| 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 | 0.3381 % | 2,960.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3381 % | 5,432.1 |
| Floater | 3.38 % | 3.60 % | 94,896 | 18.30 | 4 | 0.3381 % | 3,130.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3102 % | 3,153.7 |
| SplitShare | 4.61 % | 4.55 % | 79,410 | 5.09 | 5 | 0.3102 % | 3,766.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3102 % | 2,938.5 |
| Perpetual-Premium | 5.56 % | -5.07 % | 76,983 | 0.09 | 11 | -0.0179 % | 2,870.0 |
| Perpetual-Discount | 5.39 % | 5.44 % | 65,986 | 14.76 | 24 | 0.0286 % | 2,943.2 |
| FixedReset | 4.31 % | 4.80 % | 165,582 | 4.43 | 104 | 0.2195 % | 2,508.8 |
| Deemed-Retractible | 5.14 % | 5.65 % | 88,752 | 5.64 | 28 | 0.0918 % | 2,936.2 |
| FloatingReset | 3.08 % | 2.98 % | 31,735 | 3.57 | 11 | -0.0121 % | 2,756.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.F | FloatingReset | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-23 Maturity Price : 19.46 Evaluated at bid price : 19.46 Bid-YTW : 4.03 % |
| PWF.PR.T | FixedReset | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-23 Maturity Price : 22.98 Evaluated at bid price : 23.61 Bid-YTW : 4.77 % |
| IFC.PR.A | FixedReset | 1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.80 Bid-YTW : 7.59 % |
| BAM.PR.X | FixedReset | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-23 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 5.20 % |
| BIP.PR.B | FixedReset | 1.31 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.48 Bid-YTW : 4.89 % |
| PWF.PR.Z | Perpetual-Discount | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-23 Maturity Price : 23.59 Evaluated at bid price : 23.93 Bid-YTW : 5.39 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.J | FixedReset | 187,050 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.35 Bid-YTW : 3.95 % |
| MFC.PR.O | FixedReset | 107,307 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 26.50 Bid-YTW : 3.77 % |
| TRP.PR.K | FixedReset | 107,005 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.97 Bid-YTW : 4.09 % |
| TD.PF.J | FixedReset | 104,728 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.36 Bid-YTW : 4.51 % |
| MFC.PR.M | FixedReset | 102,900 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.09 Bid-YTW : 5.85 % |
| TRP.PR.B | FixedReset | 80,134 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-04-23 Maturity Price : 16.47 Evaluated at bid price : 16.47 Bid-YTW : 5.05 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.H | FloatingReset | Quote: 16.52 – 17.00 Spot Rate : 0.4800 Average : 0.3659 YTW SCENARIO |
| W.PR.H | Perpetual-Discount | Quote: 24.50 – 24.75 Spot Rate : 0.2500 Average : 0.1789 YTW SCENARIO |
| GWO.PR.Q | Deemed-Retractible | Quote: 24.21 – 24.48 Spot Rate : 0.2700 Average : 0.2032 YTW SCENARIO |
| MFC.PR.Q | FixedReset | Quote: 25.00 – 25.25 Spot Rate : 0.2500 Average : 0.1907 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 19.46 – 19.67 Spot Rate : 0.2100 Average : 0.1606 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 25.48 – 25.74 Spot Rate : 0.2600 Average : 0.2131 YTW SCENARIO |