| 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 | 0.1530 % | 2,465.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1530 % | 4,524.0 |
| Floater | 3.67 % | 3.90 % | 105,759 | 17.57 | 3 | 0.1530 % | 2,607.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1441 % | 3,122.9 |
| SplitShare | 4.72 % | 4.21 % | 50,393 | 1.09 | 6 | -0.1441 % | 3,729.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1441 % | 2,909.9 |
| Perpetual-Premium | 5.34 % | 4.57 % | 54,533 | 0.09 | 20 | 0.0490 % | 2,843.1 |
| Perpetual-Discount | 5.17 % | 5.25 % | 70,414 | 15.03 | 15 | 0.2252 % | 3,037.2 |
| FixedReset | 4.22 % | 4.16 % | 145,920 | 4.44 | 98 | -0.0966 % | 2,504.0 |
| Deemed-Retractible | 5.00 % | 5.28 % | 90,899 | 5.90 | 30 | 0.2510 % | 2,960.1 |
| FloatingReset | 2.71 % | 2.78 % | 40,299 | 3.94 | 8 | -0.1558 % | 2,683.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.A | FixedReset | -2.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-28 Maturity Price : 17.35 Evaluated at bid price : 17.35 Bid-YTW : 4.59 % |
| TRP.PR.A | FixedReset | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-28 Maturity Price : 20.53 Evaluated at bid price : 20.53 Bid-YTW : 4.34 % |
| TRP.PR.B | FixedReset | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-28 Maturity Price : 16.34 Evaluated at bid price : 16.34 Bid-YTW : 4.34 % |
| MFC.PR.K | FixedReset | -1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.90 Bid-YTW : 5.24 % |
| GWO.PR.I | Deemed-Retractible | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.80 Bid-YTW : 6.20 % |
| SLF.PR.B | Deemed-Retractible | 1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.68 Bid-YTW : 5.67 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset | 163,228 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.18 Bid-YTW : 3.67 % |
| TD.PF.C | FixedReset | 83,532 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-28 Maturity Price : 22.95 Evaluated at bid price : 23.26 Bid-YTW : 4.16 % |
| BMO.PR.C | FixedReset | 59,504 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.68 Bid-YTW : 3.86 % |
| BAM.PR.K | Floater | 40,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-28 Maturity Price : 14.52 Evaluated at bid price : 14.52 Bid-YTW : 3.90 % |
| TD.PF.B | FixedReset | 33,522 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-28 Maturity Price : 23.09 Evaluated at bid price : 23.49 Bid-YTW : 4.14 % |
| TRP.PR.J | FixedReset | 31,250 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.60 Bid-YTW : 3.55 % |
| There were 25 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: 26.15 – 26.60 Spot Rate : 0.4500 Average : 0.2980 YTW SCENARIO |
| TD.PF.H | FixedReset | Quote: 26.18 – 26.54 Spot Rate : 0.3600 Average : 0.2248 YTW SCENARIO |
| MFC.PR.H | FixedReset | Quote: 24.91 – 25.30 Spot Rate : 0.3900 Average : 0.2939 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 22.33 – 22.65 Spot Rate : 0.3200 Average : 0.2292 YTW SCENARIO |
| SLF.PR.G | FixedReset | Quote: 18.65 – 18.99 Spot Rate : 0.3400 Average : 0.2592 YTW SCENARIO |
| GWO.PR.L | Deemed-Retractible | Quote: 26.00 – 26.24 Spot Rate : 0.2400 Average : 0.1592 YTW SCENARIO |