| 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 | 0.0933 % | 2,164.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0933 % | 3,971.2 |
| Floater | 3.52 % | 3.69 % | 55,196 | 18.03 | 4 | 0.0933 % | 2,288.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1883 % | 3,052.0 |
| SplitShare | 4.72 % | 4.28 % | 72,740 | 1.57 | 5 | -0.1883 % | 3,644.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1883 % | 2,843.8 |
| Perpetual-Premium | 5.32 % | 2.25 % | 68,389 | 0.09 | 22 | 0.1175 % | 2,781.8 |
| Perpetual-Discount | 5.12 % | 5.10 % | 100,516 | 15.24 | 14 | 0.0181 % | 2,990.0 |
| FixedReset | 4.50 % | 4.12 % | 191,709 | 6.57 | 94 | -0.1926 % | 2,302.5 |
| Deemed-Retractible | 5.00 % | 5.17 % | 135,724 | 4.13 | 32 | 0.1464 % | 2,888.8 |
| FloatingReset | 2.50 % | 3.14 % | 46,509 | 4.43 | 10 | 0.1869 % | 2,529.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.K | FixedReset | -1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.75 Bid-YTW : 6.83 % |
| SLF.PR.G | FixedReset | 1.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.40 Bid-YTW : 8.62 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.R | FixedReset | 354,700 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.93 Bid-YTW : 3.30 % |
| BMO.PR.C | FixedReset | 175,120 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-25 Maturity Price : 23.28 Evaluated at bid price : 25.36 Bid-YTW : 4.22 % |
| RY.PR.R | FixedReset | 163,450 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.97 Bid-YTW : 3.51 % |
| IFC.PR.E | Deemed-Retractible | 163,011 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.94 Bid-YTW : 5.27 % |
| TD.PF.H | FixedReset | 160,041 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.10 Bid-YTW : 3.87 % |
| RY.PR.H | FixedReset | 106,475 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-25 Maturity Price : 21.02 Evaluated at bid price : 21.02 Bid-YTW : 3.94 % |
| TD.PF.D | FixedReset | 101,538 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-25 Maturity Price : 22.03 Evaluated at bid price : 22.40 Bid-YTW : 4.17 % |
| MFC.PR.R | FixedReset | 100,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.58 Bid-YTW : 4.26 % |
| There were 28 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PVS.PR.B | SplitShare | Quote: 25.10 – 25.45 Spot Rate : 0.3500 Average : 0.2335 YTW SCENARIO |
| BAM.PF.I | FixedReset | Quote: 26.06 – 26.35 Spot Rate : 0.2900 Average : 0.1813 YTW SCENARIO |
| CU.PR.H | Perpetual-Premium | Quote: 25.40 – 25.70 Spot Rate : 0.3000 Average : 0.2045 YTW SCENARIO |
| TRP.PR.G | FixedReset | Quote: 22.90 – 23.21 Spot Rate : 0.3100 Average : 0.2293 YTW SCENARIO |
| MFC.PR.I | FixedReset | Quote: 22.30 – 22.49 Spot Rate : 0.1900 Average : 0.1221 YTW SCENARIO |
| BAM.PR.R | FixedReset | Quote: 18.40 – 18.64 Spot Rate : 0.2400 Average : 0.1748 YTW SCENARIO |