| 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 | -0.2159 % | 1,680.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2159 % | 3,069.2 |
| Floater | 4.92 % | 4.65 % | 88,250 | 16.14 | 4 | -0.2159 % | 1,768.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2222 % | 2,876.9 |
| SplitShare | 5.06 % | 4.80 % | 75,352 | 2.18 | 5 | -0.2222 % | 3,435.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2222 % | 2,680.6 |
| Perpetual-Premium | 5.50 % | 4.63 % | 67,328 | 1.97 | 12 | -0.0098 % | 2,675.0 |
| Perpetual-Discount | 5.14 % | 5.17 % | 92,145 | 15.05 | 26 | -0.0951 % | 2,896.9 |
| FixedReset | 5.00 % | 4.46 % | 147,420 | 6.93 | 92 | 0.1545 % | 2,036.4 |
| Deemed-Retractible | 5.03 % | 4.68 % | 114,175 | 3.21 | 32 | -0.0866 % | 2,793.3 |
| FloatingReset | 2.84 % | 4.32 % | 30,999 | 5.00 | 12 | 0.1359 % | 2,199.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CM.PR.Q | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-19 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 4.42 % |
| TD.PF.E | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-19 Maturity Price : 20.81 Evaluated at bid price : 20.81 Bid-YTW : 4.41 % |
| TRP.PR.F | FloatingReset | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-19 Maturity Price : 13.66 Evaluated at bid price : 13.66 Bid-YTW : 4.49 % |
| BIP.PR.B | FixedReset | 1.70 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 4.76 % |
| PWF.PR.T | FixedReset | 2.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-19 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 4.08 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.H | FixedReset | 278,740 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.48 Bid-YTW : 4.48 % |
| TD.PF.H | FixedReset | 183,426 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 4.39 % |
| TD.PF.G | FixedReset | 121,876 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.75 Bid-YTW : 4.02 % |
| GWO.PR.R | Deemed-Retractible | 41,720 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.67 Bid-YTW : 5.62 % |
| SLF.PR.A | Deemed-Retractible | 41,260 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.90 Bid-YTW : 5.42 % |
| CM.PR.O | FixedReset | 36,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-09-19 Maturity Price : 18.77 Evaluated at bid price : 18.77 Bid-YTW : 4.31 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.A | FixedReset | Quote: 11.85 – 12.25 Spot Rate : 0.4000 Average : 0.2562 YTW SCENARIO |
| IFC.PR.C | FixedReset | Quote: 17.46 – 17.84 Spot Rate : 0.3800 Average : 0.2549 YTW SCENARIO |
| MFC.PR.B | Deemed-Retractible | Quote: 23.24 – 23.48 Spot Rate : 0.2400 Average : 0.1468 YTW SCENARIO |
| GWO.PR.I | Deemed-Retractible | Quote: 22.52 – 22.77 Spot Rate : 0.2500 Average : 0.1641 YTW SCENARIO |
| MFC.PR.L | FixedReset | Quote: 17.77 – 18.00 Spot Rate : 0.2300 Average : 0.1496 YTW SCENARIO |
| CU.PR.I | FixedReset | Quote: 25.52 – 25.85 Spot Rate : 0.3300 Average : 0.2587 YTW SCENARIO |