| 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 | -0.6884 % | 2,928.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6884 % | 5,373.5 |
| Floater | 3.42 % | 3.66 % | 65,336 | 18.08 | 4 | -0.6884 % | 3,096.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1591 % | 3,171.9 |
| SplitShare | 4.63 % | 4.51 % | 78,780 | 5.03 | 5 | -0.1591 % | 3,787.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1591 % | 2,955.5 |
| Perpetual-Premium | 5.63 % | -6.64 % | 64,840 | 0.09 | 9 | 0.0174 % | 2,875.0 |
| Perpetual-Discount | 5.41 % | 5.51 % | 62,310 | 14.60 | 26 | -0.0116 % | 2,941.8 |
| FixedReset | 4.31 % | 4.71 % | 165,794 | 5.69 | 105 | 0.1797 % | 2,536.0 |
| Deemed-Retractible | 5.19 % | 5.78 % | 73,804 | 5.58 | 27 | 0.0220 % | 2,941.0 |
| FloatingReset | 3.06 % | 3.79 % | 34,053 | 3.48 | 9 | -0.1405 % | 2,778.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.Q | FloatingReset | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-04 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 3.41 % |
| PVS.PR.D | SplitShare | -1.65 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2021-10-08 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 4.51 % |
| HSE.PR.C | FixedReset | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-04 Maturity Price : 23.94 Evaluated at bid price : 24.30 Bid-YTW : 5.41 % |
| TRP.PR.H | FloatingReset | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-04 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 3.79 % |
| BAM.PR.K | Floater | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-04 Maturity Price : 16.57 Evaluated at bid price : 16.57 Bid-YTW : 3.68 % |
| TRP.PR.F | FloatingReset | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-04 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 3.85 % |
| MFC.PR.I | FixedReset | 1.26 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-19 Maturity Price : 25.00 Evaluated at bid price : 24.94 Bid-YTW : 4.39 % |
| TRP.PR.D | FixedReset | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-04 Maturity Price : 22.59 Evaluated at bid price : 23.15 Bid-YTW : 4.87 % |
| TRP.PR.E | FixedReset | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-04 Maturity Price : 22.66 Evaluated at bid price : 23.09 Bid-YTW : 4.86 % |
| TRP.PR.B | FixedReset | 2.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-04 Maturity Price : 16.88 Evaluated at bid price : 16.88 Bid-YTW : 4.86 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| EMA.PR.H | FixedReset | 113,745 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-04 Maturity Price : 23.18 Evaluated at bid price : 25.08 Bid-YTW : 4.80 % |
| TRP.PR.C | FixedReset | 106,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-04 Maturity Price : 17.74 Evaluated at bid price : 17.74 Bid-YTW : 4.93 % |
| MFC.PR.O | FixedReset | 55,438 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 26.50 Bid-YTW : 3.45 % |
| CM.PR.R | FixedReset | 50,211 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.32 % |
| TD.PF.B | FixedReset | 44,253 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-04 Maturity Price : 22.96 Evaluated at bid price : 23.47 Bid-YTW : 4.66 % |
| MFC.PR.R | FixedReset | 34,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : 3.90 % |
| There were 11 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: 22.85 – 23.85 Spot Rate : 1.0000 Average : 0.5901 YTW SCENARIO |
| PVS.PR.D | SplitShare | Quote: 25.00 – 25.70 Spot Rate : 0.7000 Average : 0.4446 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 16.57 – 17.24 Spot Rate : 0.6700 Average : 0.4308 YTW SCENARIO |
| IAG.PR.I | FixedReset | Quote: 23.90 – 24.90 Spot Rate : 1.0000 Average : 0.7869 YTW SCENARIO |
| TRP.PR.H | FloatingReset | Quote: 16.40 – 17.00 Spot Rate : 0.6000 Average : 0.4475 YTW SCENARIO |
| BAM.PF.G | FixedReset | Quote: 24.17 – 24.60 Spot Rate : 0.4300 Average : 0.2930 YTW SCENARIO |