| 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 | -0.1131 % | 1,752.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1131 % | 3,200.5 |
| Floater | 4.28 % | 4.42 % | 55,244 | 16.48 | 4 | -0.1131 % | 1,844.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1193 % | 2,925.5 |
| SplitShare | 4.83 % | 4.28 % | 54,124 | 1.97 | 6 | 0.1193 % | 3,493.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1193 % | 2,725.9 |
| Perpetual-Premium | 5.47 % | 5.40 % | 88,565 | 14.42 | 23 | 0.0913 % | 2,645.4 |
| Perpetual-Discount | 5.48 % | 5.49 % | 95,415 | 14.59 | 15 | 0.2880 % | 2,735.1 |
| FixedReset | 4.87 % | 4.71 % | 211,539 | 6.76 | 96 | 0.1570 % | 2,096.4 |
| Deemed-Retractible | 5.19 % | 5.24 % | 143,016 | 4.56 | 32 | 0.4464 % | 2,741.2 |
| FloatingReset | 2.84 % | 3.85 % | 44,898 | 4.82 | 12 | -0.2717 % | 2,303.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.K | FloatingReset | -2.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.55 Bid-YTW : 8.45 % |
| PWF.PR.A | Floater | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-12 Maturity Price : 11.77 Evaluated at bid price : 11.77 Bid-YTW : 4.05 % |
| BAM.PF.H | FixedReset | -1.22 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 4.21 % |
| SLF.PR.I | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.95 Bid-YTW : 7.14 % |
| SLF.PR.C | Deemed-Retractible | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.96 Bid-YTW : 7.10 % |
| BAM.PR.T | FixedReset | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-12 Maturity Price : 16.88 Evaluated at bid price : 16.88 Bid-YTW : 5.16 % |
| SLF.PR.E | Deemed-Retractible | 1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.08 Bid-YTW : 7.07 % |
| SLF.PR.D | Deemed-Retractible | 1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.95 Bid-YTW : 7.11 % |
| HSE.PR.A | FixedReset | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-12 Maturity Price : 12.60 Evaluated at bid price : 12.60 Bid-YTW : 5.41 % |
| GWO.PR.N | FixedReset | 1.47 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.78 Bid-YTW : 10.66 % |
| MFC.PR.C | Deemed-Retractible | 1.72 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.29 Bid-YTW : 6.94 % |
| FTS.PR.H | FixedReset | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-12 Maturity Price : 13.49 Evaluated at bid price : 13.49 Bid-YTW : 4.73 % |
| MFC.PR.B | Deemed-Retractible | 2.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.10 Bid-YTW : 6.54 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.N | Deemed-Retractible | 558,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-01-27 Maturity Price : 25.00 Evaluated at bid price : 25.28 Bid-YTW : 1.14 % |
| MFC.PR.R | FixedReset | 192,176 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.93 Bid-YTW : 4.98 % |
| BAM.PF.I | FixedReset | 93,145 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-12 Maturity Price : 23.14 Evaluated at bid price : 25.00 Bid-YTW : 4.84 % |
| TRP.PR.K | FixedReset | 91,450 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-12 Maturity Price : 23.13 Evaluated at bid price : 24.98 Bid-YTW : 4.87 % |
| MFC.PR.N | FixedReset | 83,831 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.57 Bid-YTW : 7.96 % |
| RY.PR.H | FixedReset | 46,125 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-12 Maturity Price : 18.88 Evaluated at bid price : 18.88 Bid-YTW : 4.58 % |
| There were 69 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EML.PR.A | FixedReset | Quote: 26.30 – 26.99 Spot Rate : 0.6900 Average : 0.4902 YTW SCENARIO |
| SLF.PR.K | FloatingReset | Quote: 16.55 – 16.90 Spot Rate : 0.3500 Average : 0.2411 YTW SCENARIO |
| IFC.PR.A | FixedReset | Quote: 16.30 – 16.65 Spot Rate : 0.3500 Average : 0.2440 YTW SCENARIO |
| BAM.PR.M | Perpetual-Discount | Quote: 21.12 – 21.37 Spot Rate : 0.2500 Average : 0.1609 YTW SCENARIO |
| BAM.PR.X | FixedReset | Quote: 14.70 – 14.98 Spot Rate : 0.2800 Average : 0.1938 YTW SCENARIO |
| BNS.PR.P | FixedReset | Quote: 24.62 – 24.85 Spot Rate : 0.2300 Average : 0.1473 YTW SCENARIO |