| 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 | -0.1543 % | 2,438.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1543 % | 4,473.6 |
| Floater | 3.71 % | 3.93 % | 98,093 | 17.53 | 3 | -0.1543 % | 2,578.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3278 % | 3,099.9 |
| SplitShare | 4.70 % | 4.60 % | 52,916 | 4.29 | 6 | 0.3278 % | 3,702.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3278 % | 2,888.4 |
| Perpetual-Premium | 5.36 % | 2.43 % | 45,572 | 0.09 | 20 | -0.1335 % | 2,834.7 |
| Perpetual-Discount | 5.23 % | 5.24 % | 74,234 | 15.06 | 15 | -0.0114 % | 3,004.2 |
| FixedReset | 4.23 % | 4.22 % | 143,729 | 4.44 | 99 | 0.0013 % | 2,491.6 |
| Deemed-Retractible | 5.03 % | 5.38 % | 90,828 | 5.94 | 30 | -0.0342 % | 2,934.3 |
| FloatingReset | 2.79 % | 2.82 % | 42,457 | 3.98 | 8 | -0.0489 % | 2,677.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.E | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-14 Maturity Price : 22.95 Evaluated at bid price : 23.75 Bid-YTW : 4.47 % |
| PVS.PR.F | SplitShare | 1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.60 % |
| TRP.PR.G | FixedReset | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-14 Maturity Price : 23.06 Evaluated at bid price : 24.21 Bid-YTW : 4.64 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| HSB.PR.D | Deemed-Retractible | 194,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-12-14 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 0.32 % |
| BNS.PR.R | FixedReset | 104,500 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.09 Bid-YTW : 3.59 % |
| NA.PR.A | FixedReset | 101,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 26.73 Bid-YTW : 3.44 % |
| IFC.PR.F | Deemed-Retractible | 48,401 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 5.49 % |
| GWO.PR.L | Deemed-Retractible | 21,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-12-31 Maturity Price : 25.25 Evaluated at bid price : 25.81 Bid-YTW : -6.05 % |
| BNS.PR.A | FloatingReset | 19,642 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-04-25 Maturity Price : 25.00 Evaluated at bid price : 24.85 Bid-YTW : 3.07 % |
| There were 17 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: 19.75 – 20.18 Spot Rate : 0.4300 Average : 0.2848 YTW SCENARIO |
| TRP.PR.A | FixedReset | Quote: 20.35 – 20.69 Spot Rate : 0.3400 Average : 0.2374 YTW SCENARIO |
| PWF.PR.T | FixedReset | Quote: 23.90 – 24.25 Spot Rate : 0.3500 Average : 0.2546 YTW SCENARIO |
| GWO.PR.N | FixedReset | Quote: 18.33 – 18.69 Spot Rate : 0.3600 Average : 0.2680 YTW SCENARIO |
| EML.PR.A | FixedReset | Quote: 26.75 – 27.00 Spot Rate : 0.2500 Average : 0.1626 YTW SCENARIO |
| PWF.PR.F | Perpetual-Discount | Quote: 24.80 – 25.08 Spot Rate : 0.2800 Average : 0.1958 YTW SCENARIO |