| 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 | 0.0596 % | 2,448.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0596 % | 4,492.8 |
| Floater | 3.40 % | 3.51 % | 58,570 | 18.53 | 4 | 0.0596 % | 2,589.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0774 % | 3,697.2 |
| SplitShare | 4.77 % | 3.88 % | 38,968 | 3.57 | 8 | 0.0774 % | 4,415.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0774 % | 3,444.9 |
| Perpetual-Premium | 5.30 % | -3.85 % | 69,362 | 0.09 | 23 | 0.0854 % | 3,253.9 |
| Perpetual-Discount | 4.92 % | 4.96 % | 79,357 | 15.56 | 11 | 0.1168 % | 3,751.8 |
| FixedReset Disc | 4.38 % | 3.80 % | 170,606 | 17.58 | 48 | 0.1143 % | 2,645.0 |
| Insurance Straight | 4.98 % | 4.57 % | 92,877 | 3.78 | 22 | 0.1071 % | 3,653.7 |
| FloatingReset | 2.89 % | 3.21 % | 65,424 | 19.23 | 2 | -0.7556 % | 2,433.4 |
| FixedReset Prem | 5.01 % | 3.86 % | 238,457 | 1.10 | 30 | -0.1152 % | 2,723.7 |
| FixedReset Bank Non | 1.80 % | 2.27 % | 180,664 | 0.80 | 1 | 0.0801 % | 2,892.0 |
| FixedReset Ins Non | 4.40 % | 3.83 % | 147,780 | 17.50 | 22 | 0.5748 % | 2,801.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.B | FixedReset Disc | -2.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-09 Maturity Price : 12.70 Evaluated at bid price : 12.70 Bid-YTW : 4.21 % |
| NA.PR.C | FixedReset Prem | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-09 Maturity Price : 23.66 Evaluated at bid price : 24.91 Bid-YTW : 4.32 % |
| MFC.PR.N | FixedReset Ins Non | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-09 Maturity Price : 21.94 Evaluated at bid price : 22.35 Bid-YTW : 3.73 % |
| RY.PR.M | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-09 Maturity Price : 22.39 Evaluated at bid price : 23.16 Bid-YTW : 3.70 % |
| IFC.PR.C | FixedReset Ins Non | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-09 Maturity Price : 22.34 Evaluated at bid price : 23.15 Bid-YTW : 3.87 % |
| EIT.PR.A | SplitShare | 1.16 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 26.15 Bid-YTW : 3.28 % |
| CM.PR.P | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-09 Maturity Price : 22.03 Evaluated at bid price : 22.48 Bid-YTW : 3.68 % |
| GWO.PR.N | FixedReset Ins Non | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-09 Maturity Price : 15.29 Evaluated at bid price : 15.29 Bid-YTW : 3.52 % |
| PWF.PR.T | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-09 Maturity Price : 21.56 Evaluated at bid price : 21.96 Bid-YTW : 3.92 % |
| TD.PF.E | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-09 Maturity Price : 22.69 Evaluated at bid price : 23.75 Bid-YTW : 3.81 % |
| MFC.PR.M | FixedReset Ins Non | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-09 Maturity Price : 22.45 Evaluated at bid price : 23.15 Bid-YTW : 3.65 % |
| MFC.PR.K | FixedReset Ins Non | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-09 Maturity Price : 21.64 Evaluated at bid price : 22.07 Bid-YTW : 3.76 % |
| MFC.PR.L | FixedReset Ins Non | 2.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-09 Maturity Price : 21.44 Evaluated at bid price : 21.78 Bid-YTW : 3.70 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.X | FixedReset Prem | 213,815 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 2.04 % |
| TRP.PR.J | FixedReset Prem | 104,410 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.28 Bid-YTW : 2.09 % |
| TD.PF.G | FixedReset Prem | 79,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-30 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 4.13 % |
| TD.PF.C | FixedReset Disc | 60,214 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-09 Maturity Price : 22.25 Evaluated at bid price : 22.82 Bid-YTW : 3.62 % |
| RY.PR.S | FixedReset Disc | 54,013 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-09 Maturity Price : 23.15 Evaluated at bid price : 24.35 Bid-YTW : 3.59 % |
| NA.PR.C | FixedReset Prem | 41,802 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-09 Maturity Price : 23.66 Evaluated at bid price : 24.91 Bid-YTW : 4.32 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.M | FixedReset Disc | Quote: 23.16 – 24.48 Spot Rate : 1.3200 Average : 1.0032 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 25.95 – 26.95 Spot Rate : 1.0000 Average : 0.8006 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 15.51 – 15.95 Spot Rate : 0.4400 Average : 0.2809 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 22.35 – 23.00 Spot Rate : 0.6500 Average : 0.4959 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 15.29 – 15.84 Spot Rate : 0.5500 Average : 0.4239 YTW SCENARIO |
| NA.PR.C | FixedReset Prem | Quote: 24.91 – 25.24 Spot Rate : 0.3300 Average : 0.2100 YTW SCENARIO |