| 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 | 1.2447 % | 2,422.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.2447 % | 4,444.3 |
| Floater | 3.77 % | 3.92 % | 26,640 | 17.63 | 4 | 1.2447 % | 2,561.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3162 % | 3,065.1 |
| SplitShare | 4.76 % | 4.82 % | 80,769 | 4.40 | 6 | -0.3162 % | 3,660.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3162 % | 2,856.0 |
| Perpetual-Premium | 5.36 % | 4.76 % | 60,975 | 2.35 | 17 | 0.3168 % | 2,803.9 |
| Perpetual-Discount | 5.36 % | 5.36 % | 62,211 | 14.79 | 19 | 0.3634 % | 2,926.2 |
| FixedReset | 4.28 % | 4.37 % | 153,498 | 6.10 | 99 | 0.2677 % | 2,454.5 |
| Deemed-Retractible | 5.11 % | 5.60 % | 99,695 | 6.03 | 30 | 0.1673 % | 2,878.8 |
| FloatingReset | 2.85 % | 3.00 % | 50,817 | 4.07 | 8 | 0.0701 % | 2,658.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PVS.PR.E | SplitShare | -1.52 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.90 Bid-YTW : 4.82 % |
| TRP.PR.F | FloatingReset | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-05 Maturity Price : 19.58 Evaluated at bid price : 19.58 Bid-YTW : 3.72 % |
| BAM.PF.G | FixedReset | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-05 Maturity Price : 23.02 Evaluated at bid price : 24.00 Bid-YTW : 4.75 % |
| TRP.PR.B | FixedReset | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-05 Maturity Price : 15.92 Evaluated at bid price : 15.92 Bid-YTW : 4.62 % |
| IAG.PR.A | Deemed-Retractible | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.80 Bid-YTW : 6.16 % |
| MFC.PR.F | FixedReset | 1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.80 Bid-YTW : 7.93 % |
| MFC.PR.M | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.91 Bid-YTW : 5.52 % |
| PWF.PR.R | Perpetual-Premium | 1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-04-30 Maturity Price : 25.25 Evaluated at bid price : 25.50 Bid-YTW : 5.47 % |
| RY.PR.H | FixedReset | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-05 Maturity Price : 22.92 Evaluated at bid price : 23.28 Bid-YTW : 4.34 % |
| POW.PR.D | Perpetual-Discount | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-05 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 5.21 % |
| BAM.PR.B | Floater | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-05 Maturity Price : 14.38 Evaluated at bid price : 14.38 Bid-YTW : 3.92 % |
| PWF.PR.E | Perpetual-Premium | 1.27 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-11-04 Maturity Price : 25.00 Evaluated at bid price : 25.43 Bid-YTW : -3.39 % |
| HSE.PR.A | FixedReset | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-05 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 4.82 % |
| IAG.PR.G | FixedReset | 1.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.30 Bid-YTW : 5.22 % |
| CM.PR.P | FixedReset | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-05 Maturity Price : 22.38 Evaluated at bid price : 22.78 Bid-YTW : 4.34 % |
| NA.PR.S | FixedReset | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-05 Maturity Price : 23.17 Evaluated at bid price : 23.58 Bid-YTW : 4.45 % |
| BAM.PR.K | Floater | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-05 Maturity Price : 14.30 Evaluated at bid price : 14.30 Bid-YTW : 3.94 % |
| BAM.PR.C | Floater | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-05 Maturity Price : 14.30 Evaluated at bid price : 14.30 Bid-YTW : 3.94 % |
| NA.PR.W | FixedReset | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-05 Maturity Price : 22.39 Evaluated at bid price : 22.80 Bid-YTW : 4.42 % |
| MFC.PR.J | FixedReset | 1.53 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.96 Bid-YTW : 5.11 % |
| PWF.PR.S | Perpetual-Discount | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-05 Maturity Price : 22.73 Evaluated at bid price : 23.11 Bid-YTW : 5.27 % |
| TRP.PR.C | FixedReset | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-05 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 4.57 % |
| BAM.PR.T | FixedReset | 2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-05 Maturity Price : 20.69 Evaluated at bid price : 20.69 Bid-YTW : 4.78 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.R | FixedReset | 189,539 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.82 Bid-YTW : 4.11 % |
| RY.PR.Q | FixedReset | 160,283 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.77 Bid-YTW : 3.61 % |
| CM.PR.R | FixedReset | 104,146 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 4.07 % |
| TD.PF.C | FixedReset | 76,914 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-05 Maturity Price : 22.44 Evaluated at bid price : 22.87 Bid-YTW : 4.33 % |
| MFC.PR.H | FixedReset | 57,205 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.85 Bid-YTW : 5.06 % |
| IFC.PR.A | FixedReset | 53,716 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.56 Bid-YTW : 7.48 % |
| There were 65 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.F | FloatingReset | Quote: 19.58 – 20.39 Spot Rate : 0.8100 Average : 0.6276 YTW SCENARIO |
| PVS.PR.E | SplitShare | Quote: 25.90 – 26.38 Spot Rate : 0.4800 Average : 0.3106 YTW SCENARIO |
| BAM.PF.G | FixedReset | Quote: 24.00 – 24.35 Spot Rate : 0.3500 Average : 0.2141 YTW SCENARIO |
| MFC.PR.K | FixedReset | Quote: 21.97 – 22.47 Spot Rate : 0.5000 Average : 0.3734 YTW SCENARIO |
| MFC.PR.I | FixedReset | Quote: 24.40 – 24.74 Spot Rate : 0.3400 Average : 0.2334 YTW SCENARIO |
| SLF.PR.G | FixedReset | Quote: 17.66 – 17.98 Spot Rate : 0.3200 Average : 0.2244 YTW SCENARIO |