| 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 | 1.1212 % | 3,123.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1212 % | 5,731.4 |
| Floater | 3.46 % | 3.64 % | 57,608 | 18.18 | 4 | 1.1212 % | 3,303.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1026 % | 3,206.3 |
| SplitShare | 4.58 % | 4.65 % | 50,043 | 4.87 | 5 | 0.1026 % | 3,828.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1026 % | 2,987.5 |
| Perpetual-Premium | 5.63 % | -15.36 % | 60,028 | 0.09 | 9 | 0.0393 % | 2,915.3 |
| Perpetual-Discount | 5.39 % | 5.49 % | 54,893 | 14.63 | 26 | 0.0218 % | 2,986.3 |
| FixedReset | 4.29 % | 4.66 % | 127,370 | 3.90 | 106 | -0.1278 % | 2,570.2 |
| Deemed-Retractible | 5.14 % | 6.00 % | 59,538 | 5.43 | 27 | 0.0874 % | 2,978.9 |
| FloatingReset | 3.26 % | 3.55 % | 32,117 | 3.34 | 9 | -0.2026 % | 2,833.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.H | FloatingReset | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-31 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 4.02 % |
| TD.PF.A | FixedReset | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-31 Maturity Price : 22.92 Evaluated at bid price : 23.40 Bid-YTW : 4.70 % |
| NA.PR.W | FixedReset | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-31 Maturity Price : 22.19 Evaluated at bid price : 22.55 Bid-YTW : 4.88 % |
| BMO.PR.Q | FixedReset | -1.29 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.70 Bid-YTW : 4.87 % |
| BAM.PR.C | Floater | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-31 Maturity Price : 17.69 Evaluated at bid price : 17.69 Bid-YTW : 3.69 % |
| BAM.PR.B | Floater | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-31 Maturity Price : 17.77 Evaluated at bid price : 17.77 Bid-YTW : 3.67 % |
| BAM.PR.K | Floater | 1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-31 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 3.64 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.D | FixedReset | 122,847 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.62 Bid-YTW : 4.42 % |
| BMO.PR.R | FloatingReset | 99,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-09-24 Maturity Price : 25.00 Evaluated at bid price : 24.96 Bid-YTW : 1.07 % |
| NA.PR.C | FixedReset | 78,675 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : 4.30 % |
| BAM.PR.T | FixedReset | 77,914 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-31 Maturity Price : 21.17 Evaluated at bid price : 21.17 Bid-YTW : 5.11 % |
| BMO.PR.C | FixedReset | 76,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 4.09 % |
| RY.PR.H | FixedReset | 60,939 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-31 Maturity Price : 23.06 Evaluated at bid price : 23.60 Bid-YTW : 4.67 % |
| There were 21 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BMO.PR.Q | FixedReset | Quote: 22.70 – 23.04 Spot Rate : 0.3400 Average : 0.2041 YTW SCENARIO |
| NA.PR.W | FixedReset | Quote: 22.55 – 22.90 Spot Rate : 0.3500 Average : 0.2169 YTW SCENARIO |
| TRP.PR.H | FloatingReset | Quote: 17.00 – 17.45 Spot Rate : 0.4500 Average : 0.3295 YTW SCENARIO |
| TD.PF.A | FixedReset | Quote: 23.40 – 23.75 Spot Rate : 0.3500 Average : 0.2462 YTW SCENARIO |
| BAM.PF.B | FixedReset | Quote: 23.80 – 24.08 Spot Rate : 0.2800 Average : 0.1980 YTW SCENARIO |
| BMO.PR.Z | Perpetual-Discount | Quote: 24.96 – 25.17 Spot Rate : 0.2100 Average : 0.1368 YTW SCENARIO |