| 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 | 0.1060 % | 1,704.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1060 % | 3,113.6 |
| Floater | 4.82 % | 4.56 % | 77,141 | 16.23 | 4 | 0.1060 % | 1,794.4 |
| OpRet | 4.85 % | -8.35 % | 67,392 | 0.08 | 1 | -0.1582 % | 2,876.9 |
| SplitShare | 5.06 % | 4.27 % | 109,675 | 2.25 | 5 | 0.0318 % | 3,437.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0318 % | 2,682.3 |
| Perpetual-Premium | 5.45 % | -3.18 % | 76,074 | 0.19 | 12 | -0.0613 % | 2,699.4 |
| Perpetual-Discount | 5.10 % | 4.97 % | 107,073 | 14.99 | 26 | 0.0268 % | 2,914.0 |
| FixedReset | 4.94 % | 4.20 % | 149,574 | 7.09 | 89 | -0.1056 % | 2,066.6 |
| Deemed-Retractible | 4.96 % | 2.31 % | 117,552 | 0.35 | 32 | 0.2128 % | 2,812.9 |
| FloatingReset | 2.88 % | 3.98 % | 32,712 | 5.08 | 11 | -0.3149 % | 2,200.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.F | FloatingReset | -2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-24 Maturity Price : 13.43 Evaluated at bid price : 13.43 Bid-YTW : 4.58 % |
| BAM.PR.X | FixedReset | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-24 Maturity Price : 13.98 Evaluated at bid price : 13.98 Bid-YTW : 4.56 % |
| IFC.PR.A | FixedReset | -1.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.22 Bid-YTW : 9.82 % |
| BMO.PR.M | FixedReset | -1.38 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.67 Bid-YTW : 3.79 % |
| ELF.PR.F | Perpetual-Discount | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-24 Maturity Price : 24.44 Evaluated at bid price : 24.68 Bid-YTW : 5.43 % |
| NA.PR.Q | FixedReset | -1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.86 Bid-YTW : 4.20 % |
| GWO.PR.N | FixedReset | -1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.38 Bid-YTW : 9.62 % |
| SLF.PR.I | FixedReset | -1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.50 Bid-YTW : 7.03 % |
| NA.PR.S | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-24 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 4.16 % |
| NA.PR.W | FixedReset | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-24 Maturity Price : 18.52 Evaluated at bid price : 18.52 Bid-YTW : 4.14 % |
| PWF.PR.O | Perpetual-Premium | 1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-10-31 Maturity Price : 25.50 Evaluated at bid price : 26.02 Bid-YTW : -3.18 % |
| HSE.PR.E | FixedReset | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-24 Maturity Price : 20.92 Evaluated at bid price : 20.92 Bid-YTW : 5.16 % |
| TRP.PR.A | FixedReset | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-24 Maturity Price : 15.15 Evaluated at bid price : 15.15 Bid-YTW : 4.48 % |
| SLF.PR.G | FixedReset | 1.59 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.66 Bid-YTW : 9.47 % |
| TRP.PR.E | FixedReset | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-24 Maturity Price : 18.89 Evaluated at bid price : 18.89 Bid-YTW : 4.24 % |
| TRP.PR.D | FixedReset | 2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-24 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 4.37 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| FTS.PR.M | FixedReset | 64,312 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-24 Maturity Price : 20.57 Evaluated at bid price : 20.57 Bid-YTW : 3.97 % |
| BMO.PR.S | FixedReset | 63,662 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-24 Maturity Price : 19.52 Evaluated at bid price : 19.52 Bid-YTW : 3.97 % |
| FTS.PR.E | OpRet | 63,200 | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2016-09-23 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : -8.35 % |
| BMO.PR.Y | FixedReset | 51,770 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2046-08-24 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 4.07 % |
| BMO.PR.L | Deemed-Retractible | 40,208 | YTW SCENARIO Maturity Type : Call Maturity Date : 2016-09-23 Maturity Price : 25.25 Evaluated at bid price : 25.86 Bid-YTW : -22.19 % |
| TD.PF.G | FixedReset | 34,652 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.75 Bid-YTW : 3.95 % |
| There were 50 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.G | FixedReset | Quote: 20.97 – 21.38 Spot Rate : 0.4100 Average : 0.2699 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 13.43 – 13.90 Spot Rate : 0.4700 Average : 0.3582 YTW SCENARIO |
| SLF.PR.I | FixedReset | Quote: 19.50 – 19.77 Spot Rate : 0.2700 Average : 0.1810 YTW SCENARIO |
| FTS.PR.H | FixedReset | Quote: 13.69 – 13.99 Spot Rate : 0.3000 Average : 0.2135 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 24.54 – 24.90 Spot Rate : 0.3600 Average : 0.2745 YTW SCENARIO |
| TD.PF.B | FixedReset | Quote: 19.04 – 19.29 Spot Rate : 0.2500 Average : 0.1656 YTW SCENARIO |