| 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 | -0.0184 % | 2,192.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0184 % | 4,022.8 |
| Floater | 3.47 % | 3.56 % | 43,704 | 18.39 | 4 | -0.0184 % | 2,318.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2801 % | 3,021.1 |
| SplitShare | 4.94 % | 4.20 % | 57,037 | 0.64 | 6 | -0.2801 % | 3,607.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2801 % | 2,815.0 |
| Perpetual-Premium | 5.28 % | -7.34 % | 72,848 | 0.09 | 23 | -0.0186 % | 2,791.6 |
| Perpetual-Discount | 5.07 % | 5.06 % | 111,308 | 15.40 | 13 | 0.0032 % | 3,006.3 |
| FixedReset | 4.33 % | 3.88 % | 249,860 | 6.67 | 94 | -0.1192 % | 2,386.5 |
| Deemed-Retractible | 4.97 % | 3.75 % | 142,522 | 0.12 | 31 | -0.0026 % | 2,899.4 |
| FloatingReset | 2.54 % | 3.03 % | 52,829 | 4.53 | 9 | 0.0938 % | 2,549.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.B | FixedReset | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-13 Maturity Price : 14.76 Evaluated at bid price : 14.76 Bid-YTW : 3.91 % |
| IAG.PR.G | FixedReset | -1.40 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.27 Bid-YTW : 5.02 % |
| TRP.PR.C | FixedReset | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-13 Maturity Price : 16.28 Evaluated at bid price : 16.28 Bid-YTW : 3.88 % |
| TRP.PR.A | FixedReset | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-13 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 3.87 % |
| CCS.PR.C | Deemed-Retractible | 1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 5.38 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.H | FloatingReset | 123,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-13 Maturity Price : 14.12 Evaluated at bid price : 14.12 Bid-YTW : 3.31 % |
| BMO.PR.C | FixedReset | 97,788 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 4.00 % |
| BNS.PR.O | Deemed-Retractible | 97,480 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-05-26 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 3.75 % |
| MFC.PR.R | FixedReset | 70,082 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.98 Bid-YTW : 4.06 % |
| BMO.PR.B | FixedReset | 63,868 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 26.67 Bid-YTW : 3.51 % |
| TD.PF.H | FixedReset | 57,597 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.41 Bid-YTW : 3.47 % |
| There were 23 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IAG.PR.G | FixedReset | Quote: 23.27 – 23.62 Spot Rate : 0.3500 Average : 0.2483 YTW SCENARIO |
| PVS.PR.D | SplitShare | Quote: 25.00 – 25.30 Spot Rate : 0.3000 Average : 0.2041 YTW SCENARIO |
| CU.PR.H | Perpetual-Premium | Quote: 25.75 – 26.11 Spot Rate : 0.3600 Average : 0.2710 YTW SCENARIO |
| NA.PR.W | FixedReset | Quote: 22.16 – 22.45 Spot Rate : 0.2900 Average : 0.2046 YTW SCENARIO |
| IFC.PR.C | FixedReset | Quote: 22.00 – 22.25 Spot Rate : 0.2500 Average : 0.1661 YTW SCENARIO |
| SLF.PR.H | FixedReset | Quote: 20.17 – 20.50 Spot Rate : 0.3300 Average : 0.2536 YTW SCENARIO |