| 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 | 0.2410 % | 3,123.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2410 % | 5,732.2 |
| Floater | 3.46 % | 3.68 % | 44,152 | 18.05 | 4 | 0.2410 % | 3,303.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0158 % | 3,241.3 |
| SplitShare | 4.59 % | 4.11 % | 51,352 | 4.87 | 5 | 0.0158 % | 3,870.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0158 % | 3,020.1 |
| Perpetual-Premium | 5.61 % | -11.08 % | 60,439 | 0.09 | 10 | 0.0590 % | 2,915.0 |
| Perpetual-Discount | 5.40 % | 5.54 % | 55,960 | 14.56 | 25 | 0.0673 % | 2,993.8 |
| FixedReset | 4.31 % | 4.71 % | 120,615 | 4.10 | 107 | 0.0128 % | 2,575.7 |
| Deemed-Retractible | 5.13 % | 5.87 % | 63,533 | 5.37 | 26 | -0.1353 % | 2,984.2 |
| FloatingReset | 3.42 % | 3.57 % | 39,620 | 5.68 | 7 | 0.2410 % | 2,848.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.B | FixedReset | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-23 Maturity Price : 16.96 Evaluated at bid price : 16.96 Bid-YTW : 4.97 % |
| PWF.PR.Q | FloatingReset | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-23 Maturity Price : 21.38 Evaluated at bid price : 21.70 Bid-YTW : 3.57 % |
| PWF.PR.P | FixedReset | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-23 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 4.64 % |
| GWO.PR.N | FixedReset | 3.71 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.01 Bid-YTW : 7.81 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.E | FixedReset | 283,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-23 Maturity Price : 22.01 Evaluated at bid price : 22.62 Bid-YTW : 5.00 % |
| PWF.PR.K | Perpetual-Discount | 128,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-23 Maturity Price : 22.14 Evaluated at bid price : 22.42 Bid-YTW : 5.56 % |
| TRP.PR.A | FixedReset | 102,328 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-23 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 5.01 % |
| MFC.PR.J | FixedReset | 68,175 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-03-19 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 4.71 % |
| RY.PR.W | Perpetual-Discount | 60,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-23 Maturity Price : 24.50 Evaluated at bid price : 24.73 Bid-YTW : 4.97 % |
| RY.PR.Z | FixedReset | 60,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-23 Maturity Price : 22.86 Evaluated at bid price : 23.50 Bid-YTW : 4.64 % |
| There were 18 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.X | FixedReset | Quote: 19.05 – 19.60 Spot Rate : 0.5500 Average : 0.3783 YTW SCENARIO |
| MFC.PR.N | FixedReset | Quote: 23.37 – 23.79 Spot Rate : 0.4200 Average : 0.2707 YTW SCENARIO |
| HSE.PR.G | FixedReset | Quote: 25.18 – 25.63 Spot Rate : 0.4500 Average : 0.3096 YTW SCENARIO |
| TD.PF.A | FixedReset | Quote: 23.41 – 23.78 Spot Rate : 0.3700 Average : 0.2500 YTW SCENARIO |
| HSE.PR.E | FixedReset | Quote: 25.30 – 25.57 Spot Rate : 0.2700 Average : 0.1554 YTW SCENARIO |
| MFC.PR.I | FixedReset | Quote: 24.80 – 25.05 Spot Rate : 0.2500 Average : 0.1581 YTW SCENARIO |