| 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 | -0.6835 % | 2,111.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6835 % | 3,874.8 |
| Floater | 3.75 % | 3.75 % | 77,767 | 17.97 | 3 | -0.6835 % | 2,233.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0550 % | 3,056.3 |
| SplitShare | 4.71 % | 4.32 % | 61,985 | 3.88 | 5 | 0.0550 % | 3,649.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0550 % | 2,847.8 |
| Perpetual-Premium | 5.31 % | 4.56 % | 67,228 | 3.44 | 25 | -0.1036 % | 2,784.0 |
| Perpetual-Discount | 5.11 % | 5.08 % | 86,567 | 15.25 | 12 | -0.0639 % | 3,001.4 |
| FixedReset | 4.42 % | 4.13 % | 198,943 | 6.50 | 96 | -0.1100 % | 2,351.2 |
| Deemed-Retractible | 4.99 % | 5.16 % | 129,206 | 6.23 | 30 | -0.0873 % | 2,897.3 |
| FloatingReset | 2.47 % | 2.99 % | 51,517 | 4.36 | 10 | 0.3103 % | 2,559.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset | -1.66 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.77 Bid-YTW : 8.20 % |
| BAM.PR.K | Floater | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-22 Maturity Price : 12.51 Evaluated at bid price : 12.51 Bid-YTW : 3.77 % |
| RY.PR.N | Perpetual-Premium | -1.13 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-11-24 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 4.79 % |
| MFC.PR.J | FixedReset | -1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.85 Bid-YTW : 5.19 % |
| 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 : 19.25 Bid-YTW : 7.00 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset | 673,966 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-22 Maturity Price : 23.16 Evaluated at bid price : 25.02 Bid-YTW : 4.41 % |
| BMO.PR.C | FixedReset | 394,314 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.61 Bid-YTW : 4.26 % |
| RY.PR.F | Deemed-Retractible | 337,490 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-07-22 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : -3.37 % |
| MFC.PR.O | FixedReset | 196,679 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 26.93 Bid-YTW : 3.55 % |
| RY.PR.Z | FixedReset | 187,129 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-22 Maturity Price : 21.52 Evaluated at bid price : 21.52 Bid-YTW : 4.01 % |
| BAM.PF.A | FixedReset | 132,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-22 Maturity Price : 22.55 Evaluated at bid price : 23.00 Bid-YTW : 4.42 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.Z | FixedReset | Quote: 22.66 – 23.11 Spot Rate : 0.4500 Average : 0.2643 YTW SCENARIO |
| TRP.PR.A | FixedReset | Quote: 18.70 – 19.18 Spot Rate : 0.4800 Average : 0.3000 YTW SCENARIO |
| W.PR.K | FixedReset | Quote: 26.10 – 26.44 Spot Rate : 0.3400 Average : 0.2120 YTW SCENARIO |
| RY.PR.N | Perpetual-Premium | Quote: 25.31 – 25.65 Spot Rate : 0.3400 Average : 0.2147 YTW SCENARIO |
| MFC.PR.N | FixedReset | Quote: 21.45 – 21.81 Spot Rate : 0.3600 Average : 0.2390 YTW SCENARIO |
| W.PR.M | FixedReset | Quote: 26.45 – 26.74 Spot Rate : 0.2900 Average : 0.1735 YTW SCENARIO |