| 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 | 0.1348 % | 2,423.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1348 % | 4,447.3 |
| Floater | 3.77 % | 3.94 % | 31,755 | 17.57 | 4 | 0.1348 % | 2,563.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0792 % | 3,067.1 |
| SplitShare | 4.76 % | 4.86 % | 73,485 | 4.38 | 6 | -0.0792 % | 3,662.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0792 % | 2,857.9 |
| Perpetual-Premium | 5.36 % | 3.32 % | 61,672 | 0.22 | 17 | -0.0046 % | 2,820.1 |
| Perpetual-Discount | 5.34 % | 5.31 % | 61,749 | 14.94 | 19 | 0.0835 % | 2,948.9 |
| FixedReset | 4.24 % | 4.23 % | 155,431 | 4.56 | 99 | 0.0735 % | 2,476.5 |
| Deemed-Retractible | 5.07 % | 5.54 % | 100,598 | 6.01 | 30 | 0.0608 % | 2,901.6 |
| FloatingReset | 2.80 % | 2.80 % | 50,129 | 4.06 | 8 | 0.1413 % | 2,679.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.A | Floater | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-13 Maturity Price : 16.56 Evaluated at bid price : 16.56 Bid-YTW : 3.41 % |
| BAM.PF.J | FixedReset | 1.27 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.52 Bid-YTW : 4.41 % |
| NA.PR.W | FixedReset | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-13 Maturity Price : 22.64 Evaluated at bid price : 23.18 Bid-YTW : 4.23 % |
| HSE.PR.G | FixedReset | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-13 Maturity Price : 23.32 Evaluated at bid price : 24.70 Bid-YTW : 5.17 % |
| GWO.PR.N | FixedReset | 1.78 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.71 Bid-YTW : 7.96 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.Z | Perpetual-Discount | 207,904 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-13 Maturity Price : 23.94 Evaluated at bid price : 24.30 Bid-YTW : 5.29 % |
| TD.PF.A | FixedReset | 82,026 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-13 Maturity Price : 23.07 Evaluated at bid price : 23.40 Bid-YTW : 4.21 % |
| TD.PF.G | FixedReset | 80,348 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.62 Bid-YTW : 3.48 % |
| TD.PF.H | FixedReset | 79,780 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.10 Bid-YTW : 3.63 % |
| TD.PF.C | FixedReset | 73,308 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-13 Maturity Price : 22.76 Evaluated at bid price : 23.37 Bid-YTW : 4.18 % |
| RY.PR.Q | FixedReset | 72,464 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.84 Bid-YTW : 3.55 % |
| There were 21 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.C | Deemed-Retractible | Quote: 21.96 – 22.27 Spot Rate : 0.3100 Average : 0.2108 YTW SCENARIO |
| HSE.PR.C | FixedReset | Quote: 24.00 – 24.36 Spot Rate : 0.3600 Average : 0.2704 YTW SCENARIO |
| CM.PR.Q | FixedReset | Quote: 24.51 – 24.75 Spot Rate : 0.2400 Average : 0.1556 YTW SCENARIO |
| BMO.PR.Y | FixedReset | Quote: 25.00 – 25.24 Spot Rate : 0.2400 Average : 0.1629 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 21.50 – 21.80 Spot Rate : 0.3000 Average : 0.2237 YTW SCENARIO |
| SLF.PR.D | Deemed-Retractible | Quote: 21.65 – 21.92 Spot Rate : 0.2700 Average : 0.1965 YTW SCENARIO |