| 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 | -0.2739 % | 3,010.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2739 % | 5,524.5 |
| Floater | 3.32 % | 3.52 % | 104,249 | 18.50 | 4 | -0.2739 % | 3,183.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0790 % | 3,156.8 |
| SplitShare | 4.56 % | 4.62 % | 81,047 | 5.11 | 4 | -0.0790 % | 3,769.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0790 % | 2,941.4 |
| Perpetual-Premium | 5.57 % | -5.28 % | 75,664 | 0.09 | 11 | 0.1078 % | 2,865.9 |
| Perpetual-Discount | 5.39 % | 5.43 % | 71,608 | 14.80 | 24 | 0.0483 % | 2,943.5 |
| FixedReset | 4.31 % | 4.67 % | 163,931 | 5.79 | 104 | 0.1328 % | 2,508.7 |
| Deemed-Retractible | 5.13 % | 5.66 % | 83,611 | 5.67 | 28 | 0.0015 % | 2,944.3 |
| FloatingReset | 2.97 % | 2.85 % | 35,304 | 3.61 | 11 | 0.1533 % | 2,759.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.M | FixedReset | -1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.81 Bid-YTW : 5.90 % |
| MFC.PR.F | FixedReset | 1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.83 Bid-YTW : 7.54 % |
| TRP.PR.G | FixedReset | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-12 Maturity Price : 22.95 Evaluated at bid price : 23.83 Bid-YTW : 5.03 % |
| CCS.PR.C | Deemed-Retractible | 1.51 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.50 Bid-YTW : 6.16 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.I | FixedReset | 138,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-02-24 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : 3.51 % |
| TRP.PR.J | FixedReset | 103,736 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.31 Bid-YTW : 3.96 % |
| TD.PF.G | FixedReset | 80,664 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.37 Bid-YTW : 3.51 % |
| TD.PR.S | FixedReset | 77,620 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.86 Bid-YTW : 3.72 % |
| BNS.PR.R | FixedReset | 58,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.02 Bid-YTW : 3.54 % |
| MFC.PR.J | FixedReset | 47,700 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.85 Bid-YTW : 4.79 % |
| There were 21 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.H | Perpetual-Premium | Quote: 25.36 – 25.63 Spot Rate : 0.2700 Average : 0.1688 YTW SCENARIO |
| CM.PR.O | FixedReset | Quote: 22.83 – 23.08 Spot Rate : 0.2500 Average : 0.1575 YTW SCENARIO |
| MFC.PR.M | FixedReset | Quote: 22.81 – 23.08 Spot Rate : 0.2700 Average : 0.1838 YTW SCENARIO |
| W.PR.M | FixedReset | Quote: 25.67 – 25.98 Spot Rate : 0.3100 Average : 0.2333 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 25.25 – 25.45 Spot Rate : 0.2000 Average : 0.1324 YTW SCENARIO |
| BAM.PF.D | Perpetual-Discount | Quote: 21.40 – 21.70 Spot Rate : 0.3000 Average : 0.2426 YTW SCENARIO |