| 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 | -0.4962 % | 3,095.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4962 % | 5,680.9 |
| Floater | 3.49 % | 3.71 % | 50,904 | 18.01 | 4 | -0.4962 % | 3,273.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0551 % | 3,211.6 |
| SplitShare | 4.57 % | 4.69 % | 49,250 | 4.84 | 5 | -0.0551 % | 3,835.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0551 % | 2,992.4 |
| Perpetual-Premium | 5.62 % | -10.91 % | 57,447 | 0.09 | 10 | 0.0157 % | 2,912.5 |
| Perpetual-Discount | 5.41 % | 5.53 % | 58,450 | 14.58 | 25 | -0.0536 % | 2,989.1 |
| FixedReset | 4.30 % | 4.78 % | 127,361 | 3.91 | 107 | -0.0288 % | 2,574.4 |
| Deemed-Retractible | 5.13 % | 5.96 % | 58,739 | 5.39 | 26 | -0.1016 % | 2,980.5 |
| FloatingReset | 3.43 % | 3.65 % | 32,230 | 5.71 | 7 | 0.0195 % | 2,844.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| No individual gains or losses exceeding 1%! | |||
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.K | FixedReset | 112,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.90 Bid-YTW : 3.83 % |
| TD.PF.B | FixedReset | 104,990 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-14 Maturity Price : 23.08 Evaluated at bid price : 23.65 Bid-YTW : 4.79 % |
| GWO.PR.G | Deemed-Retractible | 104,100 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.04 Bid-YTW : 6.09 % |
| GWO.PR.Q | Deemed-Retractible | 53,400 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.92 Bid-YTW : 6.13 % |
| MFC.PR.R | FixedReset | 52,632 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 26.07 Bid-YTW : 3.81 % |
| RY.PR.R | FixedReset | 52,620 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.45 Bid-YTW : 3.44 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EMA.PR.F | FixedReset | Quote: 24.15 – 25.00 Spot Rate : 0.8500 Average : 0.5210 YTW SCENARIO |
| MFC.PR.N | FixedReset | Quote: 23.75 – 24.37 Spot Rate : 0.6200 Average : 0.4599 YTW SCENARIO |
| CM.PR.O | FixedReset | Quote: 23.44 – 23.88 Spot Rate : 0.4400 Average : 0.2921 YTW SCENARIO |
| CM.PR.Q | FixedReset | Quote: 24.45 – 24.75 Spot Rate : 0.3000 Average : 0.1869 YTW SCENARIO |
| MFC.PR.G | FixedReset | Quote: 24.50 – 24.95 Spot Rate : 0.4500 Average : 0.3462 YTW SCENARIO |
| RY.PR.H | FixedReset | Quote: 23.57 – 23.88 Spot Rate : 0.3100 Average : 0.2064 YTW SCENARIO |