| 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 | 0.2943 % | 1,757.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2943 % | 3,209.9 |
| Floater | 4.27 % | 4.43 % | 47,689 | 16.47 | 4 | 0.2943 % | 1,849.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0862 % | 2,917.0 |
| SplitShare | 4.85 % | 4.52 % | 54,401 | 4.33 | 6 | -0.0862 % | 3,483.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0862 % | 2,718.0 |
| Perpetual-Premium | 5.45 % | 5.34 % | 82,105 | 14.41 | 23 | -0.0733 % | 2,656.1 |
| Perpetual-Discount | 5.42 % | 5.43 % | 94,610 | 14.73 | 15 | -0.6982 % | 2,762.9 |
| FixedReset | 4.85 % | 4.55 % | 206,764 | 6.85 | 96 | 0.4218 % | 2,107.3 |
| Deemed-Retractible | 5.18 % | 5.27 % | 138,552 | 4.59 | 32 | -0.2199 % | 2,748.1 |
| FloatingReset | 2.88 % | 3.80 % | 43,858 | 4.84 | 12 | 0.2556 % | 2,307.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.K | FloatingReset | -2.99 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.25 Bid-YTW : 8.74 % |
| GWO.PR.N | FixedReset | -1.74 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.56 Bid-YTW : 10.78 % |
| CU.PR.F | Perpetual-Discount | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 20.83 Evaluated at bid price : 20.83 Bid-YTW : 5.44 % |
| ELF.PR.G | Perpetual-Discount | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 21.98 Evaluated at bid price : 22.22 Bid-YTW : 5.41 % |
| SLF.PR.G | FixedReset | -1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.32 Bid-YTW : 10.14 % |
| FTS.PR.J | Perpetual-Discount | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 21.88 Evaluated at bid price : 22.19 Bid-YTW : 5.37 % |
| CU.PR.G | Perpetual-Discount | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 20.92 Evaluated at bid price : 20.92 Bid-YTW : 5.41 % |
| HSE.PR.A | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 12.47 Evaluated at bid price : 12.47 Bid-YTW : 5.28 % |
| BAM.PR.X | FixedReset | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 4.76 % |
| BMO.PR.M | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.15 Bid-YTW : 3.63 % |
| BMO.PR.S | FixedReset | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 19.59 Evaluated at bid price : 19.59 Bid-YTW : 4.35 % |
| TRP.PR.G | FixedReset | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 20.43 Evaluated at bid price : 20.43 Bid-YTW : 4.80 % |
| BNS.PR.P | FixedReset | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.78 Bid-YTW : 3.37 % |
| TRP.PR.B | FixedReset | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 12.37 Evaluated at bid price : 12.37 Bid-YTW : 4.51 % |
| TRP.PR.H | FloatingReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 11.24 Evaluated at bid price : 11.24 Bid-YTW : 3.97 % |
| BAM.PF.A | FixedReset | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 4.92 % |
| SLF.PR.I | FixedReset | 1.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.28 Bid-YTW : 6.73 % |
| BAM.PF.E | FixedReset | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 4.67 % |
| BAM.PF.F | FixedReset | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 21.49 Evaluated at bid price : 21.49 Bid-YTW : 4.66 % |
| BAM.PF.G | FixedReset | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 21.44 Evaluated at bid price : 21.78 Bid-YTW : 4.58 % |
| TRP.PR.D | FixedReset | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 18.26 Evaluated at bid price : 18.26 Bid-YTW : 4.76 % |
| MFC.PR.K | FixedReset | 1.46 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.03 Bid-YTW : 8.08 % |
| BAM.PR.Z | FixedReset | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 5.04 % |
| IFC.PR.C | FixedReset | 1.77 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.18 Bid-YTW : 6.66 % |
| TRP.PR.F | FloatingReset | 2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 4.01 % |
| CU.PR.C | FixedReset | 2.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 19.51 Evaluated at bid price : 19.51 Bid-YTW : 4.36 % |
| IFC.PR.A | FixedReset | 2.90 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.70 Bid-YTW : 8.94 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.N | Deemed-Retractible | 1,108,845 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-01-27 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 2.97 % |
| TRP.PR.K | FixedReset | 447,660 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 23.08 Evaluated at bid price : 24.86 Bid-YTW : 4.86 % |
| BAM.PF.I | FixedReset | 98,642 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 23.14 Evaluated at bid price : 25.01 Bid-YTW : 4.74 % |
| MFC.PR.R | FixedReset | 84,173 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.85 Bid-YTW : 4.97 % |
| TD.PF.A | FixedReset | 75,724 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 4.39 % |
| TD.PF.B | FixedReset | 62,267 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-01 Maturity Price : 18.85 Evaluated at bid price : 18.85 Bid-YTW : 4.45 % |
| There were 61 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.I | FixedReset | Quote: 20.28 – 21.85 Spot Rate : 1.5700 Average : 0.8642 YTW SCENARIO |
| SLF.PR.K | FloatingReset | Quote: 16.25 – 16.75 Spot Rate : 0.5000 Average : 0.3640 YTW SCENARIO |
| SLF.PR.G | FixedReset | Quote: 14.32 – 14.65 Spot Rate : 0.3300 Average : 0.2185 YTW SCENARIO |
| GWO.PR.N | FixedReset | Quote: 13.56 – 13.90 Spot Rate : 0.3400 Average : 0.2419 YTW SCENARIO |
| POW.PR.D | Perpetual-Discount | Quote: 23.31 – 23.62 Spot Rate : 0.3100 Average : 0.2165 YTW SCENARIO |
| IFC.PR.C | FixedReset | Quote: 20.18 – 20.44 Spot Rate : 0.2600 Average : 0.1719 YTW SCENARIO |