| 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 | 0.6685 % | 2,187.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6685 % | 4,013.4 |
| Floater | 3.49 % | 3.64 % | 53,228 | 18.17 | 4 | 0.6685 % | 2,313.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1253 % | 3,030.0 |
| SplitShare | 4.69 % | 4.49 % | 66,554 | 3.94 | 5 | 0.1253 % | 3,618.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1253 % | 2,823.3 |
| Perpetual-Premium | 5.31 % | -1.92 % | 69,838 | 0.09 | 22 | -0.0763 % | 2,786.0 |
| Perpetual-Discount | 5.08 % | 5.06 % | 104,967 | 15.31 | 14 | -0.1285 % | 3,009.8 |
| FixedReset | 4.45 % | 4.04 % | 211,078 | 6.60 | 94 | -0.1310 % | 2,328.5 |
| Deemed-Retractible | 4.99 % | 4.76 % | 132,137 | 0.11 | 30 | -0.0095 % | 2,888.9 |
| FloatingReset | 2.50 % | 3.11 % | 48,509 | 4.46 | 10 | 0.0279 % | 2,534.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.B | FixedReset | -1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-15 Maturity Price : 14.48 Evaluated at bid price : 14.48 Bid-YTW : 3.95 % |
| TRP.PR.G | FixedReset | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-15 Maturity Price : 22.27 Evaluated at bid price : 22.82 Bid-YTW : 4.28 % |
| ELF.PR.G | Perpetual-Discount | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-15 Maturity Price : 22.45 Evaluated at bid price : 22.71 Bid-YTW : 5.27 % |
| BAM.PR.B | Floater | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-15 Maturity Price : 13.10 Evaluated at bid price : 13.10 Bid-YTW : 3.64 % |
| BAM.PR.C | Floater | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-15 Maturity Price : 13.10 Evaluated at bid price : 13.10 Bid-YTW : 3.64 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.F | FixedReset | 115,960 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.20 Bid-YTW : 9.56 % |
| NA.PR.X | FixedReset | 62,604 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 26.80 Bid-YTW : 3.67 % |
| RY.PR.R | FixedReset | 57,796 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 27.01 Bid-YTW : 3.45 % |
| TRP.PR.D | FixedReset | 40,050 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-15 Maturity Price : 21.19 Evaluated at bid price : 21.19 Bid-YTW : 4.09 % |
| SLF.PR.I | FixedReset | 34,900 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.95 Bid-YTW : 5.18 % |
| GWO.PR.H | Deemed-Retractible | 26,540 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.21 Bid-YTW : 5.48 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.I | FixedReset | Quote: 26.15 – 27.15 Spot Rate : 1.0000 Average : 0.5645 YTW SCENARIO |
| TRP.PR.G | FixedReset | Quote: 22.82 – 23.25 Spot Rate : 0.4300 Average : 0.2533 YTW SCENARIO |
| MFC.PR.N | FixedReset | Quote: 21.27 – 21.66 Spot Rate : 0.3900 Average : 0.2604 YTW SCENARIO |
| MFC.PR.L | FixedReset | Quote: 20.30 – 20.62 Spot Rate : 0.3200 Average : 0.1982 YTW SCENARIO |
| PWF.PR.F | Perpetual-Premium | Quote: 25.08 – 25.49 Spot Rate : 0.4100 Average : 0.2897 YTW SCENARIO |
| W.PR.M | FixedReset | Quote: 26.25 – 26.56 Spot Rate : 0.3100 Average : 0.1945 YTW SCENARIO |