| 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 | -0.7480 % | 3,100.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7480 % | 5,689.3 |
| Floater | 3.49 % | 3.69 % | 43,711 | 18.02 | 4 | -0.7480 % | 3,278.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0079 % | 3,241.5 |
| SplitShare | 4.59 % | 4.12 % | 50,582 | 4.87 | 5 | 0.0079 % | 3,871.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0079 % | 3,020.4 |
| Perpetual-Premium | 5.61 % | -11.35 % | 58,348 | 0.09 | 10 | 0.0315 % | 2,915.9 |
| Perpetual-Discount | 5.40 % | 5.54 % | 58,105 | 14.55 | 25 | 0.0345 % | 2,994.9 |
| FixedReset | 4.30 % | 4.69 % | 120,167 | 4.06 | 107 | 0.0702 % | 2,577.5 |
| Deemed-Retractible | 5.12 % | 5.80 % | 62,852 | 5.37 | 26 | 0.1968 % | 2,990.1 |
| FloatingReset | 3.42 % | 3.56 % | 38,896 | 5.68 | 7 | 0.0390 % | 2,849.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -2.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-24 Maturity Price : 17.36 Evaluated at bid price : 17.36 Bid-YTW : 3.77 % |
| PWF.PR.P | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-24 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 4.69 % |
| 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 : 23.29 Bid-YTW : 4.18 % |
| TD.PF.A | FixedReset | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-24 Maturity Price : 23.17 Evaluated at bid price : 23.67 Bid-YTW : 4.65 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.T | FixedReset | 60,097 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-24 Maturity Price : 22.63 Evaluated at bid price : 23.16 Bid-YTW : 4.73 % |
| HSE.PR.A | FixedReset | 19,017 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-24 Maturity Price : 17.69 Evaluated at bid price : 17.69 Bid-YTW : 5.19 % |
| MFC.PR.J | FixedReset | 17,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.02 Bid-YTW : 4.68 % |
| BMO.PR.C | FixedReset | 17,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.29 Bid-YTW : 4.18 % |
| CU.PR.C | FixedReset | 17,103 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-24 Maturity Price : 22.05 Evaluated at bid price : 22.50 Bid-YTW : 4.81 % |
| SLF.PR.I | FixedReset | 15,210 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.39 Bid-YTW : 4.81 % |
| There were 8 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CM.PR.Q | FixedReset | Quote: 24.40 – 25.00 Spot Rate : 0.6000 Average : 0.3552 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 17.36 – 17.89 Spot Rate : 0.5300 Average : 0.3636 YTW SCENARIO |
| EMA.PR.F | FixedReset | Quote: 23.96 – 24.47 Spot Rate : 0.5100 Average : 0.3624 YTW SCENARIO |
| RY.PR.M | FixedReset | Quote: 24.10 – 24.60 Spot Rate : 0.5000 Average : 0.3535 YTW SCENARIO |
| MFC.PR.N | FixedReset | Quote: 23.40 – 23.96 Spot Rate : 0.5600 Average : 0.4220 YTW SCENARIO |
| BAM.PF.I | FixedReset | Quote: 26.05 – 26.40 Spot Rate : 0.3500 Average : 0.2249 YTW SCENARIO |