| 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 | -0.7214 % | 2,881.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7214 % | 5,287.9 |
| Floater | 3.44 % | 3.60 % | 37,098 | 18.30 | 4 | -0.7214 % | 3,047.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0464 % | 3,166.6 |
| SplitShare | 4.64 % | 4.11 % | 67,593 | 3.38 | 5 | -0.0464 % | 3,781.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0464 % | 2,950.5 |
| Perpetual-Premium | 5.36 % | -0.87 % | 66,296 | 0.09 | 18 | 0.1551 % | 2,864.2 |
| Perpetual-Discount | 5.30 % | 5.26 % | 71,152 | 14.98 | 16 | 0.3304 % | 3,000.7 |
| FixedReset | 4.21 % | 4.48 % | 144,838 | 4.04 | 101 | 0.0487 % | 2,533.3 |
| Deemed-Retractible | 5.05 % | 5.42 % | 80,959 | 5.82 | 28 | 0.1524 % | 2,950.5 |
| FloatingReset | 3.04 % | 2.91 % | 42,028 | 3.78 | 10 | 0.1042 % | 2,769.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-23 Maturity Price : 16.88 Evaluated at bid price : 16.88 Bid-YTW : 3.60 % |
| TRP.PR.C | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-23 Maturity Price : 18.11 Evaluated at bid price : 18.11 Bid-YTW : 4.66 % |
| GWO.PR.N | FixedReset | 1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.23 Bid-YTW : 7.09 % |
| BAM.PF.C | Perpetual-Discount | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-23 Maturity Price : 22.00 Evaluated at bid price : 22.28 Bid-YTW : 5.49 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BIP.PR.E | FixedReset | 421,809 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-23 Maturity Price : 23.13 Evaluated at bid price : 24.93 Bid-YTW : 4.96 % |
| NA.PR.E | FixedReset | 241,868 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-23 Maturity Price : 23.05 Evaluated at bid price : 24.74 Bid-YTW : 4.57 % |
| TD.PF.E | FixedReset | 101,392 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.80 Bid-YTW : 4.00 % |
| BAM.PR.X | FixedReset | 85,538 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-23 Maturity Price : 18.32 Evaluated at bid price : 18.32 Bid-YTW : 4.91 % |
| CM.PR.S | FixedReset | 68,803 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-23 Maturity Price : 23.13 Evaluated at bid price : 24.92 Bid-YTW : 4.41 % |
| BAM.PR.T | FixedReset | 59,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-23 Maturity Price : 21.38 Evaluated at bid price : 21.38 Bid-YTW : 4.89 % |
| There were 38 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.F | FixedReset | Quote: 19.13 – 19.46 Spot Rate : 0.3300 Average : 0.2247 YTW SCENARIO |
| CU.PR.C | FixedReset | Quote: 22.41 – 22.80 Spot Rate : 0.3900 Average : 0.2864 YTW SCENARIO |
| BAM.PR.M | Perpetual-Discount | Quote: 21.92 – 22.17 Spot Rate : 0.2500 Average : 0.1774 YTW SCENARIO |
| IAG.PR.G | FixedReset | Quote: 24.23 – 24.47 Spot Rate : 0.2400 Average : 0.1727 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 24.20 – 24.47 Spot Rate : 0.2700 Average : 0.2084 YTW SCENARIO |
| PVS.PR.E | SplitShare | Quote: 26.60 – 26.89 Spot Rate : 0.2900 Average : 0.2329 YTW SCENARIO |