| 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 | 0.4372 % | 2,472.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4372 % | 4,536.8 |
| Floater | 3.66 % | 3.91 % | 97,573 | 17.56 | 3 | 0.4372 % | 2,614.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1245 % | 3,095.5 |
| SplitShare | 4.71 % | 4.69 % | 50,462 | 4.29 | 6 | 0.1245 % | 3,696.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1245 % | 2,884.3 |
| Perpetual-Premium | 5.36 % | 4.69 % | 44,793 | 2.24 | 20 | 0.0236 % | 2,834.6 |
| Perpetual-Discount | 5.23 % | 5.26 % | 70,555 | 15.02 | 15 | 0.0654 % | 3,002.4 |
| FixedReset | 4.23 % | 4.22 % | 145,257 | 4.31 | 99 | 0.1650 % | 2,492.6 |
| Deemed-Retractible | 5.03 % | 5.39 % | 88,596 | 5.93 | 30 | -0.0452 % | 2,932.1 |
| FloatingReset | 2.78 % | 2.84 % | 42,008 | 3.97 | 8 | 0.2827 % | 2,684.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BNS.PR.D | FloatingReset | 1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.14 Bid-YTW : 3.91 % |
| PWF.PR.A | Floater | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-16 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 3.30 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| HSB.PR.C | Deemed-Retractible | 404,327 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-12-16 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 0.91 % |
| W.PR.M | FixedReset | 376,380 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 26.45 Bid-YTW : 3.74 % |
| HSB.PR.D | Deemed-Retractible | 114,975 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-12-16 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 0.65 % |
| MFC.PR.O | FixedReset | 109,547 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 27.01 Bid-YTW : 3.49 % |
| BNS.PR.E | FixedReset | 95,983 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 26.94 Bid-YTW : 3.21 % |
| RY.PR.Q | FixedReset | 87,413 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.85 Bid-YTW : 3.24 % |
| There were 14 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.G | FixedReset | Quote: 24.15 – 24.78 Spot Rate : 0.6300 Average : 0.4271 YTW SCENARIO |
| PVS.PR.B | SplitShare | Quote: 25.35 – 25.87 Spot Rate : 0.5200 Average : 0.3237 YTW SCENARIO |
| NA.PR.W | FixedReset | Quote: 22.67 – 22.99 Spot Rate : 0.3200 Average : 0.2067 YTW SCENARIO |
| HSE.PR.C | FixedReset | Quote: 24.52 – 24.80 Spot Rate : 0.2800 Average : 0.1898 YTW SCENARIO |
| GWO.PR.I | Deemed-Retractible | Quote: 22.31 – 22.65 Spot Rate : 0.3400 Average : 0.2603 YTW SCENARIO |
| BMO.PR.T | FixedReset | Quote: 22.88 – 23.18 Spot Rate : 0.3000 Average : 0.2409 YTW SCENARIO |