| 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 | -0.6729 % | 2,413.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6729 % | 4,428.6 |
| Floater | 3.79 % | 3.95 % | 31,418 | 17.51 | 4 | -0.6729 % | 2,552.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0263 % | 3,076.4 |
| SplitShare | 4.74 % | 4.81 % | 65,527 | 4.33 | 6 | -0.0263 % | 3,673.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0263 % | 2,866.5 |
| Perpetual-Premium | 5.35 % | -3.83 % | 68,413 | 0.17 | 17 | 0.0902 % | 2,830.6 |
| Perpetual-Discount | 5.27 % | 5.22 % | 67,709 | 15.01 | 19 | 0.1291 % | 2,990.5 |
| FixedReset | 4.25 % | 4.19 % | 147,835 | 6.19 | 99 | 0.0727 % | 2,475.8 |
| Deemed-Retractible | 5.05 % | 5.39 % | 100,229 | 5.97 | 30 | 0.0702 % | 2,919.2 |
| FloatingReset | 2.74 % | 2.86 % | 48,523 | 4.02 | 8 | 0.0381 % | 2,674.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.D | FixedReset | -3.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-30 Maturity Price : 22.84 Evaluated at bid price : 23.66 Bid-YTW : 4.51 % |
| MFC.PR.C | Deemed-Retractible | -2.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.50 Bid-YTW : 7.14 % |
| BAM.PR.K | Floater | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-30 Maturity Price : 14.15 Evaluated at bid price : 14.15 Bid-YTW : 3.99 % |
| CCS.PR.C | Deemed-Retractible | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.96 Bid-YTW : 5.82 % |
| SLF.PR.H | FixedReset | 1.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.06 Bid-YTW : 5.29 % |
| BAM.PR.Z | FixedReset | 2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-30 Maturity Price : 23.50 Evaluated at bid price : 24.55 Bid-YTW : 4.66 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.B | FixedReset | 170,850 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 26.39 Bid-YTW : 3.69 % |
| BAM.PF.B | FixedReset | 107,580 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-30 Maturity Price : 23.03 Evaluated at bid price : 23.48 Bid-YTW : 4.55 % |
| TD.PF.H | FixedReset | 80,255 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.15 Bid-YTW : 3.62 % |
| TD.PF.A | FixedReset | 55,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-30 Maturity Price : 23.16 Evaluated at bid price : 23.50 Bid-YTW : 4.12 % |
| BNS.PR.D | FloatingReset | 46,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.95 Bid-YTW : 4.01 % |
| IAG.PR.G | FixedReset | 44,880 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.65 Bid-YTW : 4.99 % |
| There were 23 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.D | FixedReset | Quote: 23.66 – 24.66 Spot Rate : 1.0000 Average : 0.5591 YTW SCENARIO |
| MFC.PR.N | FixedReset | Quote: 23.30 – 24.00 Spot Rate : 0.7000 Average : 0.4575 YTW SCENARIO |
| MFC.PR.C | Deemed-Retractible | Quote: 21.50 – 22.25 Spot Rate : 0.7500 Average : 0.5397 YTW SCENARIO |
| HSE.PR.A | FixedReset | Quote: 17.55 – 18.00 Spot Rate : 0.4500 Average : 0.2834 YTW SCENARIO |
| MFC.PR.K | FixedReset | Quote: 22.85 – 23.48 Spot Rate : 0.6300 Average : 0.4993 YTW SCENARIO |
| BNS.PR.Z | FixedReset | Quote: 22.78 – 23.10 Spot Rate : 0.3200 Average : 0.1937 YTW SCENARIO |