| 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 | 4.05 % | 4.85 % | 24,287 | 18.05 | 1 | 2.4615 % | 1,916.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5075 % | 3,474.8 |
| Floater | 3.98 % | 4.10 % | 51,733 | 17.22 | 4 | 0.5075 % | 2,002.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0724 % | 2,953.2 |
| SplitShare | 4.80 % | 4.31 % | 72,110 | 4.21 | 6 | 0.0724 % | 3,526.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0724 % | 2,751.7 |
| Perpetual-Premium | 5.59 % | -4.19 % | 72,458 | 0.09 | 12 | 0.0361 % | 2,700.9 |
| Perpetual-Discount | 5.26 % | 5.31 % | 89,098 | 14.88 | 26 | 0.4389 % | 2,833.8 |
| FixedReset | 4.59 % | 4.31 % | 230,689 | 6.76 | 96 | 0.0350 % | 2,232.6 |
| Deemed-Retractible | 5.11 % | 3.58 % | 129,508 | 0.27 | 32 | 0.0272 % | 2,788.0 |
| FloatingReset | 2.46 % | 3.51 % | 40,898 | 4.74 | 11 | -0.0789 % | 2,418.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IAG.PR.G | FixedReset | -1.75 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.52 Bid-YTW : 5.60 % |
| NA.PR.S | FixedReset | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-16 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 4.37 % |
| CU.PR.G | Perpetual-Discount | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-16 Maturity Price : 21.45 Evaluated at bid price : 21.76 Bid-YTW : 5.23 % |
| CU.PR.D | Perpetual-Discount | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-16 Maturity Price : 23.51 Evaluated at bid price : 23.97 Bid-YTW : 5.16 % |
| CU.PR.E | Perpetual-Discount | 2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-16 Maturity Price : 23.52 Evaluated at bid price : 23.99 Bid-YTW : 5.15 % |
| BAM.PR.E | Ratchet | 2.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-16 Maturity Price : 25.00 Evaluated at bid price : 16.65 Bid-YTW : 4.85 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset | 316,931 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.75 Bid-YTW : 4.16 % |
| BAM.PF.I | FixedReset | 115,562 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.90 Bid-YTW : 4.21 % |
| BMO.PR.T | FixedReset | 112,402 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-16 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 4.25 % |
| MFC.PR.R | FixedReset | 80,366 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.52 Bid-YTW : 4.24 % |
| TRP.PR.K | FixedReset | 77,743 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.81 Bid-YTW : 4.13 % |
| TD.PF.D | FixedReset | 61,298 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-16 Maturity Price : 22.09 Evaluated at bid price : 22.53 Bid-YTW : 4.27 % |
| There were 29 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.N | FixedReset | Quote: 14.91 – 16.00 Spot Rate : 1.0900 Average : 0.5938 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 21.54 – 22.02 Spot Rate : 0.4800 Average : 0.2962 YTW SCENARIO |
| IAG.PR.G | FixedReset | Quote: 22.52 – 22.96 Spot Rate : 0.4400 Average : 0.2901 YTW SCENARIO |
| VNR.PR.A | FixedReset | Quote: 20.12 – 20.57 Spot Rate : 0.4500 Average : 0.3163 YTW SCENARIO |
| RY.PR.W | Perpetual-Discount | Quote: 25.00 – 25.34 Spot Rate : 0.3400 Average : 0.2072 YTW SCENARIO |
| TRP.PR.H | FloatingReset | Quote: 13.07 – 13.47 Spot Rate : 0.4000 Average : 0.2856 YTW SCENARIO |