| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | 0.2314 % | 2,357.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2314 % | 4,325.7 |
| Floater | 3.71 % | 3.70 % | 61,784 | 18.08 | 3 | 0.2314 % | 2,492.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1389 % | 3,677.8 |
| SplitShare | 4.77 % | 4.21 % | 40,644 | 3.61 | 9 | 0.1389 % | 4,392.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1389 % | 3,426.9 |
| Perpetual-Premium | 5.30 % | -1.87 % | 79,992 | 0.09 | 21 | 0.0987 % | 3,255.9 |
| Perpetual-Discount | 4.93 % | 4.94 % | 80,864 | 15.51 | 13 | 0.0632 % | 3,761.4 |
| FixedReset Disc | 4.36 % | 3.88 % | 194,063 | 17.18 | 52 | -0.1827 % | 2,662.2 |
| Insurance Straight | 4.98 % | 4.56 % | 90,605 | 4.02 | 22 | 0.0890 % | 3,654.2 |
| FloatingReset | 2.94 % | 3.25 % | 50,728 | 19.10 | 2 | -0.2355 % | 2,388.3 |
| FixedReset Prem | 5.05 % | 3.39 % | 247,508 | 0.99 | 26 | -0.1289 % | 2,735.6 |
| FixedReset Bank Non | 1.81 % | 2.26 % | 218,785 | 0.85 | 1 | 0.0400 % | 2,889.7 |
| FixedReset Ins Non | 4.41 % | 3.82 % | 147,109 | 17.45 | 22 | 0.0653 % | 2,793.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TD.PF.C | FixedReset Disc | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-24 Maturity Price : 22.20 Evaluated at bid price : 22.75 Bid-YTW : 3.70 % |
| TD.PF.J | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-24 Maturity Price : 23.26 Evaluated at bid price : 24.27 Bid-YTW : 3.89 % |
| TD.PF.K | FixedReset Disc | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-24 Maturity Price : 23.10 Evaluated at bid price : 24.13 Bid-YTW : 3.85 % |
| NA.PR.E | FixedReset Disc | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-24 Maturity Price : 23.53 Evaluated at bid price : 23.84 Bid-YTW : 3.88 % |
| TD.PF.M | FixedReset Prem | -1.29 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.06 Bid-YTW : 4.00 % |
| BAM.PR.R | FixedReset Disc | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-24 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 4.61 % |
| BIP.PR.B | FixedReset Prem | -1.10 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.06 Bid-YTW : 4.50 % |
| SLF.PR.G | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-24 Maturity Price : 14.95 Evaluated at bid price : 14.95 Bid-YTW : 3.82 % |
| MFC.PR.N | FixedReset Ins Non | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-24 Maturity Price : 22.07 Evaluated at bid price : 22.55 Bid-YTW : 3.71 % |
| CU.PR.D | Perpetual-Discount | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-24 Maturity Price : 24.64 Evaluated at bid price : 24.95 Bid-YTW : 4.94 % |
| TRP.PR.A | FixedReset Disc | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-24 Maturity Price : 17.04 Evaluated at bid price : 17.04 Bid-YTW : 4.45 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.A | FixedReset Disc | 115,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-24 Maturity Price : 17.04 Evaluated at bid price : 17.04 Bid-YTW : 4.45 % |
| TRP.PR.J | FixedReset Prem | 107,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 2.24 % |
| CM.PR.O | FixedReset Disc | 100,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-24 Maturity Price : 22.37 Evaluated at bid price : 22.95 Bid-YTW : 3.69 % |
| SLF.PR.A | Insurance Straight | 57,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-24 Maturity Price : 24.64 Evaluated at bid price : 24.90 Bid-YTW : 4.77 % |
| MFC.PR.O | FixedReset Ins Non | 53,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.23 Bid-YTW : 2.05 % |
| NA.PR.E | FixedReset Disc | 43,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-24 Maturity Price : 23.53 Evaluated at bid price : 23.84 Bid-YTW : 3.88 % |
| There were 38 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.K | Floater | Quote: 11.47 – 15.88 Spot Rate : 4.4100 Average : 2.9889 YTW SCENARIO |
| POW.PR.A | Perpetual-Premium | Quote: 25.70 – 26.70 Spot Rate : 1.0000 Average : 0.5455 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 19.35 – 19.95 Spot Rate : 0.6000 Average : 0.4075 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 24.27 – 24.80 Spot Rate : 0.5300 Average : 0.3510 YTW SCENARIO |
| NA.PR.E | FixedReset Disc | Quote: 23.84 – 24.25 Spot Rate : 0.4100 Average : 0.2467 YTW SCENARIO |
| TD.PF.C | FixedReset Disc | Quote: 22.75 – 23.23 Spot Rate : 0.4800 Average : 0.3211 YTW SCENARIO |