| 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 | 0.0696 % | 2,979.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0696 % | 5,466.3 |
| Floater | 3.36 % | 3.60 % | 86,372 | 18.25 | 4 | 0.0696 % | 3,150.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0632 % | 3,165.0 |
| SplitShare | 4.59 % | 4.63 % | 82,498 | 5.02 | 5 | 0.0632 % | 3,779.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0632 % | 2,949.0 |
| Perpetual-Premium | 5.62 % | -5.34 % | 69,532 | 0.09 | 10 | -0.0472 % | 2,872.8 |
| Perpetual-Discount | 5.42 % | 5.49 % | 65,573 | 14.65 | 24 | -0.0754 % | 2,943.5 |
| FixedReset | 4.25 % | 4.54 % | 165,575 | 3.88 | 103 | -0.1834 % | 2,562.4 |
| Deemed-Retractible | 5.13 % | 5.61 % | 77,895 | 5.58 | 27 | -0.0342 % | 2,950.8 |
| FloatingReset | 3.06 % | 3.34 % | 29,683 | 3.54 | 8 | -0.1752 % | 2,813.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.A | FixedReset | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-17 Maturity Price : 17.82 Evaluated at bid price : 17.82 Bid-YTW : 5.24 % |
| TRP.PR.G | FixedReset | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-17 Maturity Price : 23.14 Evaluated at bid price : 24.20 Bid-YTW : 5.10 % |
| RY.PR.Z | FixedReset | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-17 Maturity Price : 23.15 Evaluated at bid price : 23.70 Bid-YTW : 4.62 % |
| SLF.PR.H | FixedReset | -1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.74 Bid-YTW : 6.06 % |
| PWF.PR.Q | FloatingReset | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-17 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 3.34 % |
| BAM.PF.J | FixedReset | -1.13 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.41 Bid-YTW : 4.52 % |
| CU.PR.C | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-17 Maturity Price : 22.36 Evaluated at bid price : 23.04 Bid-YTW : 4.69 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| IFC.PR.E | Deemed-Retractible | 206,600 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.65 Bid-YTW : 5.61 % |
| IFC.PR.A | FixedReset | 119,900 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.00 Bid-YTW : 7.51 % |
| TD.PF.D | FixedReset | 77,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.70 Bid-YTW : 4.27 % |
| RY.PR.M | FixedReset | 53,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-11-24 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 4.43 % |
| MFC.PR.J | FixedReset | 51,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.57 % |
| BNS.PR.B | FloatingReset | 44,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-10-25 Maturity Price : 25.00 Evaluated at bid price : 24.96 Bid-YTW : 2.03 % |
| There were 18 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: 17.01 – 17.69 Spot Rate : 0.6800 Average : 0.4173 YTW SCENARIO |
| HSE.PR.A | FixedReset | Quote: 17.82 – 18.15 Spot Rate : 0.3300 Average : 0.2071 YTW SCENARIO |
| IAG.PR.I | FixedReset | Quote: 25.17 – 25.50 Spot Rate : 0.3300 Average : 0.2348 YTW SCENARIO |
| SLF.PR.C | Deemed-Retractible | Quote: 21.23 – 21.46 Spot Rate : 0.2300 Average : 0.1515 YTW SCENARIO |
| TRP.PR.A | FixedReset | Quote: 20.25 – 20.55 Spot Rate : 0.3000 Average : 0.2230 YTW SCENARIO |
| BAM.PF.J | FixedReset | Quote: 25.41 – 25.73 Spot Rate : 0.3200 Average : 0.2464 YTW SCENARIO |