| 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 | -0.3885 % | 3,102.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3885 % | 5,692.4 |
| Floater | 3.48 % | 3.69 % | 60,890 | 18.08 | 4 | -0.3885 % | 3,280.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1027 % | 3,203.7 |
| SplitShare | 4.59 % | 4.51 % | 55,049 | 4.89 | 5 | 0.1027 % | 3,825.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1027 % | 2,985.1 |
| Perpetual-Premium | 5.63 % | -14.03 % | 63,768 | 0.09 | 9 | 0.0481 % | 2,912.5 |
| Perpetual-Discount | 5.39 % | 5.52 % | 58,197 | 14.64 | 26 | 0.1021 % | 2,982.9 |
| FixedReset | 4.29 % | 4.59 % | 130,321 | 4.16 | 106 | 0.2035 % | 2,568.7 |
| Deemed-Retractible | 5.15 % | 6.00 % | 60,631 | 5.45 | 27 | 0.1847 % | 2,973.1 |
| FloatingReset | 3.27 % | 3.61 % | 32,190 | 3.35 | 9 | 0.0940 % | 2,834.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.L | Perpetual-Discount | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-26 Maturity Price : 22.66 Evaluated at bid price : 22.90 Bid-YTW : 5.59 % |
| MFC.PR.G | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-19 Maturity Price : 25.00 Evaluated at bid price : 24.53 Bid-YTW : 4.64 % |
| RY.PR.N | Perpetual-Discount | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-26 Maturity Price : 24.22 Evaluated at bid price : 24.68 Bid-YTW : 4.94 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.R | FixedReset | 110,879 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.96 Bid-YTW : 3.88 % |
| TRP.PR.C | FixedReset | 101,438 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-26 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 4.94 % |
| CU.PR.C | FixedReset | 74,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-26 Maturity Price : 22.23 Evaluated at bid price : 22.80 Bid-YTW : 4.72 % |
| TRP.PR.K | FixedReset | 73,790 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 4.45 % |
| CU.PR.I | FixedReset | 61,138 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.90 Bid-YTW : 3.21 % |
| GWO.PR.F | Deemed-Retractible | 41,003 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.95 Bid-YTW : -31.64 % |
| There were 14 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.L | Perpetual-Discount | Quote: 22.90 – 23.32 Spot Rate : 0.4200 Average : 0.2775 YTW SCENARIO |
| MFC.PR.J | FixedReset | Quote: 24.94 – 25.30 Spot Rate : 0.3600 Average : 0.2621 YTW SCENARIO |
| MFC.PR.K | FixedReset | Quote: 22.88 – 23.25 Spot Rate : 0.3700 Average : 0.2846 YTW SCENARIO |
| TRP.PR.B | FixedReset | Quote: 16.96 – 17.21 Spot Rate : 0.2500 Average : 0.1707 YTW SCENARIO |
| IAG.PR.G | FixedReset | Quote: 23.87 – 24.16 Spot Rate : 0.2900 Average : 0.2122 YTW SCENARIO |
| PWF.PR.Q | FloatingReset | Quote: 21.85 – 22.04 Spot Rate : 0.1900 Average : 0.1231 YTW SCENARIO |