| 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 | -1.2767 % | 1,977.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.2767 % | 3,628.1 |
| Floater | 3.82 % | 3.94 % | 47,880 | 17.53 | 4 | -1.2767 % | 2,090.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0295 % | 2,963.5 |
| SplitShare | 4.72 % | 4.54 % | 63,412 | 4.17 | 4 | 0.0295 % | 3,539.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0295 % | 2,761.3 |
| Perpetual-Premium | 5.47 % | -1.25 % | 71,553 | 0.09 | 16 | 0.0931 % | 2,712.1 |
| Perpetual-Discount | 5.23 % | 5.24 % | 93,031 | 15.00 | 22 | 0.0781 % | 2,872.0 |
| FixedReset | 4.49 % | 4.21 % | 222,483 | 6.75 | 97 | 0.3511 % | 2,290.4 |
| Deemed-Retractible | 5.08 % | 1.60 % | 130,353 | 0.23 | 31 | 0.0546 % | 2,811.8 |
| FloatingReset | 2.46 % | 3.09 % | 43,774 | 4.72 | 9 | -0.0431 % | 2,447.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-02 Maturity Price : 11.97 Evaluated at bid price : 11.97 Bid-YTW : 3.98 % |
| SLF.PR.J | FloatingReset | -2.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.05 Bid-YTW : 8.97 % |
| BAM.PR.B | Floater | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-02 Maturity Price : 12.10 Evaluated at bid price : 12.10 Bid-YTW : 3.94 % |
| BAM.PR.C | Floater | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-02 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 3.97 % |
| BAM.PR.R | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-02 Maturity Price : 19.02 Evaluated at bid price : 19.02 Bid-YTW : 4.43 % |
| CCS.PR.C | Deemed-Retractible | 1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.50 Bid-YTW : 6.07 % |
| BNS.PR.Z | FixedReset | 1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.02 Bid-YTW : 4.88 % |
| BAM.PR.T | FixedReset | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-02 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 4.65 % |
| TRP.PR.D | FixedReset | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-02 Maturity Price : 20.74 Evaluated at bid price : 20.74 Bid-YTW : 4.32 % |
| BAM.PF.B | FixedReset | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-02 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 4.51 % |
| TRP.PR.C | FixedReset | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-02 Maturity Price : 15.39 Evaluated at bid price : 15.39 Bid-YTW : 4.23 % |
| CU.PR.I | FixedReset | 1.86 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.66 Bid-YTW : 2.58 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.K | FixedReset | 268,396 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.66 Bid-YTW : 4.30 % |
| MFC.PR.R | FixedReset | 237,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.73 Bid-YTW : 4.44 % |
| BIP.PR.D | FixedReset | 139,066 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-02 Maturity Price : 23.20 Evaluated at bid price : 25.15 Bid-YTW : 4.89 % |
| BMO.PR.B | FixedReset | 63,431 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.87 Bid-YTW : 4.04 % |
| RY.PR.Q | FixedReset | 57,369 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.76 Bid-YTW : 3.66 % |
| MFC.PR.H | FixedReset | 55,100 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.17 Bid-YTW : 4.88 % |
| There were 36 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.A | FixedReset | Quote: 15.18 – 15.47 Spot Rate : 0.2900 Average : 0.1722 YTW SCENARIO |
| W.PR.M | FixedReset | Quote: 25.96 – 26.34 Spot Rate : 0.3800 Average : 0.2703 YTW SCENARIO |
| GWO.PR.G | Deemed-Retractible | Quote: 24.90 – 25.18 Spot Rate : 0.2800 Average : 0.1734 YTW SCENARIO |
| TD.PF.F | Perpetual-Premium | Quote: 24.91 – 25.25 Spot Rate : 0.3400 Average : 0.2461 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 21.85 – 22.18 Spot Rate : 0.3300 Average : 0.2421 YTW SCENARIO |
| GWO.PR.Q | Deemed-Retractible | Quote: 24.52 – 24.74 Spot Rate : 0.2200 Average : 0.1360 YTW SCENARIO |