| 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 | 1.0044 % | 2,957.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.0044 % | 5,427.5 |
| Floater | 3.38 % | 3.62 % | 66,000 | 18.16 | 4 | 1.0044 % | 3,127.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2231 % | 3,179.0 |
| SplitShare | 4.62 % | 4.42 % | 78,351 | 5.02 | 5 | 0.2231 % | 3,796.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2231 % | 2,962.1 |
| Perpetual-Premium | 5.63 % | -6.46 % | 62,582 | 0.09 | 9 | -0.0174 % | 2,874.5 |
| Perpetual-Discount | 5.41 % | 5.51 % | 62,404 | 14.60 | 26 | -0.0314 % | 2,940.8 |
| FixedReset | 4.31 % | 4.71 % | 163,425 | 5.68 | 105 | -0.0064 % | 2,535.8 |
| Deemed-Retractible | 5.19 % | 5.81 % | 72,786 | 5.58 | 27 | -0.0818 % | 2,938.6 |
| FloatingReset | 3.06 % | 3.71 % | 33,408 | 3.48 | 9 | 0.2010 % | 2,784.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.B | FixedReset | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-05 Maturity Price : 16.64 Evaluated at bid price : 16.64 Bid-YTW : 4.93 % |
| TRP.PR.F | FloatingReset | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-05 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 3.90 % |
| TRP.PR.E | FixedReset | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-05 Maturity Price : 22.42 Evaluated at bid price : 22.83 Bid-YTW : 4.92 % |
| CU.PR.C | FixedReset | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-05 Maturity Price : 21.69 Evaluated at bid price : 22.01 Bid-YTW : 4.88 % |
| PVS.PR.D | SplitShare | 1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2021-10-08 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.19 % |
| BAM.PR.K | Floater | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-05 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 3.64 % |
| MFC.PR.N | FixedReset | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.95 Bid-YTW : 5.76 % |
| BAM.PR.C | Floater | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-05 Maturity Price : 16.84 Evaluated at bid price : 16.84 Bid-YTW : 3.62 % |
| GWO.PR.N | FixedReset | 1.52 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.35 Bid-YTW : 7.19 % |
| TRP.PR.H | FloatingReset | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-05 Maturity Price : 16.73 Evaluated at bid price : 16.73 Bid-YTW : 3.71 % |
| PWF.PR.Q | FloatingReset | 2.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-05 Maturity Price : 21.26 Evaluated at bid price : 21.26 Bid-YTW : 3.33 % |
| IAG.PR.I | FixedReset | 4.27 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-03-31 Maturity Price : 25.00 Evaluated at bid price : 24.92 Bid-YTW : 4.83 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.G | FixedReset | 234,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.47 Bid-YTW : 3.56 % |
| EMA.PR.H | FixedReset | 115,675 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-05 Maturity Price : 23.15 Evaluated at bid price : 25.00 Bid-YTW : 4.82 % |
| TRP.PR.C | FixedReset | 83,120 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-05 Maturity Price : 17.66 Evaluated at bid price : 17.66 Bid-YTW : 4.96 % |
| TD.PF.E | FixedReset | 69,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.64 Bid-YTW : 4.52 % |
| IFC.PR.G | FixedReset | 62,055 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.70 Bid-YTW : 5.12 % |
| BMO.PR.W | FixedReset | 25,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-05 Maturity Price : 22.57 Evaluated at bid price : 22.98 Bid-YTW : 4.69 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PVS.PR.B | SplitShare | Quote: 25.06 – 25.62 Spot Rate : 0.5600 Average : 0.3220 YTW SCENARIO |
| MFC.PR.M | FixedReset | Quote: 23.03 – 24.00 Spot Rate : 0.9700 Average : 0.7888 YTW SCENARIO |
| GWO.PR.Q | Deemed-Retractible | Quote: 23.71 – 24.10 Spot Rate : 0.3900 Average : 0.2399 YTW SCENARIO |
| TD.PF.D | FixedReset | Quote: 24.30 – 24.74 Spot Rate : 0.4400 Average : 0.2943 YTW SCENARIO |
| BAM.PR.X | FixedReset | Quote: 18.50 – 18.90 Spot Rate : 0.4000 Average : 0.2673 YTW SCENARIO |
| W.PR.J | Perpetual-Discount | Quote: 24.67 – 25.14 Spot Rate : 0.4700 Average : 0.3500 YTW SCENARIO |