| 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 | 1.2738 % | 2,976.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.2738 % | 5,460.8 |
| Floater | 3.34 % | 3.54 % | 82,208 | 18.38 | 4 | 1.2738 % | 3,147.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0469 % | 3,135.7 |
| SplitShare | 4.68 % | 4.59 % | 65,952 | 4.10 | 5 | -0.0469 % | 3,744.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0469 % | 2,921.8 |
| Perpetual-Premium | 5.44 % | 4.92 % | 66,456 | 14.42 | 20 | -0.0598 % | 2,832.2 |
| Perpetual-Discount | 5.41 % | 5.36 % | 84,081 | 14.83 | 14 | -0.2214 % | 2,938.6 |
| FixedReset | 4.24 % | 4.57 % | 157,189 | 4.26 | 101 | -0.0337 % | 2,520.2 |
| Deemed-Retractible | 5.13 % | 5.74 % | 91,655 | 5.74 | 28 | 0.1082 % | 2,911.5 |
| FloatingReset | 3.08 % | 3.04 % | 37,370 | 3.72 | 10 | -0.0130 % | 2,764.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.N | Perpetual-Discount | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-16 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 5.73 % |
| BAM.PF.C | Perpetual-Discount | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-16 Maturity Price : 21.58 Evaluated at bid price : 21.58 Bid-YTW : 5.71 % |
| MFC.PR.B | Deemed-Retractible | 1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.27 Bid-YTW : 6.83 % |
| MFC.PR.M | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.01 Bid-YTW : 5.10 % |
| MFC.PR.C | Deemed-Retractible | 1.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.55 Bid-YTW : 7.24 % |
| BAM.PR.B | Floater | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-16 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 3.54 % |
| MFC.PR.F | FixedReset | 1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.02 Bid-YTW : 7.34 % |
| SLF.PR.J | FloatingReset | 1.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.80 Bid-YTW : 6.44 % |
| PWF.PR.A | Floater | 2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-16 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 2.88 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.Z | FixedReset | 258,076 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.96 Bid-YTW : 4.71 % |
| NA.PR.A | FixedReset | 104,819 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 26.20 Bid-YTW : 3.96 % |
| PWF.PR.P | FixedReset | 80,621 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-16 Maturity Price : 19.74 Evaluated at bid price : 19.74 Bid-YTW : 4.40 % |
| BNS.PR.A | FloatingReset | 80,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-04-25 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 1.08 % |
| MFC.PR.F | FixedReset | 72,100 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.02 Bid-YTW : 7.34 % |
| TD.PF.C | FixedReset | 69,097 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-16 Maturity Price : 22.91 Evaluated at bid price : 23.25 Bid-YTW : 4.59 % |
| There were 31 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.F | FloatingReset | Quote: 20.77 – 21.20 Spot Rate : 0.4300 Average : 0.3212 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 23.19 – 23.50 Spot Rate : 0.3100 Average : 0.2021 YTW SCENARIO |
| HSE.PR.G | FixedReset | Quote: 25.07 – 25.35 Spot Rate : 0.2800 Average : 0.1750 YTW SCENARIO |
| GWO.PR.H | Deemed-Retractible | Quote: 22.68 – 22.98 Spot Rate : 0.3000 Average : 0.2050 YTW SCENARIO |
| SLF.PR.A | Deemed-Retractible | Quote: 22.47 – 22.78 Spot Rate : 0.3100 Average : 0.2206 YTW SCENARIO |
| PVS.PR.B | SplitShare | Quote: 25.33 – 25.66 Spot Rate : 0.3300 Average : 0.2494 YTW SCENARIO |