| 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 | 0.2099 % | 2,098.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2099 % | 3,850.2 |
| Floater | 3.60 % | 3.79 % | 47,465 | 17.78 | 4 | 0.2099 % | 2,218.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0470 % | 3,004.5 |
| SplitShare | 4.98 % | 4.02 % | 63,668 | 0.74 | 5 | 0.0470 % | 3,588.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0470 % | 2,799.5 |
| Perpetual-Premium | 5.35 % | 4.59 % | 65,437 | 2.82 | 20 | -0.0059 % | 2,740.8 |
| Perpetual-Discount | 5.15 % | 5.22 % | 98,472 | 15.02 | 18 | 0.0517 % | 2,921.4 |
| FixedReset | 4.44 % | 4.11 % | 229,358 | 6.73 | 98 | 0.3354 % | 2,323.0 |
| Deemed-Retractible | 5.04 % | 0.36 % | 141,166 | 0.14 | 31 | -0.0647 % | 2,856.2 |
| FloatingReset | 2.46 % | 3.25 % | 48,781 | 4.62 | 9 | 0.5342 % | 2,487.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BMO.PR.Q | FixedReset | -1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.52 Bid-YTW : 5.13 % |
| HSE.PR.A | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-09 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 4.24 % |
| MFC.PR.M | FixedReset | 1.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.77 Bid-YTW : 5.73 % |
| BAM.PR.X | FixedReset | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-09 Maturity Price : 16.24 Evaluated at bid price : 16.24 Bid-YTW : 4.68 % |
| SLF.PR.G | FixedReset | 1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.71 Bid-YTW : 8.22 % |
| IFC.PR.A | FixedReset | 1.31 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.39 Bid-YTW : 6.90 % |
| TRP.PR.H | FloatingReset | 1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-09 Maturity Price : 13.31 Evaluated at bid price : 13.31 Bid-YTW : 3.28 % |
| SLF.PR.J | FloatingReset | 2.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.75 Bid-YTW : 8.36 % |
| TRP.PR.F | FloatingReset | 2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-09 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 3.22 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.C | FixedReset | 2,599,232 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 4.26 % |
| RY.PR.L | FixedReset | 499,150 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-02-24 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : 3.81 % |
| TRP.PR.K | FixedReset | 100,501 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 4.35 % |
| RY.PR.C | Deemed-Retractible | 92,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-04-08 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : -5.93 % |
| TRP.PR.J | FixedReset | 72,425 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.55 Bid-YTW : 3.96 % |
| BAM.PF.B | FixedReset | 71,068 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-09 Maturity Price : 21.39 Evaluated at bid price : 21.71 Bid-YTW : 4.47 % |
| There were 47 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EML.PR.A | FixedReset | Quote: 26.67 – 26.99 Spot Rate : 0.3200 Average : 0.1893 YTW SCENARIO |
| IAG.PR.A | Deemed-Retractible | Quote: 22.80 – 23.14 Spot Rate : 0.3400 Average : 0.2471 YTW SCENARIO |
| BMO.PR.Q | FixedReset | Quote: 21.52 – 21.82 Spot Rate : 0.3000 Average : 0.2182 YTW SCENARIO |
| BNS.PR.Y | FixedReset | Quote: 22.40 – 22.60 Spot Rate : 0.2000 Average : 0.1216 YTW SCENARIO |
| FTS.PR.K | FixedReset | Quote: 19.94 – 20.14 Spot Rate : 0.2000 Average : 0.1245 YTW SCENARIO |
| NA.PR.S | FixedReset | Quote: 22.49 – 22.69 Spot Rate : 0.2000 Average : 0.1271 YTW SCENARIO |