| 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 | -0.1694 % | 2,902.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1694 % | 5,326.3 |
| Floater | 3.42 % | 3.55 % | 35,475 | 18.40 | 4 | -0.1694 % | 3,069.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3339 % | 3,168.1 |
| SplitShare | 4.63 % | 4.15 % | 66,251 | 3.39 | 5 | 0.3339 % | 3,783.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3339 % | 2,951.9 |
| Perpetual-Premium | 5.37 % | -0.07 % | 64,785 | 0.09 | 18 | 0.2101 % | 2,859.7 |
| Perpetual-Discount | 5.32 % | 5.26 % | 72,074 | 14.98 | 16 | 0.2342 % | 2,990.8 |
| FixedReset | 4.20 % | 4.46 % | 144,249 | 3.83 | 100 | 0.0906 % | 2,532.1 |
| Deemed-Retractible | 5.06 % | 5.43 % | 79,434 | 5.83 | 28 | 0.1556 % | 2,946.0 |
| FloatingReset | 3.05 % | 2.92 % | 40,234 | 3.79 | 10 | 0.0261 % | 2,766.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.B | Floater | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-22 Maturity Price : 16.96 Evaluated at bid price : 16.96 Bid-YTW : 3.58 % |
| BNS.PR.Z | FixedReset | -1.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.00 Bid-YTW : 4.57 % |
| GWO.PR.N | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.00 Bid-YTW : 7.28 % |
| PWF.PR.A | Floater | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-22 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 3.09 % |
| EIT.PR.A | SplitShare | 1.14 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.82 Bid-YTW : 4.31 % |
| BAM.PR.X | FixedReset | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-22 Maturity Price : 18.21 Evaluated at bid price : 18.21 Bid-YTW : 4.94 % |
| PWF.PR.L | Perpetual-Discount | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-22 Maturity Price : 23.73 Evaluated at bid price : 24.04 Bid-YTW : 5.31 % |
| RY.PR.N | Perpetual-Premium | 1.31 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-11-24 Maturity Price : 25.00 Evaluated at bid price : 25.43 Bid-YTW : 4.77 % |
| PWF.PR.T | FixedReset | 1.63 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 4.08 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.E | FixedReset | 357,595 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-22 Maturity Price : 23.07 Evaluated at bid price : 24.78 Bid-YTW : 4.56 % |
| TRP.PR.K | FixedReset | 211,554 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.13 Bid-YTW : 3.96 % |
| CM.PR.S | FixedReset | 136,969 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-22 Maturity Price : 23.14 Evaluated at bid price : 24.93 Bid-YTW : 4.41 % |
| POW.PR.G | Perpetual-Premium | 84,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-04-15 Maturity Price : 25.25 Evaluated at bid price : 25.42 Bid-YTW : 5.31 % |
| MFC.PR.I | FixedReset | 83,823 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-19 Maturity Price : 25.00 Evaluated at bid price : 25.19 Bid-YTW : 4.29 % |
| NA.PR.C | FixedReset | 80,195 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.18 Bid-YTW : 4.24 % |
| There were 33 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.G | FixedReset | Quote: 25.24 – 25.56 Spot Rate : 0.3200 Average : 0.2149 YTW SCENARIO |
| PVS.PR.B | SplitShare | Quote: 25.31 – 25.63 Spot Rate : 0.3200 Average : 0.2370 YTW SCENARIO |
| BAM.PR.B | Floater | Quote: 16.96 – 17.25 Spot Rate : 0.2900 Average : 0.2151 YTW SCENARIO |
| GWO.PR.R | Deemed-Retractible | Quote: 23.00 – 23.25 Spot Rate : 0.2500 Average : 0.1768 YTW SCENARIO |
| W.PR.M | FixedReset | Quote: 26.15 – 26.39 Spot Rate : 0.2400 Average : 0.1674 YTW SCENARIO |
| TRP.PR.E | FixedReset | Quote: 24.03 – 24.25 Spot Rate : 0.2200 Average : 0.1505 YTW SCENARIO |