| 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 | -0.0134 % | 3,118.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0134 % | 5,721.3 |
| Floater | 3.46 % | 3.68 % | 64,879 | 18.13 | 4 | -0.0134 % | 3,297.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0158 % | 3,193.9 |
| SplitShare | 4.60 % | 4.61 % | 57,756 | 4.90 | 5 | 0.0158 % | 3,814.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0158 % | 2,976.0 |
| Perpetual-Premium | 5.63 % | -14.48 % | 62,333 | 0.09 | 9 | 0.0917 % | 2,910.0 |
| Perpetual-Discount | 5.38 % | 5.48 % | 55,998 | 14.68 | 26 | -0.0033 % | 2,984.0 |
| FixedReset | 4.30 % | 4.60 % | 128,994 | 5.52 | 106 | -0.0624 % | 2,558.8 |
| Deemed-Retractible | 5.14 % | 5.96 % | 66,016 | 5.46 | 27 | -0.0965 % | 2,973.1 |
| FloatingReset | 3.30 % | 3.86 % | 35,215 | 3.36 | 9 | -0.1929 % | 2,826.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.G | FixedReset | -2.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.55 Bid-YTW : 7.40 % |
| EMA.PR.H | FixedReset | -2.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-20 Maturity Price : 23.16 Evaluated at bid price : 25.00 Bid-YTW : 4.86 % |
| TRP.PR.F | FloatingReset | -2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-20 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 4.21 % |
| NA.PR.G | FixedReset | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-20 Maturity Price : 23.07 Evaluated at bid price : 24.80 Bid-YTW : 4.85 % |
| GWO.PR.R | Deemed-Retractible | -1.60 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.07 Bid-YTW : 7.17 % |
| GWO.PR.T | Deemed-Retractible | -1.57 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.77 Bid-YTW : 6.17 % |
| RY.PR.M | FixedReset | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-20 Maturity Price : 23.18 Evaluated at bid price : 24.20 Bid-YTW : 4.68 % |
| BAM.PR.T | FixedReset | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-20 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.05 % |
| IAG.PR.I | FixedReset | 1.00 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.70 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| EMA.PR.H | FixedReset | 389,626 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-20 Maturity Price : 23.16 Evaluated at bid price : 25.00 Bid-YTW : 4.86 % |
| TRP.PR.F | FloatingReset | 351,978 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-20 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 4.21 % |
| IFC.PR.G | FixedReset | 319,545 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 5.00 % |
| BMO.PR.Y | FixedReset | 298,056 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-20 Maturity Price : 23.32 Evaluated at bid price : 24.41 Bid-YTW : 4.76 % |
| GWO.PR.R | Deemed-Retractible | 240,406 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.07 Bid-YTW : 7.17 % |
| RY.PR.F | Deemed-Retractible | 218,239 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-08-19 Maturity Price : 25.00 Evaluated at bid price : 25.23 Bid-YTW : 1.69 % |
| W.PR.J | Perpetual-Discount | 157,952 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-20 Maturity Price : 24.50 Evaluated at bid price : 24.75 Bid-YTW : 5.69 % |
| NA.PR.G | FixedReset | 154,603 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-20 Maturity Price : 23.07 Evaluated at bid price : 24.80 Bid-YTW : 4.85 % |
| SLF.PR.G | FixedReset | 139,311 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.55 Bid-YTW : 7.40 % |
| RY.PR.J | FixedReset | 132,112 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-20 Maturity Price : 23.47 Evaluated at bid price : 24.61 Bid-YTW : 4.74 % |
| BAM.PR.T | FixedReset | 100,471 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-20 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.05 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EMA.PR.H | FixedReset | Quote: 25.00 – 25.90 Spot Rate : 0.9000 Average : 0.5684 YTW SCENARIO |
| GWO.PR.M | Deemed-Retractible | Quote: 26.26 – 26.90 Spot Rate : 0.6400 Average : 0.3771 YTW SCENARIO |
| BMO.PR.Y | FixedReset | Quote: 24.41 – 24.97 Spot Rate : 0.5600 Average : 0.3246 YTW SCENARIO |
| GWO.PR.R | Deemed-Retractible | Quote: 22.07 – 22.60 Spot Rate : 0.5300 Average : 0.3122 YTW SCENARIO |
| NA.PR.G | FixedReset | Quote: 24.80 – 25.29 Spot Rate : 0.4900 Average : 0.2724 YTW SCENARIO |
| SLF.PR.G | FixedReset | Quote: 19.55 – 20.16 Spot Rate : 0.6100 Average : 0.3973 YTW SCENARIO |