| 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 | -1.5692 % | 2,314.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.5692 % | 4,246.0 |
| Floater | 3.74 % | 3.76 % | 119,364 | 17.90 | 3 | -1.5692 % | 2,447.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0785 % | 3,055.1 |
| SplitShare | 4.71 % | 4.46 % | 56,119 | 1.36 | 5 | -0.0785 % | 3,648.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0785 % | 2,846.7 |
| Perpetual-Premium | 5.41 % | 4.85 % | 62,807 | 6.05 | 17 | 0.0326 % | 2,774.8 |
| Perpetual-Discount | 5.35 % | 5.35 % | 69,503 | 14.85 | 20 | -0.0600 % | 2,906.4 |
| FixedReset | 4.40 % | 4.40 % | 158,787 | 6.35 | 98 | 0.1179 % | 2,369.0 |
| Deemed-Retractible | 5.08 % | 5.52 % | 114,906 | 6.07 | 30 | 0.1153 % | 2,857.1 |
| FloatingReset | 2.64 % | 3.14 % | 41,423 | 4.23 | 9 | -0.0102 % | 2,606.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-11 Maturity Price : 13.71 Evaluated at bid price : 13.71 Bid-YTW : 3.80 % |
| BAM.PR.C | Floater | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-11 Maturity Price : 13.85 Evaluated at bid price : 13.85 Bid-YTW : 3.76 % |
| TRP.PR.E | FixedReset | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-11 Maturity Price : 21.49 Evaluated at bid price : 21.85 Bid-YTW : 4.42 % |
| TRP.PR.D | FixedReset | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-11 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 4.47 % |
| BAM.PR.B | Floater | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-11 Maturity Price : 13.84 Evaluated at bid price : 13.84 Bid-YTW : 3.76 % |
| 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 : 17.30 Bid-YTW : 8.30 % |
| TRP.PR.K | FixedReset | 1.18 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.75 Bid-YTW : 4.17 % |
| IFC.PR.A | FixedReset | 1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.65 Bid-YTW : 7.11 % |
| MFC.PR.B | Deemed-Retractible | 1.59 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.36 Bid-YTW : 6.62 % |
| GWO.PR.N | FixedReset | 1.73 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.10 Bid-YTW : 8.27 % |
| HSE.PR.C | FixedReset | 3.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-11 Maturity Price : 22.41 Evaluated at bid price : 22.83 Bid-YTW : 5.05 % |
| TRP.PR.G | FixedReset | 4.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-11 Maturity Price : 22.74 Evaluated at bid price : 23.60 Bid-YTW : 4.52 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset | 64,279 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 4.58 % |
| MFC.PR.I | FixedReset | 39,800 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.95 Bid-YTW : 5.13 % |
| TD.PF.H | FixedReset | 30,134 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.10 Bid-YTW : 3.77 % |
| MFC.PR.H | FixedReset | 28,600 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.48 Bid-YTW : 5.06 % |
| MFC.PR.O | FixedReset | 28,446 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 26.69 Bid-YTW : 3.95 % |
| RY.PR.L | FixedReset | 25,875 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-02-24 Maturity Price : 25.00 Evaluated at bid price : 25.16 Bid-YTW : 3.74 % |
| There were 14 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| ELF.PR.F | Perpetual-Discount | Quote: 24.40 – 24.96 Spot Rate : 0.5600 Average : 0.3326 YTW SCENARIO |
| HSE.PR.E | FixedReset | Quote: 23.58 – 24.20 Spot Rate : 0.6200 Average : 0.4244 YTW SCENARIO |
| SLF.PR.H | FixedReset | Quote: 20.16 – 20.70 Spot Rate : 0.5400 Average : 0.3501 YTW SCENARIO |
| PVS.PR.D | SplitShare | Quote: 25.26 – 25.65 Spot Rate : 0.3900 Average : 0.2621 YTW SCENARIO |
| TD.PF.D | FixedReset | Quote: 23.27 – 23.60 Spot Rate : 0.3300 Average : 0.2115 YTW SCENARIO |
| SLF.PR.E | Deemed-Retractible | Quote: 21.37 – 21.65 Spot Rate : 0.2800 Average : 0.1744 YTW SCENARIO |