| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | -1.8873 % | 2,945.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.8873 % | 5,403.9 |
| Floater | 3.39 % | 3.59 % | 99,549 | 18.32 | 4 | -1.8873 % | 3,114.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1681 % | 3,150.9 |
| SplitShare | 4.57 % | 4.60 % | 77,201 | 5.11 | 4 | -0.1681 % | 3,762.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1681 % | 2,935.9 |
| Perpetual-Premium | 5.56 % | -9.60 % | 72,421 | 0.09 | 11 | 0.1112 % | 2,871.5 |
| Perpetual-Discount | 5.38 % | 5.43 % | 66,107 | 14.78 | 24 | 0.1142 % | 2,952.5 |
| FixedReset | 4.31 % | 4.73 % | 164,539 | 5.66 | 104 | -0.1331 % | 2,511.5 |
| Deemed-Retractible | 5.13 % | 5.65 % | 86,064 | 5.66 | 28 | -0.0479 % | 2,946.7 |
| FloatingReset | 3.03 % | 2.98 % | 35,025 | 3.59 | 11 | -0.1166 % | 2,762.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-16 Maturity Price : 16.78 Evaluated at bid price : 16.78 Bid-YTW : 3.62 % |
| BAM.PR.B | Floater | -2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-16 Maturity Price : 16.79 Evaluated at bid price : 16.79 Bid-YTW : 3.62 % |
| BAM.PR.C | Floater | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-16 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 3.59 % |
| MFC.PR.L | FixedReset | -1.40 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.50 Bid-YTW : 6.10 % |
| PWF.PR.A | Floater | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-16 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 2.93 % |
| PVS.PR.F | SplitShare | -1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 4.85 % |
| SLF.PR.H | FixedReset | -1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.14 Bid-YTW : 6.39 % |
| PWF.PR.P | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-16 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 4.47 % |
| TRP.PR.A | FixedReset | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-16 Maturity Price : 19.77 Evaluated at bid price : 19.77 Bid-YTW : 5.04 % |
| W.PR.H | Perpetual-Discount | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-16 Maturity Price : 24.47 Evaluated at bid price : 24.71 Bid-YTW : 5.59 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.Q | FixedReset | 62,419 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.66 % |
| TD.PF.J | FixedReset | 48,710 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.33 Bid-YTW : 4.52 % |
| BMO.PR.M | FixedReset | 48,700 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 3.93 % |
| RY.PR.J | FixedReset | 35,940 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-16 Maturity Price : 23.27 Evaluated at bid price : 24.29 Bid-YTW : 4.84 % |
| TD.PR.S | FixedReset | 34,600 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.85 Bid-YTW : 3.82 % |
| TD.PF.G | FixedReset | 26,233 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.39 Bid-YTW : 3.50 % |
| There were 21 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.D | FixedReset | Quote: 22.00 – 22.30 Spot Rate : 0.3000 Average : 0.1880 YTW SCENARIO |
| IGM.PR.B | Perpetual-Premium | Quote: 25.52 – 25.79 Spot Rate : 0.2700 Average : 0.1664 YTW SCENARIO |
| MFC.PR.L | FixedReset | Quote: 22.50 – 22.87 Spot Rate : 0.3700 Average : 0.2671 YTW SCENARIO |
| PVS.PR.F | SplitShare | Quote: 25.10 – 25.40 Spot Rate : 0.3000 Average : 0.1987 YTW SCENARIO |
| SLF.PR.E | Deemed-Retractible | Quote: 21.37 – 21.60 Spot Rate : 0.2300 Average : 0.1401 YTW SCENARIO |
| TRP.PR.A | FixedReset | Quote: 19.77 – 20.05 Spot Rate : 0.2800 Average : 0.1966 YTW SCENARIO |