| 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 | 0.0452 % | 1,754.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0452 % | 3,205.5 |
| Floater | 4.27 % | 4.43 % | 47,422 | 16.49 | 4 | 0.0452 % | 1,847.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1090 % | 2,917.6 |
| SplitShare | 4.84 % | 4.40 % | 51,006 | 2.01 | 6 | 0.1090 % | 3,484.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1090 % | 2,718.5 |
| Perpetual-Premium | 5.45 % | 5.33 % | 80,831 | 14.46 | 23 | 0.0332 % | 2,653.1 |
| Perpetual-Discount | 5.40 % | 5.37 % | 95,655 | 14.80 | 15 | 0.2090 % | 2,775.0 |
| FixedReset | 4.89 % | 4.60 % | 207,533 | 6.84 | 96 | 0.1017 % | 2,087.1 |
| Deemed-Retractible | 5.14 % | 5.52 % | 137,603 | 6.42 | 32 | 0.2280 % | 2,756.2 |
| FloatingReset | 2.88 % | 3.84 % | 42,302 | 4.85 | 12 | 0.0680 % | 2,305.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.M | Deemed-Retractible | -1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 5.74 % |
| GWO.PR.N | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.51 Bid-YTW : 10.97 % |
| SLF.PR.E | Deemed-Retractible | 1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.50 Bid-YTW : 6.73 % |
| SLF.PR.D | Deemed-Retractible | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.33 Bid-YTW : 6.79 % |
| SLF.PR.B | Deemed-Retractible | 1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.92 Bid-YTW : 6.08 % |
| MFC.PR.B | Deemed-Retractible | 1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.26 Bid-YTW : 6.39 % |
| FTS.PR.M | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-28 Maturity Price : 19.43 Evaluated at bid price : 19.43 Bid-YTW : 4.60 % |
| MFC.PR.C | Deemed-Retractible | 1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.41 Bid-YTW : 6.82 % |
| RY.PR.M | FixedReset | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-28 Maturity Price : 20.27 Evaluated at bid price : 20.27 Bid-YTW : 4.46 % |
| RY.PR.J | FixedReset | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-28 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 4.52 % |
| SLF.PR.C | Deemed-Retractible | 1.40 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.37 Bid-YTW : 6.76 % |
| SLF.PR.K | FloatingReset | 2.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.70 Bid-YTW : 8.33 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PF.I | FixedReset | 452,668 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-28 Maturity Price : 23.15 Evaluated at bid price : 25.04 Bid-YTW : 4.73 % |
| TD.PF.H | FixedReset | 426,019 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.43 Bid-YTW : 4.60 % |
| BMO.PR.B | FixedReset | 352,910 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.48 Bid-YTW : 4.57 % |
| MFC.PR.R | FixedReset | 221,965 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 4.89 % |
| TRP.PR.K | FixedReset | 175,465 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-28 Maturity Price : 23.10 Evaluated at bid price : 24.92 Bid-YTW : 4.84 % |
| CU.PR.D | Perpetual-Discount | 71,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-28 Maturity Price : 22.85 Evaluated at bid price : 23.26 Bid-YTW : 5.27 % |
| There were 48 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CCS.PR.C | Deemed-Retractible | Quote: 23.21 – 23.90 Spot Rate : 0.6900 Average : 0.4562 YTW SCENARIO |
| MFC.PR.F | FixedReset | Quote: 13.33 – 13.69 Spot Rate : 0.3600 Average : 0.2571 YTW SCENARIO |
| RY.PR.P | Perpetual-Premium | Quote: 25.31 – 25.60 Spot Rate : 0.2900 Average : 0.1896 YTW SCENARIO |
| GWO.PR.I | Deemed-Retractible | Quote: 21.73 – 21.98 Spot Rate : 0.2500 Average : 0.1593 YTW SCENARIO |
| CU.PR.H | Perpetual-Premium | Quote: 24.69 – 25.04 Spot Rate : 0.3500 Average : 0.2624 YTW SCENARIO |
| MFC.PR.B | Deemed-Retractible | Quote: 22.26 – 22.52 Spot Rate : 0.2600 Average : 0.1782 YTW SCENARIO |