| 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 | 0.4515 % | 2,928.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4515 % | 5,374.0 |
| Floater | 3.39 % | 3.58 % | 70,356 | 18.29 | 4 | 0.4515 % | 3,097.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1557 % | 3,143.8 |
| SplitShare | 4.67 % | 4.46 % | 65,133 | 4.11 | 5 | -0.1557 % | 3,754.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1557 % | 2,929.3 |
| Perpetual-Premium | 5.43 % | 4.92 % | 64,266 | 5.87 | 20 | -0.0298 % | 2,837.8 |
| Perpetual-Discount | 5.38 % | 5.37 % | 72,192 | 14.84 | 14 | 0.0882 % | 2,959.0 |
| FixedReset | 4.24 % | 4.54 % | 160,838 | 4.09 | 101 | 0.1430 % | 2,519.5 |
| Deemed-Retractible | 5.13 % | 5.61 % | 90,490 | 5.75 | 28 | 0.1396 % | 2,914.6 |
| FloatingReset | 3.08 % | 3.05 % | 38,828 | 3.73 | 10 | 0.4584 % | 2,765.9 |
| 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 : 22.30 Bid-YTW : 6.70 % |
| W.PR.H | Perpetual-Premium | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-13 Maturity Price : 24.34 Evaluated at bid price : 24.65 Bid-YTW : 5.63 % |
| BAM.PR.Z | FixedReset | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-13 Maturity Price : 23.08 Evaluated at bid price : 24.73 Bid-YTW : 4.95 % |
| MFC.PR.M | FixedReset | 1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.87 Bid-YTW : 5.19 % |
| SLF.PR.J | FloatingReset | 1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.56 Bid-YTW : 6.64 % |
| IFC.PR.A | FixedReset | 1.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.61 Bid-YTW : 6.81 % |
| VNR.PR.A | FixedReset | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-13 Maturity Price : 23.05 Evaluated at bid price : 24.62 Bid-YTW : 4.84 % |
| BAM.PR.K | Floater | 3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-13 Maturity Price : 16.98 Evaluated at bid price : 16.98 Bid-YTW : 3.59 % |
| TRP.PR.H | FloatingReset | 3.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-13 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 3.66 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.M | FixedReset | 187,600 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.84 Bid-YTW : 3.84 % |
| CM.PR.S | FixedReset | 145,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-13 Maturity Price : 23.07 Evaluated at bid price : 24.72 Bid-YTW : 4.50 % |
| TRP.PR.D | FixedReset | 115,133 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-13 Maturity Price : 22.57 Evaluated at bid price : 23.04 Bid-YTW : 4.80 % |
| CM.PR.Q | FixedReset | 112,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-13 Maturity Price : 23.18 Evaluated at bid price : 24.25 Bid-YTW : 4.78 % |
| RY.PR.D | Deemed-Retractible | 74,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-03-15 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : -2.96 % |
| TRP.PR.F | FloatingReset | 59,904 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-02-13 Maturity Price : 21.03 Evaluated at bid price : 21.03 Bid-YTW : 3.77 % |
| There were 32 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.I | FixedReset | Quote: 24.95 – 25.30 Spot Rate : 0.3500 Average : 0.2404 YTW SCENARIO |
| TRP.PR.G | FixedReset | Quote: 24.03 – 24.50 Spot Rate : 0.4700 Average : 0.3634 YTW SCENARIO |
| TD.PF.H | FixedReset | Quote: 25.85 – 26.10 Spot Rate : 0.2500 Average : 0.1705 YTW SCENARIO |
| CM.PR.Q | FixedReset | Quote: 24.25 – 24.53 Spot Rate : 0.2800 Average : 0.2087 YTW SCENARIO |
| SLF.PR.I | FixedReset | Quote: 24.66 – 24.84 Spot Rate : 0.1800 Average : 0.1226 YTW SCENARIO |
| W.PR.H | Perpetual-Premium | Quote: 24.65 – 24.90 Spot Rate : 0.2500 Average : 0.1962 YTW SCENARIO |