| 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 | 0.2495 % | 1,692.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2495 % | 3,091.7 |
| Floater | 4.85 % | 4.60 % | 80,682 | 16.09 | 4 | 0.2495 % | 1,781.7 |
| OpRet | 4.84 % | 2.91 % | 52,369 | 0.08 | 1 | 0.0000 % | 2,847.0 |
| SplitShare | 5.04 % | 4.78 % | 107,591 | 2.25 | 5 | 0.0951 % | 3,417.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0951 % | 2,666.7 |
| Perpetual-Premium | 5.43 % | -12.28 % | 73,222 | 0.09 | 12 | 0.1513 % | 2,709.5 |
| Perpetual-Discount | 5.08 % | 4.96 % | 105,386 | 14.95 | 26 | 0.3240 % | 2,924.6 |
| FixedReset | 4.88 % | 4.07 % | 151,680 | 7.15 | 89 | 0.1493 % | 2,089.0 |
| Deemed-Retractible | 4.96 % | 0.49 % | 120,479 | 0.09 | 32 | 0.0100 % | 2,814.6 |
| FloatingReset | 2.88 % | 4.11 % | 33,298 | 5.10 | 11 | -0.0669 % | 2,200.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.N | FixedReset | -1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.60 Bid-YTW : 9.36 % |
| ELF.PR.G | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-15 Maturity Price : 22.81 Evaluated at bid price : 23.09 Bid-YTW : 5.19 % |
| PWF.PR.R | Perpetual-Premium | 1.08 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-04-30 Maturity Price : 25.25 Evaluated at bid price : 26.16 Bid-YTW : 4.47 % |
| BAM.PR.Z | FixedReset | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-15 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 4.62 % |
| MFC.PR.F | FixedReset | 1.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.82 Bid-YTW : 9.10 % |
| BAM.PR.X | FixedReset | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-15 Maturity Price : 14.20 Evaluated at bid price : 14.20 Bid-YTW : 4.43 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.G | FixedReset | 222,383 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.92 Bid-YTW : 3.77 % |
| BIP.PR.C | FixedReset | 160,211 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.38 Bid-YTW : 5.09 % |
| RY.PR.Z | FixedReset | 129,264 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-15 Maturity Price : 19.25 Evaluated at bid price : 19.25 Bid-YTW : 3.85 % |
| TD.PF.C | FixedReset | 69,007 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-15 Maturity Price : 19.01 Evaluated at bid price : 19.01 Bid-YTW : 3.96 % |
| RY.PR.H | FixedReset | 56,146 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-15 Maturity Price : 19.16 Evaluated at bid price : 19.16 Bid-YTW : 3.93 % |
| BNS.PR.G | FixedReset | 46,424 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 26.93 Bid-YTW : 3.86 % |
| There were 21 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| FTS.PR.M | FixedReset | Quote: 20.33 – 20.70 Spot Rate : 0.3700 Average : 0.2548 YTW SCENARIO |
| PWF.PR.P | FixedReset | Quote: 13.86 – 14.35 Spot Rate : 0.4900 Average : 0.3760 YTW SCENARIO |
| TRP.PR.C | FixedReset | Quote: 13.06 – 13.39 Spot Rate : 0.3300 Average : 0.2327 YTW SCENARIO |
| BAM.PR.S | FloatingReset | Quote: 15.20 – 15.60 Spot Rate : 0.4000 Average : 0.3028 YTW SCENARIO |
| BAM.PF.H | FixedReset | Quote: 26.53 – 26.81 Spot Rate : 0.2800 Average : 0.1997 YTW SCENARIO |
| RY.PR.Q | FixedReset | Quote: 26.65 – 26.90 Spot Rate : 0.2500 Average : 0.1746 YTW SCENARIO |