| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | 0.1812 % | 1,753.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1812 % | 3,204.1 |
| Floater | 4.27 % | 4.44 % | 54,470 | 16.45 | 4 | 0.1812 % | 1,846.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1059 % | 2,922.0 |
| SplitShare | 4.84 % | 4.45 % | 56,082 | 1.98 | 6 | -0.1059 % | 3,489.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1059 % | 2,722.7 |
| Perpetual-Premium | 5.47 % | 5.41 % | 88,914 | 14.42 | 23 | 0.1195 % | 2,643.0 |
| Perpetual-Discount | 5.49 % | 5.51 % | 96,074 | 14.60 | 15 | 0.0698 % | 2,727.2 |
| FixedReset | 4.88 % | 4.71 % | 213,885 | 6.76 | 96 | 0.1019 % | 2,093.1 |
| Deemed-Retractible | 5.21 % | 5.20 % | 140,777 | 4.57 | 32 | 0.1998 % | 2,729.0 |
| FloatingReset | 2.83 % | 3.86 % | 46,461 | 4.83 | 12 | 0.5335 % | 2,309.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.N | FixedReset | -1.31 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.58 Bid-YTW : 10.87 % |
| BAM.PR.R | FixedReset | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-09 Maturity Price : 16.67 Evaluated at bid price : 16.67 Bid-YTW : 5.03 % |
| BAM.PR.X | FixedReset | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-09 Maturity Price : 14.70 Evaluated at bid price : 14.70 Bid-YTW : 5.11 % |
| BAM.PR.T | FixedReset | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-09 Maturity Price : 16.66 Evaluated at bid price : 16.66 Bid-YTW : 5.23 % |
| BNS.PR.A | FloatingReset | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.62 Bid-YTW : 3.66 % |
| PWF.PR.T | FixedReset | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-09 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 4.56 % |
| BAM.PF.H | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.32 Bid-YTW : 3.86 % |
| FTS.PR.K | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-09 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 4.72 % |
| HSE.PR.G | FixedReset | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-09 Maturity Price : 21.26 Evaluated at bid price : 21.54 Bid-YTW : 5.35 % |
| SLF.PR.B | Deemed-Retractible | 1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.25 Bid-YTW : 6.56 % |
| PWF.PR.P | FixedReset | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-09 Maturity Price : 13.60 Evaluated at bid price : 13.60 Bid-YTW : 4.84 % |
| BNS.PR.B | FloatingReset | 1.59 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.00 Bid-YTW : 3.86 % |
| TRP.PR.H | FloatingReset | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-09 Maturity Price : 11.20 Evaluated at bid price : 11.20 Bid-YTW : 3.90 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.K | FixedReset | 146,859 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-09 Maturity Price : 23.13 Evaluated at bid price : 24.98 Bid-YTW : 4.87 % |
| SLF.PR.I | FixedReset | 71,025 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.74 Bid-YTW : 7.29 % |
| MFC.PR.R | FixedReset | 67,627 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.90 Bid-YTW : 5.00 % |
| HSE.PR.A | FixedReset | 65,940 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-09 Maturity Price : 12.42 Evaluated at bid price : 12.42 Bid-YTW : 5.49 % |
| BAM.PF.I | FixedReset | 61,788 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-09 Maturity Price : 23.14 Evaluated at bid price : 24.98 Bid-YTW : 4.84 % |
| MFC.PR.I | FixedReset | 53,556 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.30 Bid-YTW : 7.09 % |
| There were 55 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| ELF.PR.G | Perpetual-Discount | Quote: 21.67 – 21.97 Spot Rate : 0.3000 Average : 0.2062 YTW SCENARIO |
| ELF.PR.F | Perpetual-Discount | Quote: 24.10 – 24.30 Spot Rate : 0.2000 Average : 0.1461 YTW SCENARIO |
| MFC.PR.O | FixedReset | Quote: 26.25 – 26.53 Spot Rate : 0.2800 Average : 0.2280 YTW SCENARIO |
| BAM.PF.F | FixedReset | Quote: 21.19 – 21.41 Spot Rate : 0.2200 Average : 0.1703 YTW SCENARIO |
| TRP.PR.J | FixedReset | Quote: 26.05 – 26.20 Spot Rate : 0.1500 Average : 0.1009 YTW SCENARIO |
| ELF.PR.H | Perpetual-Premium | Quote: 24.55 – 24.74 Spot Rate : 0.1900 Average : 0.1457 YTW SCENARIO |