| 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 | -1.0033 % | 2,393.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0033 % | 4,391.1 |
| Floater | 3.96 % | 3.96 % | 100,641 | 17.51 | 3 | -1.0033 % | 2,530.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0529 % | 3,063.1 |
| SplitShare | 4.76 % | 4.83 % | 92,284 | 4.42 | 6 | -0.0529 % | 3,657.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0529 % | 2,854.1 |
| Perpetual-Premium | 5.43 % | 4.87 % | 56,380 | 5.99 | 16 | 0.0396 % | 2,777.0 |
| Perpetual-Discount | 5.38 % | 5.46 % | 70,663 | 14.62 | 19 | -0.1988 % | 2,886.4 |
| FixedReset | 4.36 % | 4.62 % | 147,308 | 6.21 | 99 | -0.1020 % | 2,406.4 |
| Deemed-Retractible | 5.15 % | 5.73 % | 99,133 | 6.04 | 31 | -0.2157 % | 2,846.8 |
| FloatingReset | 2.84 % | 3.19 % | 53,979 | 4.08 | 8 | -0.2291 % | 2,648.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.B | Floater | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-25 Maturity Price : 14.16 Evaluated at bid price : 14.16 Bid-YTW : 3.95 % |
| PWF.PR.F | Perpetual-Discount | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-25 Maturity Price : 24.05 Evaluated at bid price : 24.30 Bid-YTW : 5.48 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.E | FixedReset | 130,566 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-25 Maturity Price : 23.15 Evaluated at bid price : 24.44 Bid-YTW : 4.58 % |
| BAM.PF.J | FixedReset | 111,796 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.18 Bid-YTW : 4.65 % |
| TD.PF.H | FixedReset | 110,157 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.09 Bid-YTW : 3.91 % |
| CU.PR.C | FixedReset | 89,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-25 Maturity Price : 21.50 Evaluated at bid price : 21.50 Bid-YTW : 4.92 % |
| BNS.PR.H | FixedReset | 84,843 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 26.19 Bid-YTW : 3.87 % |
| TD.PR.T | FloatingReset | 66,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.68 Bid-YTW : 2.85 % |
| There were 32 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BMO.PR.Y | FixedReset | Quote: 23.85 – 24.30 Spot Rate : 0.4500 Average : 0.2722 YTW SCENARIO |
| HSE.PR.C | FixedReset | Quote: 23.40 – 23.95 Spot Rate : 0.5500 Average : 0.3750 YTW SCENARIO |
| MFC.PR.O | FixedReset | Quote: 26.78 – 27.30 Spot Rate : 0.5200 Average : 0.3864 YTW SCENARIO |
| HSE.PR.E | FixedReset | Quote: 24.21 – 24.50 Spot Rate : 0.2900 Average : 0.1742 YTW SCENARIO |
| TRP.PR.D | FixedReset | Quote: 22.20 – 22.50 Spot Rate : 0.3000 Average : 0.1887 YTW SCENARIO |
| RY.PR.R | FixedReset | Quote: 26.66 – 26.95 Spot Rate : 0.2900 Average : 0.1838 YTW SCENARIO |