| 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 | 0.5106 % | 2,059.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5106 % | 3,779.8 |
| Floater | 3.69 % | 3.83 % | 50,101 | 17.78 | 4 | 0.5106 % | 2,178.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0588 % | 3,013.6 |
| SplitShare | 4.94 % | 4.01 % | 62,641 | 0.70 | 6 | 0.0588 % | 3,598.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0588 % | 2,808.0 |
| Perpetual-Premium | 5.36 % | 1.78 % | 69,948 | 0.09 | 20 | -0.0450 % | 2,747.7 |
| Perpetual-Discount | 5.17 % | 5.21 % | 96,563 | 15.06 | 16 | 0.0928 % | 2,920.6 |
| FixedReset | 4.44 % | 4.18 % | 245,522 | 6.66 | 94 | 0.2456 % | 2,324.6 |
| Deemed-Retractible | 5.05 % | 2.61 % | 139,179 | 0.17 | 31 | 0.0994 % | 2,853.2 |
| FloatingReset | 2.49 % | 3.28 % | 57,135 | 4.58 | 9 | 0.0848 % | 2,496.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IAG.PR.A | Deemed-Retractible | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.89 Bid-YTW : 5.98 % |
| PWF.PR.S | Perpetual-Discount | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-23 Maturity Price : 23.27 Evaluated at bid price : 23.72 Bid-YTW : 5.11 % |
| MFC.PR.M | FixedReset | 1.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.62 Bid-YTW : 5.89 % |
| BAM.PR.C | Floater | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-23 Maturity Price : 12.30 Evaluated at bid price : 12.30 Bid-YTW : 3.84 % |
| IFC.PR.C | FixedReset | 1.40 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.80 Bid-YTW : 5.58 % |
| HSE.PR.A | FixedReset | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-23 Maturity Price : 15.91 Evaluated at bid price : 15.91 Bid-YTW : 4.44 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.J | FixedReset | 160,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-23 Maturity Price : 22.47 Evaluated at bid price : 23.08 Bid-YTW : 4.19 % |
| BMO.PR.C | FixedReset | 131,055 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.34 % |
| BMO.PR.T | FixedReset | 94,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-23 Maturity Price : 21.58 Evaluated at bid price : 21.98 Bid-YTW : 3.97 % |
| RY.PR.H | FixedReset | 64,426 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-23 Maturity Price : 21.69 Evaluated at bid price : 22.15 Bid-YTW : 3.96 % |
| BAM.PR.X | FixedReset | 57,110 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-23 Maturity Price : 16.22 Evaluated at bid price : 16.22 Bid-YTW : 4.64 % |
| BAM.PR.N | Perpetual-Discount | 53,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-23 Maturity Price : 22.35 Evaluated at bid price : 22.62 Bid-YTW : 5.26 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PVS.PR.D | SplitShare | Quote: 25.35 – 25.70 Spot Rate : 0.3500 Average : 0.2222 YTW SCENARIO |
| RY.PR.M | FixedReset | Quote: 22.91 – 23.28 Spot Rate : 0.3700 Average : 0.2518 YTW SCENARIO |
| BNS.PR.R | FixedReset | Quote: 24.53 – 24.82 Spot Rate : 0.2900 Average : 0.1740 YTW SCENARIO |
| MFC.PR.K | FixedReset | Quote: 20.90 – 21.23 Spot Rate : 0.3300 Average : 0.2201 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 12.26 – 12.61 Spot Rate : 0.3500 Average : 0.2404 YTW SCENARIO |
| MFC.PR.L | FixedReset | Quote: 20.89 – 21.21 Spot Rate : 0.3200 Average : 0.2134 YTW SCENARIO |