 4.62 % | 207,550 | 6.80 | 96 | 0.0876 % | 2,084.9 |
| Deemed-Retractible | 5.14 % | 5.27 % | 136,277 | 4.60 | 32 | 0.0651 % | 2,749.9 |
| FloatingReset | 2.88 % | 3.83 % | 43,998 | 4.86 | 12 | -0.2541 % | 2,303.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.F | FixedReset | -1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.46 Bid-YTW : 10.94 % |
| EML.PR.A | FixedReset | -1.26 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-17 Maturity Price : 25.00 Evaluated at bid price : 25.83 Bid-YTW : 5.09 % |
| BNS.PR.C | FloatingReset | -1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.25 Bid-YTW : 3.83 % |
| BNS.PR.B | FloatingReset | -1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.05 Bid-YTW : 3.83 % |
| BAM.PR.R | FixedReset | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-25 Maturity Price : 16.84 Evaluated at bid price : 16.84 Bid-YTW : 4.84 % |
| VNR.PR.A | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-25 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.06 % |
| SLF.PR.J | FloatingReset | 1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.05 Bid-YTW : 9.92 % |
| TRP.PR.C | FixedReset | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-25 Maturity Price : 13.45 Evaluated at bid price : 13.45 Bid-YTW : 4.62 % |
| IFC.PR.A | FixedReset | 1.91 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.00 Bid-YTW : 9.58 % |
| IFC.PR.D | FloatingReset | 2.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.65 Bid-YTW : 6.69 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.D | FixedReset | 310,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-25 Maturity Price : 17.98 Evaluated at bid price : 17.98 Bid-YTW : 4.84 % |
| TD.PF.H | FixedReset | 233,332 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 4.57 % |
| TRP.PR.K | FixedReset | 222,465 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-25 Maturity Price : 23.11 Evaluated at bid price : 24.93 Bid-YTW : 4.84 % |
| RY.PR.Q | FixedReset | 212,864 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.30 Bid-YTW : 4.25 % |
| RY.PR.J | FixedReset | 126,982 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-25 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 4.58 % |
| TRP.PR.J | FixedReset | 125,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.03 Bid-YTW : 4.49 % |
| BAM.PF.I | FixedReset | 116,575 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-25 Maturity Price : 23.15 Evaluated at bid price : 25.02 Bid-YTW : 4.74 % |
| There were 48 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: 19.65 – 22.50 Spot Rate : 2.8500 Average : 2.5331 YTW SCENARIO |
| SLF.PR.H | FixedReset | Quote: 16.92 – 17.18 Spot Rate : 0.2600 Average : 0.1759 YTW SCENARIO |
| SLF.PR.A | Deemed-Retractible | Quote: 22.87 – 23.15 Spot Rate : 0.2800 Average : 0.2064 YTW SCENARIO |
| RY.PR.J | FixedReset | Quote: 20.30 – 20.52 Spot Rate : 0.2200 Average : 0.1520 YTW SCENARIO |
| TRP.PR.G | FixedReset | Quote: 20.06 – 20.30 Spot Rate : 0.2400 Average : 0.1757 YTW SCENARIO |
| EML.PR.A | FixedReset | Quote: 25.83 – 26.20 Spot Rate : 0.3700 Average : 0.3069 YTW SCENARIO |