| 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 | 0.3227 % | 2,552.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3227 % | 4,684.5 |
| Floater | 3.60 % | 3.74 % | 34,030 | 17.97 | 4 | 0.3227 % | 2,699.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,148.4 |
| SplitShare | 4.66 % | 4.17 % | 67,150 | 3.45 | 5 | 0.0000 % | 3,759.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 2,933.6 |
| Perpetual-Premium | 5.37 % | 4.83 % | 47,213 | 2.15 | 20 | 0.0820 % | 2,847.0 |
| Perpetual-Discount | 5.23 % | 5.30 % | 65,871 | 14.89 | 14 | 0.1689 % | 3,009.2 |
| FixedReset | 4.24 % | 4.36 % | 142,332 | 4.16 | 98 | 0.0807 % | 2,502.4 |
| Deemed-Retractible | 5.07 % | 5.19 % | 85,516 | 5.89 | 30 | 0.1451 % | 2,940.1 |
| FloatingReset | 2.84 % | 2.79 % | 43,892 | 3.85 | 8 | 0.1515 % | 2,698.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.A | FixedReset | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-28 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 4.94 % |
| RY.PR.R | FixedReset | -1.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.68 Bid-YTW : 3.70 % |
| BAM.PR.R | FixedReset | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-28 Maturity Price : 19.83 Evaluated at bid price : 19.83 Bid-YTW : 4.96 % |
| BAM.PR.Z | FixedReset | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-28 Maturity Price : 23.32 Evaluated at bid price : 24.56 Bid-YTW : 4.83 % |
| TRP.PR.F | FloatingReset | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-28 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 3.77 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| W.PR.K | FixedReset | 50,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-01-15 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 3.79 % |
| RY.PR.M | FixedReset | 19,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-28 Maturity Price : 23.21 Evaluated at bid price : 24.50 Bid-YTW : 4.37 % |
| PVS.PR.F | SplitShare | 18,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.53 % |
| There were 0 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.G | FixedReset | Quote: 24.58 – 24.99 Spot Rate : 0.4100 Average : 0.2611 YTW SCENARIO |
| TRP.PR.E | FixedReset | Quote: 23.25 – 23.64 Spot Rate : 0.3900 Average : 0.2515 YTW SCENARIO |
| VNR.PR.A | FixedReset | Quote: 24.95 – 25.46 Spot Rate : 0.5100 Average : 0.3777 YTW SCENARIO |
| W.PR.H | Perpetual-Premium | Quote: 24.80 – 25.25 Spot Rate : 0.4500 Average : 0.3255 YTW SCENARIO |
| MFC.PR.C | Deemed-Retractible | Quote: 21.68 – 22.00 Spot Rate : 0.3200 Average : 0.2074 YTW SCENARIO |
| RY.PR.R | FixedReset | Quote: 26.68 – 26.97 Spot Rate : 0.2900 Average : 0.1905 YTW SCENARIO |