| 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 | 0.1382 % | 1,719.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1382 % | 3,141.0 |
| Floater | 4.35 % | 4.50 % | 42,672 | 16.44 | 4 | 0.1382 % | 1,810.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0199 % | 2,892.7 |
| SplitShare | 4.84 % | 4.48 % | 47,959 | 2.12 | 6 | -0.0199 % | 3,454.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0199 % | 2,695.3 |
| Perpetual-Premium | 5.36 % | 4.74 % | 69,541 | 2.08 | 23 | -0.1870 % | 2,689.2 |
| Perpetual-Discount | 5.13 % | 5.11 % | 94,856 | 15.31 | 15 | -0.1978 % | 2,904.5 |
| FixedReset | 4.96 % | 4.36 % | 147,495 | 6.90 | 92 | 0.0569 % | 2,049.9 |
| Deemed-Retractible | 5.02 % | 2.97 % | 110,630 | 0.29 | 32 | -0.0534 % | 2,800.3 |
| FloatingReset | 3.00 % | 4.27 % | 40,710 | 4.97 | 12 | -0.1364 % | 2,219.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| FTS.PR.G | FixedReset | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-11 Maturity Price : 17.52 Evaluated at bid price : 17.52 Bid-YTW : 4.29 % |
| GWO.PR.N | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.76 Bid-YTW : 10.37 % |
| MFC.PR.F | FixedReset | 1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.64 Bid-YTW : 10.58 % |
| BIP.PR.A | FixedReset | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-11 Maturity Price : 20.93 Evaluated at bid price : 20.93 Bid-YTW : 5.23 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset | 302,437 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.59 Bid-YTW : 4.32 % |
| TD.PF.A | FixedReset | 154,116 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-11 Maturity Price : 18.52 Evaluated at bid price : 18.52 Bid-YTW : 4.22 % |
| RY.PR.R | FixedReset | 112,970 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.80 Bid-YTW : 4.05 % |
| BAM.PR.K | Floater | 104,825 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-11 Maturity Price : 10.57 Evaluated at bid price : 10.57 Bid-YTW : 4.50 % |
| FTS.PR.J | Perpetual-Discount | 102,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-11 Maturity Price : 23.61 Evaluated at bid price : 24.05 Bid-YTW : 4.98 % |
| TRP.PR.F | FloatingReset | 90,572 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-10-11 Maturity Price : 13.91 Evaluated at bid price : 13.91 Bid-YTW : 4.42 % |
| There were 48 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| W.PR.M | FixedReset | Quote: 25.95 – 26.39 Spot Rate : 0.4400 Average : 0.2645 YTW SCENARIO |
| TD.PR.S | FixedReset | Quote: 23.56 – 23.99 Spot Rate : 0.4300 Average : 0.2659 YTW SCENARIO |
| GWO.PR.I | Deemed-Retractible | Quote: 22.50 – 22.90 Spot Rate : 0.4000 Average : 0.2604 YTW SCENARIO |
| BNS.PR.B | FloatingReset | Quote: 22.36 – 22.73 Spot Rate : 0.3700 Average : 0.2527 YTW SCENARIO |
| CU.PR.H | Perpetual-Premium | Quote: 25.30 – 25.69 Spot Rate : 0.3900 Average : 0.2747 YTW SCENARIO |
| MFC.PR.M | FixedReset | Quote: 18.35 – 18.60 Spot Rate : 0.2500 Average : 0.1487 YTW SCENARIO |