| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | -0.2608 % | 2,137.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2608 % | 3,922.0 |
| Floater | 3.71 % | 3.71 % | 78,507 | 18.06 | 3 | -0.2608 % | 2,260.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0157 % | 3,057.5 |
| SplitShare | 4.71 % | 4.15 % | 64,920 | 1.50 | 5 | -0.0157 % | 3,651.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0157 % | 2,848.9 |
| Perpetual-Premium | 5.29 % | 4.47 % | 69,890 | 3.40 | 25 | -0.0734 % | 2,790.4 |
| Perpetual-Discount | 5.10 % | 5.08 % | 87,104 | 15.26 | 12 | -0.2193 % | 3,006.1 |
| FixedReset | 4.42 % | 4.12 % | 200,641 | 6.51 | 96 | 0.0122 % | 2,350.2 |
| Deemed-Retractible | 4.99 % | 5.10 % | 120,675 | 6.23 | 30 | -0.0695 % | 2,901.2 |
| FloatingReset | 2.47 % | 3.00 % | 53,913 | 4.36 | 10 | 0.0370 % | 2,557.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.H | FixedReset | -1.54 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.24 Bid-YTW : 7.00 % |
| VNR.PR.A | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-20 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 4.75 % |
| EML.PR.A | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-17 Maturity Price : 25.00 Evaluated at bid price : 26.35 Bid-YTW : 4.11 % |
| CU.PR.C | FixedReset | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-20 Maturity Price : 21.61 Evaluated at bid price : 21.61 Bid-YTW : 4.14 % |
| GWO.PR.N | FixedReset | 1.72 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.54 Bid-YTW : 8.42 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.Z | Perpetual-Premium | 411,177 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-20 Maturity Price : 24.60 Evaluated at bid price : 24.99 Bid-YTW : 5.19 % |
| NA.PR.C | FixedReset | 307,155 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-20 Maturity Price : 23.12 Evaluated at bid price : 24.94 Bid-YTW : 4.47 % |
| CM.PR.R | FixedReset | 199,977 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-20 Maturity Price : 23.17 Evaluated at bid price : 25.05 Bid-YTW : 4.40 % |
| BMO.PR.C | FixedReset | 136,661 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 4.31 % |
| BNS.PR.H | FixedReset | 95,268 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 26.33 Bid-YTW : 3.77 % |
| RY.PR.Q | FixedReset | 77,968 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.94 Bid-YTW : 3.49 % |
| There were 45 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PVS.PR.E | SplitShare | Quote: 26.11 – 26.65 Spot Rate : 0.5400 Average : 0.3321 YTW SCENARIO |
| SLF.PR.H | FixedReset | Quote: 19.24 – 19.79 Spot Rate : 0.5500 Average : 0.3467 YTW SCENARIO |
| MFC.PR.G | FixedReset | Quote: 23.74 – 24.17 Spot Rate : 0.4300 Average : 0.2494 YTW SCENARIO |
| HSE.PR.G | FixedReset | Quote: 24.17 – 24.49 Spot Rate : 0.3200 Average : 0.1905 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 22.50 – 22.83 Spot Rate : 0.3300 Average : 0.2192 YTW SCENARIO |
| TD.PF.G | FixedReset | Quote: 26.82 – 27.10 Spot Rate : 0.2800 Average : 0.1746 YTW SCENARIO |