| 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 | -0.3936 % | 1,701.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3936 % | 3,107.7 |
| Floater | 4.39 % | 4.53 % | 43,996 | 16.38 | 4 | -0.3936 % | 1,791.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0265 % | 2,893.0 |
| SplitShare | 4.84 % | 4.43 % | 45,419 | 2.12 | 6 | -0.0265 % | 3,454.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0265 % | 2,695.7 |
| Perpetual-Premium | 5.37 % | 4.73 % | 69,971 | 1.93 | 23 | -0.1667 % | 2,685.4 |
| Perpetual-Discount | 5.15 % | 5.11 % | 101,138 | 15.24 | 15 | -0.3344 % | 2,892.7 |
| FixedReset | 4.94 % | 4.36 % | 152,224 | 6.89 | 92 | 0.1499 % | 2,056.4 |
| Deemed-Retractible | 5.03 % | 5.01 % | 112,875 | 1.17 | 32 | 0.0561 % | 2,797.8 |
| FloatingReset | 3.00 % | 4.33 % | 38,498 | 4.97 | 12 | 0.0132 % | 2,221.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| FTS.PR.M | FixedReset | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-13 Maturity Price : 19.22 Evaluated at bid price : 19.22 Bid-YTW : 4.44 % |
| PWF.PR.A | Floater | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-13 Maturity Price : 11.60 Evaluated at bid price : 11.60 Bid-YTW : 4.12 % |
| SLF.PR.J | FloatingReset | -1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.85 Bid-YTW : 11.05 % |
| BIP.PR.A | FixedReset | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-13 Maturity Price : 21.26 Evaluated at bid price : 21.26 Bid-YTW : 5.15 % |
| IFC.PR.D | FloatingReset | 1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.20 Bid-YTW : 7.71 % |
| TRP.PR.E | FixedReset | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-13 Maturity Price : 18.44 Evaluated at bid price : 18.44 Bid-YTW : 4.45 % |
| TRP.PR.D | FixedReset | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-13 Maturity Price : 18.05 Evaluated at bid price : 18.05 Bid-YTW : 4.49 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.A | FixedReset | 123,860 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.86 Bid-YTW : 4.52 % |
| TD.PF.H | FixedReset | 118,345 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.41 % |
| MFC.PR.O | FixedReset | 80,964 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 26.50 Bid-YTW : 4.29 % |
| SLF.PR.C | Deemed-Retractible | 64,850 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.43 Bid-YTW : 6.11 % |
| TRP.PR.J | FixedReset | 64,050 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.54 Bid-YTW : 4.21 % |
| NA.PR.X | FixedReset | 54,225 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 26.30 Bid-YTW : 4.25 % |
| There were 42 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.D | FloatingReset | Quote: 18.20 – 19.20 Spot Rate : 1.0000 Average : 0.6558 YTW SCENARIO |
| PWF.PR.T | FixedReset | Quote: 19.40 – 19.93 Spot Rate : 0.5300 Average : 0.3327 YTW SCENARIO |
| GWO.PR.Q | Deemed-Retractible | Quote: 25.03 – 25.48 Spot Rate : 0.4500 Average : 0.2819 YTW SCENARIO |
| W.PR.K | FixedReset | Quote: 25.80 – 26.30 Spot Rate : 0.5000 Average : 0.3589 YTW SCENARIO |
| NA.PR.Q | FixedReset | Quote: 23.74 – 24.19 Spot Rate : 0.4500 Average : 0.3227 YTW SCENARIO |
| IAG.PR.G | FixedReset | Quote: 19.90 – 20.33 Spot Rate : 0.4300 Average : 0.3125 YTW SCENARIO |