| 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 | 0.7759 % | 2,417.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7759 % | 4,435.6 |
| Floater | 3.92 % | 3.93 % | 102,055 | 17.58 | 3 | 0.7759 % | 2,556.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0264 % | 3,064.7 |
| SplitShare | 4.76 % | 4.83 % | 90,941 | 4.43 | 6 | 0.0264 % | 3,659.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0264 % | 2,855.6 |
| Perpetual-Premium | 5.43 % | 4.93 % | 55,566 | 6.00 | 16 | -0.0470 % | 2,775.9 |
| Perpetual-Discount | 5.37 % | 5.42 % | 71,238 | 14.71 | 19 | 0.0366 % | 2,892.2 |
| FixedReset | 4.36 % | 4.62 % | 153,055 | 6.21 | 99 | 0.1225 % | 2,408.8 |
| Deemed-Retractible | 5.14 % | 5.69 % | 99,899 | 6.06 | 31 | -0.0420 % | 2,852.9 |
| FloatingReset | 2.85 % | 2.96 % | 49,972 | 4.09 | 8 | 0.1530 % | 2,654.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.B | Floater | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-22 Maturity Price : 14.35 Evaluated at bid price : 14.35 Bid-YTW : 3.90 % |
| IAG.PR.A | Deemed-Retractible | 1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.26 Bid-YTW : 6.52 % |
| PWF.PR.P | FixedReset | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-22 Maturity Price : 17.27 Evaluated at bid price : 17.27 Bid-YTW : 4.72 % |
| TRP.PR.F | FloatingReset | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-22 Maturity Price : 19.92 Evaluated at bid price : 19.92 Bid-YTW : 3.65 % |
| TRP.PR.A | FixedReset | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-09-22 Maturity Price : 19.95 Evaluated at bid price : 19.95 Bid-YTW : 4.63 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset | 203,863 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.10 Bid-YTW : 3.89 % |
| BNS.PR.H | FixedReset | 184,568 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 26.21 Bid-YTW : 3.84 % |
| MFC.PR.R | FixedReset | 178,550 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.78 Bid-YTW : 4.12 % |
| MFC.PR.F | FixedReset | 165,422 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.10 Bid-YTW : 8.54 % |
| RY.PR.D | Deemed-Retractible | 141,361 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-10-22 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : -3.74 % |
| CM.PR.R | FixedReset | 135,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.34 Bid-YTW : 4.43 % |
| TD.PR.Y | FixedReset | 102,600 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 3.67 % |
| BMO.PR.R | FloatingReset | 100,500 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.38 Bid-YTW : 3.21 % |
| There were 28 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.E | FixedReset | Quote: 22.30 – 22.60 Spot Rate : 0.3000 Average : 0.1959 YTW SCENARIO |
| TRP.PR.K | FixedReset | Quote: 25.78 – 26.00 Spot Rate : 0.2200 Average : 0.1387 YTW SCENARIO |
| IFC.PR.F | Deemed-Retractible | Quote: 24.45 – 24.73 Spot Rate : 0.2800 Average : 0.2055 YTW SCENARIO |
| BMO.PR.W | FixedReset | Quote: 21.88 – 22.05 Spot Rate : 0.1700 Average : 0.1046 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 19.92 – 20.40 Spot Rate : 0.4800 Average : 0.4187 YTW SCENARIO |
| RY.PR.Q | FixedReset | Quote: 26.55 – 26.70 Spot Rate : 0.1500 Average : 0.0960 YTW SCENARIO |