| 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 | -0.2692 % | 2,087.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2692 % | 3,830.7 |
| Floater | 3.64 % | 3.80 % | 51,581 | 17.85 | 4 | -0.2692 % | 2,207.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1374 % | 3,013.2 |
| SplitShare | 4.94 % | 3.98 % | 60,313 | 0.71 | 6 | 0.1374 % | 3,598.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1374 % | 2,807.6 |
| Perpetual-Premium | 5.34 % | 2.55 % | 72,423 | 0.09 | 20 | 0.1171 % | 2,750.0 |
| Perpetual-Discount | 5.16 % | 5.18 % | 95,998 | 15.09 | 16 | 0.1190 % | 2,928.3 |
| FixedReset | 4.42 % | 4.15 % | 246,252 | 6.69 | 94 | -0.1770 % | 2,335.6 |
| Deemed-Retractible | 5.04 % | 2.33 % | 138,909 | 0.11 | 31 | 0.1018 % | 2,859.3 |
| FloatingReset | 2.49 % | 3.27 % | 53,233 | 4.58 | 9 | -0.1058 % | 2,496.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.G | FixedReset | -1.44 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.47 Bid-YTW : 8.50 % |
| PWF.PR.A | Floater | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-21 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 3.23 % |
| HSE.PR.A | FixedReset | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-21 Maturity Price : 15.83 Evaluated at bid price : 15.83 Bid-YTW : 4.46 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.C | FixedReset | 81,180 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.28 Bid-YTW : 4.31 % |
| GWO.PR.I | Deemed-Retractible | 59,200 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.33 Bid-YTW : 6.25 % |
| BAM.PF.F | FixedReset | 56,082 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-21 Maturity Price : 22.98 Evaluated at bid price : 23.85 Bid-YTW : 4.26 % |
| TD.PF.H | FixedReset | 53,007 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.23 Bid-YTW : 3.89 % |
| PVS.PR.B | SplitShare | 52,400 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2019-01-10 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : 4.19 % |
| BMO.PR.R | FloatingReset | 51,100 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.88 Bid-YTW : 3.12 % |
| There were 39 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BMO.PR.M | FixedReset | Quote: 24.52 – 24.77 Spot Rate : 0.2500 Average : 0.1534 YTW SCENARIO |
| HSE.PR.A | FixedReset | Quote: 15.83 – 16.12 Spot Rate : 0.2900 Average : 0.2060 YTW SCENARIO |
| MFC.PR.C | Deemed-Retractible | Quote: 22.24 – 22.51 Spot Rate : 0.2700 Average : 0.1944 YTW SCENARIO |
| BAM.PF.E | FixedReset | Quote: 22.09 – 22.29 Spot Rate : 0.2000 Average : 0.1288 YTW SCENARIO |
| PWF.PR.A | Floater | Quote: 14.75 – 15.10 Spot Rate : 0.3500 Average : 0.2907 YTW SCENARIO |
| BAM.PF.G | FixedReset | Quote: 23.99 – 24.23 Spot Rate : 0.2400 Average : 0.1834 YTW SCENARIO |