| 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 | -1.5662 % | 2,889.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.5662 % | 5,302.8 |
| Floater | 3.46 % | 3.70 % | 90,737 | 18.06 | 4 | -1.5662 % | 3,056.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0952 % | 3,148.7 |
| SplitShare | 4.62 % | 4.73 % | 78,435 | 5.08 | 5 | -0.0952 % | 3,760.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0952 % | 2,933.9 |
| Perpetual-Premium | 5.58 % | -0.62 % | 79,192 | 0.09 | 11 | -0.0144 % | 2,864.6 |
| Perpetual-Discount | 5.42 % | 5.43 % | 68,724 | 14.76 | 24 | -0.1076 % | 2,935.1 |
| FixedReset | 4.33 % | 4.82 % | 162,141 | 5.72 | 104 | 0.1837 % | 2,506.7 |
| Deemed-Retractible | 5.16 % | 5.69 % | 87,486 | 5.63 | 28 | 0.0437 % | 2,936.4 |
| FloatingReset | 3.08 % | 3.25 % | 32,319 | 3.56 | 11 | -0.0444 % | 2,753.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-26 Maturity Price : 16.34 Evaluated at bid price : 16.34 Bid-YTW : 3.72 % |
| BAM.PR.X | FixedReset | -2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-26 Maturity Price : 17.37 Evaluated at bid price : 17.37 Bid-YTW : 5.34 % |
| BAM.PR.C | Floater | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-26 Maturity Price : 16.42 Evaluated at bid price : 16.42 Bid-YTW : 3.70 % |
| BAM.PR.B | Floater | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-26 Maturity Price : 16.42 Evaluated at bid price : 16.42 Bid-YTW : 3.70 % |
| W.PR.M | FixedReset | -1.37 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 5.03 % |
| PWF.PR.Q | FloatingReset | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-26 Maturity Price : 20.83 Evaluated at bid price : 20.83 Bid-YTW : 3.34 % |
| IFC.PR.A | FixedReset | 1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.79 Bid-YTW : 7.61 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.K | FixedReset | 182,788 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.99 Bid-YTW : 4.07 % |
| TRP.PR.J | FixedReset | 128,579 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.40 Bid-YTW : 3.88 % |
| TRP.PR.F | FloatingReset | 96,871 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-26 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 4.01 % |
| CM.PR.R | FixedReset | 77,909 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 4.41 % |
| MFC.PR.R | FixedReset | 65,119 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 26.10 Bid-YTW : 3.78 % |
| HSE.PR.G | FixedReset | 60,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 4.76 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.X | FixedReset | Quote: 17.37 – 17.95 Spot Rate : 0.5800 Average : 0.3582 YTW SCENARIO |
| MFC.PR.L | FixedReset | Quote: 22.74 – 23.07 Spot Rate : 0.3300 Average : 0.2117 YTW SCENARIO |
| IAG.PR.A | Deemed-Retractible | Quote: 21.83 – 22.24 Spot Rate : 0.4100 Average : 0.2955 YTW SCENARIO |
| TD.PF.D | FixedReset | Quote: 24.11 – 24.40 Spot Rate : 0.2900 Average : 0.1803 YTW SCENARIO |
| BAM.PF.E | FixedReset | Quote: 22.89 – 23.20 Spot Rate : 0.3100 Average : 0.2055 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 23.00 – 23.62 Spot Rate : 0.6200 Average : 0.5195 YTW SCENARIO |