| 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 | 1.1974 % | 3,027.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1974 % | 5,554.7 |
| Floater | 3.32 % | 3.54 % | 76,231 | 18.46 | 4 | 1.1974 % | 3,201.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0318 % | 3,179.7 |
| SplitShare | 4.62 % | 4.52 % | 66,059 | 4.95 | 5 | -0.0318 % | 3,797.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0318 % | 2,962.8 |
| Perpetual-Premium | 5.62 % | -8.74 % | 58,799 | 0.09 | 9 | -0.0087 % | 2,895.8 |
| Perpetual-Discount | 5.36 % | 5.45 % | 59,358 | 14.64 | 26 | 0.0769 % | 2,983.4 |
| FixedReset | 4.32 % | 4.65 % | 135,965 | 5.61 | 106 | 0.0897 % | 2,538.3 |
| Deemed-Retractible | 5.14 % | 5.76 % | 69,603 | 5.51 | 27 | 0.0905 % | 2,970.5 |
| FloatingReset | 3.11 % | 3.76 % | 34,940 | 3.42 | 9 | -0.1098 % | 2,798.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.M | FixedReset | -1.47 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.80 Bid-YTW : 5.98 % |
| SLF.PR.H | FixedReset | -1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.44 Bid-YTW : 6.20 % |
| TRP.PR.E | FixedReset | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-03 Maturity Price : 22.00 Evaluated at bid price : 22.60 Bid-YTW : 4.81 % |
| MFC.PR.Q | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.55 Bid-YTW : 5.06 % |
| TRP.PR.D | FixedReset | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-03 Maturity Price : 22.06 Evaluated at bid price : 22.69 Bid-YTW : 4.82 % |
| BAM.PR.K | Floater | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-03 Maturity Price : 17.13 Evaluated at bid price : 17.13 Bid-YTW : 3.54 % |
| MFC.PR.K | FixedReset | 1.44 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.52 Bid-YTW : 6.17 % |
| BAM.PR.C | Floater | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-03 Maturity Price : 17.07 Evaluated at bid price : 17.07 Bid-YTW : 3.55 % |
| BAM.PR.B | Floater | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-03 Maturity Price : 17.08 Evaluated at bid price : 17.08 Bid-YTW : 3.55 % |
| PWF.PR.P | FixedReset | 2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-03 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 4.49 % |
| MFC.PR.G | FixedReset | 5.22 % | Just a reversal of Friday‘s nonsense.
YTW SCENARIO |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Q | FixedReset | 42,546 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.46 Bid-YTW : 3.59 % |
| PWF.PR.Q | FloatingReset | 35,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-03 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 3.39 % |
| NA.PR.G | FixedReset | 26,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-03 Maturity Price : 23.14 Evaluated at bid price : 25.00 Bid-YTW : 4.78 % |
| IFC.PR.G | FixedReset | 18,215 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.62 Bid-YTW : 5.23 % |
| RY.PR.F | Deemed-Retractible | 13,605 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-08-02 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : -1.77 % |
| SLF.PR.A | Deemed-Retractible | 10,800 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.37 Bid-YTW : 6.81 % |
| There were 2 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.E | FixedReset | Quote: 22.88 – 24.00 Spot Rate : 1.1200 Average : 0.8325 YTW SCENARIO |
| SLF.PR.H | FixedReset | Quote: 21.44 – 22.09 Spot Rate : 0.6500 Average : 0.4622 YTW SCENARIO |
| PVS.PR.F | SplitShare | Quote: 25.49 – 25.99 Spot Rate : 0.5000 Average : 0.3294 YTW SCENARIO |
| MFC.PR.M | FixedReset | Quote: 22.80 – 23.19 Spot Rate : 0.3900 Average : 0.2444 YTW SCENARIO |
| W.PR.M | FixedReset | Quote: 25.50 – 25.99 Spot Rate : 0.4900 Average : 0.3506 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 19.48 – 19.90 Spot Rate : 0.4200 Average : 0.2900 YTW SCENARIO |