| 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 | 0.6192 % | 2,361.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6192 % | 4,333.2 |
| Floater | 3.67 % | 3.70 % | 118,063 | 18.01 | 3 | 0.6192 % | 2,497.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0158 % | 3,081.8 |
| SplitShare | 4.73 % | 4.13 % | 50,580 | 1.32 | 5 | 0.0158 % | 3,680.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0158 % | 2,871.6 |
| Perpetual-Premium | 5.40 % | 4.77 % | 55,698 | 5.87 | 17 | 0.0070 % | 2,782.2 |
| Perpetual-Discount | 5.31 % | 5.34 % | 64,628 | 14.89 | 20 | -0.0192 % | 2,925.9 |
| FixedReset | 4.36 % | 4.40 % | 147,923 | 6.33 | 98 | -0.1165 % | 2,395.5 |
| Deemed-Retractible | 5.07 % | 5.50 % | 103,742 | 6.03 | 31 | 0.0808 % | 2,870.3 |
| FloatingReset | 2.62 % | 3.00 % | 39,833 | 4.18 | 9 | 0.2182 % | 2,622.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.G | FixedReset | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-28 Maturity Price : 22.80 Evaluated at bid price : 23.61 Bid-YTW : 5.31 % |
| HSE.PR.C | FixedReset | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-28 Maturity Price : 22.32 Evaluated at bid price : 22.69 Bid-YTW : 5.17 % |
| TRP.PR.F | FloatingReset | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-28 Maturity Price : 19.54 Evaluated at bid price : 19.54 Bid-YTW : 3.38 % |
| IAG.PR.A | Deemed-Retractible | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.75 Bid-YTW : 6.30 % |
| TRP.PR.H | FloatingReset | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-28 Maturity Price : 15.25 Evaluated at bid price : 15.25 Bid-YTW : 3.28 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.R | FixedReset | 125,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.80 Bid-YTW : 3.59 % |
| RY.PR.Q | FixedReset | 94,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.78 Bid-YTW : 3.49 % |
| RY.PR.I | FixedReset | 78,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.73 Bid-YTW : 3.77 % |
| CM.PR.R | FixedReset | 76,532 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.13 Bid-YTW : 4.55 % |
| IFC.PR.F | Deemed-Retractible | 54,250 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.72 Bid-YTW : 5.55 % |
| TD.PF.A | FixedReset | 37,460 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-08-28 Maturity Price : 21.54 Evaluated at bid price : 21.92 Bid-YTW : 4.33 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| POW.PR.D | Perpetual-Discount | Quote: 23.90 – 24.40 Spot Rate : 0.5000 Average : 0.3454 YTW SCENARIO |
| W.PR.H | Perpetual-Discount | Quote: 24.56 – 24.94 Spot Rate : 0.3800 Average : 0.2315 YTW SCENARIO |
| RY.PR.L | FixedReset | Quote: 25.25 – 25.59 Spot Rate : 0.3400 Average : 0.1945 YTW SCENARIO |
| SLF.PR.I | FixedReset | Quote: 23.18 – 23.53 Spot Rate : 0.3500 Average : 0.2066 YTW SCENARIO |
| MFC.PR.C | Deemed-Retractible | Quote: 21.46 – 21.89 Spot Rate : 0.4300 Average : 0.2903 YTW SCENARIO |
| GWO.PR.L | Deemed-Retractible | Quote: 25.72 – 26.18 Spot Rate : 0.4600 Average : 0.3304 YTW SCENARIO |