| 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 | 0.3487 % | 2,980.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3487 % | 5,469.3 |
| Floater | 3.36 % | 3.58 % | 90,715 | 18.30 | 4 | 0.3487 % | 3,152.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0316 % | 3,163.7 |
| SplitShare | 4.59 % | 4.65 % | 82,062 | 5.02 | 5 | 0.0316 % | 3,778.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0316 % | 2,947.9 |
| Perpetual-Premium | 5.62 % | -6.64 % | 69,109 | 0.09 | 10 | 0.0157 % | 2,873.9 |
| Perpetual-Discount | 5.41 % | 5.46 % | 64,241 | 14.70 | 24 | 0.0574 % | 2,949.8 |
| FixedReset | 4.26 % | 4.62 % | 158,545 | 3.82 | 103 | 0.3473 % | 2,557.2 |
| Deemed-Retractible | 5.12 % | 5.58 % | 81,369 | 5.58 | 27 | -0.0481 % | 2,955.3 |
| FloatingReset | 3.07 % | 3.31 % | 30,102 | 3.54 | 8 | 0.3296 % | 2,811.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.F | Deemed-Retractible | -1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.07 Bid-YTW : 5.40 % |
| TRP.PR.B | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-15 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 4.96 % |
| TRP.PR.D | FixedReset | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-15 Maturity Price : 22.95 Evaluated at bid price : 23.52 Bid-YTW : 4.85 % |
| TD.PF.A | FixedReset | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-15 Maturity Price : 23.06 Evaluated at bid price : 23.50 Bid-YTW : 4.69 % |
| BMO.PR.Z | Perpetual-Discount | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-15 Maturity Price : 24.48 Evaluated at bid price : 24.95 Bid-YTW : 5.00 % |
| W.PR.H | Perpetual-Discount | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-15 Maturity Price : 24.68 Evaluated at bid price : 25.00 Bid-YTW : 5.55 % |
| PWF.PR.Q | FloatingReset | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-15 Maturity Price : 21.44 Evaluated at bid price : 21.44 Bid-YTW : 3.31 % |
| GWO.PR.N | FixedReset | 1.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.25 Bid-YTW : 7.44 % |
| HSE.PR.A | FixedReset | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-15 Maturity Price : 17.94 Evaluated at bid price : 17.94 Bid-YTW : 5.20 % |
| MFC.PR.F | FixedReset | 1.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.28 Bid-YTW : 7.25 % |
| NA.PR.W | FixedReset | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-15 Maturity Price : 22.97 Evaluated at bid price : 23.35 Bid-YTW : 4.72 % |
| MFC.PR.L | FixedReset | 1.75 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.28 Bid-YTW : 5.49 % |
| BAM.PR.R | FixedReset | 2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-15 Maturity Price : 20.72 Evaluated at bid price : 20.72 Bid-YTW : 5.19 % |
| MFC.PR.K | FixedReset | 3.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.42 Bid-YTW : 5.51 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BIP.PR.A | FixedReset | 250,539 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-15 Maturity Price : 23.37 Evaluated at bid price : 24.52 Bid-YTW : 5.74 % |
| PWF.PR.I | Perpetual-Premium | 174,643 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-06-14 Maturity Price : 25.00 Evaluated at bid price : 25.67 Bid-YTW : -21.93 % |
| GWO.PR.M | Deemed-Retractible | 147,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-06-14 Maturity Price : 25.25 Evaluated at bid price : 26.21 Bid-YTW : -29.02 % |
| BAM.PF.J | FixedReset | 106,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.85 Bid-YTW : 4.10 % |
| TD.PF.E | FixedReset | 106,035 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.79 Bid-YTW : 4.14 % |
| TRP.PR.D | FixedReset | 105,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-15 Maturity Price : 22.95 Evaluated at bid price : 23.52 Bid-YTW : 4.85 % |
| TD.PF.A | FixedReset | 101,828 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-15 Maturity Price : 23.06 Evaluated at bid price : 23.50 Bid-YTW : 4.69 % |
| There were 37 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.M | FixedReset | Quote: 23.82 – 24.32 Spot Rate : 0.5000 Average : 0.3061 YTW SCENARIO |
| TRP.PR.G | FixedReset | Quote: 24.20 – 24.63 Spot Rate : 0.4300 Average : 0.2790 YTW SCENARIO |
| HSE.PR.G | FixedReset | Quote: 25.30 – 26.08 Spot Rate : 0.7800 Average : 0.6526 YTW SCENARIO |
| MFC.PR.Q | FixedReset | Quote: 25.02 – 25.35 Spot Rate : 0.3300 Average : 0.2041 YTW SCENARIO |
| BAM.PF.J | FixedReset | Quote: 25.85 – 26.21 Spot Rate : 0.3600 Average : 0.2375 YTW SCENARIO |
| MFC.PR.G | FixedReset | Quote: 24.25 – 24.78 Spot Rate : 0.5300 Average : 0.4091 YTW SCENARIO |