| 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 | -0.4585 % | 2,968.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4585 % | 5,446.5 |
| Floater | 3.37 % | 3.60 % | 82,267 | 18.23 | 4 | -0.4585 % | 3,138.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0746 % | 3,174.4 |
| SplitShare | 4.63 % | 4.69 % | 82,321 | 5.07 | 5 | 0.0746 % | 3,790.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0746 % | 2,957.8 |
| Perpetual-Premium | 5.62 % | -4.88 % | 69,444 | 0.08 | 10 | -0.0905 % | 2,871.9 |
| Perpetual-Discount | 5.43 % | 5.51 % | 67,268 | 14.61 | 24 | -0.1813 % | 2,938.6 |
| FixedReset | 4.26 % | 4.65 % | 160,054 | 3.87 | 103 | -0.1708 % | 2,560.1 |
| Deemed-Retractible | 5.14 % | 5.72 % | 80,650 | 5.56 | 27 | -0.2518 % | 2,944.5 |
| FloatingReset | 3.16 % | 3.45 % | 30,961 | 3.51 | 8 | -0.0510 % | 2,810.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.X | FixedReset | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-22 Maturity Price : 18.43 Evaluated at bid price : 18.43 Bid-YTW : 5.20 % |
| MFC.PR.F | FixedReset | -2.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.00 Bid-YTW : 7.58 % |
| PWF.PR.P | FixedReset | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-22 Maturity Price : 19.48 Evaluated at bid price : 19.48 Bid-YTW : 4.72 % |
| SLF.PR.C | Deemed-Retractible | -1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.26 Bid-YTW : 7.49 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.R | FixedReset | 103,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 3.63 % |
| BNS.PR.E | FixedReset | 91,631 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 26.66 Bid-YTW : 3.25 % |
| MFC.PR.F | FixedReset | 67,210 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.00 Bid-YTW : 7.58 % |
| BIP.PR.C | FixedReset | 49,982 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.86 Bid-YTW : 4.51 % |
| PWF.PR.F | Perpetual-Discount | 34,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-22 Maturity Price : 23.48 Evaluated at bid price : 23.75 Bid-YTW : 5.57 % |
| TD.PF.I | FixedReset | 34,434 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.34 % |
| 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: 18.43 – 18.90 Spot Rate : 0.4700 Average : 0.2653 YTW SCENARIO |
| BAM.PR.N | Perpetual-Discount | Quote: 20.71 – 21.03 Spot Rate : 0.3200 Average : 0.2013 YTW SCENARIO |
| MFC.PR.F | FixedReset | Quote: 19.00 – 19.34 Spot Rate : 0.3400 Average : 0.2242 YTW SCENARIO |
| SLF.PR.A | Deemed-Retractible | Quote: 22.40 – 22.73 Spot Rate : 0.3300 Average : 0.2268 YTW SCENARIO |
| BAM.PF.C | Perpetual-Discount | Quote: 21.20 – 21.50 Spot Rate : 0.3000 Average : 0.2060 YTW SCENARIO |
| GWO.PR.N | FixedReset | Quote: 19.38 – 19.76 Spot Rate : 0.3800 Average : 0.2895 YTW SCENARIO |