| 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 | 0.0220 % | 1,822.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0220 % | 3,330.1 |
| Floater | 4.15 % | 4.21 % | 60,843 | 16.98 | 4 | 0.0220 % | 1,919.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0330 % | 2,939.3 |
| SplitShare | 4.82 % | 4.68 % | 82,077 | 4.26 | 6 | -0.0330 % | 3,510.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0330 % | 2,738.7 |
| Perpetual-Premium | 5.44 % | 5.10 % | 86,207 | 14.50 | 23 | 0.3541 % | 2,671.9 |
| Perpetual-Discount | 5.44 % | 5.46 % | 106,668 | 14.69 | 15 | 0.5748 % | 2,772.8 |
| FixedReset | 4.70 % | 4.56 % | 252,213 | 6.77 | 96 | 0.0718 % | 2,180.6 |
| Deemed-Retractible | 5.16 % | 4.54 % | 136,082 | 4.51 | 32 | 0.2406 % | 2,762.7 |
| FloatingReset | 2.79 % | 3.73 % | 44,395 | 4.78 | 12 | 0.5695 % | 2,346.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.T | FixedReset | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-29 Maturity Price : 20.59 Evaluated at bid price : 20.59 Bid-YTW : 4.45 % |
| MFC.PR.M | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.03 Bid-YTW : 6.98 % |
| EML.PR.A | FixedReset | -1.02 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-17 Maturity Price : 25.00 Evaluated at bid price : 26.10 Bid-YTW : 4.57 % |
| BAM.PF.D | Perpetual-Discount | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-29 Maturity Price : 21.47 Evaluated at bid price : 21.79 Bid-YTW : 5.64 % |
| TRP.PR.G | FixedReset | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-29 Maturity Price : 21.41 Evaluated at bid price : 21.73 Bid-YTW : 4.69 % |
| BAM.PF.G | FixedReset | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-29 Maturity Price : 21.97 Evaluated at bid price : 22.36 Bid-YTW : 4.58 % |
| BMO.PR.S | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-29 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 4.47 % |
| BAM.PF.F | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-29 Maturity Price : 21.61 Evaluated at bid price : 22.02 Bid-YTW : 4.64 % |
| SLF.PR.J | FloatingReset | 1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.36 Bid-YTW : 9.56 % |
| GWO.PR.N | FixedReset | 1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.31 Bid-YTW : 10.22 % |
| TRP.PR.C | FixedReset | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-29 Maturity Price : 13.85 Evaluated at bid price : 13.85 Bid-YTW : 4.71 % |
| IAG.PR.A | Deemed-Retractible | 1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.90 Bid-YTW : 6.64 % |
| BAM.PR.R | FixedReset | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-29 Maturity Price : 17.48 Evaluated at bid price : 17.48 Bid-YTW : 4.82 % |
| TRP.PR.A | FixedReset | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-29 Maturity Price : 16.19 Evaluated at bid price : 16.19 Bid-YTW : 4.83 % |
| IFC.PR.D | FloatingReset | 4.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.50 Bid-YTW : 5.96 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.N | Deemed-Retractible | 652,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-02-26 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 2.73 % |
| BAM.PF.I | FixedReset | 112,552 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 4.46 % |
| RY.PR.A | Deemed-Retractible | 110,409 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.09 Bid-YTW : 4.49 % |
| HSE.PR.A | FixedReset | 108,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-29 Maturity Price : 13.24 Evaluated at bid price : 13.24 Bid-YTW : 5.27 % |
| TD.PF.A | FixedReset | 108,154 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-29 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 4.46 % |
| TRP.PR.D | FixedReset | 65,321 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-12-29 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 4.84 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.T | FixedReset | Quote: 20.59 – 21.22 Spot Rate : 0.6300 Average : 0.4420 YTW SCENARIO |
| MFC.PR.O | FixedReset | Quote: 26.74 – 27.18 Spot Rate : 0.4400 Average : 0.2760 YTW SCENARIO |
| VNR.PR.A | FixedReset | Quote: 19.64 – 20.38 Spot Rate : 0.7400 Average : 0.5864 YTW SCENARIO |
| TRP.PR.G | FixedReset | Quote: 21.73 – 22.12 Spot Rate : 0.3900 Average : 0.2675 YTW SCENARIO |
| W.PR.K | FixedReset | Quote: 25.40 – 25.72 Spot Rate : 0.3200 Average : 0.2055 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 21.20 – 21.50 Spot Rate : 0.3000 Average : 0.1893 YTW SCENARIO |