| 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 | 0.1414 % | 2,907.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1414 % | 5,335.4 |
| Floater | 3.41 % | 3.53 % | 35,924 | 18.45 | 4 | 0.1414 % | 3,074.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1628 % | 3,157.5 |
| SplitShare | 4.65 % | 4.03 % | 66,775 | 3.39 | 5 | -0.1628 % | 3,770.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1628 % | 2,942.1 |
| Perpetual-Premium | 5.38 % | 0.68 % | 65,028 | 0.09 | 18 | -0.1268 % | 2,853.7 |
| Perpetual-Discount | 5.33 % | 5.28 % | 72,777 | 14.94 | 16 | -0.1532 % | 2,983.8 |
| FixedReset | 4.20 % | 4.42 % | 142,604 | 4.05 | 99 | 0.0368 % | 2,529.8 |
| Deemed-Retractible | 5.07 % | 5.44 % | 79,965 | 5.83 | 28 | -0.0622 % | 2,941.5 |
| FloatingReset | 3.04 % | 2.92 % | 41,876 | 3.80 | 10 | -0.0391 % | 2,765.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.C | FixedReset | -1.67 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.50 Bid-YTW : 5.00 % |
| TRP.PR.C | FixedReset | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-19 Maturity Price : 17.96 Evaluated at bid price : 17.96 Bid-YTW : 4.64 % |
| BNS.PR.Z | FixedReset | -1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.30 Bid-YTW : 4.21 % |
| BAM.PF.F | FixedReset | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-19 Maturity Price : 23.53 Evaluated at bid price : 24.65 Bid-YTW : 4.85 % |
| TRP.PR.H | FloatingReset | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-19 Maturity Price : 17.01 Evaluated at bid price : 17.01 Bid-YTW : 3.64 % |
| RY.PR.N | Perpetual-Premium | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-19 Maturity Price : 24.67 Evaluated at bid price : 25.10 Bid-YTW : 4.93 % |
| PWF.PR.L | Perpetual-Discount | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-19 Maturity Price : 23.44 Evaluated at bid price : 23.73 Bid-YTW : 5.38 % |
| NA.PR.S | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-19 Maturity Price : 23.06 Evaluated at bid price : 23.53 Bid-YTW : 4.61 % |
| BAM.PR.R | FixedReset | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-19 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 4.91 % |
| SLF.PR.J | FloatingReset | 1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.76 Bid-YTW : 6.35 % |
| GWO.PR.N | FixedReset | 1.40 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.81 Bid-YTW : 7.40 % |
| BAM.PR.T | FixedReset | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-19 Maturity Price : 21.26 Evaluated at bid price : 21.26 Bid-YTW : 4.87 % |
| TRP.PR.G | FixedReset | 1.74 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-11-30 Maturity Price : 25.00 Evaluated at bid price : 24.55 Bid-YTW : 4.69 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.B | FloatingReset | 377,974 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.69 Bid-YTW : 3.03 % |
| POW.PR.G | Perpetual-Premium | 228,678 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-19 Maturity Price : 24.83 Evaluated at bid price : 25.17 Bid-YTW : 5.59 % |
| POW.PR.C | Perpetual-Premium | 226,257 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-02-18 Maturity Price : 25.00 Evaluated at bid price : 25.69 Bid-YTW : -24.90 % |
| PWF.PR.L | Perpetual-Discount | 209,698 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-19 Maturity Price : 23.44 Evaluated at bid price : 23.73 Bid-YTW : 5.38 % |
| CM.PR.S | FixedReset | 191,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-19 Maturity Price : 23.15 Evaluated at bid price : 24.96 Bid-YTW : 4.36 % |
| BNS.PR.Q | FixedReset | 141,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-10-25 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 3.54 % |
| TD.PR.T | FloatingReset | 127,183 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.70 Bid-YTW : 2.92 % |
| SLF.PR.J | FloatingReset | 125,476 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.76 Bid-YTW : 6.35 % |
| BNS.PR.D | FloatingReset | 118,802 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.79 Bid-YTW : 3.47 % |
| TRP.PR.K | FixedReset | 107,895 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.15 Bid-YTW : 3.93 % |
| There were 33 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.I | Deemed-Retractible | Quote: 21.91 – 22.32 Spot Rate : 0.4100 Average : 0.2596 YTW SCENARIO |
| RY.PR.N | Perpetual-Premium | Quote: 25.10 – 25.50 Spot Rate : 0.4000 Average : 0.2564 YTW SCENARIO |
| CM.PR.O | FixedReset | Quote: 23.71 – 24.09 Spot Rate : 0.3800 Average : 0.2421 YTW SCENARIO |
| PWF.PR.T | FixedReset | Quote: 24.61 – 25.03 Spot Rate : 0.4200 Average : 0.2951 YTW SCENARIO |
| BAM.PF.F | FixedReset | Quote: 24.65 – 25.00 Spot Rate : 0.3500 Average : 0.2400 YTW SCENARIO |
| POW.PR.G | Perpetual-Premium | Quote: 25.17 – 25.45 Spot Rate : 0.2800 Average : 0.1766 YTW SCENARIO |