| 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 | 1.2486 % | 3,129.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.2486 % | 5,742.0 |
| Floater | 3.47 % | 3.64 % | 37,147 | 18.19 | 4 | 1.2486 % | 3,309.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0238 % | 3,228.4 |
| SplitShare | 4.61 % | 4.68 % | 54,149 | 4.78 | 5 | -0.0238 % | 3,855.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0238 % | 3,008.1 |
| Perpetual-Premium | 5.56 % | -1.05 % | 51,855 | 0.10 | 12 | -0.0559 % | 2,919.3 |
| Perpetual-Discount | 5.44 % | 5.57 % | 59,603 | 14.47 | 22 | -0.1144 % | 2,992.5 |
| FixedReset Disc | 4.18 % | 5.04 % | 138,350 | 15.48 | 42 | 0.1020 % | 2,576.1 |
| Deemed-Retractible | 5.18 % | 6.06 % | 59,594 | 5.35 | 27 | -0.2164 % | 2,986.5 |
| FloatingReset | 3.41 % | 4.17 % | 42,182 | 5.63 | 5 | -0.2087 % | 2,837.1 |
| FixedReset Prem | 4.83 % | 4.16 % | 169,855 | 2.85 | 35 | -0.0279 % | 2,568.7 |
| FixedReset Bank Non | 3.19 % | 3.53 % | 65,766 | 0.41 | 9 | 0.0045 % | 2,572.2 |
| FixedReset Ins Non | 4.34 % | 5.12 % | 88,776 | 5.41 | 22 | -0.0544 % | 2,579.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.H | FixedReset Ins Non | -1.66 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.34 Bid-YTW : 6.55 % |
| IFC.PR.G | FixedReset Ins Non | -1.61 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.51 Bid-YTW : 5.29 % |
| SLF.PR.J | FloatingReset | -1.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.64 Bid-YTW : 7.21 % |
| TD.PF.J | FixedReset Prem | -1.37 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.75 % |
| CU.PR.F | Perpetual-Discount | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-25 Maturity Price : 20.84 Evaluated at bid price : 20.84 Bid-YTW : 5.46 % |
| IFC.PR.A | FixedReset Ins Non | -1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.88 Bid-YTW : 7.74 % |
| GWO.PR.S | Deemed-Retractible | -1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.25 Bid-YTW : 5.85 % |
| CU.PR.C | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-25 Maturity Price : 21.66 Evaluated at bid price : 21.94 Bid-YTW : 5.11 % |
| MFC.PR.M | FixedReset Ins Non | 1.58 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.73 Bid-YTW : 5.54 % |
| BAM.PR.C | Floater | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-25 Maturity Price : 17.76 Evaluated at bid price : 17.76 Bid-YTW : 3.64 % |
| BAM.PR.K | Floater | 2.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-25 Maturity Price : 17.61 Evaluated at bid price : 17.61 Bid-YTW : 3.67 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset Prem | 279,965 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.90 Bid-YTW : 3.88 % |
| BNS.PR.H | FixedReset Prem | 161,850 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 26.08 Bid-YTW : 3.74 % |
| PWF.PR.K | Perpetual-Discount | 144,620 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-25 Maturity Price : 22.17 Evaluated at bid price : 22.45 Bid-YTW : 5.59 % |
| BMO.PR.T | FixedReset Disc | 125,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-25 Maturity Price : 22.52 Evaluated at bid price : 23.06 Bid-YTW : 4.94 % |
| GWO.PR.M | Deemed-Retractible | 83,680 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-10-25 Maturity Price : 25.25 Evaluated at bid price : 26.03 Bid-YTW : -29.80 % |
| CM.PR.R | FixedReset Prem | 62,171 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 4.16 % |
| There were 22 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.F | Perpetual-Discount | Quote: 20.84 – 21.24 Spot Rate : 0.4000 Average : 0.2579 YTW SCENARIO |
| BMO.PR.W | FixedReset Disc | Quote: 22.85 – 23.17 Spot Rate : 0.3200 Average : 0.1843 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 21.34 – 21.71 Spot Rate : 0.3700 Average : 0.2728 YTW SCENARIO |
| GWO.PR.S | Deemed-Retractible | Quote: 24.25 – 24.50 Spot Rate : 0.2500 Average : 0.1565 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 19.64 – 19.90 Spot Rate : 0.2600 Average : 0.1736 YTW SCENARIO |
| TD.PF.J | FixedReset Prem | Quote: 25.15 – 25.52 Spot Rate : 0.3700 Average : 0.2841 YTW SCENARIO |