| 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 | -0.1773 % | 2,423.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1773 % | 4,446.9 |
| Floater | 3.73 % | 3.97 % | 95,770 | 17.46 | 3 | -0.1773 % | 2,562.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0197 % | 3,086.2 |
| SplitShare | 4.73 % | 4.73 % | 54,070 | 4.31 | 6 | 0.0197 % | 3,685.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0197 % | 2,875.6 |
| Perpetual-Premium | 5.35 % | 0.34 % | 46,982 | 0.09 | 20 | 0.0020 % | 2,839.2 |
| Perpetual-Discount | 5.23 % | 5.24 % | 74,331 | 15.07 | 15 | -0.1531 % | 3,003.4 |
| FixedReset | 4.23 % | 4.16 % | 145,208 | 4.33 | 99 | 0.0093 % | 2,490.3 |
| Deemed-Retractible | 5.03 % | 5.33 % | 96,997 | 5.95 | 30 | 0.0027 % | 2,933.5 |
| FloatingReset | 2.75 % | 2.81 % | 45,633 | 3.99 | 8 | -0.0054 % | 2,673.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.T | FixedReset | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-09 Maturity Price : 23.25 Evaluated at bid price : 23.74 Bid-YTW : 4.22 % |
| CU.PR.G | Perpetual-Discount | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-09 Maturity Price : 21.55 Evaluated at bid price : 21.87 Bid-YTW : 5.14 % |
| HSE.PR.A | FixedReset | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-09 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 4.51 % |
| SLF.PR.G | FixedReset | 1.63 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.70 Bid-YTW : 7.36 % |
| TRP.PR.G | FixedReset | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-09 Maturity Price : 23.06 Evaluated at bid price : 24.20 Bid-YTW : 4.61 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.T | FixedReset | 435,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-09 Maturity Price : 23.25 Evaluated at bid price : 23.74 Bid-YTW : 4.22 % |
| HSB.PR.D | Deemed-Retractible | 320,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-12-09 Maturity Price : 25.00 Evaluated at bid price : 25.24 Bid-YTW : -0.02 % |
| RY.PR.J | FixedReset | 266,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.63 Bid-YTW : 4.18 % |
| NA.PR.Q | FixedReset | 200,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-12-15 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 3.60 % |
| MFC.PR.R | FixedReset | 71,509 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 26.35 Bid-YTW : 3.69 % |
| GWO.PR.T | Deemed-Retractible | 69,500 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.92 Bid-YTW : 5.33 % |
| There were 25 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.J | FixedReset | Quote: 25.67 – 26.67 Spot Rate : 1.0000 Average : 0.5563 YTW SCENARIO |
| TRP.PR.G | FixedReset | Quote: 24.20 – 24.98 Spot Rate : 0.7800 Average : 0.5485 YTW SCENARIO |
| MFC.PR.J | FixedReset | Quote: 24.62 – 24.94 Spot Rate : 0.3200 Average : 0.1956 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 21.87 – 22.19 Spot Rate : 0.3200 Average : 0.2304 YTW SCENARIO |
| PWF.PR.E | Perpetual-Premium | Quote: 25.35 – 25.60 Spot Rate : 0.2500 Average : 0.1631 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 24.33 – 24.60 Spot Rate : 0.2700 Average : 0.1839 YTW SCENARIO |