| 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 | 0.7391 % | 2,915.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7391 % | 5,349.9 |
| Floater | 3.41 % | 3.57 % | 64,949 | 18.32 | 4 | 0.7391 % | 3,083.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1247 % | 3,148.7 |
| SplitShare | 4.66 % | 4.35 % | 65,474 | 4.11 | 5 | 0.1247 % | 3,760.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1247 % | 2,933.9 |
| Perpetual-Premium | 5.43 % | 4.90 % | 64,986 | 5.87 | 20 | 0.0617 % | 2,838.6 |
| Perpetual-Discount | 5.38 % | 5.36 % | 73,050 | 14.86 | 14 | 0.1483 % | 2,956.3 |
| FixedReset | 4.24 % | 4.56 % | 162,427 | 4.12 | 101 | 0.3711 % | 2,515.9 |
| Deemed-Retractible | 5.14 % | 5.76 % | 91,698 | 5.75 | 28 | 0.2166 % | 2,910.5 |
| FloatingReset | 3.10 % | 3.02 % | 40,300 | 3.73 | 10 | -0.2395 % | 2,753.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.H | FloatingReset | -4.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-12 Maturity Price : 16.59 Evaluated at bid price : 16.59 Bid-YTW : 3.80 % |
| BAM.PR.K | Floater | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-12 Maturity Price : 16.48 Evaluated at bid price : 16.48 Bid-YTW : 3.70 % |
| BAM.PF.H | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.06 Bid-YTW : 3.67 % |
| SLF.PR.H | FixedReset | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.00 Bid-YTW : 5.67 % |
| BAM.PR.T | FixedReset | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-12 Maturity Price : 21.27 Evaluated at bid price : 21.27 Bid-YTW : 4.96 % |
| BAM.PR.R | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-12 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.00 % |
| BMO.PR.B | FixedReset | 1.21 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.90 Bid-YTW : 3.86 % |
| PWF.PR.T | FixedReset | 1.21 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 4.37 % |
| RY.PR.M | FixedReset | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-12 Maturity Price : 23.15 Evaluated at bid price : 24.32 Bid-YTW : 4.59 % |
| SLF.PR.A | Deemed-Retractible | 1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.55 Bid-YTW : 6.67 % |
| BAM.PR.C | Floater | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-12 Maturity Price : 16.99 Evaluated at bid price : 16.99 Bid-YTW : 3.58 % |
| BAM.PR.B | Floater | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-12 Maturity Price : 17.06 Evaluated at bid price : 17.06 Bid-YTW : 3.57 % |
| TRP.PR.B | FixedReset | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-12 Maturity Price : 16.98 Evaluated at bid price : 16.98 Bid-YTW : 4.75 % |
| PWF.PR.A | Floater | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-12 Maturity Price : 20.35 Evaluated at bid price : 20.35 Bid-YTW : 2.96 % |
| TRP.PR.C | FixedReset | 2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-12 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 4.69 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.K | FixedReset | 118,400 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.20 Bid-YTW : 5.64 % |
| BAM.PF.J | FixedReset | 86,050 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.06 Bid-YTW : 4.85 % |
| BMO.PR.T | FixedReset | 64,975 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-12 Maturity Price : 23.20 Evaluated at bid price : 23.62 Bid-YTW : 4.51 % |
| BNS.PR.E | FixedReset | 60,789 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 26.30 Bid-YTW : 3.86 % |
| RY.PR.J | FixedReset | 57,875 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-12 Maturity Price : 23.17 Evaluated at bid price : 24.15 Bid-YTW : 4.78 % |
| BAM.PF.A | FixedReset | 54,742 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-12 Maturity Price : 24.02 Evaluated at bid price : 24.61 Bid-YTW : 5.06 % |
| There were 23 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.H | FloatingReset | Quote: 16.59 – 17.40 Spot Rate : 0.8100 Average : 0.5235 YTW SCENARIO |
| BAM.PR.Z | FixedReset | Quote: 24.48 – 24.99 Spot Rate : 0.5100 Average : 0.3129 YTW SCENARIO |
| BIP.PR.C | FixedReset | Quote: 25.45 – 25.95 Spot Rate : 0.5000 Average : 0.3090 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 16.48 – 17.06 Spot Rate : 0.5800 Average : 0.4020 YTW SCENARIO |
| CU.PR.C | FixedReset | Quote: 22.21 – 22.60 Spot Rate : 0.3900 Average : 0.2604 YTW SCENARIO |
| PWF.PR.O | Perpetual-Premium | Quote: 25.46 – 25.79 Spot Rate : 0.3300 Average : 0.2196 YTW SCENARIO |