| 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 | 0.2604 % | 2,367.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2604 % | 4,344.5 |
| Floater | 3.66 % | 3.69 % | 114,249 | 18.01 | 3 | 0.2604 % | 2,503.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0472 % | 3,087.2 |
| SplitShare | 4.72 % | 3.85 % | 51,607 | 1.31 | 5 | -0.0472 % | 3,686.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0472 % | 2,876.5 |
| Perpetual-Premium | 5.41 % | 4.73 % | 55,823 | 5.86 | 16 | 0.0172 % | 2,781.6 |
| Perpetual-Discount | 5.30 % | 5.34 % | 73,062 | 14.87 | 19 | -0.2337 % | 2,921.5 |
| FixedReset | 4.36 % | 4.41 % | 146,813 | 6.33 | 98 | 0.1749 % | 2,395.8 |
| Deemed-Retractible | 5.10 % | 5.47 % | 98,714 | 6.08 | 31 | -0.1492 % | 2,871.3 |
| FloatingReset | 2.57 % | 2.91 % | 40,974 | 4.17 | 8 | 0.1382 % | 2,623.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.Z | Perpetual-Discount | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-01 Maturity Price : 24.18 Evaluated at bid price : 24.55 Bid-YTW : 5.35 % |
| W.PR.H | Perpetual-Discount | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-01 Maturity Price : 24.25 Evaluated at bid price : 24.55 Bid-YTW : 5.68 % |
| BAM.PF.G | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-01 Maturity Price : 23.05 Evaluated at bid price : 24.10 Bid-YTW : 4.56 % |
| BAM.PR.T | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-01 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 4.61 % |
| RY.PR.J | FixedReset | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-01 Maturity Price : 22.80 Evaluated at bid price : 23.57 Bid-YTW : 4.40 % |
| PWF.PR.P | FixedReset | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-01 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 4.43 % |
| BAM.PR.X | FixedReset | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-01 Maturity Price : 17.64 Evaluated at bid price : 17.64 Bid-YTW : 4.57 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.B | Deemed-Retractible | 212,307 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-10-01 Maturity Price : 25.00 Evaluated at bid price : 25.08 Bid-YTW : 2.06 % |
| TRP.PR.J | FixedReset | 152,348 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.70 Bid-YTW : 3.57 % |
| NA.PR.S | FixedReset | 137,706 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-01 Maturity Price : 21.81 Evaluated at bid price : 22.32 Bid-YTW : 4.42 % |
| RY.PR.L | FixedReset | 109,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-02-24 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 3.78 % |
| RY.PR.Q | FixedReset | 104,512 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.70 Bid-YTW : 3.59 % |
| RY.PR.R | FixedReset | 102,321 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.80 Bid-YTW : 3.60 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.G | FixedReset | Quote: 23.90 – 24.34 Spot Rate : 0.4400 Average : 0.3096 YTW SCENARIO |
| MFC.PR.M | FixedReset | Quote: 21.92 – 22.29 Spot Rate : 0.3700 Average : 0.2436 YTW SCENARIO |
| BMO.PR.Y | FixedReset | Quote: 23.53 – 23.96 Spot Rate : 0.4300 Average : 0.3146 YTW SCENARIO |
| HSE.PR.E | FixedReset | Quote: 23.78 – 24.10 Spot Rate : 0.3200 Average : 0.2166 YTW SCENARIO |
| IAG.PR.G | FixedReset | Quote: 22.65 – 23.04 Spot Rate : 0.3900 Average : 0.2890 YTW SCENARIO |
| MFC.PR.H | FixedReset | Quote: 24.36 – 24.67 Spot Rate : 0.3100 Average : 0.2103 YTW SCENARIO |