| 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 | -0.5340 % | 2,394.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5340 % | 4,393.7 |
| Floater | 3.92 % | 3.97 % | 105,610 | 17.39 | 3 | -0.5340 % | 2,532.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1188 % | 3,067.8 |
| SplitShare | 4.75 % | 4.57 % | 70,458 | 3.70 | 5 | 0.1188 % | 3,663.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1188 % | 2,858.4 |
| Perpetual-Premium | 5.43 % | 4.92 % | 61,349 | 6.13 | 16 | -0.0643 % | 2,769.0 |
| Perpetual-Discount | 5.38 % | 5.43 % | 72,118 | 14.67 | 19 | -0.1348 % | 2,876.1 |
| FixedReset | 4.36 % | 4.54 % | 143,595 | 6.26 | 98 | 0.0083 % | 2,396.7 |
| Deemed-Retractible | 5.15 % | 5.71 % | 98,759 | 6.06 | 31 | 0.0830 % | 2,842.8 |
| FloatingReset | 2.83 % | 3.22 % | 43,191 | 4.11 | 8 | 0.1929 % | 2,632.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.E | FixedReset | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-12 Maturity Price : 21.52 Evaluated at bid price : 21.90 Bid-YTW : 4.69 % |
| TRP.PR.D | FixedReset | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-12 Maturity Price : 21.44 Evaluated at bid price : 21.78 Bid-YTW : 4.72 % |
| BMO.PR.Q | FixedReset | -1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.33 Bid-YTW : 5.79 % |
| BMO.PR.Y | FixedReset | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-12 Maturity Price : 22.91 Evaluated at bid price : 23.85 Bid-YTW : 4.51 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.B | Deemed-Retractible | 209,711 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-10-12 Maturity Price : 25.00 Evaluated at bid price : 25.09 Bid-YTW : 3.30 % |
| NA.PR.W | FixedReset | 111,465 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-12 Maturity Price : 21.40 Evaluated at bid price : 21.73 Bid-YTW : 4.57 % |
| CM.PR.R | FixedReset | 87,637 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.53 % |
| TD.PF.H | FixedReset | 84,804 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.15 Bid-YTW : 3.81 % |
| BNS.PR.Q | FixedReset | 70,820 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.96 Bid-YTW : 3.62 % |
| RY.PR.D | Deemed-Retractible | 66,635 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-10-12 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : -4.73 % |
| There were 25 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.C | FixedReset | Quote: 23.10 – 23.57 Spot Rate : 0.4700 Average : 0.3837 YTW SCENARIO |
| HSE.PR.G | FixedReset | Quote: 23.90 – 24.24 Spot Rate : 0.3400 Average : 0.2626 YTW SCENARIO |
| CU.PR.C | FixedReset | Quote: 21.60 – 21.89 Spot Rate : 0.2900 Average : 0.2190 YTW SCENARIO |
| BAM.PR.B | Floater | Quote: 14.26 – 14.50 Spot Rate : 0.2400 Average : 0.1717 YTW SCENARIO |
| BAM.PF.D | Perpetual-Discount | Quote: 22.10 – 22.43 Spot Rate : 0.3300 Average : 0.2623 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 14.28 – 14.60 Spot Rate : 0.3200 Average : 0.2601 YTW SCENARIO |