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| 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 | -0.4486 % | 2,356.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4486 % | 4,324.0 |
| Floater | 3.67 % | 3.71 % | 114,552 | 18.00 | 3 | -0.4486 % | 2,491.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1877 % | 3,073.3 |
| SplitShare | 4.74 % | 4.19 % | 56,196 | 3.77 | 5 | 0.1877 % | 3,670.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1877 % | 2,863.6 |
| Perpetual-Premium | 5.42 % | 4.91 % | 61,328 | 5.90 | 17 | -0.1093 % | 2,773.9 |
| Perpetual-Discount | 5.33 % | 5.36 % | 63,977 | 14.86 | 20 | -0.0128 % | 2,918.0 |
| FixedReset | 4.40 % | 4.44 % | 148,887 | 6.37 | 98 | 0.1172 % | 2,371.6 |
| Deemed-Retractible | 5.08 % | 5.46 % | 112,193 | 6.06 | 31 | 0.0210 % | 2,863.4 |
| FloatingReset | 2.63 % | 3.12 % | 42,781 | 4.21 | 9 | -0.2041 % | 2,610.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.O | Perpetual-Premium | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-18 Maturity Price : 24.37 Evaluated at bid price : 24.79 Bid-YTW : 4.94 % |
| SLF.PR.J | FloatingReset | -1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.55 Bid-YTW : 8.34 % |
| BAM.PR.R | FixedReset | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-18 Maturity Price : 19.76 Evaluated at bid price : 19.76 Bid-YTW : 4.62 % |
| IFC.PR.A | FixedReset | 1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.65 Bid-YTW : 7.13 % |
| TRP.PR.C | FixedReset | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-18 Maturity Price : 16.28 Evaluated at bid price : 16.28 Bid-YTW : 4.44 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| IFC.PR.F | Deemed-Retractible | 259,384 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.82 Bid-YTW : 5.46 % |
| CM.PR.Q | FixedReset | 33,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-18 Maturity Price : 22.53 Evaluated at bid price : 23.15 Bid-YTW : 4.47 % |
| TD.PF.G | FixedReset | 30,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.75 Bid-YTW : 3.56 % |
| CU.PR.C | FixedReset | 16,981 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-18 Maturity Price : 21.31 Evaluated at bid price : 21.31 Bid-YTW : 4.54 % |
| MFC.PR.R | FixedReset | 15,834 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.61 Bid-YTW : 4.18 % |
| PVS.PR.C | SplitShare | 13,860 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2017-12-10 Maturity Price : 25.00 Evaluated at bid price : 25.02 Bid-YTW : 3.77 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.P | Perpetual-Premium | Quote: 25.26 – 25.72 Spot Rate : 0.4600 Average : 0.2728 YTW SCENARIO |
| BAM.PR.N | Perpetual-Discount | Quote: 21.65 – 22.04 Spot Rate : 0.3900 Average : 0.2190 YTW SCENARIO |
| RY.PR.L | FixedReset | Quote: 25.17 – 25.54 Spot Rate : 0.3700 Average : 0.2150 YTW SCENARIO |
| RY.PR.J | FixedReset | Quote: 23.00 – 23.35 Spot Rate : 0.3500 Average : 0.2351 YTW SCENARIO |
| TD.PF.F | Perpetual-Premium | Quote: 25.07 – 25.38 Spot Rate : 0.3100 Average : 0.1971 YTW SCENARIO |
| TRP.PR.B | FixedReset | Quote: 15.08 – 15.43 Spot Rate : 0.3500 Average : 0.2409 YTW SCENARIO |