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| 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 | -0.1942 % | 2,555.0 |
| FixedFloater | 3.86 % | 3.07 % | 31,650 | 18.89 | 1 | -0.2430 % | 4,259.7 |
| Floater | 2.72 % | 2.94 % | 81,452 | 19.83 | 4 | -0.1942 % | 2,758.7 |
| OpRet | 4.82 % | 2.31 % | 68,442 | 0.13 | 5 | 0.1010 % | 2,616.6 |
| SplitShare | 4.78 % | 4.00 % | 103,987 | 4.05 | 5 | 0.1803 % | 2,972.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1010 % | 2,392.6 |
| Perpetual-Premium | 5.20 % | 3.77 % | 97,064 | 0.78 | 32 | 0.0492 % | 2,378.7 |
| Perpetual-Discount | 4.85 % | 4.88 % | 191,854 | 15.62 | 4 | -0.0406 % | 2,683.7 |
| FixedReset | 4.88 % | 2.68 % | 254,173 | 3.34 | 81 | 0.0344 % | 2,519.1 |
| Deemed-Retractible | 4.87 % | 3.34 % | 135,107 | 1.00 | 44 | 0.0221 % | 2,461.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.H | FixedReset | 1.02 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-03-19 Maturity Price : 25.00 Evaluated at bid price : 26.77 Bid-YTW : 2.55 % |
| HSE.PR.A | FixedReset | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2043-05-16 Maturity Price : 23.66 Evaluated at bid price : 25.83 Bid-YTW : 2.95 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.G | Perpetual-Premium | 187,424 | Recent new issue. YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-01 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.45 % |
| GWO.PR.N | FixedReset | 70,464 | Scotia crossed blocks of 20,000 and 40,000, both at 24.80. YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.65 Bid-YTW : 3.05 % |
| TRP.PR.D | FixedReset | 43,984 | Scotia crossed 25,000 at 26.05. YTW SCENARIO Maturity Type : Call Maturity Date : 2019-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.98 Bid-YTW : 3.32 % |
| RY.PR.A | Deemed-Retractible | 43,160 | RBC crossed blocks of 16,200 and 20,000, both at 25.45. YTW SCENARIO Maturity Type : Call Maturity Date : 2014-05-24 Maturity Price : 25.25 Evaluated at bid price : 25.48 Bid-YTW : 3.39 % |
| BNS.PR.Z | FixedReset | 36,821 | RBC crossed 18,500 at 25.35. YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.11 Bid-YTW : 2.95 % |
| BNS.PR.Q | FixedReset | 32,455 | National crossed 25,000 at 25.35. YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.13 Bid-YTW : 3.00 % |
| There were 33 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TCA.PR.Y | Perpetual-Premium | Quote: 50.80 – 51.50 Spot Rate : 0.7000 Average : 0.4113 YTW SCENARIO |
| BAM.PR.C | Floater | Quote: 17.79 – 17.99 Spot Rate : 0.2000 Average : 0.1232 YTW SCENARIO |
| CU.PR.C | FixedReset | Quote: 26.45 – 26.75 Spot Rate : 0.3000 Average : 0.2361 YTW SCENARIO |
| VNR.PR.A | FixedReset | Quote: 26.40 – 26.64 Spot Rate : 0.2400 Average : 0.1790 YTW SCENARIO |
| TRI.PR.B | Floater | Quote: 23.55 – 23.89 Spot Rate : 0.3400 Average : 0.2845 YTW SCENARIO |
| CM.PR.D | Perpetual-Premium | Quote: 25.74 – 25.92 Spot Rate : 0.1800 Average : 0.1265 YTW SCENARIO |