| 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 | 0.4204 % | 2,441.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4204 % | 4,480.5 |
| Floater | 3.70 % | 3.93 % | 96,219 | 17.54 | 3 | 0.4204 % | 2,582.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0721 % | 3,089.8 |
| SplitShare | 4.72 % | 4.62 % | 53,589 | 4.30 | 6 | -0.0721 % | 3,689.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0721 % | 2,879.0 |
| Perpetual-Premium | 5.35 % | 1.75 % | 45,932 | 0.09 | 20 | 0.0491 % | 2,838.5 |
| Perpetual-Discount | 5.23 % | 5.24 % | 73,426 | 15.05 | 15 | 0.0966 % | 3,004.5 |
| FixedReset | 4.23 % | 4.20 % | 144,802 | 4.32 | 99 | 0.0198 % | 2,491.6 |
| Deemed-Retractible | 5.03 % | 5.39 % | 92,148 | 5.94 | 30 | -0.0164 % | 2,935.3 |
| FloatingReset | 2.79 % | 2.85 % | 43,761 | 3.98 | 8 | 0.2833 % | 2,678.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.G | FixedReset | -2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-13 Maturity Price : 22.88 Evaluated at bid price : 23.81 Bid-YTW : 4.73 % |
| SLF.PR.G | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.60 Bid-YTW : 7.49 % |
| TRP.PR.F | FloatingReset | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-13 Maturity Price : 19.90 Evaluated at bid price : 19.90 Bid-YTW : 3.63 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.O | FixedReset | 105,005 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 26.96 Bid-YTW : 3.54 % |
| TRP.PR.K | FixedReset | 71,550 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.56 Bid-YTW : 3.66 % |
| SLF.PR.D | Deemed-Retractible | 51,303 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.91 Bid-YTW : 6.78 % |
| TD.PF.G | FixedReset | 50,672 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.72 Bid-YTW : 3.45 % |
| CM.PR.P | FixedReset | 30,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-13 Maturity Price : 23.09 Evaluated at bid price : 23.40 Bid-YTW : 4.16 % |
| BMO.PR.S | FixedReset | 24,130 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-13 Maturity Price : 23.45 Evaluated at bid price : 23.86 Bid-YTW : 4.18 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.G | FixedReset | Quote: 24.50 – 24.96 Spot Rate : 0.4600 Average : 0.3462 YTW SCENARIO |
| BMO.PR.R | FloatingReset | Quote: 24.63 – 24.91 Spot Rate : 0.2800 Average : 0.1932 YTW SCENARIO |
| PVS.PR.B | SplitShare | Quote: 25.24 – 25.62 Spot Rate : 0.3800 Average : 0.2970 YTW SCENARIO |
| BAM.PR.X | FixedReset | Quote: 17.80 – 18.07 Spot Rate : 0.2700 Average : 0.1897 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 21.90 – 22.25 Spot Rate : 0.3500 Average : 0.2704 YTW SCENARIO |
| GWO.PR.I | Deemed-Retractible | Quote: 22.35 – 22.64 Spot Rate : 0.2900 Average : 0.2112 YTW SCENARIO |