| 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 | 0.3045 % | 2,435.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3045 % | 4,469.1 |
| Floater | 3.76 % | 3.90 % | 33,819 | 17.62 | 4 | 0.3045 % | 2,575.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0066 % | 3,074.4 |
| SplitShare | 4.74 % | 4.79 % | 69,166 | 4.35 | 6 | -0.0066 % | 3,671.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0066 % | 2,864.6 |
| Perpetual-Premium | 5.34 % | 4.15 % | 61,823 | 0.19 | 17 | 0.0415 % | 2,826.5 |
| Perpetual-Discount | 5.28 % | 5.19 % | 62,723 | 14.92 | 19 | 0.3828 % | 2,981.4 |
| FixedReset | 4.23 % | 4.20 % | 150,636 | 4.38 | 99 | 0.0458 % | 2,487.5 |
| Deemed-Retractible | 5.05 % | 5.48 % | 101,141 | 5.99 | 30 | 0.0991 % | 2,913.3 |
| FloatingReset | 2.74 % | 2.80 % | 46,587 | 4.03 | 8 | -0.0651 % | 2,676.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-24 Maturity Price : 14.45 Evaluated at bid price : 14.45 Bid-YTW : 3.90 % |
| SLF.PR.H | FixedReset | 1.52 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.03 Bid-YTW : 5.33 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.K | FixedReset | 120,994 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.04 Bid-YTW : 4.10 % |
| TRP.PR.J | FixedReset | 95,430 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.68 Bid-YTW : 3.76 % |
| W.PR.K | FixedReset | 81,432 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-01-15 Maturity Price : 25.00 Evaluated at bid price : 26.45 Bid-YTW : 3.40 % |
| BIP.PR.D | FixedReset | 72,870 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 4.76 % |
| BMO.PR.C | FixedReset | 68,478 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.62 Bid-YTW : 4.10 % |
| IAG.PR.A | Deemed-Retractible | 68,100 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.10 Bid-YTW : 5.99 % |
| There were 25 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.H | FixedReset | Quote: 26.22 – 26.52 Spot Rate : 0.3000 Average : 0.1893 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 22.00 – 22.32 Spot Rate : 0.3200 Average : 0.2107 YTW SCENARIO |
| PWF.PR.R | Perpetual-Premium | Quote: 25.43 – 25.70 Spot Rate : 0.2700 Average : 0.1713 YTW SCENARIO |
| MFC.PR.M | FixedReset | Quote: 23.79 – 24.12 Spot Rate : 0.3300 Average : 0.2393 YTW SCENARIO |
| SLF.PR.I | FixedReset | Quote: 24.29 – 24.68 Spot Rate : 0.3900 Average : 0.3008 YTW SCENARIO |
| GWO.PR.N | FixedReset | Quote: 18.20 – 18.48 Spot Rate : 0.2800 Average : 0.1992 YTW SCENARIO |