| 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 | 0.7779 % | 2,411.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7779 % | 4,424.3 |
| Floater | 3.93 % | 3.93 % | 95,481 | 17.56 | 3 | 0.7779 % | 2,549.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0264 % | 3,064.7 |
| SplitShare | 4.76 % | 4.71 % | 90,340 | 4.42 | 6 | -0.0264 % | 3,659.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0264 % | 2,855.6 |
| Perpetual-Premium | 5.43 % | 4.87 % | 56,575 | 5.98 | 16 | 0.0939 % | 2,781.2 |
| Perpetual-Discount | 5.37 % | 5.43 % | 70,329 | 14.67 | 19 | 0.2824 % | 2,895.8 |
| FixedReset | 4.35 % | 4.58 % | 151,067 | 6.20 | 99 | 0.1346 % | 2,415.1 |
| Deemed-Retractible | 5.14 % | 5.70 % | 101,615 | 6.04 | 30 | 0.2807 % | 2,860.9 |
| FloatingReset | 2.84 % | 3.17 % | 52,331 | 4.07 | 8 | 0.0492 % | 2,651.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.D | FixedReset | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-28 Maturity Price : 21.53 Evaluated at bid price : 21.90 Bid-YTW : 4.79 % |
| MFC.PR.N | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.10 Bid-YTW : 6.01 % |
| SLF.PR.J | FloatingReset | 1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.07 Bid-YTW : 8.22 % |
| IAG.PR.A | Deemed-Retractible | 1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.42 Bid-YTW : 6.42 % |
| BAM.PR.B | Floater | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-28 Maturity Price : 14.28 Evaluated at bid price : 14.28 Bid-YTW : 3.92 % |
| MFC.PR.K | FixedReset | 1.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.48 Bid-YTW : 6.47 % |
| MFC.PR.G | FixedReset | 1.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.52 Bid-YTW : 5.23 % |
| HSE.PR.G | FixedReset | 1.44 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-06-30 Maturity Price : 25.00 Evaluated at bid price : 24.65 Bid-YTW : 5.18 % |
| ELF.PR.G | Perpetual-Discount | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-28 Maturity Price : 22.01 Evaluated at bid price : 22.25 Bid-YTW : 5.43 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| IFC.PR.A | FixedReset | 215,700 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.45 Bid-YTW : 7.57 % |
| NA.PR.C | FixedReset | 208,387 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.39 Bid-YTW : 4.42 % |
| CM.PR.R | FixedReset | 164,025 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.09 Bid-YTW : 4.26 % |
| BMO.PR.C | FixedReset | 162,146 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.44 Bid-YTW : 4.20 % |
| RY.PR.R | FixedReset | 125,764 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.70 Bid-YTW : 3.78 % |
| RY.PR.Z | FixedReset | 104,381 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-28 Maturity Price : 21.77 Evaluated at bid price : 22.25 Bid-YTW : 4.51 % |
| There were 29 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSB.PR.D | Deemed-Retractible | Quote: 25.25 – 27.88 Spot Rate : 2.6300 Average : 1.4297 YTW SCENARIO |
| SLF.PR.B | Deemed-Retractible | Quote: 22.73 – 23.50 Spot Rate : 0.7700 Average : 0.4850 YTW SCENARIO |
| MFC.PR.G | FixedReset | Quote: 23.52 – 24.45 Spot Rate : 0.9300 Average : 0.7043 YTW SCENARIO |
| W.PR.M | FixedReset | Quote: 25.90 – 26.45 Spot Rate : 0.5500 Average : 0.3313 YTW SCENARIO |
| MFC.PR.B | Deemed-Retractible | Quote: 22.00 – 22.61 Spot Rate : 0.6100 Average : 0.3923 YTW SCENARIO |
| W.PR.K | FixedReset | Quote: 25.80 – 26.30 Spot Rate : 0.5000 Average : 0.3192 YTW SCENARIO |