| 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 | 0.5341 % | 2,419.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5341 % | 4,439.9 |
| Floater | 3.58 % | 3.61 % | 126,016 | 18.25 | 3 | 0.5341 % | 2,558.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0785 % | 3,059.9 |
| SplitShare | 4.70 % | 4.43 % | 52,351 | 1.39 | 5 | 0.0785 % | 3,654.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0785 % | 2,851.1 |
| Perpetual-Premium | 5.38 % | 4.75 % | 62,349 | 5.96 | 21 | 0.0699 % | 2,779.1 |
| Perpetual-Discount | 5.29 % | 5.29 % | 79,132 | 14.96 | 15 | -0.1300 % | 2,922.9 |
| FixedReset | 4.32 % | 4.43 % | 177,007 | 6.34 | 98 | -0.0226 % | 2,411.9 |
| Deemed-Retractible | 5.07 % | 5.39 % | 114,459 | 6.11 | 30 | -0.0859 % | 2,860.6 |
| FloatingReset | 2.60 % | 2.94 % | 40,866 | 4.26 | 10 | 0.1079 % | 2,644.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.C | FixedReset | -1.60 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.11 Bid-YTW : 5.73 % |
| TRP.PR.B | FixedReset | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-07-31 Maturity Price : 15.61 Evaluated at bid price : 15.61 Bid-YTW : 4.54 % |
| NA.PR.W | FixedReset | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-07-31 Maturity Price : 21.60 Evaluated at bid price : 22.01 Bid-YTW : 4.41 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.T | FixedReset | 33,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-07-31 Maturity Price : 22.07 Evaluated at bid price : 22.30 Bid-YTW : 4.35 % |
| TD.PF.I | FixedReset | 31,081 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.07 Bid-YTW : 4.50 % |
| BIP.PR.A | FixedReset | 28,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-07-31 Maturity Price : 23.02 Evaluated at bid price : 24.06 Bid-YTW : 5.29 % |
| BMO.PR.D | FixedReset | 23,625 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.07 Bid-YTW : 4.45 % |
| RY.PR.L | FixedReset | 20,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-02-24 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 3.56 % |
| CM.PR.R | FixedReset | 19,930 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.08 Bid-YTW : 4.52 % |
| There were 9 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.H | FloatingReset | Quote: 15.60 – 17.00 Spot Rate : 1.4000 Average : 0.8685 YTW SCENARIO |
| IFC.PR.C | FixedReset | Quote: 22.11 – 22.78 Spot Rate : 0.6700 Average : 0.4427 YTW SCENARIO |
| IAG.PR.G | FixedReset | Quote: 23.21 – 23.74 Spot Rate : 0.5300 Average : 0.3494 YTW SCENARIO |
| SLF.PR.I | FixedReset | Quote: 23.74 – 24.25 Spot Rate : 0.5100 Average : 0.3537 YTW SCENARIO |
| BMO.PR.B | FixedReset | Quote: 26.15 – 26.50 Spot Rate : 0.3500 Average : 0.2045 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 23.60 – 23.95 Spot Rate : 0.3500 Average : 0.2058 YTW SCENARIO |