| 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 | 0.0000 % | 2,353.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 4,318.9 |
| Floater | 3.68 % | 3.70 % | 97,569 | 18.09 | 3 | 0.0000 % | 2,489.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1017 % | 3,070.5 |
| SplitShare | 4.69 % | 4.13 % | 57,166 | 1.42 | 5 | 0.1017 % | 3,666.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1017 % | 2,861.0 |
| Perpetual-Premium | 5.38 % | 4.75 % | 70,894 | 6.11 | 21 | -0.1319 % | 2,771.4 |
| Perpetual-Discount | 5.32 % | 5.32 % | 91,316 | 14.99 | 15 | -0.3423 % | 2,904.2 |
| FixedReset | 4.33 % | 4.32 % | 179,729 | 6.40 | 98 | 0.0336 % | 2,398.7 |
| Deemed-Retractible | 5.09 % | 5.50 % | 117,872 | 6.15 | 30 | -0.4486 % | 2,842.7 |
| FloatingReset | 2.59 % | 2.85 % | 45,280 | 4.29 | 10 | 0.1266 % | 2,628.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset | -1.97 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.41 Bid-YTW : 7.27 % |
| SLF.PR.B | Deemed-Retractible | -1.60 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.78 Bid-YTW : 6.38 % |
| TRP.PR.B | FixedReset | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-07-17 Maturity Price : 15.48 Evaluated at bid price : 15.48 Bid-YTW : 4.37 % |
| SLF.PR.C | Deemed-Retractible | -1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.21 Bid-YTW : 7.16 % |
| SLF.PR.D | Deemed-Retractible | -1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.23 Bid-YTW : 7.14 % |
| SLF.PR.E | Deemed-Retractible | -1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.32 Bid-YTW : 7.13 % |
| MFC.PR.C | Deemed-Retractible | -1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.55 Bid-YTW : 6.98 % |
| BAM.PF.B | FixedReset | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-07-17 Maturity Price : 22.39 Evaluated at bid price : 22.75 Bid-YTW : 4.56 % |
| ELF.PR.G | Perpetual-Discount | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-07-17 Maturity Price : 21.97 Evaluated at bid price : 22.20 Bid-YTW : 5.37 % |
| TRP.PR.G | FixedReset | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-07-17 Maturity Price : 23.04 Evaluated at bid price : 24.27 Bid-YTW : 4.45 % |
| PWF.PR.L | Perpetual-Discount | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-07-17 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 5.32 % |
| PWF.PR.S | Perpetual-Discount | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-07-17 Maturity Price : 22.30 Evaluated at bid price : 22.60 Bid-YTW : 5.31 % |
| GWO.PR.R | Deemed-Retractible | -1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.93 Bid-YTW : 6.27 % |
| MFC.PR.M | FixedReset | 1.33 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.10 Bid-YTW : 5.88 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.I | FixedReset | 169,728 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-07-17 Maturity Price : 23.14 Evaluated at bid price : 25.00 Bid-YTW : 4.41 % |
| NA.PR.W | FixedReset | 102,111 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-07-17 Maturity Price : 21.38 Evaluated at bid price : 21.70 Bid-YTW : 4.32 % |
| NA.PR.A | FixedReset | 92,575 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 26.54 Bid-YTW : 3.67 % |
| TD.PF.B | FixedReset | 86,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-07-17 Maturity Price : 21.52 Evaluated at bid price : 21.89 Bid-YTW : 4.29 % |
| TRP.PR.J | FixedReset | 85,526 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.84 Bid-YTW : 3.66 % |
| SLF.PR.H | FixedReset | 61,632 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.70 Bid-YTW : 6.11 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.D | Perpetual-Discount | Quote: 22.46 – 22.98 Spot Rate : 0.5200 Average : 0.3800 YTW SCENARIO |
| POW.PR.G | Perpetual-Premium | Quote: 25.19 – 25.55 Spot Rate : 0.3600 Average : 0.2219 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 21.68 – 22.00 Spot Rate : 0.3200 Average : 0.2009 YTW SCENARIO |
| IFC.PR.A | FixedReset | Quote: 19.41 – 19.75 Spot Rate : 0.3400 Average : 0.2284 YTW SCENARIO |
| GWO.PR.S | Deemed-Retractible | Quote: 24.70 – 25.00 Spot Rate : 0.3000 Average : 0.2007 YTW SCENARIO |
| TRP.PR.G | FixedReset | Quote: 24.27 – 24.70 Spot Rate : 0.4300 Average : 0.3381 YTW SCENARIO |