| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | 0.7122 % | 2,105.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7122 % | 3,864.0 |
| Floater | 3.61 % | 3.75 % | 43,081 | 17.99 | 4 | 0.7122 % | 2,226.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0065 % | 3,022.3 |
| SplitShare | 4.94 % | 4.07 % | 61,537 | 0.67 | 6 | 0.0065 % | 3,609.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0065 % | 2,816.1 |
| Perpetual-Premium | 5.29 % | -1.61 % | 72,466 | 0.09 | 23 | 0.0526 % | 2,772.2 |
| Perpetual-Discount | 5.13 % | 5.10 % | 116,102 | 15.26 | 13 | 0.4953 % | 2,963.9 |
| FixedReset | 4.36 % | 3.96 % | 240,220 | 6.67 | 94 | 0.2221 % | 2,364.7 |
| Deemed-Retractible | 5.02 % | 0.66 % | 143,812 | 0.14 | 31 | 0.2663 % | 2,873.5 |
| FloatingReset | 2.57 % | 3.22 % | 52,332 | 4.53 | 9 | 0.0893 % | 2,523.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.N | FixedReset | -1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.85 Bid-YTW : 8.89 % |
| TRP.PR.C | FixedReset | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-04 Maturity Price : 16.14 Evaluated at bid price : 16.14 Bid-YTW : 3.96 % |
| TD.PF.A | FixedReset | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-04 Maturity Price : 22.34 Evaluated at bid price : 22.76 Bid-YTW : 3.76 % |
| BAM.PR.K | Floater | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-04 Maturity Price : 12.65 Evaluated at bid price : 12.65 Bid-YTW : 3.75 % |
| TD.PF.B | FixedReset | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-04 Maturity Price : 22.36 Evaluated at bid price : 22.74 Bid-YTW : 3.77 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PR.T | FloatingReset | 115,376 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.11 Bid-YTW : 3.08 % |
| BMO.PR.B | FixedReset | 97,541 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 26.55 Bid-YTW : 3.60 % |
| BIP.PR.D | FixedReset | 82,219 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.27 Bid-YTW : 4.79 % |
| BNS.PR.H | FixedReset | 67,173 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 26.18 Bid-YTW : 3.72 % |
| RY.PR.Z | FixedReset | 66,543 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-04 Maturity Price : 22.23 Evaluated at bid price : 22.53 Bid-YTW : 3.75 % |
| TD.PF.G | FixedReset | 60,035 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 27.35 Bid-YTW : 3.29 % |
| There were 54 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EIT.PR.A | SplitShare | Quote: 25.62 – 26.00 Spot Rate : 0.3800 Average : 0.2447 YTW SCENARIO |
| BAM.PF.H | FixedReset | Quote: 26.55 – 26.85 Spot Rate : 0.3000 Average : 0.1949 YTW SCENARIO |
| HSE.PR.A | FixedReset | Quote: 16.46 – 16.80 Spot Rate : 0.3400 Average : 0.2466 YTW SCENARIO |
| BAM.PR.T | FixedReset | Quote: 19.63 – 19.84 Spot Rate : 0.2100 Average : 0.1241 YTW SCENARIO |
| BAM.PR.X | FixedReset | Quote: 16.81 – 17.09 Spot Rate : 0.2800 Average : 0.1946 YTW SCENARIO |
| RY.PR.I | FixedReset | Quote: 24.62 – 24.81 Spot Rate : 0.1900 Average : 0.1175 YTW SCENARIO |