| 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 | 0.8542 % | 2,090.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8542 % | 3,836.7 |
| Floater | 3.64 % | 3.80 % | 42,891 | 17.89 | 4 | 0.8542 % | 2,211.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0131 % | 3,022.1 |
| SplitShare | 4.94 % | 3.84 % | 61,766 | 0.67 | 6 | 0.0131 % | 3,609.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0131 % | 2,815.9 |
| Perpetual-Premium | 5.29 % | -4.61 % | 71,807 | 0.09 | 23 | 0.2465 % | 2,770.8 |
| Perpetual-Discount | 5.15 % | 5.13 % | 113,489 | 15.21 | 13 | 0.1215 % | 2,949.3 |
| FixedReset | 4.37 % | 3.98 % | 239,430 | 6.67 | 94 | 0.1509 % | 2,359.5 |
| Deemed-Retractible | 5.03 % | 1.31 % | 141,907 | 0.14 | 31 | 0.2087 % | 2,865.9 |
| FloatingReset | 2.58 % | 3.24 % | 54,154 | 4.54 | 9 | 0.3798 % | 2,521.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset | -1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.13 Bid-YTW : 6.88 % |
| CU.PR.I | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.41 Bid-YTW : 2.99 % |
| PWF.PR.L | Perpetual-Premium | 1.04 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-05-03 Maturity Price : 25.00 Evaluated at bid price : 25.27 Bid-YTW : 2.87 % |
| NA.PR.S | FixedReset | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-03 Maturity Price : 22.35 Evaluated at bid price : 22.64 Bid-YTW : 3.94 % |
| NA.PR.W | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-03 Maturity Price : 21.54 Evaluated at bid price : 21.92 Bid-YTW : 3.91 % |
| SLF.PR.J | FloatingReset | 1.30 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.55 Bid-YTW : 8.79 % |
| BAM.PR.X | FixedReset | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-03 Maturity Price : 16.78 Evaluated at bid price : 16.78 Bid-YTW : 4.32 % |
| BAM.PR.K | Floater | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-03 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 3.80 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.O | Deemed-Retractible | 173,265 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-05-26 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 3.32 % |
| RY.PR.A | Deemed-Retractible | 70,077 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-05-03 Maturity Price : 25.00 Evaluated at bid price : 25.18 Bid-YTW : 1.31 % |
| TRP.PR.E | FixedReset | 57,140 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-03 Maturity Price : 22.24 Evaluated at bid price : 22.62 Bid-YTW : 3.88 % |
| RY.PR.G | Deemed-Retractible | 50,462 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-05-03 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : -0.51 % |
| TD.PF.D | FixedReset | 38,694 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-03 Maturity Price : 22.80 Evaluated at bid price : 23.72 Bid-YTW : 4.02 % |
| BAM.PF.A | FixedReset | 38,046 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-03 Maturity Price : 23.37 Evaluated at bid price : 23.80 Bid-YTW : 4.21 % |
| There were 25 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| W.PR.K | FixedReset | Quote: 26.05 – 26.48 Spot Rate : 0.4300 Average : 0.2789 YTW SCENARIO |
| PWF.PR.A | Floater | Quote: 14.50 – 14.91 Spot Rate : 0.4100 Average : 0.3493 YTW SCENARIO |
| BMO.PR.M | FixedReset | Quote: 24.65 – 24.89 Spot Rate : 0.2400 Average : 0.1843 YTW SCENARIO |
| GWO.PR.L | Deemed-Retractible | Quote: 25.80 – 26.00 Spot Rate : 0.2000 Average : 0.1444 YTW SCENARIO |
| SLF.PR.H | FixedReset | Quote: 19.89 – 20.13 Spot Rate : 0.2400 Average : 0.1866 YTW SCENARIO |
| BMO.PR.R | FloatingReset | Quote: 23.96 – 24.10 Spot Rate : 0.1400 Average : 0.0977 YTW SCENARIO |