| 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 | 0.5875 % | 3,143.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5875 % | 5,767.4 |
| Floater | 3.44 % | 3.65 % | 53,509 | 18.17 | 4 | 0.5875 % | 3,323.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0946 % | 3,209.8 |
| SplitShare | 4.58 % | 4.39 % | 47,477 | 4.87 | 5 | 0.0946 % | 3,833.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0946 % | 2,990.8 |
| Perpetual-Premium | 5.61 % | -14.57 % | 61,381 | 0.09 | 10 | 0.0905 % | 2,916.9 |
| Perpetual-Discount | 5.40 % | 5.52 % | 55,274 | 14.64 | 25 | -0.0414 % | 2,986.4 |
| FixedReset | 4.29 % | 4.65 % | 125,308 | 3.94 | 107 | -0.0453 % | 2,574.3 |
| Deemed-Retractible | 5.14 % | 5.99 % | 62,307 | 5.43 | 26 | 0.0113 % | 2,978.7 |
| FloatingReset | 3.36 % | 3.56 % | 31,751 | 5.75 | 7 | -0.2218 % | 2,830.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.A | FixedReset | -1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-02 Maturity Price : 17.86 Evaluated at bid price : 17.86 Bid-YTW : 5.20 % |
| SLF.PR.J | FloatingReset | -1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.75 Bid-YTW : 6.95 % |
| BAM.PF.F | FixedReset | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-02 Maturity Price : 24.26 Evaluated at bid price : 24.65 Bid-YTW : 5.13 % |
| MFC.PR.G | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-19 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 4.71 % |
| PWF.PR.A | Floater | 2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-02 Maturity Price : 21.45 Evaluated at bid price : 21.71 Bid-YTW : 2.95 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.T | FixedReset | 100,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-02 Maturity Price : 22.72 Evaluated at bid price : 23.24 Bid-YTW : 4.72 % |
| NA.PR.E | FixedReset | 68,091 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-02 Maturity Price : 22.70 Evaluated at bid price : 23.80 Bid-YTW : 4.92 % |
| CM.PR.S | FixedReset | 64,816 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-02 Maturity Price : 22.75 Evaluated at bid price : 23.86 Bid-YTW : 4.79 % |
| TD.PF.H | FixedReset | 55,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.96 Bid-YTW : 3.61 % |
| POW.PR.G | Perpetual-Premium | 52,614 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-15 Maturity Price : 25.00 Evaluated at bid price : 25.33 Bid-YTW : 5.21 % |
| BMO.PR.W | FixedReset | 51,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-02 Maturity Price : 22.60 Evaluated at bid price : 23.05 Bid-YTW : 4.73 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.J | FloatingReset | Quote: 19.75 – 20.25 Spot Rate : 0.5000 Average : 0.2924 YTW SCENARIO |
| BAM.PF.F | FixedReset | Quote: 24.65 – 25.00 Spot Rate : 0.3500 Average : 0.2103 YTW SCENARIO |
| MFC.PR.K | FixedReset | Quote: 22.89 – 23.50 Spot Rate : 0.6100 Average : 0.4935 YTW SCENARIO |
| HSE.PR.C | FixedReset | Quote: 24.85 – 25.22 Spot Rate : 0.3700 Average : 0.2550 YTW SCENARIO |
| TRP.PR.B | FixedReset | Quote: 17.00 – 17.38 Spot Rate : 0.3800 Average : 0.2701 YTW SCENARIO |
| MFC.PR.N | FixedReset | Quote: 23.75 – 24.00 Spot Rate : 0.2500 Average : 0.1473 YTW SCENARIO |