| 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 | -0.3067 % | 2,962.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3067 % | 5,435.9 |
| Floater | 3.38 % | 3.61 % | 80,292 | 18.21 | 4 | -0.3067 % | 3,132.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,181.5 |
| SplitShare | 4.62 % | 4.56 % | 80,167 | 5.06 | 5 | 0.0000 % | 3,799.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 2,964.4 |
| Perpetual-Premium | 5.62 % | -5.90 % | 65,700 | 0.08 | 10 | 0.0985 % | 2,873.7 |
| Perpetual-Discount | 5.42 % | 5.53 % | 64,309 | 14.57 | 24 | 0.0413 % | 2,942.6 |
| FixedReset | 4.27 % | 4.74 % | 155,056 | 3.93 | 103 | -0.1433 % | 2,551.0 |
| Deemed-Retractible | 5.14 % | 5.72 % | 76,813 | 5.55 | 27 | -0.0858 % | 2,940.7 |
| FloatingReset | 3.16 % | 3.44 % | 33,511 | 3.51 | 8 | 0.6785 % | 2,812.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.D | FixedReset | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-24 Maturity Price : 22.06 Evaluated at bid price : 22.69 Bid-YTW : 5.13 % |
| CU.PR.C | FixedReset | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-24 Maturity Price : 21.99 Evaluated at bid price : 22.44 Bid-YTW : 4.91 % |
| PWF.PR.P | FixedReset | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-24 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 4.72 % |
| TRP.PR.A | FixedReset | 2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-24 Maturity Price : 20.58 Evaluated at bid price : 20.58 Bid-YTW : 5.08 % |
| TRP.PR.B | FixedReset | 2.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-24 Maturity Price : 17.12 Evaluated at bid price : 17.12 Bid-YTW : 5.05 % |
| MFC.PR.M | FixedReset | 3.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.47 Bid-YTW : 5.56 % |
| PWF.PR.Q | FloatingReset | 6.75 % | A reversal of yesterday‘s nonsense.
YTW SCENARIO |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.E | FixedReset | 150,791 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-24 Maturity Price : 22.25 Evaluated at bid price : 22.64 Bid-YTW : 5.13 % |
| BNS.PR.B | FloatingReset | 105,235 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-10-25 Maturity Price : 25.00 Evaluated at bid price : 24.87 Bid-YTW : 3.04 % |
| TD.PF.B | FixedReset | 104,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-24 Maturity Price : 23.07 Evaluated at bid price : 23.57 Bid-YTW : 4.80 % |
| MFC.PR.B | Deemed-Retractible | 97,077 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.60 Bid-YTW : 7.23 % |
| TD.PF.C | FixedReset | 95,450 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-24 Maturity Price : 23.11 Evaluated at bid price : 23.50 Bid-YTW : 4.77 % |
| TD.PR.S | FixedReset | 92,500 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 3.95 % |
| There were 28 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.A | Floater | Quote: 20.93 – 21.23 Spot Rate : 0.3000 Average : 0.1963 YTW SCENARIO |
| W.PR.J | Perpetual-Discount | Quote: 24.75 – 25.10 Spot Rate : 0.3500 Average : 0.2598 YTW SCENARIO |
| BIP.PR.B | FixedReset | Quote: 25.60 – 25.91 Spot Rate : 0.3100 Average : 0.2203 YTW SCENARIO |
| IFC.PR.A | FixedReset | Quote: 19.64 – 19.87 Spot Rate : 0.2300 Average : 0.1434 YTW SCENARIO |
| W.PR.K | FixedReset | Quote: 25.78 – 26.20 Spot Rate : 0.4200 Average : 0.3389 YTW SCENARIO |
| TD.PF.J | FixedReset | Quote: 25.15 – 25.38 Spot Rate : 0.2300 Average : 0.1587 YTW SCENARIO |