| 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 | -0.8924 % | 2,491.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8924 % | 4,571.6 |
| Floater | 3.67 % | 3.83 % | 33,765 | 17.70 | 4 | -0.8924 % | 2,634.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0722 % | 3,117.4 |
| SplitShare | 4.73 % | 4.15 % | 51,946 | 1.06 | 6 | -0.0722 % | 3,722.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0722 % | 2,904.7 |
| Perpetual-Premium | 5.37 % | 4.79 % | 55,510 | 0.15 | 20 | -0.0098 % | 2,833.3 |
| Perpetual-Discount | 5.24 % | 5.30 % | 71,618 | 14.92 | 14 | -0.0368 % | 2,993.4 |
| FixedReset | 4.28 % | 4.39 % | 149,623 | 6.13 | 98 | 0.1115 % | 2,469.2 |
| Deemed-Retractible | 5.05 % | 5.34 % | 89,192 | 5.95 | 30 | 0.2676 % | 2,943.6 |
| FloatingReset | 2.76 % | 2.80 % | 39,881 | 3.91 | 8 | -0.0598 % | 2,680.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.A | Floater | -2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-08 Maturity Price : 16.76 Evaluated at bid price : 16.76 Bid-YTW : 3.36 % |
| TRP.PR.B | FixedReset | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-08 Maturity Price : 15.84 Evaluated at bid price : 15.84 Bid-YTW : 4.48 % |
| TD.PF.D | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-08 Maturity Price : 22.99 Evaluated at bid price : 23.92 Bid-YTW : 4.51 % |
| BAM.PF.I | FixedReset | 1.09 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.08 Bid-YTW : 3.95 % |
| MFC.PR.F | FixedReset | 1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.98 Bid-YTW : 7.80 % |
| MFC.PR.K | FixedReset | 1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.30 Bid-YTW : 5.74 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset | 296,346 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.90 Bid-YTW : 4.01 % |
| BMO.PR.B | FixedReset | 111,573 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 3.88 % |
| RY.PR.D | Deemed-Retractible | 100,052 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-01-07 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : -12.35 % |
| PWF.PR.S | Perpetual-Discount | 80,723 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-08 Maturity Price : 22.59 Evaluated at bid price : 22.96 Bid-YTW : 5.27 % |
| TRP.PR.J | FixedReset | 66,692 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.35 Bid-YTW : 3.88 % |
| BMO.PR.T | FixedReset | 45,862 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-08 Maturity Price : 22.26 Evaluated at bid price : 22.60 Bid-YTW : 4.32 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.A | Floater | Quote: 16.76 – 17.40 Spot Rate : 0.6400 Average : 0.4990 YTW SCENARIO |
| BAM.PR.R | FixedReset | Quote: 20.05 – 20.39 Spot Rate : 0.3400 Average : 0.2167 YTW SCENARIO |
| PVS.PR.E | SplitShare | Quote: 26.20 – 26.49 Spot Rate : 0.2900 Average : 0.1814 YTW SCENARIO |
| RY.PR.J | FixedReset | Quote: 24.14 – 24.44 Spot Rate : 0.3000 Average : 0.1986 YTW SCENARIO |
| TD.PF.D | FixedReset | Quote: 23.92 – 24.23 Spot Rate : 0.3100 Average : 0.2190 YTW SCENARIO |
| BMO.PR.Y | FixedReset | Quote: 24.20 – 24.56 Spot Rate : 0.3600 Average : 0.2753 YTW SCENARIO |