| 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 | 4.06 % | 4.86 % | 22,638 | 18.04 | 1 | 0.2410 % | 1,915.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3766 % | 3,481.4 |
| Floater | 3.97 % | 4.12 % | 50,725 | 17.18 | 4 | -0.3766 % | 2,006.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0131 % | 2,953.8 |
| SplitShare | 4.80 % | 4.33 % | 69,461 | 4.20 | 6 | -0.0131 % | 3,527.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0131 % | 2,752.3 |
| Perpetual-Premium | 5.59 % | -4.13 % | 70,050 | 0.09 | 12 | -0.0983 % | 2,701.2 |
| Perpetual-Discount | 5.22 % | 5.30 % | 87,078 | 14.87 | 26 | 0.0599 % | 2,858.4 |
| FixedReset | 4.61 % | 4.37 % | 227,833 | 6.74 | 96 | -0.0983 % | 2,222.9 |
| Deemed-Retractible | 5.11 % | 3.87 % | 129,670 | 0.27 | 32 | -0.1035 % | 2,788.6 |
| FloatingReset | 2.46 % | 3.31 % | 44,844 | 4.74 | 11 | 0.0569 % | 2,424.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| W.PR.M | FixedReset | -1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 25.66 Bid-YTW : 4.62 % |
| BAM.PR.B | Floater | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-19 Maturity Price : 11.56 Evaluated at bid price : 11.56 Bid-YTW : 4.12 % |
| SLF.PR.G | FixedReset | 1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.00 Bid-YTW : 8.80 % |
| GWO.PR.N | FixedReset | 1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.80 Bid-YTW : 9.79 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.R | FloatingReset | 201,100 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.73 Bid-YTW : 3.21 % |
| TRP.PR.D | FixedReset | 162,282 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-19 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 4.58 % |
| RY.PR.R | FixedReset | 57,383 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 27.02 Bid-YTW : 3.80 % |
| NA.PR.S | FixedReset | 56,494 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-19 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 4.39 % |
| CM.PR.Q | FixedReset | 53,292 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-01-19 Maturity Price : 22.16 Evaluated at bid price : 22.64 Bid-YTW : 4.24 % |
| BNS.PR.P | FixedReset | 37,216 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.83 Bid-YTW : 3.36 % |
| There were 35 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| W.PR.M | FixedReset | Quote: 25.66 – 25.95 Spot Rate : 0.2900 Average : 0.2182 YTW SCENARIO |
| TRP.PR.B | FixedReset | Quote: 13.73 – 14.14 Spot Rate : 0.4100 Average : 0.3414 YTW SCENARIO |
| GRP.PR.A | SplitShare | Quote: 25.50 – 25.74 Spot Rate : 0.2400 Average : 0.1718 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 14.70 – 15.00 Spot Rate : 0.3000 Average : 0.2349 YTW SCENARIO |
| BIP.PR.C | FixedReset | Quote: 25.80 – 26.03 Spot Rate : 0.2300 Average : 0.1780 YTW SCENARIO |
| TRP.PR.D | FixedReset | Quote: 19.55 – 19.72 Spot Rate : 0.1700 Average : 0.1197 YTW SCENARIO |