| 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 | 0.8443 % | 2,067.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8443 % | 3,793.1 |
| Floater | 3.68 % | 3.81 % | 45,751 | 17.82 | 4 | 0.8443 % | 2,186.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3594 % | 3,023.3 |
| SplitShare | 4.92 % | 4.04 % | 62,695 | 0.69 | 6 | 0.3594 % | 3,610.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3594 % | 2,817.0 |
| Perpetual-Premium | 5.33 % | -1.97 % | 68,772 | 0.09 | 20 | 0.1190 % | 2,758.5 |
| Perpetual-Discount | 5.15 % | 5.17 % | 102,932 | 15.07 | 16 | 0.3574 % | 2,933.8 |
| FixedReset | 4.44 % | 4.09 % | 234,020 | 6.67 | 94 | 0.1873 % | 2,325.2 |
| Deemed-Retractible | 5.05 % | 2.96 % | 136,380 | 0.16 | 31 | 0.2292 % | 2,856.2 |
| FloatingReset | 2.55 % | 3.35 % | 55,914 | 4.56 | 9 | 0.1273 % | 2,495.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| NA.PR.X | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 27.03 Bid-YTW : 3.66 % |
| IAG.PR.G | FixedReset | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.90 Bid-YTW : 5.27 % |
| BAM.PR.C | Floater | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-28 Maturity Price : 12.26 Evaluated at bid price : 12.26 Bid-YTW : 3.85 % |
| GWO.PR.N | FixedReset | 1.27 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.00 Bid-YTW : 8.72 % |
| BAM.PR.B | Floater | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-28 Maturity Price : 12.39 Evaluated at bid price : 12.39 Bid-YTW : 3.81 % |
| GRP.PR.A | SplitShare | 1.36 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-04-27 Maturity Price : 25.00 Evaluated at bid price : 26.05 Bid-YTW : -26.94 % |
| BAM.PF.H | FixedReset | 1.37 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.73 Bid-YTW : 3.04 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.X | FixedReset | 100,331 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 27.03 Bid-YTW : 3.66 % |
| PWF.PR.P | FixedReset | 76,465 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-28 Maturity Price : 16.01 Evaluated at bid price : 16.01 Bid-YTW : 4.12 % |
| NA.PR.S | FixedReset | 60,928 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-28 Maturity Price : 21.74 Evaluated at bid price : 22.21 Bid-YTW : 4.00 % |
| RY.PR.G | Deemed-Retractible | 55,339 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-04-27 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 1.99 % |
| BMO.PR.C | FixedReset | 49,367 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-03-28 Maturity Price : 23.23 Evaluated at bid price : 25.25 Bid-YTW : 4.29 % |
| MFC.PR.R | FixedReset | 45,908 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.84 Bid-YTW : 4.14 % |
| There were 37 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.C | FixedReset | Quote: 21.71 – 21.94 Spot Rate : 0.2300 Average : 0.1431 YTW SCENARIO |
| TRP.PR.E | FixedReset | Quote: 22.49 – 22.72 Spot Rate : 0.2300 Average : 0.1499 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 15.30 – 15.55 Spot Rate : 0.2500 Average : 0.1720 YTW SCENARIO |
| BAM.PF.E | FixedReset | Quote: 21.87 – 22.14 Spot Rate : 0.2700 Average : 0.2054 YTW SCENARIO |
| MFC.PR.H | FixedReset | Quote: 24.30 – 24.50 Spot Rate : 0.2000 Average : 0.1375 YTW SCENARIO |
| BNS.PR.Y | FixedReset | Quote: 22.47 – 22.65 Spot Rate : 0.1800 Average : 0.1207 YTW SCENARIO |