| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | 0.0795 % | 2,012.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0795 % | 3,691.9 |
| Floater | 3.75 % | 3.94 % | 50,062 | 17.49 | 4 | 0.0795 % | 2,127.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1077 % | 2,970.8 |
| SplitShare | 4.70 % | 4.51 % | 56,853 | 4.13 | 4 | -0.1077 % | 3,547.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1077 % | 2,768.1 |
| Perpetual-Premium | 5.42 % | -3.21 % | 73,220 | 0.09 | 16 | 0.1247 % | 2,733.1 |
| Perpetual-Discount | 5.16 % | 5.16 % | 103,752 | 15.06 | 22 | 0.0305 % | 2,912.8 |
| FixedReset | 4.48 % | 4.14 % | 228,690 | 6.72 | 97 | 0.0278 % | 2,296.8 |
| Deemed-Retractible | 5.02 % | 0.46 % | 128,088 | 0.12 | 31 | 0.2560 % | 2,844.0 |
| FloatingReset | 2.49 % | 3.22 % | 48,030 | 4.67 | 9 | 0.1130 % | 2,453.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.P | Deemed-Retractible | 1.25 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-03-31 Maturity Price : 25.25 Evaluated at bid price : 25.83 Bid-YTW : 4.82 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.I | FixedReset | 364,210 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.05 Bid-YTW : 5.33 % |
| MFC.PR.H | FixedReset | 200,896 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.04 Bid-YTW : 4.95 % |
| TD.PF.C | FixedReset | 144,747 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-16 Maturity Price : 20.98 Evaluated at bid price : 20.98 Bid-YTW : 4.08 % |
| BAM.PR.T | FixedReset | 109,586 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-16 Maturity Price : 18.98 Evaluated at bid price : 18.98 Bid-YTW : 4.54 % |
| RY.PR.H | FixedReset | 86,824 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-02-16 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 4.04 % |
| MFC.PR.R | FixedReset | 72,799 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : 4.42 % |
| There were 33 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PVS.PR.E | SplitShare | Quote: 26.21 – 26.99 Spot Rate : 0.7800 Average : 0.5076 YTW SCENARIO |
| TRP.PR.E | FixedReset | Quote: 21.65 – 22.02 Spot Rate : 0.3700 Average : 0.2314 YTW SCENARIO |
| TRP.PR.D | FixedReset | Quote: 21.00 – 21.40 Spot Rate : 0.4000 Average : 0.2690 YTW SCENARIO |
| PWF.PR.A | Floater | Quote: 14.14 – 14.60 Spot Rate : 0.4600 Average : 0.3431 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 15.17 – 15.45 Spot Rate : 0.2800 Average : 0.1782 YTW SCENARIO |
| BAM.PR.R | FixedReset | Quote: 19.05 – 19.34 Spot Rate : 0.2900 Average : 0.2151 YTW SCENARIO |