| 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 | -0.1923 % | 3,025.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1923 % | 5,552.4 |
| Floater | 3.32 % | 3.53 % | 71,685 | 18.47 | 4 | -0.1923 % | 3,199.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0399 % | 3,166.6 |
| SplitShare | 4.64 % | 4.80 % | 76,775 | 4.99 | 5 | 0.0399 % | 3,781.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0399 % | 2,950.5 |
| Perpetual-Premium | 5.62 % | -5.27 % | 58,447 | 0.08 | 9 | 0.0523 % | 2,879.4 |
| Perpetual-Discount | 5.38 % | 5.55 % | 63,816 | 14.50 | 26 | 0.1726 % | 2,963.7 |
| FixedReset | 4.32 % | 4.66 % | 160,192 | 5.69 | 106 | -0.1931 % | 2,538.4 |
| Deemed-Retractible | 5.19 % | 5.80 % | 70,757 | 5.55 | 27 | -0.0330 % | 2,943.0 |
| FloatingReset | 3.06 % | 3.72 % | 35,328 | 3.44 | 9 | -0.2344 % | 2,792.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.J | FloatingReset | -2.38 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.30 Bid-YTW : 6.97 % |
| TRP.PR.B | FixedReset | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-19 Maturity Price : 16.85 Evaluated at bid price : 16.85 Bid-YTW : 4.78 % |
| BAM.PR.R | FixedReset | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-19 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 5.11 % |
| HSE.PR.A | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-19 Maturity Price : 17.17 Evaluated at bid price : 17.17 Bid-YTW : 5.20 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.E | FixedReset | 102,130 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-19 Maturity Price : 22.72 Evaluated at bid price : 23.86 Bid-YTW : 4.84 % |
| BNS.PR.E | FixedReset | 64,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 26.46 Bid-YTW : 3.64 % |
| MFC.PR.N | FixedReset | 63,067 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.25 Bid-YTW : 5.51 % |
| NA.PR.W | FixedReset | 54,452 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-19 Maturity Price : 22.83 Evaluated at bid price : 23.22 Bid-YTW : 4.63 % |
| MFC.PR.Q | FixedReset | 53,975 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.52 Bid-YTW : 5.05 % |
| BMO.PR.S | FixedReset | 53,552 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-19 Maturity Price : 22.89 Evaluated at bid price : 23.46 Bid-YTW : 4.67 % |
| There were 14 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.J | FloatingReset | Quote: 19.30 – 19.72 Spot Rate : 0.4200 Average : 0.2595 YTW SCENARIO |
| BAM.PF.A | FixedReset | Quote: 24.60 – 24.87 Spot Rate : 0.2700 Average : 0.1722 YTW SCENARIO |
| EMA.PR.H | FixedReset | Quote: 25.15 – 25.40 Spot Rate : 0.2500 Average : 0.1585 YTW SCENARIO |
| HSE.PR.G | FixedReset | Quote: 24.80 – 25.10 Spot Rate : 0.3000 Average : 0.2099 YTW SCENARIO |
| CM.PR.S | FixedReset | Quote: 23.95 – 24.19 Spot Rate : 0.2400 Average : 0.1613 YTW SCENARIO |
| PWF.PR.F | Perpetual-Discount | Quote: 23.90 – 24.18 Spot Rate : 0.2800 Average : 0.2020 YTW SCENARIO |