| 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 | 0.0000 % | 2,137.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,922.3 |
| Floater | 3.56 % | 3.68 % | 47,724 | 18.13 | 4 | 0.0000 % | 2,260.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2190 % | 3,014.8 |
| SplitShare | 4.94 % | 3.77 % | 63,163 | 0.73 | 6 | 0.2190 % | 3,600.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2190 % | 2,809.1 |
| Perpetual-Premium | 5.35 % | 4.65 % | 65,697 | 3.62 | 20 | -0.0996 % | 2,741.1 |
| Perpetual-Discount | 5.16 % | 5.20 % | 95,808 | 15.13 | 18 | -0.1574 % | 2,925.7 |
| FixedReset | 4.40 % | 4.17 % | 231,571 | 6.72 | 98 | -0.0726 % | 2,347.0 |
| Deemed-Retractible | 5.05 % | 1.76 % | 140,590 | 0.20 | 31 | 0.0093 % | 2,855.5 |
| FloatingReset | 2.48 % | 3.26 % | 47,085 | 4.60 | 9 | -0.1271 % | 2,492.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.A | FixedReset | -2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-14 Maturity Price : 16.17 Evaluated at bid price : 16.17 Bid-YTW : 4.46 % |
| IFC.PR.A | FixedReset | -1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.27 Bid-YTW : 6.92 % |
| SLF.PR.G | FixedReset | -1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.85 Bid-YTW : 8.19 % |
| TRP.PR.E | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-14 Maturity Price : 22.36 Evaluated at bid price : 22.80 Bid-YTW : 4.08 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.C | FixedReset | 373,946 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.29 Bid-YTW : 4.28 % |
| EIT.PR.A | SplitShare | 213,320 | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.66 % |
| TRP.PR.K | FixedReset | 135,871 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.76 Bid-YTW : 4.32 % |
| FTS.PR.J | Perpetual-Discount | 105,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-14 Maturity Price : 22.60 Evaluated at bid price : 22.95 Bid-YTW : 5.20 % |
| TD.PR.T | FloatingReset | 76,729 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.87 Bid-YTW : 3.05 % |
| NA.PR.A | FixedReset | 69,578 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 26.45 Bid-YTW : 4.09 % |
| There were 35 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.K | Floater | Quote: 12.70 – 13.40 Spot Rate : 0.7000 Average : 0.4119 YTW SCENARIO |
| BNS.PR.H | FixedReset | Quote: 26.08 – 26.38 Spot Rate : 0.3000 Average : 0.1939 YTW SCENARIO |
| CM.PR.O | FixedReset | Quote: 22.63 – 22.90 Spot Rate : 0.2700 Average : 0.1702 YTW SCENARIO |
| GWO.PR.N | FixedReset | Quote: 15.69 – 16.06 Spot Rate : 0.3700 Average : 0.2705 YTW SCENARIO |
| TRP.PR.A | FixedReset | Quote: 19.20 – 19.57 Spot Rate : 0.3700 Average : 0.2853 YTW SCENARIO |
| GWO.PR.M | Deemed-Retractible | Quote: 25.90 – 26.10 Spot Rate : 0.2000 Average : 0.1251 YTW SCENARIO |