| 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 | 0.2502 % | 2,121.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2502 % | 3,892.9 |
| Floater | 5.75 % | 5.88 % | 46,004 | 14.10 | 4 | 0.2502 % | 2,243.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0261 % | 3,437.6 |
| SplitShare | 4.79 % | 4.48 % | 32,782 | 4.20 | 6 | -0.0261 % | 4,105.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0261 % | 3,203.1 |
| Perpetual-Premium | 5.56 % | -1.45 % | 61,719 | 0.09 | 11 | 0.0679 % | 3,048.9 |
| Perpetual-Discount | 5.26 % | 5.36 % | 68,237 | 14.83 | 24 | 0.0323 % | 3,293.5 |
| FixedReset Disc | 5.46 % | 5.63 % | 196,707 | 14.50 | 64 | 0.1786 % | 2,181.1 |
| Deemed-Retractible | 5.17 % | 5.28 % | 65,176 | 14.91 | 27 | 0.0172 % | 3,230.2 |
| FloatingReset | 6.01 % | 6.10 % | 78,761 | 13.64 | 3 | 0.2674 % | 2,547.5 |
| FixedReset Prem | 5.09 % | 3.45 % | 141,526 | 1.54 | 22 | 0.0089 % | 2,645.0 |
| FixedReset Bank Non | 1.94 % | 3.74 % | 67,645 | 2.01 | 3 | 0.1365 % | 2,735.5 |
| FixedReset Ins Non | 5.32 % | 5.61 % | 135,051 | 14.46 | 22 | 0.1463 % | 2,203.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.R | FixedReset Disc | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-08 Maturity Price : 15.70 Evaluated at bid price : 15.70 Bid-YTW : 6.10 % |
| TRP.PR.F | FloatingReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-08 Maturity Price : 14.35 Evaluated at bid price : 14.35 Bid-YTW : 6.29 % |
| CCS.PR.C | Deemed-Retractible | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-08 Maturity Price : 23.31 Evaluated at bid price : 23.59 Bid-YTW : 5.32 % |
| EMA.PR.C | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-08 Maturity Price : 18.57 Evaluated at bid price : 18.57 Bid-YTW : 5.94 % |
| TD.PF.J | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-08 Maturity Price : 20.37 Evaluated at bid price : 20.37 Bid-YTW : 5.45 % |
| TRP.PR.B | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-08 Maturity Price : 12.00 Evaluated at bid price : 12.00 Bid-YTW : 5.96 % |
| TRP.PR.C | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-08 Maturity Price : 12.66 Evaluated at bid price : 12.66 Bid-YTW : 6.07 % |
| EMA.PR.F | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-08 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 6.02 % |
| MFC.PR.F | FixedReset Ins Non | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-08 Maturity Price : 12.95 Evaluated at bid price : 12.95 Bid-YTW : 5.68 % |
| BAM.PF.B | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-08 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 5.74 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.M | Deemed-Retractible | 85,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-02-07 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : -20.43 % |
| MFC.PR.L | FixedReset Ins Non | 46,765 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-08 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 5.53 % |
| NA.PR.X | FixedReset Prem | 45,280 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 3.34 % |
| POW.PR.A | Perpetual-Premium | 42,510 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-02-07 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : -9.98 % |
| CU.PR.G | Perpetual-Discount | 40,916 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-08 Maturity Price : 21.59 Evaluated at bid price : 21.59 Bid-YTW : 5.28 % |
| TRP.PR.E | FixedReset Disc | 39,190 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-08 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 5.96 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CM.PR.Q | FixedReset Disc | Quote: 19.08 – 19.61 Spot Rate : 0.5300 Average : 0.3238 YTW SCENARIO |
| CIU.PR.A | Perpetual-Discount | Quote: 21.65 – 22.08 Spot Rate : 0.4300 Average : 0.2902 YTW SCENARIO |
| HSE.PR.G | FixedReset Disc | Quote: 18.60 – 19.05 Spot Rate : 0.4500 Average : 0.3112 YTW SCENARIO |
| PWF.PR.K | Perpetual-Discount | Quote: 23.37 – 23.74 Spot Rate : 0.3700 Average : 0.2478 YTW SCENARIO |
| CM.PR.R | FixedReset Disc | Quote: 21.48 – 21.84 Spot Rate : 0.3600 Average : 0.2385 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 17.42 – 17.79 Spot Rate : 0.3700 Average : 0.2637 YTW SCENARIO |