| 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 | -0.2125 % | 2,362.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2125 % | 4,335.3 |
| Floater | 3.66 % | 3.71 % | 109,958 | 17.98 | 3 | -0.2125 % | 2,498.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0786 % | 3,084.7 |
| SplitShare | 4.72 % | 4.13 % | 51,385 | 1.30 | 5 | -0.0786 % | 3,683.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0786 % | 2,874.3 |
| Perpetual-Premium | 5.41 % | 4.82 % | 56,150 | 5.85 | 16 | 0.0000 % | 2,781.6 |
| Perpetual-Discount | 5.30 % | 5.33 % | 70,307 | 14.87 | 19 | -0.0698 % | 2,919.4 |
| FixedReset | 4.37 % | 4.44 % | 144,827 | 6.29 | 98 | -0.2285 % | 2,390.3 |
| Deemed-Retractible | 5.11 % | 5.52 % | 98,656 | 6.06 | 31 | -0.0983 % | 2,868.5 |
| FloatingReset | 2.73 % | 3.10 % | 41,471 | 4.15 | 8 | -0.2318 % | 2,617.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-05 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 4.55 % |
| TRP.PR.G | FixedReset | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-05 Maturity Price : 22.77 Evaluated at bid price : 23.65 Bid-YTW : 4.63 % |
| BAM.PF.G | FixedReset | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-05 Maturity Price : 22.91 Evaluated at bid price : 23.80 Bid-YTW : 4.67 % |
| SLF.PR.H | FixedReset | -1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.83 Bid-YTW : 6.04 % |
| TRP.PR.F | FloatingReset | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-05 Maturity Price : 19.15 Evaluated at bid price : 19.15 Bid-YTW : 3.59 % |
| BAM.PR.X | FixedReset | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-05 Maturity Price : 17.46 Evaluated at bid price : 17.46 Bid-YTW : 4.60 % |
| SLF.PR.G | FixedReset | 1.76 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.30 Bid-YTW : 8.34 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.R | FixedReset | 114,685 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.78 Bid-YTW : 3.63 % |
| NA.PR.S | FixedReset | 65,625 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-05 Maturity Price : 21.75 Evaluated at bid price : 22.23 Bid-YTW : 4.48 % |
| SLF.PR.B | Deemed-Retractible | 62,505 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.77 Bid-YTW : 6.31 % |
| TRP.PR.K | FixedReset | 59,244 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.96 Bid-YTW : 4.04 % |
| CM.PR.R | FixedReset | 55,307 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.21 Bid-YTW : 4.09 % |
| TRP.PR.C | FixedReset | 44,150 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-05 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 4.58 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.B | FixedReset | Quote: 21.83 – 22.14 Spot Rate : 0.3100 Average : 0.1936 YTW SCENARIO |
| TRP.PR.G | FixedReset | Quote: 23.65 – 24.00 Spot Rate : 0.3500 Average : 0.2416 YTW SCENARIO |
| BMO.PR.W | FixedReset | Quote: 21.65 – 21.89 Spot Rate : 0.2400 Average : 0.1556 YTW SCENARIO |
| HSE.PR.C | FixedReset | Quote: 22.81 – 23.25 Spot Rate : 0.4400 Average : 0.3561 YTW SCENARIO |
| BAM.PF.G | FixedReset | Quote: 23.80 – 24.06 Spot Rate : 0.2600 Average : 0.1803 YTW SCENARIO |
| EML.PR.A | FixedReset | Quote: 26.53 – 26.91 Spot Rate : 0.3800 Average : 0.3005 YTW SCENARIO |