| 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 | -0.2693 % | 2,417.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2693 % | 4,435.4 |
| Floater | 3.78 % | 3.92 % | 33,404 | 17.60 | 4 | -0.2693 % | 2,556.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2047 % | 3,073.4 |
| SplitShare | 4.75 % | 4.63 % | 72,317 | 4.37 | 6 | 0.2047 % | 3,670.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2047 % | 2,863.7 |
| Perpetual-Premium | 5.35 % | 1.37 % | 61,306 | 0.13 | 17 | 0.0717 % | 2,822.1 |
| Perpetual-Discount | 5.33 % | 5.31 % | 61,761 | 14.96 | 19 | 0.1984 % | 2,954.8 |
| FixedReset | 4.25 % | 4.22 % | 153,955 | 4.51 | 99 | -0.0253 % | 2,475.8 |
| Deemed-Retractible | 5.07 % | 5.54 % | 99,082 | 6.00 | 30 | 0.0456 % | 2,903.0 |
| FloatingReset | 2.80 % | 2.79 % | 48,250 | 4.05 | 8 | -0.2930 % | 2,671.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.A | FixedReset | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-16 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 4.78 % |
| PWF.PR.A | Floater | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-16 Maturity Price : 16.38 Evaluated at bid price : 16.38 Bid-YTW : 3.45 % |
| BIP.PR.C | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.66 Bid-YTW : 4.71 % |
| BMO.PR.Y | FixedReset | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-16 Maturity Price : 23.31 Evaluated at bid price : 24.75 Bid-YTW : 4.34 % |
| HSE.PR.C | FixedReset | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-16 Maturity Price : 23.23 Evaluated at bid price : 24.25 Bid-YTW : 4.93 % |
| CU.PR.G | Perpetual-Discount | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-16 Maturity Price : 21.45 Evaluated at bid price : 21.74 Bid-YTW : 5.23 % |
| PVS.PR.E | SplitShare | 1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.15 Bid-YTW : 4.63 % |
| CU.PR.E | Perpetual-Discount | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-16 Maturity Price : 23.41 Evaluated at bid price : 23.68 Bid-YTW : 5.23 % |
| MFC.PR.B | Deemed-Retractible | 1.51 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.80 Bid-YTW : 6.27 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.C | FixedReset | 100,875 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-16 Maturity Price : 22.78 Evaluated at bid price : 23.40 Bid-YTW : 4.18 % |
| TRP.PR.K | FixedReset | 86,651 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.02 Bid-YTW : 4.10 % |
| TRP.PR.G | FixedReset | 76,901 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-16 Maturity Price : 23.00 Evaluated at bid price : 24.10 Bid-YTW : 4.69 % |
| NA.PR.W | FixedReset | 68,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-16 Maturity Price : 22.62 Evaluated at bid price : 23.15 Bid-YTW : 4.24 % |
| NA.PR.C | FixedReset | 56,019 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.43 Bid-YTW : 4.02 % |
| RY.PR.Q | FixedReset | 55,394 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.86 Bid-YTW : 3.54 % |
| There were 25 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.R | Perpetual-Premium | Quote: 25.30 – 25.63 Spot Rate : 0.3300 Average : 0.1945 YTW SCENARIO |
| MFC.PR.G | FixedReset | Quote: 24.34 – 24.72 Spot Rate : 0.3800 Average : 0.2599 YTW SCENARIO |
| PWF.PR.P | FixedReset | Quote: 17.45 – 17.80 Spot Rate : 0.3500 Average : 0.2334 YTW SCENARIO |
| MFC.PR.N | FixedReset | Quote: 22.98 – 23.29 Spot Rate : 0.3100 Average : 0.1947 YTW SCENARIO |
| MFC.PR.J | FixedReset | Quote: 24.22 – 24.71 Spot Rate : 0.4900 Average : 0.3833 YTW SCENARIO |
| ELF.PR.G | Perpetual-Discount | Quote: 22.17 – 22.65 Spot Rate : 0.4800 Average : 0.3743 YTW SCENARIO |