| 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 | -0.1872 % | 2,151.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1872 % | 3,947.5 |
| Floater | 3.54 % | 3.69 % | 54,091 | 18.03 | 4 | -0.1872 % | 2,275.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1810 % | 3,052.9 |
| SplitShare | 4.71 % | 4.34 % | 71,655 | 1.55 | 5 | 0.1810 % | 3,645.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1810 % | 2,844.6 |
| Perpetual-Premium | 5.30 % | -1.81 % | 74,470 | 0.09 | 23 | 0.0374 % | 2,787.5 |
| Perpetual-Discount | 5.11 % | 5.09 % | 97,439 | 15.24 | 14 | -0.0391 % | 2,996.6 |
| FixedReset | 4.52 % | 4.12 % | 197,937 | 6.55 | 94 | -0.0222 % | 2,298.1 |
| Deemed-Retractible | 4.97 % | 5.06 % | 129,588 | 6.24 | 30 | 0.1756 % | 2,898.0 |
| FloatingReset | 2.52 % | 3.11 % | 49,108 | 4.41 | 10 | -0.0981 % | 2,527.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.B | FixedReset | -2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-30 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 3.89 % |
| TRP.PR.H | FloatingReset | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-30 Maturity Price : 13.42 Evaluated at bid price : 13.42 Bid-YTW : 3.38 % |
| MFC.PR.F | FixedReset | -1.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.25 Bid-YTW : 9.54 % |
| TRP.PR.F | FloatingReset | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-30 Maturity Price : 18.35 Evaluated at bid price : 18.35 Bid-YTW : 3.34 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.H | FixedReset | 161,025 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 26.19 Bid-YTW : 3.85 % |
| TRP.PR.K | FixedReset | 104,403 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.92 Bid-YTW : 4.10 % |
| PWF.PR.Z | Perpetual-Premium | 94,205 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-30 Maturity Price : 24.63 Evaluated at bid price : 25.02 Bid-YTW : 5.16 % |
| NA.PR.W | FixedReset | 87,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-30 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 4.03 % |
| TRP.PR.D | FixedReset | 79,985 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-30 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 4.12 % |
| TRP.PR.G | FixedReset | 66,415 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-30 Maturity Price : 22.21 Evaluated at bid price : 22.72 Bid-YTW : 4.26 % |
| There were 36 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.L | Deemed-Retractible | Quote: 26.00 – 26.40 Spot Rate : 0.4000 Average : 0.2623 YTW SCENARIO |
| ELF.PR.F | Perpetual-Discount | Quote: 25.19 – 25.60 Spot Rate : 0.4100 Average : 0.2838 YTW SCENARIO |
| RY.PR.N | Perpetual-Premium | Quote: 25.59 – 25.99 Spot Rate : 0.4000 Average : 0.2884 YTW SCENARIO |
| BAM.PF.I | FixedReset | Quote: 25.95 – 26.35 Spot Rate : 0.4000 Average : 0.2984 YTW SCENARIO |
| MFC.PR.F | FixedReset | Quote: 15.25 – 15.52 Spot Rate : 0.2700 Average : 0.1758 YTW SCENARIO |
| BMO.PR.Q | FixedReset | Quote: 21.50 – 21.84 Spot Rate : 0.3400 Average : 0.2552 YTW SCENARIO |