| 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 | -0.1202 % | 3,091.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1202 % | 5,673.2 |
| Floater | 3.23 % | 3.38 % | 109,781 | 18.82 | 4 | -0.1202 % | 3,269.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0157 % | 3,162.4 |
| SplitShare | 4.70 % | 4.25 % | 60,005 | 3.28 | 5 | -0.0157 % | 3,776.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0157 % | 2,946.6 |
| Perpetual-Premium | 5.58 % | -0.72 % | 77,787 | 0.09 | 11 | 0.1179 % | 2,848.8 |
| Perpetual-Discount | 5.32 % | 5.40 % | 86,385 | 14.74 | 23 | -0.0407 % | 2,952.4 |
| FixedReset | 4.26 % | 4.59 % | 174,126 | 4.45 | 104 | 0.0464 % | 2,525.3 |
| Deemed-Retractible | 5.15 % | 5.61 % | 93,898 | 5.75 | 28 | 0.1493 % | 2,932.6 |
| FloatingReset | 3.00 % | 3.13 % | 35,688 | 3.66 | 10 | 0.0663 % | 2,763.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| EML.PR.A | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-17 Maturity Price : 25.00 Evaluated at bid price : 26.46 Bid-YTW : 3.58 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset | 191,974 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.15 Bid-YTW : 3.68 % |
| TD.PF.J | FixedReset | 188,613 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : 4.62 % |
| TD.PF.G | FixedReset | 137,137 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.57 Bid-YTW : 3.60 % |
| RY.PR.H | FixedReset | 123,707 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-16 Maturity Price : 23.20 Evaluated at bid price : 23.64 Bid-YTW : 4.54 % |
| TD.PF.A | FixedReset | 105,753 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-16 Maturity Price : 22.96 Evaluated at bid price : 23.36 Bid-YTW : 4.59 % |
| TRP.PR.J | FixedReset | 75,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.40 Bid-YTW : 3.75 % |
| There were 35 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| W.PR.H | Perpetual-Discount | Quote: 24.82 – 25.26 Spot Rate : 0.4400 Average : 0.2629 YTW SCENARIO |
| PVS.PR.B | SplitShare | Quote: 25.18 – 25.61 Spot Rate : 0.4300 Average : 0.3022 YTW SCENARIO |
| PWF.PR.A | Floater | Quote: 21.40 – 21.74 Spot Rate : 0.3400 Average : 0.2295 YTW SCENARIO |
| HSE.PR.A | FixedReset | Quote: 17.76 – 18.00 Spot Rate : 0.2400 Average : 0.1604 YTW SCENARIO |
| PVS.PR.D | SplitShare | Quote: 25.25 – 25.50 Spot Rate : 0.2500 Average : 0.1717 YTW SCENARIO |
| CM.PR.Q | FixedReset | Quote: 24.27 – 24.49 Spot Rate : 0.2200 Average : 0.1419 YTW SCENARIO |