| 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 | 0.5112 % | 2,932.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5112 % | 5,380.4 |
| Floater | 3.41 % | 3.65 % | 96,413 | 18.18 | 4 | 0.5112 % | 3,100.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1033 % | 3,150.0 |
| SplitShare | 4.61 % | 4.83 % | 78,640 | 5.05 | 5 | 0.1033 % | 3,761.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1033 % | 2,935.0 |
| Perpetual-Premium | 5.63 % | -7.92 % | 74,197 | 0.09 | 10 | -0.0118 % | 2,869.2 |
| Perpetual-Discount | 5.40 % | 5.44 % | 66,023 | 14.76 | 24 | 0.0125 % | 2,944.9 |
| FixedReset | 4.30 % | 4.68 % | 165,996 | 4.16 | 103 | 0.1528 % | 2,529.0 |
| Deemed-Retractible | 5.14 % | 5.54 % | 85,387 | 5.61 | 27 | 0.0296 % | 2,939.2 |
| FloatingReset | 3.09 % | 3.38 % | 31,129 | 3.57 | 8 | 0.2014 % | 2,772.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.70 Bid-YTW : 7.69 % |
| BAM.PF.F | FixedReset | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-03 Maturity Price : 24.40 Evaluated at bid price : 24.72 Bid-YTW : 5.03 % |
| MFC.PR.K | FixedReset | 1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.81 Bid-YTW : 6.02 % |
| CU.PR.I | FixedReset | 1.41 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.63 Bid-YTW : 2.20 % |
| BAM.PF.G | FixedReset | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-03 Maturity Price : 23.33 Evaluated at bid price : 24.46 Bid-YTW : 4.99 % |
| BAM.PR.C | Floater | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-03 Maturity Price : 16.69 Evaluated at bid price : 16.69 Bid-YTW : 3.65 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.D | FixedReset | 208,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-03 Maturity Price : 21.95 Evaluated at bid price : 22.51 Bid-YTW : 4.96 % |
| IAG.PR.G | FixedReset | 112,596 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.80 Bid-YTW : 5.15 % |
| TRP.PR.C | FixedReset | 108,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-03 Maturity Price : 17.28 Evaluated at bid price : 17.28 Bid-YTW : 5.01 % |
| BMO.PR.B | FixedReset | 87,490 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 26.06 Bid-YTW : 3.59 % |
| BMO.PR.S | FixedReset | 74,126 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-03 Maturity Price : 22.95 Evaluated at bid price : 23.49 Bid-YTW : 4.68 % |
| BAM.PF.A | FixedReset | 53,934 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-03 Maturity Price : 24.26 Evaluated at bid price : 24.88 Bid-YTW : 5.05 % |
| There were 23 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.Q | FloatingReset | Quote: 21.23 – 25.00 Spot Rate : 3.7700 Average : 2.9979 YTW SCENARIO |
| TRP.PR.G | FixedReset | Quote: 23.70 – 24.20 Spot Rate : 0.5000 Average : 0.3411 YTW SCENARIO |
| PWF.PR.T | FixedReset | Quote: 23.81 – 24.10 Spot Rate : 0.2900 Average : 0.1861 YTW SCENARIO |
| BAM.PF.E | FixedReset | Quote: 23.52 – 23.86 Spot Rate : 0.3400 Average : 0.2398 YTW SCENARIO |
| GWO.PR.P | Deemed-Retractible | Quote: 25.19 – 25.38 Spot Rate : 0.1900 Average : 0.1391 YTW SCENARIO |
| TRP.PR.C | FixedReset | Quote: 17.28 – 17.50 Spot Rate : 0.2200 Average : 0.1713 YTW SCENARIO |