| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | -0.8362 % | 2,100.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8362 % | 3,853.6 |
| Floater | 3.62 % | 3.79 % | 51,513 | 17.88 | 4 | -0.8362 % | 2,220.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0847 % | 3,017.4 |
| SplitShare | 4.93 % | 3.81 % | 63,169 | 0.72 | 6 | -0.0847 % | 3,603.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0847 % | 2,811.5 |
| Perpetual-Premium | 5.35 % | 2.81 % | 69,042 | 0.09 | 20 | -0.0020 % | 2,743.4 |
| Perpetual-Discount | 5.16 % | 5.19 % | 96,356 | 15.10 | 16 | 0.0423 % | 2,925.7 |
| FixedReset | 4.41 % | 4.16 % | 247,704 | 6.69 | 94 | -0.1162 % | 2,345.1 |
| Deemed-Retractible | 5.04 % | 2.70 % | 141,269 | 0.19 | 31 | -0.0687 % | 2,858.2 |
| FloatingReset | 2.47 % | 3.21 % | 51,314 | 4.60 | 9 | 0.0159 % | 2,501.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.B | Floater | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-17 Maturity Price : 12.44 Evaluated at bid price : 12.44 Bid-YTW : 3.79 % |
| BAM.PR.K | Floater | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-17 Maturity Price : 12.44 Evaluated at bid price : 12.44 Bid-YTW : 3.79 % |
| CU.PR.C | FixedReset | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-17 Maturity Price : 21.56 Evaluated at bid price : 21.90 Bid-YTW : 4.20 % |
| GWO.PR.N | FixedReset | -1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.83 Bid-YTW : 8.96 % |
| BIP.PR.A | FixedReset | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-17 Maturity Price : 22.61 Evaluated at bid price : 23.35 Bid-YTW : 5.08 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.C | FixedReset | 200,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-17 Maturity Price : 21.56 Evaluated at bid price : 21.90 Bid-YTW : 4.20 % |
| IFC.PR.A | FixedReset | 159,816 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.87 Bid-YTW : 7.24 % |
| GWO.PR.G | Deemed-Retractible | 96,684 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.90 Bid-YTW : 5.26 % |
| BMO.PR.T | FixedReset | 90,409 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-17 Maturity Price : 22.01 Evaluated at bid price : 22.27 Bid-YTW : 4.01 % |
| BMO.PR.S | FixedReset | 86,535 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-17 Maturity Price : 22.30 Evaluated at bid price : 22.63 Bid-YTW : 4.03 % |
| GWO.PR.I | Deemed-Retractible | 76,073 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.40 Bid-YTW : 6.19 % |
| There were 44 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GRP.PR.A | SplitShare | Quote: 25.89 – 26.39 Spot Rate : 0.5000 Average : 0.3495 YTW SCENARIO |
| BMO.PR.T | FixedReset | Quote: 22.27 – 22.46 Spot Rate : 0.1900 Average : 0.1170 YTW SCENARIO |
| CU.PR.C | FixedReset | Quote: 21.90 – 22.19 Spot Rate : 0.2900 Average : 0.2260 YTW SCENARIO |
| GWO.PR.N | FixedReset | Quote: 15.83 – 16.16 Spot Rate : 0.3300 Average : 0.2686 YTW SCENARIO |
| BAM.PF.H | FixedReset | Quote: 26.65 – 26.94 Spot Rate : 0.2900 Average : 0.2309 YTW SCENARIO |
| BMO.PR.Y | FixedReset | Quote: 24.02 – 24.25 Spot Rate : 0.2300 Average : 0.1754 YTW SCENARIO |