| 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 | -0.8346 % | 2,471.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8346 % | 4,535.7 |
| Floater | 3.70 % | 3.87 % | 32,117 | 17.61 | 4 | -0.8346 % | 2,614.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0707 % | 3,123.9 |
| SplitShare | 4.70 % | 4.08 % | 66,675 | 3.50 | 5 | 0.0707 % | 3,730.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0707 % | 2,910.8 |
| Perpetual-Premium | 5.37 % | 4.80 % | 55,726 | 2.16 | 20 | 0.0039 % | 2,833.3 |
| Perpetual-Discount | 5.23 % | 5.26 % | 67,642 | 14.97 | 14 | -0.0520 % | 2,998.6 |
| FixedReset | 4.28 % | 4.35 % | 148,630 | 6.12 | 98 | -0.0516 % | 2,470.3 |
| Deemed-Retractible | 5.06 % | 5.32 % | 88,160 | 5.94 | 30 | -0.1758 % | 2,943.0 |
| FloatingReset | 2.76 % | 2.78 % | 38,949 | 3.90 | 8 | 0.0652 % | 2,683.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.A | FixedReset | -2.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-12 Maturity Price : 16.83 Evaluated at bid price : 16.83 Bid-YTW : 4.79 % |
| BAM.PR.B | Floater | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-12 Maturity Price : 14.59 Evaluated at bid price : 14.59 Bid-YTW : 3.89 % |
| TRP.PR.A | FixedReset | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-12 Maturity Price : 19.65 Evaluated at bid price : 19.65 Bid-YTW : 4.52 % |
| BAM.PR.C | Floater | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-12 Maturity Price : 14.65 Evaluated at bid price : 14.65 Bid-YTW : 3.87 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| HSE.PR.E | FixedReset | 174,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-12 Maturity Price : 23.29 Evaluated at bid price : 24.42 Bid-YTW : 5.21 % |
| TD.PF.H | FixedReset | 115,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.10 Bid-YTW : 3.80 % |
| TRP.PR.D | FixedReset | 76,090 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-12 Maturity Price : 22.30 Evaluated at bid price : 22.70 Bid-YTW : 4.47 % |
| RY.PR.I | FixedReset | 65,900 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.96 Bid-YTW : 3.67 % |
| HSB.PR.C | Deemed-Retractible | 56,470 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-01-11 Maturity Price : 25.00 Evaluated at bid price : 25.29 Bid-YTW : 3.27 % |
| HSE.PR.A | FixedReset | 55,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-12 Maturity Price : 16.83 Evaluated at bid price : 16.83 Bid-YTW : 4.79 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PVS.PR.E | SplitShare | Quote: 26.18 – 26.60 Spot Rate : 0.4200 Average : 0.2834 YTW SCENARIO |
| SLF.PR.B | Deemed-Retractible | Quote: 23.39 – 23.72 Spot Rate : 0.3300 Average : 0.1988 YTW SCENARIO |
| HSE.PR.C | FixedReset | Quote: 23.96 – 24.28 Spot Rate : 0.3200 Average : 0.2300 YTW SCENARIO |
| PVS.PR.F | SplitShare | Quote: 25.30 – 25.55 Spot Rate : 0.2500 Average : 0.1674 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 21.85 – 22.18 Spot Rate : 0.3300 Average : 0.2514 YTW SCENARIO |
| PVS.PR.B | SplitShare | Quote: 25.21 – 25.51 Spot Rate : 0.3000 Average : 0.2221 YTW SCENARIO |