| 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 | -0.4771 % | 1,675.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4771 % | 3,061.0 |
| Floater | 4.53 % | 4.60 % | 68,276 | 16.13 | 3 | -0.4771 % | 1,764.1 |
| OpRet | 4.87 % | -0.45 % | 44,728 | 0.08 | 1 | 0.0000 % | 2,829.0 |
| SplitShare | 4.89 % | 4.88 % | 87,932 | 4.69 | 7 | 0.0458 % | 3,331.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0458 % | 2,599.6 |
| Perpetual-Premium | 5.61 % | 1.36 % | 78,469 | 0.09 | 9 | 0.0696 % | 2,620.1 |
| Perpetual-Discount | 5.38 % | 5.40 % | 106,985 | 14.67 | 28 | 0.1365 % | 2,725.5 |
| FixedReset | 5.08 % | 4.56 % | 162,755 | 14.58 | 87 | 0.1826 % | 2,008.8 |
| Deemed-Retractible | 5.12 % | 5.33 % | 131,440 | 4.96 | 33 | 0.0883 % | 2,703.0 |
| FloatingReset | 3.10 % | 5.06 % | 25,950 | 5.23 | 17 | 0.1496 % | 2,115.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BMO.PR.Q | FixedReset | -1.89 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.25 Bid-YTW : 5.86 % |
| HSE.PR.A | FixedReset | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-07 Maturity Price : 11.76 Evaluated at bid price : 11.76 Bid-YTW : 5.05 % |
| BMO.PR.M | FixedReset | -1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.10 Bid-YTW : 4.30 % |
| HSE.PR.G | FixedReset | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-07 Maturity Price : 20.38 Evaluated at bid price : 20.38 Bid-YTW : 5.23 % |
| HSE.PR.E | FixedReset | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-07 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 5.29 % |
| BAM.PR.R | FixedReset | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-07 Maturity Price : 15.28 Evaluated at bid price : 15.28 Bid-YTW : 4.89 % |
| SLF.PR.H | FixedReset | 1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.70 Bid-YTW : 8.25 % |
| MFC.PR.F | FixedReset | 1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.89 Bid-YTW : 9.81 % |
| BAM.PR.Z | FixedReset | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-07 Maturity Price : 19.68 Evaluated at bid price : 19.68 Bid-YTW : 4.81 % |
| TRP.PR.D | FixedReset | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-07 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 4.50 % |
| BAM.PR.T | FixedReset | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-07 Maturity Price : 15.79 Evaluated at bid price : 15.79 Bid-YTW : 4.90 % |
| PWF.PR.P | FixedReset | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-07 Maturity Price : 13.60 Evaluated at bid price : 13.60 Bid-YTW : 4.18 % |
| HSE.PR.C | FixedReset | 2.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-07 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 5.34 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.J | FixedReset | 163,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.73 Bid-YTW : 4.89 % |
| TD.PF.G | FixedReset | 93,643 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.29 Bid-YTW : 4.47 % |
| BNS.PR.G | FixedReset | 85,475 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 26.29 Bid-YTW : 4.67 % |
| TRP.PR.D | FixedReset | 76,878 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-07 Maturity Price : 17.80 Evaluated at bid price : 17.80 Bid-YTW : 4.50 % |
| RY.PR.B | Deemed-Retractible | 58,046 | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-07-07 Maturity Price : 25.00 Evaluated at bid price : 25.13 Bid-YTW : 0.56 % |
| BAM.PR.T | FixedReset | 44,078 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-06-07 Maturity Price : 15.79 Evaluated at bid price : 15.79 Bid-YTW : 4.90 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.A | FixedReset | Quote: 15.15 – 16.20 Spot Rate : 1.0500 Average : 0.6223 YTW SCENARIO |
| BNS.PR.B | FloatingReset | Quote: 21.48 – 21.99 Spot Rate : 0.5100 Average : 0.3222 YTW SCENARIO |
| POW.PR.G | Perpetual-Premium | Quote: 25.54 – 25.95 Spot Rate : 0.4100 Average : 0.2500 YTW SCENARIO |
| MFC.PR.J | FixedReset | Quote: 20.10 – 20.62 Spot Rate : 0.5200 Average : 0.3724 YTW SCENARIO |
| MFC.PR.I | FixedReset | Quote: 21.05 – 21.43 Spot Rate : 0.3800 Average : 0.2556 YTW SCENARIO |
| GWO.PR.L | Deemed-Retractible | Quote: 25.50 – 25.86 Spot Rate : 0.3600 Average : 0.2544 YTW SCENARIO |