| 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 | -1.1253 % | 2,162.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.1253 % | 3,968.3 |
| Floater | 3.53 % | 3.69 % | 57,519 | 18.04 | 4 | -1.1253 % | 2,286.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1408 % | 3,025.7 |
| SplitShare | 4.70 % | 4.56 % | 66,208 | 3.94 | 5 | -0.1408 % | 3,613.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1408 % | 2,819.3 |
| Perpetual-Premium | 5.32 % | -0.80 % | 70,638 | 0.09 | 22 | -0.2024 % | 2,780.4 |
| Perpetual-Discount | 5.08 % | 5.12 % | 105,136 | 15.24 | 14 | -0.0060 % | 3,009.6 |
| FixedReset | 4.46 % | 4.06 % | 208,880 | 6.59 | 94 | -0.0443 % | 2,327.5 |
| Deemed-Retractible | 4.99 % | 4.85 % | 139,580 | 0.11 | 30 | -0.0163 % | 2,888.5 |
| FloatingReset | 2.49 % | 3.06 % | 49,497 | 4.45 | 10 | 0.2280 % | 2,540.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.C | Floater | -2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-16 Maturity Price : 12.78 Evaluated at bid price : 12.78 Bid-YTW : 3.73 % |
| HSE.PR.A | FixedReset | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-16 Maturity Price : 15.94 Evaluated at bid price : 15.94 Bid-YTW : 4.23 % |
| IAG.PR.A | Deemed-Retractible | -1.50 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.00 Bid-YTW : 6.04 % |
| BAM.PR.B | Floater | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-16 Maturity Price : 12.91 Evaluated at bid price : 12.91 Bid-YTW : 3.69 % |
| POW.PR.D | Perpetual-Discount | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-16 Maturity Price : 24.29 Evaluated at bid price : 24.60 Bid-YTW : 5.12 % |
| TRP.PR.D | FixedReset | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-16 Maturity Price : 20.92 Evaluated at bid price : 20.92 Bid-YTW : 4.14 % |
| TRP.PR.E | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-16 Maturity Price : 21.23 Evaluated at bid price : 21.23 Bid-YTW : 4.11 % |
| ELF.PR.G | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-16 Maturity Price : 22.70 Evaluated at bid price : 22.94 Bid-YTW : 5.22 % |
| TRP.PR.B | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-16 Maturity Price : 14.65 Evaluated at bid price : 14.65 Bid-YTW : 3.90 % |
| TRP.PR.H | FloatingReset | 1.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-16 Maturity Price : 13.98 Evaluated at bid price : 13.98 Bid-YTW : 3.26 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| HSE.PR.G | FixedReset | 157,298 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-16 Maturity Price : 22.91 Evaluated at bid price : 23.91 Bid-YTW : 4.74 % |
| BMO.PR.C | FixedReset | 153,374 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.72 Bid-YTW : 4.06 % |
| BMO.PR.K | Deemed-Retractible | 117,635 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-06-15 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 4.20 % |
| BAM.PR.M | Perpetual-Discount | 63,599 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-05-16 Maturity Price : 22.93 Evaluated at bid price : 23.21 Bid-YTW : 5.17 % |
| RY.PR.D | Deemed-Retractible | 57,762 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-06-15 Maturity Price : 25.00 Evaluated at bid price : 25.21 Bid-YTW : -6.77 % |
| TD.PF.G | FixedReset | 56,630 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 27.01 Bid-YTW : 3.40 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IAG.PR.A | Deemed-Retractible | Quote: 23.00 – 23.49 Spot Rate : 0.4900 Average : 0.3374 YTW SCENARIO |
| POW.PR.D | Perpetual-Discount | Quote: 24.60 – 25.05 Spot Rate : 0.4500 Average : 0.3177 YTW SCENARIO |
| BAM.PR.C | Floater | Quote: 12.78 – 13.14 Spot Rate : 0.3600 Average : 0.2681 YTW SCENARIO |
| TRP.PR.A | FixedReset | Quote: 18.91 – 19.20 Spot Rate : 0.2900 Average : 0.2038 YTW SCENARIO |
| EML.PR.A | FixedReset | Quote: 26.40 – 26.69 Spot Rate : 0.2900 Average : 0.2151 YTW SCENARIO |
| BAM.PF.D | Perpetual-Discount | Quote: 23.76 – 24.09 Spot Rate : 0.3300 Average : 0.2645 YTW SCENARIO |