| 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 | 1.6560 % | 2,448.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.6560 % | 4,493.6 |
| Floater | 3.87 % | 3.84 % | 107,783 | 17.77 | 3 | 1.6560 % | 2,589.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0475 % | 3,063.6 |
| SplitShare | 4.75 % | 4.64 % | 80,282 | 3.69 | 5 | -0.0475 % | 3,658.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0475 % | 2,854.6 |
| Perpetual-Premium | 5.43 % | 4.93 % | 59,387 | 6.13 | 16 | -0.0173 % | 2,769.8 |
| Perpetual-Discount | 5.37 % | 5.43 % | 66,546 | 14.70 | 19 | 0.3323 % | 2,887.3 |
| FixedReset | 4.36 % | 4.52 % | 146,082 | 6.26 | 99 | 0.0555 % | 2,401.3 |
| Deemed-Retractible | 5.15 % | 5.72 % | 98,428 | 6.07 | 31 | 0.1605 % | 2,846.8 |
| FloatingReset | 2.82 % | 2.96 % | 44,923 | 4.11 | 8 | 0.2308 % | 2,640.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset | -1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.26 Bid-YTW : 7.60 % |
| SLF.PR.A | Deemed-Retractible | 1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.29 Bid-YTW : 6.64 % |
| BAM.PR.M | Perpetual-Discount | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-14 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 5.56 % |
| BAM.PR.N | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-14 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 5.57 % |
| PWF.PR.P | FixedReset | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-14 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 4.68 % |
| BAM.PF.G | FixedReset | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-14 Maturity Price : 22.92 Evaluated at bid price : 23.82 Bid-YTW : 4.72 % |
| BAM.PR.K | Floater | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-14 Maturity Price : 14.32 Evaluated at bid price : 14.32 Bid-YTW : 3.91 % |
| BAM.PR.C | Floater | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-14 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 3.84 % |
| BAM.PF.D | Perpetual-Discount | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-14 Maturity Price : 21.86 Evaluated at bid price : 22.17 Bid-YTW : 5.53 % |
| BAM.PR.B | Floater | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-14 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 3.84 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PF.J | FixedReset | 302,088 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-14 Maturity Price : 23.18 Evaluated at bid price : 25.10 Bid-YTW : 4.68 % |
| BAM.PR.Z | FixedReset | 211,270 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-14 Maturity Price : 23.09 Evaluated at bid price : 24.02 Bid-YTW : 4.82 % |
| BNS.PR.G | FixedReset | 102,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 26.86 Bid-YTW : 3.65 % |
| TD.PF.C | FixedReset | 81,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-14 Maturity Price : 21.65 Evaluated at bid price : 22.08 Bid-YTW : 4.48 % |
| BMO.PR.C | FixedReset | 81,035 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.24 Bid-YTW : 4.35 % |
| TD.PF.H | FixedReset | 67,927 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.15 Bid-YTW : 3.81 % |
| There were 29 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.A | FixedReset | Quote: 19.26 – 19.69 Spot Rate : 0.4300 Average : 0.2681 YTW SCENARIO |
| TRP.PR.D | FixedReset | Quote: 21.89 – 22.35 Spot Rate : 0.4600 Average : 0.3043 YTW SCENARIO |
| MFC.PR.K | FixedReset | Quote: 21.27 – 21.78 Spot Rate : 0.5100 Average : 0.3690 YTW SCENARIO |
| MFC.PR.J | FixedReset | Quote: 23.40 – 23.80 Spot Rate : 0.4000 Average : 0.2920 YTW SCENARIO |
| GWO.PR.I | Deemed-Retractible | Quote: 21.35 – 21.65 Spot Rate : 0.3000 Average : 0.1921 YTW SCENARIO |
| MFC.PR.B | Deemed-Retractible | Quote: 21.93 – 22.23 Spot Rate : 0.3000 Average : 0.2142 YTW SCENARIO |