| 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 | 0.4638 % | 1,718.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4638 % | 3,138.9 |
| Floater | 4.36 % | 4.52 % | 44,025 | 16.35 | 4 | 0.4638 % | 1,808.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1058 % | 2,903.4 |
| SplitShare | 4.82 % | 4.50 % | 44,769 | 2.05 | 6 | 0.1058 % | 3,467.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1058 % | 2,705.3 |
| Perpetual-Premium | 5.36 % | 4.70 % | 71,064 | 2.00 | 23 | 0.0516 % | 2,700.2 |
| Perpetual-Discount | 5.14 % | 5.12 % | 88,503 | 15.24 | 15 | 0.0624 % | 2,912.1 |
| FixedReset | 4.84 % | 4.22 % | 189,285 | 6.86 | 93 | -0.1100 % | 2,104.0 |
| Deemed-Retractible | 5.05 % | 3.63 % | 120,770 | 0.39 | 32 | 0.0422 % | 2,797.9 |
| FloatingReset | 2.79 % | 3.34 % | 44,687 | 4.93 | 12 | -0.1535 % | 2,291.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.K | FloatingReset | -2.45 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.95 Bid-YTW : 8.82 % |
| GWO.PR.N | FixedReset | -2.40 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.85 Bid-YTW : 10.36 % |
| BAM.PF.A | FixedReset | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-07 Maturity Price : 19.86 Evaluated at bid price : 19.86 Bid-YTW : 4.71 % |
| TRP.PR.B | FixedReset | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-07 Maturity Price : 12.03 Evaluated at bid price : 12.03 Bid-YTW : 4.23 % |
| TRP.PR.C | FixedReset | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-07 Maturity Price : 13.27 Evaluated at bid price : 13.27 Bid-YTW : 4.26 % |
| BMO.PR.Q | FixedReset | -1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.03 Bid-YTW : 6.33 % |
| BAM.PR.X | FixedReset | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-07 Maturity Price : 14.36 Evaluated at bid price : 14.36 Bid-YTW : 4.52 % |
| BAM.PR.C | Floater | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-07 Maturity Price : 10.50 Evaluated at bid price : 10.50 Bid-YTW : 4.55 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset | 121,845 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.75 Bid-YTW : 4.25 % |
| MFC.PR.J | FixedReset | 117,700 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.75 Bid-YTW : 6.94 % |
| BMO.PR.B | FixedReset | 112,365 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : 4.24 % |
| PWF.PR.K | Perpetual-Discount | 76,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-11-07 Maturity Price : 24.01 Evaluated at bid price : 24.26 Bid-YTW : 5.12 % |
| BMO.PR.L | Deemed-Retractible | 65,990 | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-12-07 Maturity Price : 25.25 Evaluated at bid price : 25.40 Bid-YTW : -4.86 % |
| BNS.PR.Z | FixedReset | 59,625 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.57 Bid-YTW : 6.09 % |
| There were 34 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IAG.PR.G | FixedReset | Quote: 20.32 – 20.61 Spot Rate : 0.2900 Average : 0.2009 YTW SCENARIO |
| BAM.PR.X | FixedReset | Quote: 14.36 – 14.66 Spot Rate : 0.3000 Average : 0.2125 YTW SCENARIO |
| BMO.PR.Z | Perpetual-Premium | Quote: 25.15 – 25.34 Spot Rate : 0.1900 Average : 0.1252 YTW SCENARIO |
| BNS.PR.B | FloatingReset | Quote: 23.47 – 23.62 Spot Rate : 0.1500 Average : 0.0972 YTW SCENARIO |
| MFC.PR.B | Deemed-Retractible | Quote: 23.06 – 23.23 Spot Rate : 0.1700 Average : 0.1176 YTW SCENARIO |
| TD.PR.Z | FloatingReset | Quote: 23.45 – 23.63 Spot Rate : 0.1800 Average : 0.1344 YTW SCENARIO |