| 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 | 0.1114 % | 2,972.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1114 % | 5,454.0 |
| Floater | 3.36 % | 3.57 % | 104,939 | 18.40 | 4 | 0.1114 % | 3,143.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1086 % | 3,156.2 |
| SplitShare | 4.56 % | 4.53 % | 80,527 | 5.14 | 4 | -0.1086 % | 3,769.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1086 % | 2,940.9 |
| Perpetual-Premium | 5.55 % | -3.10 % | 73,738 | 0.09 | 11 | 0.0788 % | 2,856.0 |
| Perpetual-Discount | 5.38 % | 5.44 % | 74,589 | 14.67 | 24 | 0.1213 % | 2,941.2 |
| FixedReset | 4.32 % | 4.64 % | 173,917 | 5.84 | 104 | -0.1971 % | 2,500.0 |
| Deemed-Retractible | 5.15 % | 5.80 % | 91,092 | 5.69 | 28 | 0.2204 % | 2,930.7 |
| FloatingReset | 2.96 % | 3.28 % | 33,445 | 3.62 | 11 | 0.3981 % | 2,744.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.A | FixedReset | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-03 Maturity Price : 20.02 Evaluated at bid price : 20.02 Bid-YTW : 4.83 % |
| GWO.PR.M | Deemed-Retractible | -1.22 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-05-03 Maturity Price : 25.25 Evaluated at bid price : 25.88 Bid-YTW : -22.52 % |
| TD.PF.B | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-03 Maturity Price : 22.40 Evaluated at bid price : 22.83 Bid-YTW : 4.66 % |
| PWF.PR.A | Floater | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-03 Maturity Price : 20.92 Evaluated at bid price : 20.92 Bid-YTW : 2.91 % |
| W.PR.H | Perpetual-Discount | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-03 Maturity Price : 24.22 Evaluated at bid price : 24.48 Bid-YTW : 5.63 % |
| IFC.PR.E | Deemed-Retractible | 1.53 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.48 Bid-YTW : 5.61 % |
| GWO.PR.T | Deemed-Retractible | 2.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.10 Bid-YTW : 5.84 % |
| TRP.PR.F | FloatingReset | 2.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-03 Maturity Price : 19.99 Evaluated at bid price : 19.99 Bid-YTW : 3.77 % |
| TRP.PR.H | FloatingReset | 4.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-03 Maturity Price : 16.72 Evaluated at bid price : 16.72 Bid-YTW : 3.54 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.R | FixedReset | 155,850 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.47 Bid-YTW : 3.85 % |
| TD.PF.J | FixedReset | 95,013 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-03 Maturity Price : 23.16 Evaluated at bid price : 25.00 Bid-YTW : 4.61 % |
| TD.PF.B | FixedReset | 82,680 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-03 Maturity Price : 22.40 Evaluated at bid price : 22.83 Bid-YTW : 4.66 % |
| TD.PF.I | FixedReset | 54,853 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 4.62 % |
| W.PR.H | Perpetual-Discount | 50,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-03 Maturity Price : 24.22 Evaluated at bid price : 24.48 Bid-YTW : 5.63 % |
| RY.PR.J | FixedReset | 45,479 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-03 Maturity Price : 23.22 Evaluated at bid price : 24.19 Bid-YTW : 4.74 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.N | Perpetual-Premium | Quote: 24.51 – 25.00 Spot Rate : 0.4900 Average : 0.3513 YTW SCENARIO |
| BNS.PR.F | FloatingReset | Quote: 22.51 – 23.02 Spot Rate : 0.5100 Average : 0.3802 YTW SCENARIO |
| RY.PR.M | FixedReset | Quote: 23.96 – 24.30 Spot Rate : 0.3400 Average : 0.2264 YTW SCENARIO |
| BAM.PR.N | Perpetual-Discount | Quote: 21.00 – 21.33 Spot Rate : 0.3300 Average : 0.2211 YTW SCENARIO |
| MFC.PR.L | FixedReset | Quote: 22.39 – 22.67 Spot Rate : 0.2800 Average : 0.1860 YTW SCENARIO |
| BAM.PR.Z | FixedReset | Quote: 24.40 – 24.68 Spot Rate : 0.2800 Average : 0.1882 YTW SCENARIO |