| 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 | 0.0586 % | 2,061.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0586 % | 3,782.0 |
| Floater | 3.69 % | 3.83 % | 49,416 | 17.78 | 4 | 0.0586 % | 2,179.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1764 % | 3,018.9 |
| SplitShare | 4.93 % | 4.03 % | 62,555 | 0.70 | 6 | 0.1764 % | 3,605.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1764 % | 2,813.0 |
| Perpetual-Premium | 5.34 % | -1.97 % | 69,385 | 0.09 | 20 | 0.2152 % | 2,753.7 |
| Perpetual-Discount | 5.17 % | 5.20 % | 104,268 | 15.08 | 16 | 0.0185 % | 2,921.1 |
| FixedReset | 4.44 % | 4.18 % | 244,320 | 6.66 | 94 | 0.0864 % | 2,326.6 |
| Deemed-Retractible | 5.05 % | 1.39 % | 138,116 | 0.17 | 31 | -0.0648 % | 2,851.3 |
| FloatingReset | 2.49 % | 3.28 % | 57,894 | 4.57 | 9 | 0.0371 % | 2,497.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.E | Perpetual-Discount | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-24 Maturity Price : 23.17 Evaluated at bid price : 23.61 Bid-YTW : 5.22 % |
| ELF.PR.F | Perpetual-Discount | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-24 Maturity Price : 24.62 Evaluated at bid price : 24.88 Bid-YTW : 5.41 % |
| BIP.PR.A | FixedReset | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-24 Maturity Price : 22.72 Evaluated at bid price : 23.56 Bid-YTW : 4.96 % |
| VNR.PR.A | FixedReset | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-24 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 4.77 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.J | FixedReset | 108,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-24 Maturity Price : 22.50 Evaluated at bid price : 23.13 Bid-YTW : 4.18 % |
| BMO.PR.C | FixedReset | 78,435 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.34 % |
| TRP.PR.D | FixedReset | 74,966 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-24 Maturity Price : 21.66 Evaluated at bid price : 22.10 Bid-YTW : 4.12 % |
| RY.PR.H | FixedReset | 74,221 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-24 Maturity Price : 21.69 Evaluated at bid price : 22.15 Bid-YTW : 3.96 % |
| RY.PR.Z | FixedReset | 68,580 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-24 Maturity Price : 21.66 Evaluated at bid price : 22.10 Bid-YTW : 3.92 % |
| BAM.PF.H | FixedReset | 46,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.23 Bid-YTW : 3.58 % |
| There were 28 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.I | FixedReset | Quote: 26.01 – 26.47 Spot Rate : 0.4600 Average : 0.3253 YTW SCENARIO |
| PVS.PR.D | SplitShare | Quote: 25.50 – 25.95 Spot Rate : 0.4500 Average : 0.3413 YTW SCENARIO |
| BNS.PR.H | FixedReset | Quote: 26.21 – 26.49 Spot Rate : 0.2800 Average : 0.1827 YTW SCENARIO |
| HSE.PR.C | FixedReset | Quote: 23.06 – 23.33 Spot Rate : 0.2700 Average : 0.1968 YTW SCENARIO |
| GWO.PR.N | FixedReset | Quote: 15.90 – 16.15 Spot Rate : 0.2500 Average : 0.1808 YTW SCENARIO |
| PWF.PR.K | Perpetual-Discount | Quote: 24.11 – 24.35 Spot Rate : 0.2400 Average : 0.1769 YTW SCENARIO |