| 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 | 0.0491 % | 2,492.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0491 % | 4,573.9 |
| Floater | 3.67 % | 3.83 % | 33,430 | 17.70 | 4 | 0.0491 % | 2,636.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1385 % | 3,121.7 |
| SplitShare | 4.70 % | 4.16 % | 66,204 | 3.50 | 5 | 0.1385 % | 3,728.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1385 % | 2,908.7 |
| Perpetual-Premium | 5.37 % | 4.79 % | 56,532 | 2.17 | 20 | -0.0059 % | 2,833.2 |
| Perpetual-Discount | 5.23 % | 5.27 % | 69,855 | 14.96 | 14 | 0.2270 % | 3,000.2 |
| FixedReset | 4.28 % | 4.40 % | 149,265 | 6.13 | 98 | 0.0938 % | 2,471.5 |
| Deemed-Retractible | 5.05 % | 5.27 % | 89,389 | 5.94 | 30 | 0.1568 % | 2,948.2 |
| FloatingReset | 2.76 % | 2.82 % | 39,482 | 3.91 | 8 | 0.0272 % | 2,681.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset | -1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.41 Bid-YTW : 7.66 % |
| SLF.PR.C | Deemed-Retractible | 1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.95 Bid-YTW : 6.61 % |
| SLF.PR.D | Deemed-Retractible | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.01 Bid-YTW : 6.57 % |
| TRP.PR.G | FixedReset | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-11 Maturity Price : 23.09 Evaluated at bid price : 24.25 Bid-YTW : 4.59 % |
| TD.PF.D | FixedReset | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-11 Maturity Price : 23.14 Evaluated at bid price : 24.24 Bid-YTW : 4.44 % |
| TRP.PR.B | FixedReset | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-11 Maturity Price : 16.09 Evaluated at bid price : 16.09 Bid-YTW : 4.42 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.R | FixedReset | 87,924 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.90 Bid-YTW : 3.40 % |
| TRP.PR.G | FixedReset | 37,680 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-11 Maturity Price : 23.09 Evaluated at bid price : 24.25 Bid-YTW : 4.59 % |
| BMO.PR.D | FixedReset | 34,353 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 4.43 % |
| BAM.PF.J | FixedReset | 34,322 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.63 Bid-YTW : 4.47 % |
| MFC.PR.O | FixedReset | 30,812 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 26.71 Bid-YTW : 3.51 % |
| MFC.PR.C | Deemed-Retractible | 27,730 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.08 Bid-YTW : 6.60 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IAG.PR.G | FixedReset | Quote: 23.66 – 24.03 Spot Rate : 0.3700 Average : 0.2393 YTW SCENARIO |
| CM.PR.O | FixedReset | Quote: 22.98 – 23.35 Spot Rate : 0.3700 Average : 0.2437 YTW SCENARIO |
| BAM.PR.T | FixedReset | Quote: 20.90 – 21.25 Spot Rate : 0.3500 Average : 0.2413 YTW SCENARIO |
| GWO.PR.P | Deemed-Retractible | Quote: 25.37 – 25.66 Spot Rate : 0.2900 Average : 0.1882 YTW SCENARIO |
| GWO.PR.I | Deemed-Retractible | Quote: 22.18 – 22.48 Spot Rate : 0.3000 Average : 0.2074 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 23.53 – 23.88 Spot Rate : 0.3500 Average : 0.2645 YTW SCENARIO |