| 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 | 0.5036 % | 2,976.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5036 % | 5,461.7 |
| Floater | 3.36 % | 3.59 % | 91,280 | 18.29 | 4 | 0.5036 % | 3,147.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0712 % | 3,157.7 |
| SplitShare | 4.60 % | 4.70 % | 79,845 | 5.04 | 5 | -0.0712 % | 3,771.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0712 % | 2,942.3 |
| Perpetual-Premium | 5.63 % | -5.62 % | 71,483 | 0.09 | 10 | -0.0276 % | 2,868.8 |
| Perpetual-Discount | 5.40 % | 5.46 % | 65,742 | 14.71 | 24 | -0.0751 % | 2,944.0 |
| FixedReset | 4.29 % | 4.68 % | 169,520 | 4.14 | 103 | 0.0572 % | 2,532.7 |
| Deemed-Retractible | 5.14 % | 5.64 % | 83,079 | 5.60 | 27 | 0.0983 % | 2,940.9 |
| FloatingReset | 3.07 % | 3.35 % | 31,468 | 3.56 | 8 | 0.2526 % | 2,780.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.C | Floater | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-08 Maturity Price : 16.95 Evaluated at bid price : 16.95 Bid-YTW : 3.59 % |
| BAM.PR.K | Floater | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-08 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 3.60 % |
| SLF.PR.G | FixedReset | 1.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.60 Bid-YTW : 7.31 % |
| SLF.PR.H | FixedReset | 1.56 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.45 Bid-YTW : 6.23 % |
| SLF.PR.J | FloatingReset | 1.70 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.70 Bid-YTW : 6.59 % |
| TRP.PR.B | FixedReset | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-08 Maturity Price : 16.58 Evaluated at bid price : 16.58 Bid-YTW : 5.00 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.C | FixedReset | 264,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-08 Maturity Price : 17.42 Evaluated at bid price : 17.42 Bid-YTW : 5.02 % |
| W.PR.M | FixedReset | 126,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 4.57 % |
| TRP.PR.D | FixedReset | 108,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-08 Maturity Price : 22.42 Evaluated at bid price : 22.93 Bid-YTW : 4.92 % |
| BNS.PR.G | FixedReset | 83,475 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 26.54 Bid-YTW : 3.53 % |
| BNS.PR.R | FixedReset | 25,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : 3.32 % |
| NA.PR.X | FixedReset | 25,315 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 26.22 Bid-YTW : 3.85 % |
| There were 11 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.E | FixedReset | Quote: 22.82 – 24.50 Spot Rate : 1.6800 Average : 0.9007 YTW SCENARIO |
| BAM.PF.E | FixedReset | Quote: 23.33 – 23.84 Spot Rate : 0.5100 Average : 0.3369 YTW SCENARIO |
| BMO.PR.B | FixedReset | Quote: 26.06 – 26.48 Spot Rate : 0.4200 Average : 0.2519 YTW SCENARIO |
| SLF.PR.D | Deemed-Retractible | Quote: 21.09 – 21.45 Spot Rate : 0.3600 Average : 0.2221 YTW SCENARIO |
| PWF.PR.E | Perpetual-Discount | Quote: 24.71 – 25.05 Spot Rate : 0.3400 Average : 0.2096 YTW SCENARIO |
| MFC.PR.M | FixedReset | Quote: 23.62 – 24.02 Spot Rate : 0.4000 Average : 0.2869 YTW SCENARIO |