| 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 | -0.1331 % | 2,421.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1331 % | 4,444.0 |
| Floater | 3.73 % | 3.96 % | 93,301 | 17.47 | 3 | -0.1331 % | 2,561.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0592 % | 3,083.3 |
| SplitShare | 4.73 % | 4.73 % | 56,866 | 4.31 | 6 | 0.0592 % | 3,682.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0592 % | 2,873.0 |
| Perpetual-Premium | 5.35 % | 0.15 % | 47,866 | 0.15 | 20 | 0.0609 % | 2,835.9 |
| Perpetual-Discount | 5.21 % | 5.23 % | 74,121 | 15.06 | 15 | 0.0907 % | 3,001.6 |
| FixedReset | 4.23 % | 4.15 % | 145,022 | 4.45 | 99 | 0.0859 % | 2,489.5 |
| Deemed-Retractible | 5.04 % | 5.37 % | 94,905 | 5.95 | 30 | 0.0082 % | 2,929.7 |
| FloatingReset | 2.75 % | 2.92 % | 47,836 | 4.00 | 8 | -0.0218 % | 2,671.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.G | FixedReset | 1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.45 Bid-YTW : 7.57 % |
| PWF.PR.P | FixedReset | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-07 Maturity Price : 17.65 Evaluated at bid price : 17.65 Bid-YTW : 4.38 % |
| HSE.PR.A | FixedReset | 2.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-07 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 4.46 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| HSB.PR.C | Deemed-Retractible | 221,540 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-12-07 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : -1.09 % |
| TD.PF.E | FixedReset | 132,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 4.10 % |
| TRP.PR.K | FixedReset | 113,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.46 Bid-YTW : 3.74 % |
| BAM.PF.I | FixedReset | 112,110 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : 3.71 % |
| TRP.PR.J | FixedReset | 102,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.80 Bid-YTW : 3.66 % |
| TD.PF.A | FixedReset | 85,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-07 Maturity Price : 23.26 Evaluated at bid price : 23.60 Bid-YTW : 4.10 % |
| There were 22 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PVS.PR.F | SplitShare | Quote: 25.29 – 26.00 Spot Rate : 0.7100 Average : 0.4028 YTW SCENARIO |
| GWO.PR.N | FixedReset | Quote: 18.41 – 18.82 Spot Rate : 0.4100 Average : 0.2886 YTW SCENARIO |
| MFC.PR.O | FixedReset | Quote: 27.01 – 27.30 Spot Rate : 0.2900 Average : 0.1960 YTW SCENARIO |
| BAM.PF.D | Perpetual-Discount | Quote: 22.68 – 23.00 Spot Rate : 0.3200 Average : 0.2266 YTW SCENARIO |
| MFC.PR.G | FixedReset | Quote: 24.60 – 24.99 Spot Rate : 0.3900 Average : 0.2988 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 23.80 – 24.31 Spot Rate : 0.5100 Average : 0.4370 YTW SCENARIO |