| 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 | 0.3004 % | 2,155.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3004 % | 3,955.0 |
| Floater | 3.54 % | 3.65 % | 47,544 | 18.17 | 4 | 0.3004 % | 2,279.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1174 % | 3,025.3 |
| SplitShare | 4.70 % | 4.39 % | 72,259 | 1.62 | 5 | -0.1174 % | 3,612.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1174 % | 2,818.8 |
| Perpetual-Premium | 5.31 % | -4.24 % | 73,898 | 0.09 | 22 | 0.1244 % | 2,784.8 |
| Perpetual-Discount | 5.07 % | 5.12 % | 104,723 | 15.30 | 14 | 0.2093 % | 3,008.5 |
| FixedReset | 4.42 % | 4.00 % | 229,561 | 6.57 | 94 | -0.0977 % | 2,340.3 |
| Deemed-Retractible | 5.00 % | 4.86 % | 144,054 | 2.68 | 31 | 0.0787 % | 2,891.8 |
| FloatingReset | 2.51 % | 3.07 % | 51,279 | 4.49 | 10 | -0.1721 % | 2,531.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BMO.PR.T | FixedReset | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-01 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 3.94 % |
| POW.PR.D | Perpetual-Discount | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-01 Maturity Price : 24.23 Evaluated at bid price : 24.52 Bid-YTW : 5.13 % |
| BMO.PR.S | FixedReset | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-01 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 3.91 % |
| BMO.PR.Y | FixedReset | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-01 Maturity Price : 22.53 Evaluated at bid price : 23.22 Bid-YTW : 4.00 % |
| SLF.PR.H | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.20 Bid-YTW : 6.97 % |
| SLF.PR.G | FixedReset | 1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.42 Bid-YTW : 8.58 % |
| HSE.PR.C | FixedReset | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-01 Maturity Price : 22.72 Evaluated at bid price : 23.41 Bid-YTW : 4.50 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.R | FixedReset | 63,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 27.10 Bid-YTW : 3.33 % |
| BMO.PR.C | FixedReset | 48,780 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.72 Bid-YTW : 4.03 % |
| RY.PR.Q | FixedReset | 48,136 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 27.08 Bid-YTW : 3.22 % |
| BMO.PR.L | Deemed-Retractible | 23,294 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-06-24 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 3.79 % |
| BMO.PR.T | FixedReset | 19,110 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-01 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 3.94 % |
| RY.PR.Z | FixedReset | 15,050 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-01 Maturity Price : 21.46 Evaluated at bid price : 21.81 Bid-YTW : 3.78 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.H | FixedReset | Quote: 26.10 – 26.44 Spot Rate : 0.3400 Average : 0.2067 YTW SCENARIO |
| BAM.PF.I | FixedReset | Quote: 26.10 – 26.48 Spot Rate : 0.3800 Average : 0.2481 YTW SCENARIO |
| BAM.PR.Z | FixedReset | Quote: 22.50 – 22.90 Spot Rate : 0.4000 Average : 0.2988 YTW SCENARIO |
| POW.PR.D | Perpetual-Discount | Quote: 24.52 – 24.80 Spot Rate : 0.2800 Average : 0.1937 YTW SCENARIO |
| BAM.PF.B | FixedReset | Quote: 21.79 – 22.08 Spot Rate : 0.2900 Average : 0.2135 YTW SCENARIO |
| EIT.PR.A | SplitShare | Quote: 25.60 – 25.80 Spot Rate : 0.2000 Average : 0.1363 YTW SCENARIO |