| 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 | -0.3250 % | 2,922.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3250 % | 5,362.9 |
| Floater | 3.42 % | 3.67 % | 96,057 | 18.13 | 4 | -0.3250 % | 3,090.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0714 % | 3,152.2 |
| SplitShare | 4.61 % | 4.77 % | 78,972 | 5.05 | 5 | 0.0714 % | 3,764.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0714 % | 2,937.1 |
| Perpetual-Premium | 5.63 % | -3.93 % | 72,005 | 0.09 | 10 | -0.0473 % | 2,867.8 |
| Perpetual-Discount | 5.40 % | 5.46 % | 65,478 | 14.72 | 24 | -0.0447 % | 2,943.6 |
| FixedReset | 4.30 % | 4.70 % | 164,144 | 5.69 | 103 | -0.1887 % | 2,524.3 |
| Deemed-Retractible | 5.15 % | 5.64 % | 82,659 | 5.61 | 27 | -0.1342 % | 2,935.2 |
| FloatingReset | 3.09 % | 3.46 % | 32,427 | 3.57 | 8 | 0.0057 % | 2,772.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.B | FixedReset | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-04 Maturity Price : 16.24 Evaluated at bid price : 16.24 Bid-YTW : 5.04 % |
| MFC.PR.L | FixedReset | -1.78 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.65 Bid-YTW : 6.04 % |
| BAM.PF.G | FixedReset | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-04 Maturity Price : 23.17 Evaluated at bid price : 24.10 Bid-YTW : 5.08 % |
| HSE.PR.C | FixedReset | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-04 Maturity Price : 24.18 Evaluated at bid price : 24.50 Bid-YTW : 5.32 % |
| PWF.PR.Z | Perpetual-Discount | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-04 Maturity Price : 23.24 Evaluated at bid price : 23.55 Bid-YTW : 5.49 % |
| 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 : 19.50 Bid-YTW : 7.88 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Q | FixedReset | 329,982 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : 3.66 % |
| TD.PF.G | FixedReset | 262,792 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.40 Bid-YTW : 3.55 % |
| NA.PR.X | FixedReset | 251,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 26.17 Bid-YTW : 3.90 % |
| TRP.PR.B | FixedReset | 249,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-04 Maturity Price : 16.24 Evaluated at bid price : 16.24 Bid-YTW : 5.04 % |
| BMO.PR.S | FixedReset | 211,266 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-04 Maturity Price : 22.80 Evaluated at bid price : 23.33 Bid-YTW : 4.71 % |
| RY.PR.R | FixedReset | 142,508 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.37 Bid-YTW : 3.65 % |
| There were 19 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: 16.54 – 16.97 Spot Rate : 0.4300 Average : 0.2907 YTW SCENARIO |
| TRP.PR.B | FixedReset | Quote: 16.24 – 16.61 Spot Rate : 0.3700 Average : 0.2757 YTW SCENARIO |
| IFC.PR.A | FixedReset | Quote: 19.50 – 19.76 Spot Rate : 0.2600 Average : 0.1701 YTW SCENARIO |
| MFC.PR.L | FixedReset | Quote: 22.65 – 22.99 Spot Rate : 0.3400 Average : 0.2510 YTW SCENARIO |
| GWO.PR.F | Deemed-Retractible | Quote: 25.66 – 25.89 Spot Rate : 0.2300 Average : 0.1500 YTW SCENARIO |
| RY.PR.E | Deemed-Retractible | Quote: 25.13 – 25.40 Spot Rate : 0.2700 Average : 0.1926 YTW SCENARIO |