| 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 | 0.4072 % | 2,957.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4072 % | 5,425.9 |
| Floater | 3.38 % | 3.59 % | 98,341 | 18.32 | 4 | 0.4072 % | 3,127.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1486 % | 3,146.2 |
| SplitShare | 4.62 % | 4.68 % | 79,198 | 5.10 | 5 | -0.1486 % | 3,757.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1486 % | 2,931.5 |
| Perpetual-Premium | 5.55 % | -9.76 % | 72,801 | 0.09 | 11 | 0.1577 % | 2,876.0 |
| Perpetual-Discount | 5.37 % | 5.41 % | 66,587 | 14.80 | 24 | 0.1319 % | 2,956.4 |
| FixedReset | 4.31 % | 4.72 % | 162,052 | 4.45 | 104 | 0.0618 % | 2,513.0 |
| Deemed-Retractible | 5.11 % | 5.63 % | 85,834 | 5.66 | 28 | 0.2157 % | 2,953.1 |
| FloatingReset | 3.03 % | 2.94 % | 33,627 | 3.59 | 11 | -0.0523 % | 2,760.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.L | FixedReset | 1.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.76 Bid-YTW : 5.90 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| EIT.PR.B | SplitShare | 330,753 | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2025-03-14 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 4.83 % |
| TRP.PR.J | FixedReset | 306,842 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.35 Bid-YTW : 3.93 % |
| VNR.PR.A | FixedReset | 151,050 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-17 Maturity Price : 23.02 Evaluated at bid price : 24.49 Bid-YTW : 4.88 % |
| BAM.PF.I | FixedReset | 93,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.82 Bid-YTW : 3.97 % |
| BAM.PF.J | FixedReset | 82,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 4.44 % |
| MFC.PR.Q | FixedReset | 74,369 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.18 Bid-YTW : 4.71 % |
| There were 25 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.X | FixedReset | Quote: 18.01 – 18.55 Spot Rate : 0.5400 Average : 0.3325 YTW SCENARIO |
| BAM.PF.J | FixedReset | Quote: 25.40 – 25.77 Spot Rate : 0.3700 Average : 0.2326 YTW SCENARIO |
| MFC.PR.O | FixedReset | Quote: 26.38 – 26.69 Spot Rate : 0.3100 Average : 0.1865 YTW SCENARIO |
| TRP.PR.E | FixedReset | Quote: 22.10 – 22.39 Spot Rate : 0.2900 Average : 0.1830 YTW SCENARIO |
| TRP.PR.B | FixedReset | Quote: 16.56 – 16.90 Spot Rate : 0.3400 Average : 0.2332 YTW SCENARIO |
| IAG.PR.I | FixedReset | Quote: 25.46 – 25.75 Spot Rate : 0.2900 Average : 0.2132 YTW SCENARIO |