| 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 | -0.1254 % | 2,970.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1254 % | 5,450.3 |
| Floater | 3.37 % | 3.60 % | 91,394 | 18.25 | 4 | -0.1254 % | 3,141.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0870 % | 3,162.7 |
| SplitShare | 4.60 % | 4.66 % | 82,212 | 5.02 | 5 | 0.0870 % | 3,776.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0870 % | 2,946.9 |
| Perpetual-Premium | 5.62 % | -5.90 % | 67,521 | 0.09 | 10 | 0.0669 % | 2,873.5 |
| Perpetual-Discount | 5.41 % | 5.45 % | 63,000 | 14.71 | 24 | 0.1508 % | 2,948.1 |
| FixedReset | 4.27 % | 4.66 % | 163,780 | 4.02 | 103 | 0.0445 % | 2,548.3 |
| Deemed-Retractible | 5.12 % | 5.57 % | 81,702 | 5.59 | 27 | 0.0655 % | 2,956.8 |
| FloatingReset | 3.08 % | 3.35 % | 30,294 | 3.54 | 8 | 0.1822 % | 2,801.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.K | FixedReset | -2.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.70 Bid-YTW : 6.06 % |
| BAM.PR.R | FixedReset | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-14 Maturity Price : 20.19 Evaluated at bid price : 20.19 Bid-YTW : 5.32 % |
| MFC.PR.L | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.88 Bid-YTW : 5.80 % |
| PWF.PR.A | Floater | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-14 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 2.87 % |
| TRP.PR.A | FixedReset | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-14 Maturity Price : 20.34 Evaluated at bid price : 20.34 Bid-YTW : 5.05 % |
| HSE.PR.C | FixedReset | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-14 Maturity Price : 23.60 Evaluated at bid price : 24.77 Bid-YTW : 5.32 % |
| MFC.PR.G | FixedReset | 3.06 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-19 Maturity Price : 25.00 Evaluated at bid price : 24.44 Bid-YTW : 4.47 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.J | FixedReset | 364,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.45 Bid-YTW : 4.71 % |
| RY.PR.R | FixedReset | 293,929 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.57 Bid-YTW : 3.43 % |
| MFC.PR.H | FixedReset | 266,454 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 5.00 % |
| TRP.PR.E | FixedReset | 207,237 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-14 Maturity Price : 22.82 Evaluated at bid price : 23.25 Bid-YTW : 4.89 % |
| CM.PR.S | FixedReset | 196,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-14 Maturity Price : 23.00 Evaluated at bid price : 24.50 Bid-YTW : 4.66 % |
| TD.PF.E | FixedReset | 157,469 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.84 Bid-YTW : 4.05 % |
| TD.PF.G | FixedReset | 155,804 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.45 Bid-YTW : 3.51 % |
| BNS.PR.E | FixedReset | 150,457 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 26.59 Bid-YTW : 3.32 % |
| MFC.PR.B | Deemed-Retractible | 106,720 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.68 Bid-YTW : 7.13 % |
| There were 18 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.B | FixedReset | Quote: 23.25 – 23.75 Spot Rate : 0.5000 Average : 0.3036 YTW SCENARIO |
| TD.PF.A | FixedReset | Quote: 23.23 – 23.68 Spot Rate : 0.4500 Average : 0.2635 YTW SCENARIO |
| BAM.PR.R | FixedReset | Quote: 20.19 – 20.68 Spot Rate : 0.4900 Average : 0.3109 YTW SCENARIO |
| PWF.PR.Q | FloatingReset | Quote: 21.18 – 25.00 Spot Rate : 3.8200 Average : 3.6470 YTW SCENARIO |
| RY.PR.M | FixedReset | Quote: 24.27 – 24.95 Spot Rate : 0.6800 Average : 0.5342 YTW SCENARIO |
| BMO.PR.Y | FixedReset | Quote: 24.51 – 24.89 Spot Rate : 0.3800 Average : 0.2833 YTW SCENARIO |