| 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 | -0.5432 % | 2,958.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5432 % | 5,428.3 |
| Floater | 3.38 % | 3.64 % | 68,079 | 18.12 | 4 | -0.5432 % | 3,128.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0080 % | 3,169.9 |
| SplitShare | 4.63 % | 4.64 % | 79,873 | 5.02 | 5 | -0.0080 % | 3,785.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0080 % | 2,953.6 |
| Perpetual-Premium | 5.64 % | -6.54 % | 64,603 | 0.09 | 9 | 0.0218 % | 2,870.5 |
| Perpetual-Discount | 5.40 % | 5.54 % | 61,402 | 14.53 | 26 | 0.1122 % | 2,944.1 |
| FixedReset | 4.32 % | 4.75 % | 154,432 | 5.67 | 105 | -0.0271 % | 2,532.8 |
| Deemed-Retractible | 5.18 % | 5.78 % | 68,820 | 5.57 | 27 | 0.1196 % | 2,943.7 |
| FloatingReset | 3.14 % | 3.83 % | 35,487 | 3.46 | 9 | -0.0100 % | 2,789.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.G | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.90 Bid-YTW : 5.20 % |
| MFC.PR.M | FixedReset | 1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.11 Bid-YTW : 5.75 % |
| BAM.PR.N | Perpetual-Discount | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-08 Maturity Price : 21.11 Evaluated at bid price : 21.11 Bid-YTW : 5.74 % |
| PWF.PR.P | FixedReset | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-08 Maturity Price : 19.48 Evaluated at bid price : 19.48 Bid-YTW : 4.56 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.M | FixedReset | 82,266 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.11 Bid-YTW : 5.75 % |
| PWF.PR.R | Perpetual-Discount | 74,619 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-08 Maturity Price : 24.54 Evaluated at bid price : 24.84 Bid-YTW : 5.60 % |
| TD.PF.A | FixedReset | 68,368 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-08 Maturity Price : 22.71 Evaluated at bid price : 23.15 Bid-YTW : 4.71 % |
| RY.PR.H | FixedReset | 67,283 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-08 Maturity Price : 22.91 Evaluated at bid price : 23.40 Bid-YTW : 4.67 % |
| RY.PR.Q | FixedReset | 52,347 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.39 Bid-YTW : 3.60 % |
| BMO.PR.S | FixedReset | 52,135 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-08 Maturity Price : 22.75 Evaluated at bid price : 23.30 Bid-YTW : 4.78 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.K | Floater | Quote: 16.75 – 17.16 Spot Rate : 0.4100 Average : 0.2984 YTW SCENARIO |
| PWF.PR.F | Perpetual-Discount | Quote: 23.87 – 24.15 Spot Rate : 0.2800 Average : 0.1861 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 20.00 – 20.34 Spot Rate : 0.3400 Average : 0.2516 YTW SCENARIO |
| NA.PR.X | FixedReset | Quote: 26.22 – 26.45 Spot Rate : 0.2300 Average : 0.1541 YTW SCENARIO |
| BAM.PR.M | Perpetual-Discount | Quote: 20.88 – 21.19 Spot Rate : 0.3100 Average : 0.2375 YTW SCENARIO |
| W.PR.K | FixedReset | Quote: 25.80 – 26.18 Spot Rate : 0.3800 Average : 0.3137 YTW SCENARIO |