| 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 | 0.5844 % | 1,994.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5844 % | 3,658.9 |
| Floater | 3.79 % | 3.96 % | 47,497 | 17.47 | 4 | 0.5844 % | 2,108.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1861 % | 2,967.0 |
| SplitShare | 4.71 % | 4.65 % | 58,272 | 4.15 | 4 | -0.1861 % | 3,543.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1861 % | 2,764.6 |
| Perpetual-Premium | 5.44 % | -2.20 % | 80,135 | 0.09 | 16 | 0.1078 % | 2,726.6 |
| Perpetual-Discount | 5.17 % | 5.21 % | 104,418 | 15.04 | 22 | 0.0974 % | 2,904.4 |
| FixedReset | 4.49 % | 4.12 % | 226,318 | 6.74 | 97 | 0.0804 % | 2,292.8 |
| Deemed-Retractible | 5.04 % | -0.52 % | 132,112 | 0.14 | 31 | 0.1719 % | 2,836.6 |
| FloatingReset | 2.48 % | 3.16 % | 47,016 | 4.70 | 9 | 0.1895 % | 2,441.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.A | FixedReset | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-09 Maturity Price : 14.86 Evaluated at bid price : 14.86 Bid-YTW : 4.63 % |
| MFC.PR.F | FixedReset | -1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.10 Bid-YTW : 9.60 % |
| TRP.PR.D | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-09 Maturity Price : 20.91 Evaluated at bid price : 20.91 Bid-YTW : 4.24 % |
| BAM.PR.K | Floater | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-09 Maturity Price : 12.04 Evaluated at bid price : 12.04 Bid-YTW : 3.96 % |
| BNS.PR.D | FloatingReset | 1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.35 Bid-YTW : 4.73 % |
| CU.PR.I | FixedReset | 1.14 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.60 Bid-YTW : 2.66 % |
| PWF.PR.T | FixedReset | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-09 Maturity Price : 21.76 Evaluated at bid price : 22.25 Bid-YTW : 3.94 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset | 214,856 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.92 Bid-YTW : 4.07 % |
| IAG.PR.G | FixedReset | 97,106 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.11 Bid-YTW : 5.21 % |
| GWO.PR.S | Deemed-Retractible | 86,478 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.66 Bid-YTW : 4.96 % |
| BNS.PR.H | FixedReset | 56,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 26.04 Bid-YTW : 3.98 % |
| TRP.PR.G | FixedReset | 51,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-09 Maturity Price : 22.21 Evaluated at bid price : 22.75 Bid-YTW : 4.36 % |
| BIP.PR.D | FixedReset | 43,891 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-09 Maturity Price : 23.20 Evaluated at bid price : 25.13 Bid-YTW : 4.90 % |
| There were 31 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.G | FixedReset | Quote: 22.75 – 23.20 Spot Rate : 0.4500 Average : 0.2932 YTW SCENARIO |
| BAM.PF.D | Perpetual-Discount | Quote: 23.31 – 23.57 Spot Rate : 0.2600 Average : 0.1715 YTW SCENARIO |
| MFC.PR.F | FixedReset | Quote: 15.10 – 15.37 Spot Rate : 0.2700 Average : 0.1888 YTW SCENARIO |
| VNR.PR.A | FixedReset | Quote: 20.89 – 21.20 Spot Rate : 0.3100 Average : 0.2362 YTW SCENARIO |
| CU.PR.C | FixedReset | Quote: 21.27 – 21.65 Spot Rate : 0.3800 Average : 0.3077 YTW SCENARIO |
| BAM.PF.F | FixedReset | Quote: 23.75 – 23.94 Spot Rate : 0.1900 Average : 0.1186 YTW SCENARIO |