| 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 | 1.1096 % | 3,014.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1096 % | 5,531.4 |
| Floater | 3.31 % | 3.52 % | 109,674 | 18.50 | 4 | 1.1096 % | 3,187.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2657 % | 3,162.1 |
| SplitShare | 4.55 % | 4.47 % | 81,851 | 5.12 | 4 | -0.2657 % | 3,776.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2657 % | 2,946.4 |
| Perpetual-Premium | 5.58 % | -7.55 % | 77,276 | 0.09 | 11 | 0.0072 % | 2,860.4 |
| Perpetual-Discount | 5.40 % | 5.43 % | 70,739 | 14.78 | 24 | 0.1452 % | 2,940.5 |
| FixedReset | 4.32 % | 4.66 % | 161,841 | 5.80 | 104 | 0.2130 % | 2,504.1 |
| Deemed-Retractible | 5.14 % | 5.64 % | 86,186 | 5.67 | 28 | 0.2439 % | 2,940.1 |
| FloatingReset | 2.98 % | 3.07 % | 34,186 | 3.61 | 11 | 0.1415 % | 2,753.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.N | FixedReset | -1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.45 Bid-YTW : 7.90 % |
| BIP.PR.A | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-10 Maturity Price : 23.34 Evaluated at bid price : 24.51 Bid-YTW : 5.52 % |
| BAM.PR.K | Floater | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-10 Maturity Price : 17.23 Evaluated at bid price : 17.23 Bid-YTW : 3.52 % |
| SLF.PR.G | FixedReset | 1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.15 Bid-YTW : 7.50 % |
| IFC.PR.A | FixedReset | 1.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.97 Bid-YTW : 7.34 % |
| IAG.PR.I | FixedReset | 1.40 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 4.59 % |
| PWF.PR.A | Floater | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-10 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 2.86 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.J | FixedReset | 181,932 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 4.40 % |
| BNS.PR.R | FixedReset | 153,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.02 Bid-YTW : 3.51 % |
| BAM.PF.F | FixedReset | 134,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-10 Maturity Price : 23.70 Evaluated at bid price : 24.11 Bid-YTW : 5.03 % |
| RY.PR.Q | FixedReset | 86,889 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.42 Bid-YTW : 3.81 % |
| CM.PR.S | FixedReset | 82,502 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-10 Maturity Price : 22.95 Evaluated at bid price : 24.39 Bid-YTW : 4.50 % |
| SLF.PR.E | Deemed-Retractible | 62,050 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.41 Bid-YTW : 7.27 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BMO.PR.Q | FixedReset | Quote: 22.55 – 23.00 Spot Rate : 0.4500 Average : 0.2780 YTW SCENARIO |
| GWO.PR.I | Deemed-Retractible | Quote: 21.33 – 21.65 Spot Rate : 0.3200 Average : 0.2090 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 23.05 – 23.69 Spot Rate : 0.6400 Average : 0.5327 YTW SCENARIO |
| GWO.PR.Q | Deemed-Retractible | Quote: 24.12 – 24.44 Spot Rate : 0.3200 Average : 0.2131 YTW SCENARIO |
| TD.PR.Y | FixedReset | Quote: 24.73 – 25.00 Spot Rate : 0.2700 Average : 0.1790 YTW SCENARIO |
| SLF.PR.G | FixedReset | Quote: 19.15 – 19.44 Spot Rate : 0.2900 Average : 0.2065 YTW SCENARIO |