| 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 | 0.2361 % | 2,429.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2361 % | 4,458.6 |
| Floater | 3.77 % | 3.94 % | 32,496 | 17.55 | 4 | 0.2361 % | 2,569.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0461 % | 3,077.2 |
| SplitShare | 4.74 % | 4.66 % | 68,229 | 4.34 | 6 | -0.0461 % | 3,674.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0461 % | 2,867.3 |
| Perpetual-Premium | 5.36 % | -3.44 % | 68,713 | 0.18 | 17 | 0.0139 % | 2,828.1 |
| Perpetual-Discount | 5.27 % | 5.28 % | 68,478 | 14.99 | 19 | 0.3059 % | 2,986.6 |
| FixedReset | 4.25 % | 4.24 % | 149,267 | 6.17 | 99 | -0.2430 % | 2,474.0 |
| Deemed-Retractible | 5.06 % | 5.48 % | 99,140 | 5.98 | 30 | 0.1379 % | 2,917.1 |
| FloatingReset | 2.75 % | 2.83 % | 48,752 | 4.02 | 8 | -0.1466 % | 2,673.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.Z | FixedReset | -2.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-27 Maturity Price : 22.78 Evaluated at bid price : 24.02 Bid-YTW : 4.82 % |
| CU.PR.C | FixedReset | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-27 Maturity Price : 21.47 Evaluated at bid price : 21.75 Bid-YTW : 4.55 % |
| TRP.PR.B | FixedReset | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-27 Maturity Price : 16.10 Evaluated at bid price : 16.10 Bid-YTW : 4.47 % |
| MFC.PR.F | FixedReset | -1.48 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.00 Bid-YTW : 7.78 % |
| MFC.PR.G | FixedReset | -1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.25 Bid-YTW : 4.76 % |
| MFC.PR.N | FixedReset | -1.28 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.20 Bid-YTW : 5.22 % |
| MFC.PR.M | FixedReset | -1.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.46 Bid-YTW : 5.12 % |
| SLF.PR.H | FixedReset | -1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.75 Bid-YTW : 5.54 % |
| IFC.PR.C | FixedReset | -1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.00 Bid-YTW : 5.18 % |
| PWF.PR.P | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-27 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 4.53 % |
| CM.PR.O | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-27 Maturity Price : 23.14 Evaluated at bid price : 23.52 Bid-YTW : 4.24 % |
| TRP.PR.F | FloatingReset | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-27 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 3.60 % |
| GWO.PR.R | Deemed-Retractible | 1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.50 Bid-YTW : 5.92 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.J | FixedReset | 204,720 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.65 Bid-YTW : 3.80 % |
| BMO.PR.B | FixedReset | 114,094 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 26.36 Bid-YTW : 3.71 % |
| RY.PR.R | FixedReset | 105,650 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.75 Bid-YTW : 3.44 % |
| BNS.PR.H | FixedReset | 84,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 26.19 Bid-YTW : 3.65 % |
| TRP.PR.C | FixedReset | 84,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-27 Maturity Price : 17.21 Evaluated at bid price : 17.21 Bid-YTW : 4.47 % |
| CM.PR.O | FixedReset | 63,749 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-27 Maturity Price : 23.14 Evaluated at bid price : 23.52 Bid-YTW : 4.24 % |
| There were 39 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.Z | FixedReset | Quote: 24.02 – 24.84 Spot Rate : 0.8200 Average : 0.4777 YTW SCENARIO |
| TRP.PR.A | FixedReset | Quote: 20.03 – 20.40 Spot Rate : 0.3700 Average : 0.2443 YTW SCENARIO |
| SLF.PR.H | FixedReset | Quote: 21.75 – 22.15 Spot Rate : 0.4000 Average : 0.2790 YTW SCENARIO |
| CU.PR.C | FixedReset | Quote: 21.75 – 22.09 Spot Rate : 0.3400 Average : 0.2242 YTW SCENARIO |
| MFC.PR.K | FixedReset | Quote: 22.85 – 23.32 Spot Rate : 0.4700 Average : 0.3559 YTW SCENARIO |
| CU.PR.H | Perpetual-Discount | Quote: 25.45 – 25.85 Spot Rate : 0.4000 Average : 0.2983 YTW SCENARIO |