| 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 | 0.8454 % | 3,042.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8454 % | 5,582.4 |
| Floater | 3.27 % | 3.48 % | 95,968 | 18.50 | 4 | 0.8454 % | 3,217.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1969 % | 3,156.2 |
| SplitShare | 4.71 % | 4.03 % | 62,921 | 3.34 | 5 | 0.1969 % | 3,769.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1969 % | 2,940.9 |
| Perpetual-Premium | 5.45 % | 4.95 % | 69,736 | 14.38 | 20 | -0.0539 % | 2,828.9 |
| Perpetual-Discount | 5.42 % | 5.41 % | 85,226 | 14.75 | 14 | 0.0063 % | 2,935.3 |
| FixedReset | 4.25 % | 4.63 % | 161,658 | 5.81 | 102 | 0.0041 % | 2,517.1 |
| Deemed-Retractible | 5.15 % | 5.71 % | 90,127 | 5.72 | 28 | -0.0962 % | 2,905.3 |
| FloatingReset | 3.01 % | 3.02 % | 38,446 | 3.71 | 10 | -0.0434 % | 2,766.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.C | FixedReset | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-23 Maturity Price : 22.57 Evaluated at bid price : 22.90 Bid-YTW : 4.68 % |
| TRP.PR.H | FloatingReset | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-23 Maturity Price : 17.07 Evaluated at bid price : 17.07 Bid-YTW : 3.59 % |
| BAM.PF.G | FixedReset | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-23 Maturity Price : 23.34 Evaluated at bid price : 24.58 Bid-YTW : 4.95 % |
| SLF.PR.G | FixedReset | 1.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.55 Bid-YTW : 7.18 % |
| PWF.PR.A | Floater | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-23 Maturity Price : 21.47 Evaluated at bid price : 21.47 Bid-YTW : 2.82 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.D | FixedReset | 313,733 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-23 Maturity Price : 23.21 Evaluated at bid price : 24.30 Bid-YTW : 4.82 % |
| GWO.PR.S | Deemed-Retractible | 180,060 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.69 Bid-YTW : 5.64 % |
| PWF.PR.P | FixedReset | 132,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-23 Maturity Price : 19.76 Evaluated at bid price : 19.76 Bid-YTW : 4.43 % |
| BAM.PR.Z | FixedReset | 102,933 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-23 Maturity Price : 23.03 Evaluated at bid price : 24.61 Bid-YTW : 5.01 % |
| GWO.PR.M | Deemed-Retractible | 96,856 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-03-31 Maturity Price : 25.25 Evaluated at bid price : 25.60 Bid-YTW : 0.29 % |
| HSE.PR.C | FixedReset | 63,788 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-23 Maturity Price : 23.57 Evaluated at bid price : 24.85 Bid-YTW : 5.17 % |
| There were 36 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.H | FloatingReset | Quote: 17.07 – 17.57 Spot Rate : 0.5000 Average : 0.3219 YTW SCENARIO |
| TD.PF.C | FixedReset | Quote: 22.90 – 23.25 Spot Rate : 0.3500 Average : 0.1990 YTW SCENARIO |
| MFC.PR.K | FixedReset | Quote: 22.96 – 23.30 Spot Rate : 0.3400 Average : 0.2092 YTW SCENARIO |
| IFC.PR.C | FixedReset | Quote: 23.68 – 24.10 Spot Rate : 0.4200 Average : 0.3018 YTW SCENARIO |
| CM.PR.Q | FixedReset | Quote: 24.20 – 24.49 Spot Rate : 0.2900 Average : 0.1805 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 25.35 – 25.82 Spot Rate : 0.4700 Average : 0.3610 YTW SCENARIO |