| 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 | 0.4507 % | 2,367.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4507 % | 4,343.5 |
| Floater | 3.66 % | 3.69 % | 110,985 | 18.03 | 3 | 0.4507 % | 2,503.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0553 % | 3,075.0 |
| SplitShare | 4.74 % | 4.20 % | 55,885 | 3.76 | 5 | 0.0553 % | 3,672.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0553 % | 2,865.2 |
| Perpetual-Premium | 5.41 % | 4.80 % | 61,300 | 5.89 | 17 | 0.1374 % | 2,777.7 |
| Perpetual-Discount | 5.32 % | 5.35 % | 63,807 | 14.86 | 20 | 0.1176 % | 2,921.4 |
| FixedReset | 4.40 % | 4.48 % | 143,389 | 6.35 | 98 | 0.0682 % | 2,373.2 |
| Deemed-Retractible | 5.08 % | 5.43 % | 111,131 | 6.08 | 31 | 0.0268 % | 2,864.2 |
| FloatingReset | 2.63 % | 3.09 % | 41,187 | 4.20 | 9 | 0.0562 % | 2,612.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.H | FixedReset | -2.30 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.42 % |
| TRP.PR.G | FixedReset | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-21 Maturity Price : 22.54 Evaluated at bid price : 23.22 Bid-YTW : 4.65 % |
| IFC.PR.E | Deemed-Retractible | -1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.56 Bid-YTW : 5.43 % |
| MFC.PR.G | FixedReset | -1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.39 Bid-YTW : 5.12 % |
| BMO.PR.S | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-21 Maturity Price : 21.60 Evaluated at bid price : 22.00 Bid-YTW : 4.36 % |
| RY.PR.O | Perpetual-Premium | 1.05 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-11-24 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 4.89 % |
| TD.PF.E | FixedReset | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-21 Maturity Price : 22.74 Evaluated at bid price : 23.58 Bid-YTW : 4.50 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.J | FixedReset | 142,850 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.51 Bid-YTW : 3.75 % |
| TRP.PR.K | FixedReset | 136,847 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.93 Bid-YTW : 4.03 % |
| NA.PR.S | FixedReset | 102,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-21 Maturity Price : 21.57 Evaluated at bid price : 21.96 Bid-YTW : 4.46 % |
| IFC.PR.F | Deemed-Retractible | 86,802 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.58 Bid-YTW : 5.63 % |
| HSE.PR.A | FixedReset | 64,489 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-21 Maturity Price : 16.75 Evaluated at bid price : 16.75 Bid-YTW : 4.62 % |
| CU.PR.I | FixedReset | 52,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 3.82 % |
| There were 8 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.H | FixedReset | Quote: 25.50 – 26.22 Spot Rate : 0.7200 Average : 0.4016 YTW SCENARIO |
| TRP.PR.G | FixedReset | Quote: 23.22 – 23.68 Spot Rate : 0.4600 Average : 0.2797 YTW SCENARIO |
| ELF.PR.G | Perpetual-Discount | Quote: 22.51 – 23.02 Spot Rate : 0.5100 Average : 0.3415 YTW SCENARIO |
| BMO.PR.Y | FixedReset | Quote: 23.22 – 23.65 Spot Rate : 0.4300 Average : 0.2839 YTW SCENARIO |
| TD.PF.D | FixedReset | Quote: 23.25 – 23.73 Spot Rate : 0.4800 Average : 0.3374 YTW SCENARIO |
| TD.PF.G | FixedReset | Quote: 26.55 – 26.84 Spot Rate : 0.2900 Average : 0.1903 YTW SCENARIO |