| 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 | 0.1975 % | 2,456.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1975 % | 4,508.2 |
| Floater | 3.68 % | 3.92 % | 96,293 | 17.54 | 3 | 0.1975 % | 2,598.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1906 % | 3,111.3 |
| SplitShare | 4.74 % | 4.53 % | 67,110 | 4.32 | 6 | -0.1906 % | 3,715.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1906 % | 2,899.0 |
| Perpetual-Premium | 5.34 % | 4.68 % | 56,311 | 0.11 | 20 | -0.0078 % | 2,843.0 |
| Perpetual-Discount | 5.19 % | 5.22 % | 64,825 | 15.03 | 15 | 0.0451 % | 3,027.2 |
| FixedReset | 4.21 % | 4.20 % | 151,009 | 4.34 | 98 | 0.1152 % | 2,507.5 |
| Deemed-Retractible | 5.00 % | 5.31 % | 86,800 | 5.91 | 30 | 0.1091 % | 2,950.3 |
| FloatingReset | 2.70 % | 2.74 % | 42,231 | 3.96 | 8 | 0.1517 % | 2,690.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.N | Perpetual-Discount | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-24 Maturity Price : 21.90 Evaluated at bid price : 22.14 Bid-YTW : 5.44 % |
| MFC.PR.K | FixedReset | -1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.90 Bid-YTW : 5.28 % |
| HSE.PR.E | FixedReset | 1.00 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-03-31 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 4.35 % |
| HSE.PR.G | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 4.43 % |
| IFC.PR.A | FixedReset | 1.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.14 Bid-YTW : 7.05 % |
| HSE.PR.C | FixedReset | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-24 Maturity Price : 23.48 Evaluated at bid price : 24.78 Bid-YTW : 4.73 % |
| PWF.PR.P | FixedReset | 7.46 % | Just a reversal of yesterday‘s nonsense.
YTW SCENARIO |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.R | FixedReset | 147,625 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 27.00 Bid-YTW : 3.24 % |
| IFC.PR.E | Deemed-Retractible | 83,950 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 5.37 % |
| CM.PR.P | FixedReset | 51,728 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-24 Maturity Price : 23.11 Evaluated at bid price : 23.42 Bid-YTW : 4.17 % |
| TRP.PR.G | FixedReset | 35,390 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-24 Maturity Price : 23.08 Evaluated at bid price : 24.25 Bid-YTW : 4.58 % |
| TD.PF.H | FixedReset | 20,466 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.21 Bid-YTW : 3.63 % |
| BMO.PR.C | FixedReset | 19,675 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 3.93 % |
| There were 14 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.N | Perpetual-Discount | Quote: 22.14 – 22.57 Spot Rate : 0.4300 Average : 0.2793 YTW SCENARIO |
| MFC.PR.K | FixedReset | Quote: 22.90 – 23.42 Spot Rate : 0.5200 Average : 0.3957 YTW SCENARIO |
| PWF.PR.A | Floater | Quote: 16.76 – 17.09 Spot Rate : 0.3300 Average : 0.2280 YTW SCENARIO |
| IFC.PR.F | Deemed-Retractible | Quote: 25.20 – 25.47 Spot Rate : 0.2700 Average : 0.1850 YTW SCENARIO |
| MFC.PR.C | Deemed-Retractible | Quote: 22.15 – 22.40 Spot Rate : 0.2500 Average : 0.1685 YTW SCENARIO |
| BMO.PR.T | FixedReset | Quote: 23.10 – 23.35 Spot Rate : 0.2500 Average : 0.1690 YTW SCENARIO |