| 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 | -0.1112 % | 2,416.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1112 % | 4,434.1 |
| Floater | 3.74 % | 3.96 % | 98,457 | 17.49 | 3 | -0.1112 % | 2,555.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0066 % | 3,080.1 |
| SplitShare | 4.74 % | 4.77 % | 59,804 | 4.32 | 6 | 0.0066 % | 3,678.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0066 % | 2,869.9 |
| Perpetual-Premium | 5.36 % | 1.65 % | 50,945 | 0.09 | 20 | 0.0570 % | 2,832.4 |
| Perpetual-Discount | 5.22 % | 5.25 % | 73,494 | 15.07 | 15 | 0.1249 % | 2,998.0 |
| FixedReset | 4.23 % | 4.14 % | 145,886 | 4.35 | 99 | 0.1645 % | 2,487.7 |
| Deemed-Retractible | 5.04 % | 5.40 % | 98,220 | 5.96 | 30 | 0.1401 % | 2,928.6 |
| FloatingReset | 2.74 % | 2.81 % | 46,911 | 4.01 | 8 | -0.0163 % | 2,675.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.A | FixedReset | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-02 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 4.48 % |
| BAM.PR.R | FixedReset | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-02 Maturity Price : 20.42 Evaluated at bid price : 20.42 Bid-YTW : 4.64 % |
| BAM.PR.T | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-02 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 4.58 % |
| MFC.PR.J | FixedReset | 1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.65 Bid-YTW : 4.56 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Z | FixedReset | 54,502 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-02 Maturity Price : 23.11 Evaluated at bid price : 23.53 Bid-YTW : 4.07 % |
| PWF.PR.Z | Perpetual-Discount | 46,584 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-02 Maturity Price : 24.26 Evaluated at bid price : 24.64 Bid-YTW : 5.24 % |
| W.PR.M | FixedReset | 45,625 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 26.38 Bid-YTW : 3.78 % |
| PWF.PR.R | Perpetual-Premium | 45,250 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-04-30 Maturity Price : 25.25 Evaluated at bid price : 25.42 Bid-YTW : 5.19 % |
| IFC.PR.F | Deemed-Retractible | 33,415 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 5.56 % |
| BAM.PF.G | FixedReset | 30,704 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-02 Maturity Price : 23.21 Evaluated at bid price : 24.40 Bid-YTW : 4.56 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.M | FixedReset | Quote: 23.55 – 24.08 Spot Rate : 0.5300 Average : 0.3571 YTW SCENARIO |
| IFC.PR.A | FixedReset | Quote: 20.05 – 20.48 Spot Rate : 0.4300 Average : 0.2883 YTW SCENARIO |
| SLF.PR.H | FixedReset | Quote: 22.02 – 22.43 Spot Rate : 0.4100 Average : 0.3049 YTW SCENARIO |
| RY.PR.M | FixedReset | Quote: 24.28 – 24.69 Spot Rate : 0.4100 Average : 0.3063 YTW SCENARIO |
| MFC.PR.N | FixedReset | Quote: 23.44 – 23.80 Spot Rate : 0.3600 Average : 0.2693 YTW SCENARIO |
| IFC.PR.E | Deemed-Retractible | Quote: 24.70 – 24.95 Spot Rate : 0.2500 Average : 0.1656 YTW SCENARIO |