| 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 | 4.69 % | 5.70 % | 12,032 | 17.02 | 1 | -0.4838 % | 1,682.0 |
| FixedFloater | 6.55 % | 5.68 % | 19,121 | 16.86 | 1 | 1.0453 % | 3,084.7 |
| Floater | 4.53 % | 4.75 % | 44,776 | 15.90 | 4 | 0.2163 % | 1,713.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0348 % | 2,825.1 |
| SplitShare | 4.95 % | 5.09 % | 83,077 | 3.95 | 7 | -0.0348 % | 3,305.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0348 % | 2,579.4 |
| Perpetual-Premium | 5.76 % | -11.01 % | 78,310 | 0.09 | 6 | 0.0000 % | 2,598.0 |
| Perpetual-Discount | 5.48 % | 5.57 % | 103,339 | 14.52 | 33 | -0.0145 % | 2,675.0 |
| FixedReset | 5.22 % | 4.63 % | 164,900 | 13.82 | 88 | -0.1938 % | 1,957.8 |
| Deemed-Retractible | 5.13 % | 5.53 % | 131,576 | 5.01 | 33 | 0.4175 % | 2,677.0 |
| FloatingReset | 3.15 % | 5.01 % | 25,656 | 5.28 | 17 | 0.3984 % | 2,088.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.Q | FloatingReset | -2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-19 Maturity Price : 12.51 Evaluated at bid price : 12.51 Bid-YTW : 4.27 % |
| NA.PR.S | FixedReset | -2.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-19 Maturity Price : 17.82 Evaluated at bid price : 17.82 Bid-YTW : 4.59 % |
| TRP.PR.A | FixedReset | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-19 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 4.99 % |
| CU.PR.C | FixedReset | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-19 Maturity Price : 17.78 Evaluated at bid price : 17.78 Bid-YTW : 4.42 % |
| SLF.PR.G | FixedReset | -1.63 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.46 Bid-YTW : 9.50 % |
| BMO.PR.W | FixedReset | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-19 Maturity Price : 17.79 Evaluated at bid price : 17.79 Bid-YTW : 4.34 % |
| BMO.PR.T | FixedReset | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-19 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 4.35 % |
| TD.PF.A | FixedReset | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-19 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 4.29 % |
| RY.PR.Z | FixedReset | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-19 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 4.25 % |
| NA.PR.W | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-19 Maturity Price : 17.57 Evaluated at bid price : 17.57 Bid-YTW : 4.48 % |
| BAM.PR.G | FixedFloater | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-19 Maturity Price : 25.00 Evaluated at bid price : 14.50 Bid-YTW : 5.68 % |
| IAG.PR.G | FixedReset | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.12 Bid-YTW : 6.77 % |
| BAM.PR.R | FixedReset | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-19 Maturity Price : 15.05 Evaluated at bid price : 15.05 Bid-YTW : 5.05 % |
| BAM.PR.T | FixedReset | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-19 Maturity Price : 15.07 Evaluated at bid price : 15.07 Bid-YTW : 5.18 % |
| SLF.PR.J | FloatingReset | 2.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.05 Bid-YTW : 10.50 % |
| FTS.PR.I | FloatingReset | 2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-19 Maturity Price : 11.51 Evaluated at bid price : 11.51 Bid-YTW : 4.28 % |
| TRP.PR.I | FloatingReset | 7.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-19 Maturity Price : 11.55 Evaluated at bid price : 11.55 Bid-YTW : 4.49 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.O | Deemed-Retractible | 115,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-06-18 Maturity Price : 25.25 Evaluated at bid price : 25.43 Bid-YTW : 0.37 % |
| BAM.PF.G | FixedReset | 49,242 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-19 Maturity Price : 19.73 Evaluated at bid price : 19.73 Bid-YTW : 4.82 % |
| MFC.PR.M | FixedReset | 45,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.20 Bid-YTW : 7.03 % |
| PWF.PR.H | Perpetual-Premium | 35,243 | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-06-18 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : 1.11 % |
| TD.PF.B | FixedReset | 34,440 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-19 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 4.32 % |
| RY.PR.H | FixedReset | 30,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-05-19 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 4.32 % |
| There were 36 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BNS.PR.P | FixedReset | Quote: 23.85 – 24.49 Spot Rate : 0.6400 Average : 0.3617 YTW SCENARIO |
| VNR.PR.A | FixedReset | Quote: 18.00 – 18.49 Spot Rate : 0.4900 Average : 0.3211 YTW SCENARIO |
| PWF.PR.Q | FloatingReset | Quote: 12.51 – 13.39 Spot Rate : 0.8800 Average : 0.7541 YTW SCENARIO |
| BNS.PR.R | FixedReset | Quote: 22.76 – 23.35 Spot Rate : 0.5900 Average : 0.4850 YTW SCENARIO |
| BNS.PR.D | FloatingReset | Quote: 18.51 – 18.74 Spot Rate : 0.2300 Average : 0.1434 YTW SCENARIO |
| IFC.PR.C | FixedReset | Quote: 17.58 – 17.89 Spot Rate : 0.3100 Average : 0.2240 YTW SCENARIO |