| 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 | -0.2711 % | 2,073.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2711 % | 3,804.2 |
| Floater | 3.67 % | 3.81 % | 43,346 | 17.82 | 4 | -0.2711 % | 2,192.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0850 % | 3,021.7 |
| SplitShare | 4.94 % | 3.56 % | 62,424 | 0.68 | 6 | 0.0850 % | 3,608.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0850 % | 2,815.5 |
| Perpetual-Premium | 5.34 % | -6.91 % | 72,667 | 0.09 | 20 | -0.0078 % | 2,764.0 |
| Perpetual-Discount | 5.14 % | 5.13 % | 112,211 | 15.11 | 16 | 0.0026 % | 2,945.7 |
| FixedReset | 4.38 % | 3.99 % | 242,346 | 6.68 | 94 | 0.1758 % | 2,355.9 |
| Deemed-Retractible | 5.04 % | 3.14 % | 139,560 | 0.15 | 31 | -0.0554 % | 2,859.9 |
| FloatingReset | 2.54 % | 3.28 % | 55,150 | 4.55 | 9 | 0.0053 % | 2,511.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.B | Deemed-Retractible | -1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.01 Bid-YTW : 5.99 % |
| SLF.PR.G | FixedReset | 1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.73 Bid-YTW : 8.22 % |
| SLF.PR.H | FixedReset | 1.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.97 Bid-YTW : 6.32 % |
| HSE.PR.A | FixedReset | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-31 Maturity Price : 16.45 Evaluated at bid price : 16.45 Bid-YTW : 4.16 % |
| IFC.PR.A | FixedReset | 1.95 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.35 Bid-YTW : 6.70 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.O | Deemed-Retractible | 153,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-05-26 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 3.14 % |
| TRP.PR.J | FixedReset | 55,549 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.70 Bid-YTW : 3.87 % |
| BMO.PR.C | FixedReset | 51,555 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 4.23 % |
| CM.PR.O | FixedReset | 47,658 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-31 Maturity Price : 22.22 Evaluated at bid price : 22.55 Bid-YTW : 3.81 % |
| TD.PR.T | FloatingReset | 32,200 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.97 Bid-YTW : 3.16 % |
| RY.PR.M | FixedReset | 27,202 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-31 Maturity Price : 22.58 Evaluated at bid price : 23.37 Bid-YTW : 3.92 % |
| There were 28 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.D | Deemed-Retractible | Quote: 22.22 – 22.65 Spot Rate : 0.4300 Average : 0.2620 YTW SCENARIO |
| VNR.PR.A | FixedReset | Quote: 21.60 – 22.00 Spot Rate : 0.4000 Average : 0.2515 YTW SCENARIO |
| MFC.PR.B | Deemed-Retractible | Quote: 23.01 – 23.36 Spot Rate : 0.3500 Average : 0.2524 YTW SCENARIO |
| SLF.PR.E | Deemed-Retractible | Quote: 22.27 – 22.50 Spot Rate : 0.2300 Average : 0.1494 YTW SCENARIO |
| BNS.PR.E | FixedReset | Quote: 26.73 – 26.93 Spot Rate : 0.2000 Average : 0.1315 YTW SCENARIO |
| MFC.PR.N | FixedReset | Quote: 21.77 – 21.99 Spot Rate : 0.2200 Average : 0.1518 YTW SCENARIO |