| 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 | -0.5363 % | 3,117.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5363 % | 5,720.6 |
| Floater | 3.73 % | 3.94 % | 38,609 | 17.52 | 4 | -0.5363 % | 3,296.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1194 % | 3,213.6 |
| SplitShare | 4.63 % | 4.97 % | 52,221 | 4.65 | 5 | -0.1194 % | 3,837.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1194 % | 2,994.3 |
| Perpetual-Premium | 5.67 % | 5.07 % | 66,397 | 14.21 | 12 | 0.0000 % | 2,893.6 |
| Perpetual-Discount | 5.61 % | 5.71 % | 75,328 | 14.32 | 21 | 0.2680 % | 2,932.6 |
| FixedReset Disc | 4.37 % | 5.35 % | 158,278 | 15.11 | 46 | -0.3388 % | 2,499.7 |
| Deemed-Retractible | 5.32 % | 6.89 % | 71,233 | 5.19 | 27 | -0.0758 % | 2,915.5 |
| FloatingReset | 3.78 % | 3.88 % | 46,794 | 5.45 | 4 | -0.0710 % | 2,793.6 |
| FixedReset Prem | 4.93 % | 4.52 % | 235,493 | 3.05 | 34 | -0.1103 % | 2,545.4 |
| FixedReset Bank Non | 2.96 % | 3.69 % | 108,222 | 0.29 | 6 | 0.0274 % | 2,578.3 |
| FixedReset Ins Non | 4.49 % | 6.00 % | 126,626 | 5.30 | 22 | -0.2580 % | 2,502.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.B | FixedReset Disc | -4.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-08 Maturity Price : 15.91 Evaluated at bid price : 15.91 Bid-YTW : 5.68 % |
| HSE.PR.C | FixedReset Disc | -2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-08 Maturity Price : 22.54 Evaluated at bid price : 23.02 Bid-YTW : 6.01 % |
| BAM.PF.J | FixedReset Prem | -2.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-08 Maturity Price : 23.03 Evaluated at bid price : 24.45 Bid-YTW : 5.46 % |
| TRP.PR.E | FixedReset Disc | -2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-08 Maturity Price : 21.29 Evaluated at bid price : 21.29 Bid-YTW : 5.64 % |
| SLF.PR.G | FixedReset Ins Non | -1.68 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.78 Bid-YTW : 8.76 % |
| TRP.PR.A | FixedReset Disc | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-08 Maturity Price : 19.33 Evaluated at bid price : 19.33 Bid-YTW : 5.60 % |
| IFC.PR.A | FixedReset Ins Non | -1.56 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.50 Bid-YTW : 8.31 % |
| IFC.PR.E | Deemed-Retractible | -1.45 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.05 Bid-YTW : 6.92 % |
| BAM.PF.C | Perpetual-Discount | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-08 Maturity Price : 20.62 Evaluated at bid price : 20.62 Bid-YTW : 5.97 % |
| TRP.PR.C | FixedReset Disc | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-08 Maturity Price : 16.89 Evaluated at bid price : 16.89 Bid-YTW : 5.61 % |
| PWF.PR.A | Floater | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-08 Maturity Price : 21.28 Evaluated at bid price : 21.28 Bid-YTW : 3.24 % |
| IAG.PR.I | FixedReset Ins Non | -1.31 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.15 Bid-YTW : 5.69 % |
| TRP.PR.F | FloatingReset | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-08 Maturity Price : 19.73 Evaluated at bid price : 19.73 Bid-YTW : 4.65 % |
| TRP.PR.G | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-08 Maturity Price : 23.01 Evaluated at bid price : 23.34 Bid-YTW : 5.65 % |
| CU.PR.D | Perpetual-Discount | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-08 Maturity Price : 21.85 Evaluated at bid price : 21.85 Bid-YTW : 5.62 % |
| IFC.PR.C | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.73 Bid-YTW : 6.12 % |
| PWF.PR.K | Perpetual-Discount | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-08 Maturity Price : 21.43 Evaluated at bid price : 21.69 Bid-YTW : 5.74 % |
| POW.PR.B | Perpetual-Discount | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-08 Maturity Price : 23.13 Evaluated at bid price : 23.39 Bid-YTW : 5.77 % |
| GWO.PR.R | Deemed-Retractible | 1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.70 Bid-YTW : 7.65 % |
| PWF.PR.S | Perpetual-Discount | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-08 Maturity Price : 21.53 Evaluated at bid price : 21.53 Bid-YTW : 5.62 % |
| PWF.PR.Q | FloatingReset | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-08 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 3.88 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset Prem | 515,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.94 Bid-YTW : 4.53 % |
| CM.PR.O | FixedReset Disc | 50,596 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-08 Maturity Price : 21.97 Evaluated at bid price : 22.53 Bid-YTW : 5.24 % |
| CM.PR.S | FixedReset Disc | 41,999 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-08 Maturity Price : 22.69 Evaluated at bid price : 23.69 Bid-YTW : 5.04 % |
| RY.PR.H | FixedReset Disc | 41,393 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-08 Maturity Price : 21.95 Evaluated at bid price : 22.51 Bid-YTW : 5.17 % |
| BIP.PR.B | FixedReset Prem | 41,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 4.93 % |
| CU.PR.C | FixedReset Disc | 38,893 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-11-08 Maturity Price : 21.47 Evaluated at bid price : 21.82 Bid-YTW : 5.21 % |
| There were 18 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.J | FixedReset Prem | Quote: 24.45 – 25.22 Spot Rate : 0.7700 Average : 0.4816 YTW SCENARIO |
| PWF.PR.A | Floater | Quote: 21.28 – 22.00 Spot Rate : 0.7200 Average : 0.4739 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 21.85 – 22.40 Spot Rate : 0.5500 Average : 0.3199 YTW SCENARIO |
| BAM.PF.C | Perpetual-Discount | Quote: 20.62 – 21.25 Spot Rate : 0.6300 Average : 0.4294 YTW SCENARIO |
| HSE.PR.C | FixedReset Disc | Quote: 23.02 – 23.99 Spot Rate : 0.9700 Average : 0.7827 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 15.91 – 16.46 Spot Rate : 0.5500 Average : 0.3782 YTW SCENARIO |