| 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 | -0.9443 % | 2,425.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.9443 % | 4,451.2 |
| Floater | 3.91 % | 3.91 % | 108,473 | 17.63 | 3 | -0.9443 % | 2,565.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1188 % | 3,067.3 |
| SplitShare | 4.75 % | 4.55 % | 81,640 | 3.69 | 5 | 0.1188 % | 3,663.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1188 % | 2,858.0 |
| Perpetual-Premium | 5.43 % | 4.92 % | 57,023 | 6.12 | 16 | 0.0297 % | 2,770.6 |
| Perpetual-Discount | 5.38 % | 5.42 % | 63,880 | 14.64 | 19 | -0.0366 % | 2,886.3 |
| FixedReset | 4.36 % | 4.52 % | 146,824 | 6.25 | 99 | 0.0286 % | 2,402.0 |
| Deemed-Retractible | 5.15 % | 5.71 % | 98,435 | 6.08 | 31 | 0.1631 % | 2,851.5 |
| FloatingReset | 2.83 % | 2.92 % | 46,713 | 4.11 | 8 | -0.1206 % | 2,637.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.C | Floater | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-15 Maturity Price : 14.30 Evaluated at bid price : 14.30 Bid-YTW : 3.91 % |
| BAM.PR.B | Floater | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-15 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 3.88 % |
| BMO.PR.Q | FixedReset | 1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.45 Bid-YTW : 5.66 % |
| SLF.PR.C | Deemed-Retractible | 1.15 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.09 Bid-YTW : 7.23 % |
| IFC.PR.A | FixedReset | 1.56 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.56 Bid-YTW : 7.35 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PF.I | FixedReset | 238,055 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.29 % |
| BAM.PF.J | FixedReset | 137,280 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.65 % |
| TD.PF.H | FixedReset | 114,420 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.10 Bid-YTW : 3.87 % |
| RY.PR.A | Deemed-Retractible | 104,370 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-10-15 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 0.41 % |
| BAM.PF.A | FixedReset | 76,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-15 Maturity Price : 23.31 Evaluated at bid price : 23.85 Bid-YTW : 4.81 % |
| TD.PF.E | FixedReset | 53,504 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-15 Maturity Price : 23.09 Evaluated at bid price : 24.30 Bid-YTW : 4.54 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BMO.PR.S | FixedReset | Quote: 22.26 – 22.63 Spot Rate : 0.3700 Average : 0.2392 YTW SCENARIO |
| IAG.PR.A | Deemed-Retractible | Quote: 21.95 – 22.54 Spot Rate : 0.5900 Average : 0.4732 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 19.25 – 19.64 Spot Rate : 0.3900 Average : 0.2753 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 23.20 – 23.46 Spot Rate : 0.2600 Average : 0.1652 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 23.01 – 23.30 Spot Rate : 0.2900 Average : 0.2008 YTW SCENARIO |
| SLF.PR.H | FixedReset | Quote: 20.40 – 20.70 Spot Rate : 0.3000 Average : 0.2129 YTW SCENARIO |