| 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 | -0.3349 % | 2,161.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3349 % | 3,966.1 |
| Floater | 3.53 % | 3.68 % | 58,069 | 18.06 | 4 | -0.3349 % | 2,285.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0157 % | 3,049.8 |
| SplitShare | 4.72 % | 4.17 % | 75,056 | 1.57 | 5 | 0.0157 % | 3,642.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0157 % | 2,841.7 |
| Perpetual-Premium | 5.32 % | 4.28 % | 67,815 | 0.09 | 22 | 0.0819 % | 2,779.2 |
| Perpetual-Discount | 5.12 % | 5.14 % | 101,326 | 15.23 | 14 | -0.1625 % | 2,988.1 |
| FixedReset | 4.50 % | 4.11 % | 201,015 | 6.58 | 94 | 0.2566 % | 2,305.4 |
| Deemed-Retractible | 5.00 % | 5.21 % | 136,929 | 4.14 | 31 | 0.1448 % | 2,885.9 |
| FloatingReset | 2.51 % | 3.17 % | 48,434 | 4.43 | 10 | 0.5166 % | 2,524.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.D | Perpetual-Discount | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-23 Maturity Price : 22.94 Evaluated at bid price : 23.33 Bid-YTW : 5.31 % |
| CM.PR.Q | FixedReset | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-23 Maturity Price : 22.20 Evaluated at bid price : 22.65 Bid-YTW : 4.11 % |
| SLF.PR.I | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.85 Bid-YTW : 5.24 % |
| BNS.PR.C | FloatingReset | 1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.09 Bid-YTW : 3.30 % |
| IFC.PR.C | FixedReset | 1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.71 Bid-YTW : 5.68 % |
| IAG.PR.G | FixedReset | 1.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.47 Bid-YTW : 5.56 % |
| HSE.PR.A | FixedReset | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-23 Maturity Price : 15.41 Evaluated at bid price : 15.41 Bid-YTW : 4.33 % |
| TRP.PR.F | FloatingReset | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-23 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 3.29 % |
| TRP.PR.C | FixedReset | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-23 Maturity Price : 15.63 Evaluated at bid price : 15.63 Bid-YTW : 3.96 % |
| TRP.PR.B | FixedReset | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-23 Maturity Price : 14.47 Evaluated at bid price : 14.47 Bid-YTW : 3.90 % |
| SLF.PR.H | FixedReset | 1.98 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.07 Bid-YTW : 7.10 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.T | Deemed-Retractible | 164,775 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.96 Bid-YTW : 5.22 % |
| TRP.PR.G | FixedReset | 69,904 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-23 Maturity Price : 22.22 Evaluated at bid price : 22.73 Bid-YTW : 4.27 % |
| HSE.PR.C | FixedReset | 25,259 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-23 Maturity Price : 22.62 Evaluated at bid price : 23.21 Bid-YTW : 4.49 % |
| HSE.PR.E | FixedReset | 23,581 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-23 Maturity Price : 22.96 Evaluated at bid price : 23.92 Bid-YTW : 4.74 % |
| BMO.PR.C | FixedReset | 19,721 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-23 Maturity Price : 23.33 Evaluated at bid price : 25.55 Bid-YTW : 4.18 % |
| MFC.PR.R | FixedReset | 16,587 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.56 Bid-YTW : 4.27 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.A | Deemed-Retractible | Quote: 25.22 – 25.57 Spot Rate : 0.3500 Average : 0.2215 YTW SCENARIO |
| BAM.PF.D | Perpetual-Discount | Quote: 23.33 – 23.70 Spot Rate : 0.3700 Average : 0.2795 YTW SCENARIO |
| BAM.PF.F | FixedReset | Quote: 22.43 – 22.86 Spot Rate : 0.4300 Average : 0.3402 YTW SCENARIO |
| BAM.PF.C | Perpetual-Discount | Quote: 23.04 – 23.28 Spot Rate : 0.2400 Average : 0.1581 YTW SCENARIO |
| MFC.PR.B | Deemed-Retractible | Quote: 23.34 – 23.65 Spot Rate : 0.3100 Average : 0.2295 YTW SCENARIO |
| VNR.PR.A | FixedReset | Quote: 21.00 – 21.30 Spot Rate : 0.3000 Average : 0.2206 YTW SCENARIO |