| 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 | 0.6557 % | 3,094.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6557 % | 5,677.5 |
| Floater | 3.21 % | 3.41 % | 117,468 | 18.65 | 4 | 0.6557 % | 3,271.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0235 % | 3,166.9 |
| SplitShare | 4.69 % | 4.04 % | 62,802 | 3.30 | 5 | -0.0235 % | 3,781.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0235 % | 2,950.8 |
| Perpetual-Premium | 5.63 % | 4.80 % | 78,752 | 0.79 | 11 | 0.0360 % | 2,827.0 |
| Perpetual-Discount | 5.34 % | 5.44 % | 90,428 | 14.70 | 23 | 0.2573 % | 2,934.2 |
| FixedReset | 4.27 % | 4.58 % | 168,906 | 5.92 | 103 | 0.0840 % | 2,512.7 |
| Deemed-Retractible | 5.18 % | 5.75 % | 93,855 | 5.76 | 28 | 0.2199 % | 2,914.2 |
| FloatingReset | 3.00 % | 3.05 % | 38,535 | 3.68 | 10 | 0.0973 % | 2,762.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| W.PR.K | FixedReset | 1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-01-15 Maturity Price : 25.00 Evaluated at bid price : 26.15 Bid-YTW : 3.84 % |
| BAM.PR.C | Floater | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-08 Maturity Price : 17.88 Evaluated at bid price : 17.88 Bid-YTW : 3.41 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.H | FixedReset | 107,510 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-08 Maturity Price : 23.06 Evaluated at bid price : 23.50 Bid-YTW : 4.47 % |
| TD.PF.G | FixedReset | 104,272 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.40 Bid-YTW : 3.80 % |
| IAG.PR.I | FixedReset | 76,080 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 4.86 % |
| PWF.PR.P | FixedReset | 56,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-08 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 4.32 % |
| CM.PR.R | FixedReset | 52,448 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.21 Bid-YTW : 4.33 % |
| TD.PF.C | FixedReset | 42,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-08 Maturity Price : 22.74 Evaluated at bid price : 23.09 Bid-YTW : 4.54 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.S | Deemed-Retractible | Quote: 24.46 – 24.85 Spot Rate : 0.3900 Average : 0.2321 YTW SCENARIO |
| TD.PR.Y | FixedReset | Quote: 24.66 – 24.98 Spot Rate : 0.3200 Average : 0.2115 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 22.91 – 23.45 Spot Rate : 0.5400 Average : 0.4418 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 25.23 – 25.57 Spot Rate : 0.3400 Average : 0.2459 YTW SCENARIO |
| BAM.PR.R | FixedReset | Quote: 20.90 – 21.19 Spot Rate : 0.2900 Average : 0.2080 YTW SCENARIO |
| BAM.PR.T | FixedReset | Quote: 21.34 – 21.63 Spot Rate : 0.2900 Average : 0.2097 YTW SCENARIO |