| 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 | -0.1423 % | 2,469.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1423 % | 4,530.8 |
| Floater | 3.72 % | 3.87 % | 33,302 | 17.72 | 4 | -0.1423 % | 2,611.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2667 % | 3,133.7 |
| SplitShare | 4.68 % | 4.09 % | 67,851 | 3.49 | 5 | 0.2667 % | 3,742.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2667 % | 2,919.9 |
| Perpetual-Premium | 5.36 % | 4.77 % | 54,778 | 2.16 | 20 | 0.0334 % | 2,835.8 |
| Perpetual-Discount | 5.24 % | 5.29 % | 71,233 | 14.93 | 14 | 0.1419 % | 3,000.7 |
| FixedReset | 4.29 % | 4.36 % | 149,794 | 6.11 | 98 | -0.0961 % | 2,468.6 |
| Deemed-Retractible | 5.08 % | 5.30 % | 89,159 | 5.93 | 30 | -0.1356 % | 2,934.5 |
| FloatingReset | 2.75 % | 2.78 % | 39,498 | 3.90 | 8 | 0.1251 % | 2,683.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.D | Deemed-Retractible | -1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.61 Bid-YTW : 6.89 % |
| SLF.PR.E | Deemed-Retractible | -1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.69 Bid-YTW : 6.88 % |
| NA.PR.W | FixedReset | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-14 Maturity Price : 22.04 Evaluated at bid price : 22.27 Bid-YTW : 4.42 % |
| CU.PR.I | FixedReset | 1.18 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.75 Bid-YTW : 3.50 % |
| PWF.PR.P | FixedReset | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-14 Maturity Price : 17.45 Evaluated at bid price : 17.45 Bid-YTW : 4.49 % |
| BIP.PR.A | FixedReset | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-14 Maturity Price : 23.29 Evaluated at bid price : 24.55 Bid-YTW : 5.16 % |
| IFC.PR.F | Deemed-Retractible | 1.64 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 5.30 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset | 348,545 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.07 Bid-YTW : 3.84 % |
| TRP.PR.J | FixedReset | 144,875 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.45 Bid-YTW : 3.78 % |
| BNS.PR.H | FixedReset | 125,605 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : 3.72 % |
| BAM.PR.Z | FixedReset | 124,657 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-14 Maturity Price : 22.83 Evaluated at bid price : 24.12 Bid-YTW : 4.72 % |
| HSB.PR.C | Deemed-Retractible | 69,369 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-01-13 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 3.21 % |
| MFC.PR.N | FixedReset | 64,390 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.60 Bid-YTW : 5.57 % |
| There were 45 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.D | Deemed-Retractible | Quote: 21.61 – 21.93 Spot Rate : 0.3200 Average : 0.1934 YTW SCENARIO |
| CU.PR.C | FixedReset | Quote: 21.70 – 21.99 Spot Rate : 0.2900 Average : 0.2148 YTW SCENARIO |
| GWO.PR.T | Deemed-Retractible | Quote: 24.78 – 25.00 Spot Rate : 0.2200 Average : 0.1450 YTW SCENARIO |
| RY.PR.M | FixedReset | Quote: 23.87 – 24.22 Spot Rate : 0.3500 Average : 0.2796 YTW SCENARIO |
| TD.PF.C | FixedReset | Quote: 22.57 – 22.74 Spot Rate : 0.1700 Average : 0.1072 YTW SCENARIO |
| NA.PR.X | FixedReset | Quote: 26.55 – 26.74 Spot Rate : 0.1900 Average : 0.1315 YTW SCENARIO |