| 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 | -0.5580 % | 2,412.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5580 % | 4,426.3 |
| Floater | 3.93 % | 3.92 % | 106,931 | 17.59 | 3 | -0.5580 % | 2,550.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1899 % | 3,061.4 |
| SplitShare | 4.76 % | 4.81 % | 86,270 | 4.45 | 6 | -0.1899 % | 3,656.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1899 % | 2,852.6 |
| Perpetual-Premium | 5.43 % | 4.93 % | 55,052 | 6.11 | 16 | -0.0074 % | 2,770.4 |
| Perpetual-Discount | 5.38 % | 5.43 % | 63,852 | 14.63 | 19 | -0.0251 % | 2,885.6 |
| FixedReset | 4.36 % | 4.63 % | 146,072 | 6.22 | 99 | 0.0316 % | 2,402.8 |
| Deemed-Retractible | 5.15 % | 5.72 % | 97,412 | 6.06 | 31 | -0.0937 % | 2,848.8 |
| FloatingReset | 2.86 % | 2.97 % | 48,441 | 4.10 | 8 | 0.2690 % | 2,644.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.N | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.99 Bid-YTW : 6.08 % |
| BMO.PR.S | FixedReset | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-18 Maturity Price : 22.17 Evaluated at bid price : 22.51 Bid-YTW : 4.62 % |
| TRP.PR.B | FixedReset | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-18 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 4.79 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PVS.PR.F | SplitShare | 234,295 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2024-09-30 Maturity Price : 25.00 Evaluated at bid price : 24.93 Bid-YTW : 4.86 % |
| BMO.PR.D | FixedReset | 209,210 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.02 Bid-YTW : 4.63 % |
| BMO.PR.C | FixedReset | 102,720 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.35 % |
| TD.PR.T | FloatingReset | 100,800 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.70 Bid-YTW : 2.84 % |
| TD.PF.I | FixedReset | 88,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 4.43 % |
| BAM.PF.J | FixedReset | 75,039 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.11 Bid-YTW : 4.70 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.X | FixedReset | Quote: 17.27 – 17.70 Spot Rate : 0.4300 Average : 0.2814 YTW SCENARIO |
| IAG.PR.G | FixedReset | Quote: 22.65 – 23.05 Spot Rate : 0.4000 Average : 0.2841 YTW SCENARIO |
| IFC.PR.C | FixedReset | Quote: 22.15 – 22.50 Spot Rate : 0.3500 Average : 0.2418 YTW SCENARIO |
| PWF.PR.L | Perpetual-Discount | Quote: 23.37 – 23.70 Spot Rate : 0.3300 Average : 0.2257 YTW SCENARIO |
| GWO.PR.G | Deemed-Retractible | Quote: 24.10 – 24.41 Spot Rate : 0.3100 Average : 0.2108 YTW SCENARIO |
| CU.PR.H | Perpetual-Discount | Quote: 24.60 – 25.00 Spot Rate : 0.4000 Average : 0.3152 YTW SCENARIO |