| 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 | -0.7301 % | 3,120.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7301 % | 5,725.3 |
| Floater | 3.46 % | 3.66 % | 54,654 | 18.14 | 4 | -0.7301 % | 3,299.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1102 % | 3,213.3 |
| SplitShare | 4.57 % | 4.37 % | 47,685 | 4.87 | 5 | 0.1102 % | 3,837.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1102 % | 2,994.1 |
| Perpetual-Premium | 5.62 % | -12.88 % | 60,475 | 0.09 | 10 | -0.1061 % | 2,913.8 |
| Perpetual-Discount | 5.40 % | 5.53 % | 54,708 | 14.61 | 25 | -0.0242 % | 2,985.7 |
| FixedReset | 4.30 % | 4.70 % | 124,499 | 3.95 | 107 | -0.1030 % | 2,571.6 |
| Deemed-Retractible | 5.14 % | 6.05 % | 60,191 | 5.42 | 26 | -0.1357 % | 2,974.6 |
| FloatingReset | 3.36 % | 3.55 % | 32,321 | 5.75 | 7 | 0.0915 % | 2,833.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.L | FixedReset | -4.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.30 Bid-YTW : 6.49 % |
| PWF.PR.A | Floater | -1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-03 Maturity Price : 21.34 Evaluated at bid price : 21.34 Bid-YTW : 3.03 % |
| TD.PF.E | FixedReset | -1.69 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.40 Bid-YTW : 4.87 % |
| EMA.PR.C | FixedReset | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-03 Maturity Price : 22.70 Evaluated at bid price : 23.83 Bid-YTW : 5.04 % |
| MFC.PR.I | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-19 Maturity Price : 25.00 Evaluated at bid price : 24.90 Bid-YTW : 4.63 % |
| SLF.PR.J | FloatingReset | 1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.95 Bid-YTW : 6.78 % |
| MFC.PR.K | FixedReset | 2.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.35 Bid-YTW : 5.77 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.L | FixedReset | 129,743 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-02-24 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : 2.95 % |
| TD.PF.H | FixedReset | 79,846 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 3.56 % |
| MFC.PR.K | FixedReset | 66,454 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.35 Bid-YTW : 5.77 % |
| NA.PR.A | FixedReset | 44,356 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 26.16 Bid-YTW : 3.73 % |
| NA.PR.G | FixedReset | 43,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-03 Maturity Price : 23.21 Evaluated at bid price : 25.22 Bid-YTW : 4.88 % |
| CM.PR.S | FixedReset | 13,613 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-03 Maturity Price : 22.77 Evaluated at bid price : 23.90 Bid-YTW : 4.78 % |
| There were 3 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.E | FixedReset | Quote: 22.63 – 23.90 Spot Rate : 1.2700 Average : 0.6882 YTW SCENARIO |
| MFC.PR.L | FixedReset | Quote: 22.30 – 23.30 Spot Rate : 1.0000 Average : 0.5517 YTW SCENARIO |
| TD.PF.G | FixedReset | Quote: 26.35 – 26.75 Spot Rate : 0.4000 Average : 0.2343 YTW SCENARIO |
| PWF.PR.O | Perpetual-Premium | Quote: 25.66 – 26.05 Spot Rate : 0.3900 Average : 0.2320 YTW SCENARIO |
| TD.PF.E | FixedReset | Quote: 24.40 – 24.79 Spot Rate : 0.3900 Average : 0.2549 YTW SCENARIO |
| MFC.PR.H | FixedReset | Quote: 25.30 – 25.70 Spot Rate : 0.4000 Average : 0.2768 YTW SCENARIO |