| 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 | -1.2110 % | 2,142.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.2110 % | 3,932.2 |
| Floater | 3.70 % | 3.69 % | 76,942 | 18.09 | 3 | -1.2110 % | 2,266.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0942 % | 3,058.0 |
| SplitShare | 4.71 % | 4.30 % | 65,783 | 1.50 | 5 | 0.0942 % | 3,651.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0942 % | 2,849.3 |
| Perpetual-Premium | 5.28 % | 4.45 % | 70,042 | 3.40 | 25 | -0.0687 % | 2,792.4 |
| Perpetual-Discount | 5.09 % | 5.07 % | 87,935 | 15.28 | 12 | 0.0566 % | 3,012.7 |
| FixedReset | 4.42 % | 4.13 % | 199,099 | 6.52 | 96 | -0.0698 % | 2,349.9 |
| Deemed-Retractible | 4.98 % | 5.00 % | 116,173 | 6.23 | 30 | 0.0300 % | 2,903.2 |
| FloatingReset | 2.47 % | 2.99 % | 53,144 | 4.36 | 10 | -0.0277 % | 2,556.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset | -1.83 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.73 Bid-YTW : 8.22 % |
| BAM.PR.B | Floater | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-19 Maturity Price : 12.78 Evaluated at bid price : 12.78 Bid-YTW : 3.69 % |
| EML.PR.A | FixedReset | -1.51 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-17 Maturity Price : 25.00 Evaluated at bid price : 26.05 Bid-YTW : 4.44 % |
| TRP.PR.B | FixedReset | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-19 Maturity Price : 14.54 Evaluated at bid price : 14.54 Bid-YTW : 4.12 % |
| BAM.PR.K | Floater | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-19 Maturity Price : 12.76 Evaluated at bid price : 12.76 Bid-YTW : 3.70 % |
| HSE.PR.A | FixedReset | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-19 Maturity Price : 15.97 Evaluated at bid price : 15.97 Bid-YTW : 4.37 % |
| BAM.PR.X | FixedReset | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-19 Maturity Price : 16.59 Evaluated at bid price : 16.59 Bid-YTW : 4.47 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset | 414,455 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-19 Maturity Price : 23.17 Evaluated at bid price : 25.05 Bid-YTW : 4.40 % |
| BMO.PR.C | FixedReset | 229,960 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.59 Bid-YTW : 4.27 % |
| NA.PR.C | FixedReset | 206,235 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-19 Maturity Price : 23.11 Evaluated at bid price : 24.92 Bid-YTW : 4.47 % |
| PWF.PR.Z | Perpetual-Premium | 183,990 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-19 Maturity Price : 24.64 Evaluated at bid price : 25.04 Bid-YTW : 5.17 % |
| CU.PR.C | FixedReset | 144,023 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-19 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 4.19 % |
| RY.PR.R | FixedReset | 105,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 27.01 Bid-YTW : 3.54 % |
| There were 33 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EML.PR.A | FixedReset | Quote: 26.05 – 26.45 Spot Rate : 0.4000 Average : 0.2353 YTW SCENARIO |
| PWF.PR.P | FixedReset | Quote: 16.33 – 16.58 Spot Rate : 0.2500 Average : 0.1729 YTW SCENARIO |
| BNS.PR.Z | FixedReset | Quote: 22.17 – 22.39 Spot Rate : 0.2200 Average : 0.1467 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 24.36 – 24.58 Spot Rate : 0.2200 Average : 0.1499 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 25.77 – 26.00 Spot Rate : 0.2300 Average : 0.1615 YTW SCENARIO |
| TD.PF.F | Perpetual-Premium | Quote: 25.71 – 25.94 Spot Rate : 0.2300 Average : 0.1656 YTW SCENARIO |