| 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 | 0.4843 % | 2,456.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4843 % | 4,507.2 |
| Floater | 3.68 % | 3.90 % | 97,362 | 17.57 | 3 | 0.4843 % | 2,597.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4971 % | 3,112.3 |
| SplitShare | 4.74 % | 4.53 % | 50,368 | 4.33 | 6 | 0.4971 % | 3,716.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4971 % | 2,899.9 |
| Perpetual-Premium | 5.35 % | 1.78 % | 44,224 | 0.11 | 20 | 0.0451 % | 2,839.6 |
| Perpetual-Discount | 5.20 % | 5.22 % | 66,720 | 15.08 | 15 | 0.3398 % | 3,022.6 |
| FixedReset | 4.22 % | 4.20 % | 151,634 | 4.35 | 98 | 0.2440 % | 2,505.2 |
| Deemed-Retractible | 5.02 % | 5.31 % | 88,261 | 5.92 | 30 | 0.0437 % | 2,943.7 |
| FloatingReset | 2.70 % | 2.76 % | 43,378 | 3.96 | 8 | 0.0922 % | 2,686.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.B | Deemed-Retractible | -1.31 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.61 Bid-YTW : 6.30 % |
| TRP.PR.G | FixedReset | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-21 Maturity Price : 23.09 Evaluated at bid price : 24.26 Bid-YTW : 4.58 % |
| BAM.PR.X | FixedReset | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-21 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 4.60 % |
| PVS.PR.F | SplitShare | 1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 4.59 % |
| BAM.PF.D | Perpetual-Discount | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-21 Maturity Price : 22.66 Evaluated at bid price : 23.01 Bid-YTW : 5.39 % |
| MFC.PR.N | FixedReset | 1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.69 Bid-YTW : 4.76 % |
| VNR.PR.A | FixedReset | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-21 Maturity Price : 22.89 Evaluated at bid price : 24.25 Bid-YTW : 4.62 % |
| TD.PF.D | FixedReset | 1.40 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.64 Bid-YTW : 4.27 % |
| PWF.PR.A | Floater | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-21 Maturity Price : 16.76 Evaluated at bid price : 16.76 Bid-YTW : 3.36 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.D | FixedReset | 130,775 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.64 Bid-YTW : 4.27 % |
| BNS.PR.H | FixedReset | 118,127 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 26.56 Bid-YTW : 3.34 % |
| BAM.PF.B | FixedReset | 78,450 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-21 Maturity Price : 23.67 Evaluated at bid price : 24.10 Bid-YTW : 4.49 % |
| MFC.PR.N | FixedReset | 68,771 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.69 Bid-YTW : 4.76 % |
| MFC.PR.M | FixedReset | 51,227 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.54 Bid-YTW : 4.94 % |
| IFC.PR.F | Deemed-Retractible | 40,417 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 5.34 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.A | FixedReset | Quote: 17.57 – 18.09 Spot Rate : 0.5200 Average : 0.3663 YTW SCENARIO |
| IFC.PR.C | FixedReset | Quote: 23.50 – 23.85 Spot Rate : 0.3500 Average : 0.2325 YTW SCENARIO |
| MFC.PR.B | Deemed-Retractible | Quote: 22.61 – 22.90 Spot Rate : 0.2900 Average : 0.1970 YTW SCENARIO |
| MFC.PR.K | FixedReset | Quote: 23.09 – 23.45 Spot Rate : 0.3600 Average : 0.2686 YTW SCENARIO |
| RY.PR.M | FixedReset | Quote: 24.34 – 24.63 Spot Rate : 0.2900 Average : 0.2042 YTW SCENARIO |
| POW.PR.A | Perpetual-Premium | Quote: 25.40 – 25.69 Spot Rate : 0.2900 Average : 0.2074 YTW SCENARIO |