| 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 | 0.7958 % | 2,428.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7958 % | 4,455.6 |
| Floater | 3.76 % | 3.90 % | 34,329 | 17.62 | 4 | 0.7958 % | 2,567.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0923 % | 3,074.6 |
| SplitShare | 4.74 % | 4.78 % | 72,019 | 4.35 | 6 | 0.0923 % | 3,671.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0923 % | 2,864.8 |
| Perpetual-Premium | 5.35 % | 2.02 % | 61,662 | 0.19 | 17 | 0.1456 % | 2,825.4 |
| Perpetual-Discount | 5.30 % | 5.25 % | 60,781 | 15.00 | 19 | 0.1278 % | 2,970.0 |
| FixedReset | 4.23 % | 4.21 % | 148,918 | 4.38 | 99 | 0.0488 % | 2,486.4 |
| Deemed-Retractible | 5.06 % | 5.53 % | 101,091 | 5.99 | 30 | 0.1931 % | 2,910.4 |
| FloatingReset | 2.74 % | 2.75 % | 46,380 | 4.03 | 8 | 0.1904 % | 2,678.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.Z | FixedReset | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-23 Maturity Price : 23.51 Evaluated at bid price : 23.91 Bid-YTW : 4.12 % |
| BMO.PR.S | FixedReset | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-23 Maturity Price : 23.62 Evaluated at bid price : 24.01 Bid-YTW : 4.22 % |
| MFC.PR.B | Deemed-Retractible | 1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.75 Bid-YTW : 6.32 % |
| MFC.PR.K | FixedReset | 1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.40 Bid-YTW : 5.04 % |
| BMO.PR.Z | Perpetual-Premium | 1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 4.96 % |
| TRP.PR.F | FloatingReset | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-23 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 3.53 % |
| BAM.PR.C | Floater | 2.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-23 Maturity Price : 14.45 Evaluated at bid price : 14.45 Bid-YTW : 3.90 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.Q | FixedReset | 292,577 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-12-15 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 3.00 % |
| CM.PR.R | FixedReset | 138,117 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 4.04 % |
| TD.PF.I | FixedReset | 81,710 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.72 Bid-YTW : 3.86 % |
| HSB.PR.D | Deemed-Retractible | 72,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-11-22 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : -3.29 % |
| BMO.PR.C | FixedReset | 56,450 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 4.11 % |
| RY.PR.M | FixedReset | 51,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-10-23 Maturity Price : 23.26 Evaluated at bid price : 24.70 Bid-YTW : 4.21 % |
| There were 18 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| POW.PR.D | Perpetual-Discount | Quote: 24.21 – 24.80 Spot Rate : 0.5900 Average : 0.3588 YTW SCENARIO |
| MFC.PR.F | FixedReset | Quote: 18.37 – 18.79 Spot Rate : 0.4200 Average : 0.2708 YTW SCENARIO |
| IFC.PR.A | FixedReset | Quote: 20.60 – 21.00 Spot Rate : 0.4000 Average : 0.2774 YTW SCENARIO |
| BMO.PR.S | FixedReset | Quote: 24.01 – 24.35 Spot Rate : 0.3400 Average : 0.2236 YTW SCENARIO |
| TRP.PR.G | FixedReset | Quote: 23.99 – 24.48 Spot Rate : 0.4900 Average : 0.3865 YTW SCENARIO |
| BMO.PR.Y | FixedReset | Quote: 24.88 – 25.25 Spot Rate : 0.3700 Average : 0.2799 YTW SCENARIO |