| 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 | -0.8512 % | 2,444.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8512 % | 4,485.4 |
| Floater | 3.70 % | 3.90 % | 97,703 | 17.58 | 3 | -0.8512 % | 2,585.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0523 % | 3,096.9 |
| SplitShare | 4.71 % | 4.64 % | 46,635 | 4.28 | 6 | -0.0523 % | 3,698.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0523 % | 2,885.6 |
| Perpetual-Premium | 5.35 % | 3.55 % | 55,610 | 0.12 | 20 | 0.0393 % | 2,838.4 |
| Perpetual-Discount | 5.21 % | 5.25 % | 67,306 | 15.03 | 15 | 0.1816 % | 3,012.3 |
| FixedReset | 4.23 % | 4.21 % | 152,001 | 4.41 | 98 | 0.2179 % | 2,499.1 |
| Deemed-Retractible | 5.02 % | 5.38 % | 87,932 | 5.92 | 30 | 0.2314 % | 2,942.4 |
| FloatingReset | 2.71 % | 2.75 % | 42,239 | 3.97 | 8 | -0.0379 % | 2,683.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.A | Floater | -2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-20 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 3.41 % |
| TD.PF.D | FixedReset | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-20 Maturity Price : 23.16 Evaluated at bid price : 24.30 Bid-YTW : 4.42 % |
| MFC.PR.F | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.10 Bid-YTW : 7.64 % |
| PWF.PR.P | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-20 Maturity Price : 18.19 Evaluated at bid price : 18.19 Bid-YTW : 4.31 % |
| GWO.PR.R | Deemed-Retractible | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.92 Bid-YTW : 5.69 % |
| W.PR.M | FixedReset | 1.14 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 26.70 Bid-YTW : 3.49 % |
| MFC.PR.K | FixedReset | 1.47 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.00 Bid-YTW : 5.20 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.G | FixedReset | 189,555 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.75 Bid-YTW : 3.43 % |
| BAM.PF.J | FixedReset | 84,223 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.85 Bid-YTW : 4.22 % |
| TD.PF.E | FixedReset | 78,522 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.85 Bid-YTW : 4.01 % |
| RY.PR.J | FixedReset | 78,492 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.61 Bid-YTW : 4.26 % |
| MFC.PR.O | FixedReset | 53,086 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 26.78 Bid-YTW : 3.37 % |
| PWF.PR.Z | Perpetual-Discount | 42,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-20 Maturity Price : 24.38 Evaluated at bid price : 24.77 Bid-YTW : 5.23 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.G | FixedReset | Quote: 24.00 – 24.98 Spot Rate : 0.9800 Average : 0.6347 YTW SCENARIO |
| PWF.PR.A | Floater | Quote: 16.50 – 16.94 Spot Rate : 0.4400 Average : 0.2777 YTW SCENARIO |
| GWO.PR.S | Deemed-Retractible | Quote: 25.22 – 25.65 Spot Rate : 0.4300 Average : 0.2697 YTW SCENARIO |
| TD.PF.D | FixedReset | Quote: 24.30 – 24.72 Spot Rate : 0.4200 Average : 0.2737 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 19.81 – 20.19 Spot Rate : 0.3800 Average : 0.2777 YTW SCENARIO |
| MFC.PR.J | FixedReset | Quote: 24.41 – 24.73 Spot Rate : 0.3200 Average : 0.2323 YTW SCENARIO |