| 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 | 0.2959 % | 3,111.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2959 % | 5,709.2 |
| Floater | 3.47 % | 3.69 % | 50,042 | 18.05 | 4 | 0.2959 % | 3,290.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0315 % | 3,213.3 |
| SplitShare | 4.57 % | 4.66 % | 50,974 | 4.84 | 5 | 0.0315 % | 3,837.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0315 % | 2,994.1 |
| Perpetual-Premium | 5.62 % | -10.64 % | 57,689 | 0.09 | 10 | 0.0315 % | 2,912.0 |
| Perpetual-Discount | 5.41 % | 5.53 % | 57,260 | 14.58 | 25 | 0.0449 % | 2,990.7 |
| FixedReset | 4.30 % | 4.75 % | 128,643 | 3.91 | 107 | -0.0666 % | 2,575.2 |
| Deemed-Retractible | 5.13 % | 5.96 % | 56,045 | 5.40 | 26 | 0.0516 % | 2,983.5 |
| FloatingReset | 3.43 % | 3.65 % | 32,247 | 5.71 | 7 | 0.1042 % | 2,843.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.B | FixedReset | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-13 Maturity Price : 16.98 Evaluated at bid price : 16.98 Bid-YTW : 5.10 % |
| TD.PF.A | FixedReset | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-13 Maturity Price : 22.92 Evaluated at bid price : 23.41 Bid-YTW : 4.80 % |
| MFC.PR.L | FixedReset | -1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.87 Bid-YTW : 6.14 % |
| TD.PF.E | FixedReset | -1.17 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.56 Bid-YTW : 4.62 % |
| TRP.PR.H | FloatingReset | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-13 Maturity Price : 17.13 Evaluated at bid price : 17.13 Bid-YTW : 4.10 % |
| TRP.PR.F | FloatingReset | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-13 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 4.15 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.R | FloatingReset | 333,878 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-09-24 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 1.05 % |
| BNS.PR.G | FixedReset | 106,912 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 26.43 Bid-YTW : 3.55 % |
| TD.PF.H | FixedReset | 69,045 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.96 Bid-YTW : 3.65 % |
| BAM.PR.Z | FixedReset | 53,812 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.86 Bid-YTW : 5.00 % |
| EMA.PR.H | FixedReset | 45,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 4.43 % |
| BAM.PF.F | FixedReset | 41,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-13 Maturity Price : 24.57 Evaluated at bid price : 24.90 Bid-YTW : 5.18 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IAG.PR.I | FixedReset | Quote: 25.25 – 26.25 Spot Rate : 1.0000 Average : 0.6235 YTW SCENARIO |
| VNR.PR.A | FixedReset | Quote: 24.80 – 25.35 Spot Rate : 0.5500 Average : 0.4060 YTW SCENARIO |
| HSE.PR.C | FixedReset | Quote: 24.85 – 25.25 Spot Rate : 0.4000 Average : 0.2734 YTW SCENARIO |
| TD.PF.E | FixedReset | Quote: 24.56 – 24.89 Spot Rate : 0.3300 Average : 0.2124 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 25.17 – 25.57 Spot Rate : 0.4000 Average : 0.2906 YTW SCENARIO |
| TD.PF.A | FixedReset | Quote: 23.41 – 23.70 Spot Rate : 0.2900 Average : 0.1851 YTW SCENARIO |