| 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 | -0.4406 % | 2,182.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4406 % | 4,005.0 |
| Floater | 3.49 % | 3.57 % | 43,583 | 18.36 | 4 | -0.4406 % | 2,308.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2156 % | 3,027.6 |
| SplitShare | 4.93 % | 3.82 % | 57,412 | 0.63 | 6 | 0.2156 % | 3,615.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2156 % | 2,821.1 |
| Perpetual-Premium | 5.28 % | -6.63 % | 71,416 | 0.09 | 23 | -0.1150 % | 2,788.4 |
| Perpetual-Discount | 5.06 % | 5.05 % | 110,785 | 15.38 | 13 | 0.0935 % | 3,009.1 |
| FixedReset | 4.33 % | 3.90 % | 246,072 | 6.66 | 94 | -0.0794 % | 2,384.6 |
| Deemed-Retractible | 4.97 % | 4.14 % | 141,505 | 0.11 | 31 | -0.0065 % | 2,899.3 |
| FloatingReset | 2.54 % | 3.05 % | 52,907 | 4.52 | 9 | -0.0521 % | 2,548.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.F | FixedReset | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-17 Maturity Price : 23.23 Evaluated at bid price : 24.37 Bid-YTW : 4.03 % |
| CU.PR.H | Perpetual-Premium | 1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-09-01 Maturity Price : 25.00 Evaluated at bid price : 26.01 Bid-YTW : 4.73 % |
| TRP.PR.B | FixedReset | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-17 Maturity Price : 14.96 Evaluated at bid price : 14.96 Bid-YTW : 3.86 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.R | FixedReset | 251,900 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.85 Bid-YTW : 3.35 % |
| BMO.PR.C | FixedReset | 74,201 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.64 Bid-YTW : 4.06 % |
| BMO.PR.L | Deemed-Retractible | 71,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.33 Bid-YTW : 0.89 % |
| RY.PR.Z | FixedReset | 60,335 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-04-17 Maturity Price : 22.25 Evaluated at bid price : 22.55 Bid-YTW : 3.72 % |
| IAG.PR.A | Deemed-Retractible | 60,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.42 Bid-YTW : 5.68 % |
| BMO.PR.K | Deemed-Retractible | 43,893 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-05-17 Maturity Price : 25.00 Evaluated at bid price : 25.29 Bid-YTW : 0.05 % |
| There were 12 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: 25.56 – 25.87 Spot Rate : 0.3100 Average : 0.2089 YTW SCENARIO |
| IFC.PR.A | FixedReset | Quote: 18.90 – 19.16 Spot Rate : 0.2600 Average : 0.1744 YTW SCENARIO |
| BAM.PF.F | FixedReset | Quote: 24.37 – 24.61 Spot Rate : 0.2400 Average : 0.1677 YTW SCENARIO |
| CU.PR.I | FixedReset | Quote: 26.32 – 26.58 Spot Rate : 0.2600 Average : 0.1907 YTW SCENARIO |
| BMO.PR.Q | FixedReset | Quote: 21.72 – 21.95 Spot Rate : 0.2300 Average : 0.1617 YTW SCENARIO |
| RY.PR.N | Perpetual-Premium | Quote: 25.44 – 25.65 Spot Rate : 0.2100 Average : 0.1463 YTW SCENARIO |