| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | 0.5656 % | 2,406.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5656 % | 4,416.0 |
| Floater | 3.94 % | 3.93 % | 97,523 | 17.57 | 3 | 0.5656 % | 2,545.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1124 % | 3,066.5 |
| SplitShare | 4.76 % | 4.66 % | 92,952 | 4.43 | 6 | 0.1124 % | 3,662.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1124 % | 2,857.3 |
| Perpetual-Premium | 5.43 % | 4.88 % | 56,146 | 5.99 | 16 | -0.0668 % | 2,775.2 |
| Perpetual-Discount | 5.38 % | 5.46 % | 71,109 | 14.66 | 19 | 0.0137 % | 2,886.8 |
| FixedReset | 4.36 % | 4.59 % | 153,976 | 6.21 | 99 | 0.0493 % | 2,407.6 |
| Deemed-Retractible | 5.15 % | 5.71 % | 103,002 | 6.04 | 31 | 0.0857 % | 2,849.2 |
| FloatingReset | 2.84 % | 3.20 % | 54,276 | 4.08 | 8 | 0.0109 % | 2,648.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.G | FixedReset | -1.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.08 Bid-YTW : 5.54 % |
| PWF.PR.L | Perpetual-Discount | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-26 Maturity Price : 22.98 Evaluated at bid price : 23.25 Bid-YTW : 5.56 % |
| PVS.PR.E | SplitShare | 1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.05 Bid-YTW : 4.66 % |
| BAM.PF.D | Perpetual-Discount | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-26 Maturity Price : 21.96 Evaluated at bid price : 22.30 Bid-YTW : 5.51 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.O | FixedReset | 267,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 26.80 Bid-YTW : 3.58 % |
| TD.PF.H | FixedReset | 136,803 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.06 Bid-YTW : 3.94 % |
| RY.PR.E | Deemed-Retractible | 133,540 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-10-26 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : -1.25 % |
| RY.PR.R | FixedReset | 130,240 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.70 Bid-YTW : 3.78 % |
| BNS.PR.Q | FixedReset | 117,375 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 3.69 % |
| VNR.PR.A | FixedReset | 103,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-26 Maturity Price : 22.19 Evaluated at bid price : 22.85 Bid-YTW : 5.09 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.H | FixedReset | Quote: 24.00 – 24.88 Spot Rate : 0.8800 Average : 0.4867 YTW SCENARIO |
| PWF.PR.K | Perpetual-Discount | Quote: 22.72 – 23.53 Spot Rate : 0.8100 Average : 0.4551 YTW SCENARIO |
| MFC.PR.K | FixedReset | Quote: 21.35 – 22.14 Spot Rate : 0.7900 Average : 0.4857 YTW SCENARIO |
| HSE.PR.G | FixedReset | Quote: 24.30 – 24.98 Spot Rate : 0.6800 Average : 0.3981 YTW SCENARIO |
| IAG.PR.G | FixedReset | Quote: 22.62 – 23.25 Spot Rate : 0.6300 Average : 0.4282 YTW SCENARIO |
| TRP.PR.D | FixedReset | Quote: 22.28 – 22.89 Spot Rate : 0.6100 Average : 0.4090 YTW SCENARIO |