| 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 | 0.2008 % | 3,095.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2008 % | 5,680.1 |
| Floater | 3.23 % | 3.39 % | 110,297 | 18.80 | 4 | 0.2008 % | 3,273.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0235 % | 3,162.9 |
| SplitShare | 4.70 % | 4.12 % | 60,616 | 3.28 | 5 | -0.0235 % | 3,777.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0235 % | 2,947.1 |
| Perpetual-Premium | 5.59 % | 0.53 % | 75,827 | 0.08 | 11 | 0.1108 % | 2,845.4 |
| Perpetual-Discount | 5.32 % | 5.41 % | 88,387 | 14.73 | 23 | 0.0982 % | 2,953.6 |
| FixedReset | 4.26 % | 4.58 % | 175,166 | 5.76 | 104 | -0.0244 % | 2,524.1 |
| Deemed-Retractible | 5.16 % | 5.66 % | 95,424 | 5.75 | 28 | -0.0723 % | 2,928.2 |
| FloatingReset | 3.01 % | 3.13 % | 35,894 | 3.66 | 10 | -0.0133 % | 2,761.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.F | Deemed-Retractible | -1.52 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.62 Bid-YTW : 5.56 % |
| MFC.PR.M | FixedReset | -1.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.49 Bid-YTW : 5.35 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.H | FixedReset | 212,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-15 Maturity Price : 23.25 Evaluated at bid price : 23.69 Bid-YTW : 4.53 % |
| TD.PF.J | FixedReset | 205,330 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : 4.62 % |
| PWF.PR.K | Perpetual-Discount | 177,270 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-15 Maturity Price : 22.66 Evaluated at bid price : 22.90 Bid-YTW : 5.47 % |
| TD.PF.A | FixedReset | 92,268 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-15 Maturity Price : 23.13 Evaluated at bid price : 23.53 Bid-YTW : 4.55 % |
| GWO.PR.G | Deemed-Retractible | 81,406 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.34 Bid-YTW : 5.66 % |
| BAM.PR.M | Perpetual-Discount | 80,236 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-15 Maturity Price : 21.36 Evaluated at bid price : 21.36 Bid-YTW : 5.58 % |
| There were 30 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.F | Deemed-Retractible | Quote: 24.62 – 25.08 Spot Rate : 0.4600 Average : 0.2880 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 25.40 – 25.70 Spot Rate : 0.3000 Average : 0.2110 YTW SCENARIO |
| MFC.PR.M | FixedReset | Quote: 23.49 – 23.74 Spot Rate : 0.2500 Average : 0.1732 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 23.00 – 23.25 Spot Rate : 0.2500 Average : 0.1788 YTW SCENARIO |
| VNR.PR.A | FixedReset | Quote: 24.65 – 24.95 Spot Rate : 0.3000 Average : 0.2340 YTW SCENARIO |
| MFC.PR.F | FixedReset | Quote: 18.84 – 19.04 Spot Rate : 0.2000 Average : 0.1346 YTW SCENARIO |