| 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 | -0.5468 % | 2,049.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5468 % | 3,761.3 |
| Floater | 3.71 % | 3.85 % | 47,493 | 17.73 | 4 | -0.5468 % | 2,167.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2152 % | 3,012.4 |
| SplitShare | 4.94 % | 4.08 % | 63,698 | 0.69 | 6 | -0.2152 % | 3,597.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2152 % | 2,806.9 |
| Perpetual-Premium | 5.34 % | 2.24 % | 71,586 | 0.09 | 20 | 0.0566 % | 2,755.2 |
| Perpetual-Discount | 5.17 % | 5.19 % | 103,810 | 15.07 | 16 | 0.0768 % | 2,923.4 |
| FixedReset | 4.45 % | 4.11 % | 241,590 | 6.68 | 94 | -0.2453 % | 2,320.9 |
| Deemed-Retractible | 5.06 % | 1.84 % | 137,643 | 0.16 | 31 | -0.0596 % | 2,849.6 |
| FloatingReset | 2.55 % | 3.38 % | 55,611 | 4.56 | 9 | -0.2117 % | 2,492.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.J | FloatingReset | -2.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.30 Bid-YTW : 8.95 % |
| IFC.PR.A | FixedReset | -1.75 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.52 Bid-YTW : 7.35 % |
| BMO.PR.Y | FixedReset | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-27 Maturity Price : 22.62 Evaluated at bid price : 23.40 Bid-YTW : 4.03 % |
| MFC.PR.N | FixedReset | -1.39 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.30 Bid-YTW : 5.98 % |
| BAM.PR.C | Floater | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-27 Maturity Price : 12.13 Evaluated at bid price : 12.13 Bid-YTW : 3.89 % |
| PVS.PR.E | SplitShare | -1.10 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-04-26 Maturity Price : 26.00 Evaluated at bid price : 26.11 Bid-YTW : 3.68 % |
| BAM.PR.X | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-27 Maturity Price : 16.16 Evaluated at bid price : 16.16 Bid-YTW : 4.49 % |
| BAM.PR.T | FixedReset | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-27 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 4.54 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| EIT.PR.A | SplitShare | 103,525 | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.48 Bid-YTW : 4.53 % |
| BAM.PF.D | Perpetual-Discount | 45,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-27 Maturity Price : 22.92 Evaluated at bid price : 23.30 Bid-YTW : 5.26 % |
| BAM.PF.C | Perpetual-Discount | 37,262 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-27 Maturity Price : 22.50 Evaluated at bid price : 22.83 Bid-YTW : 5.32 % |
| RY.PR.G | Deemed-Retractible | 37,050 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-04-26 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 1.84 % |
| TRP.PR.J | FixedReset | 29,024 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.65 Bid-YTW : 3.91 % |
| TRP.PR.C | FixedReset | 27,431 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-27 Maturity Price : 15.72 Evaluated at bid price : 15.72 Bid-YTW : 4.11 % |
| There were 30 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.H | Perpetual-Premium | Quote: 25.25 – 25.60 Spot Rate : 0.3500 Average : 0.2139 YTW SCENARIO |
| PVS.PR.E | SplitShare | Quote: 26.11 – 26.55 Spot Rate : 0.4400 Average : 0.3076 YTW SCENARIO |
| IFC.PR.A | FixedReset | Quote: 18.52 – 18.89 Spot Rate : 0.3700 Average : 0.2403 YTW SCENARIO |
| IAG.PR.A | Deemed-Retractible | Quote: 22.65 – 22.93 Spot Rate : 0.2800 Average : 0.2071 YTW SCENARIO |
| EML.PR.A | FixedReset | Quote: 26.30 – 26.59 Spot Rate : 0.2900 Average : 0.2173 YTW SCENARIO |
| MFC.PR.C | Deemed-Retractible | Quote: 22.05 – 22.30 Spot Rate : 0.2500 Average : 0.1896 YTW SCENARIO |