| 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 | -0.1781 % | 2,412.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1781 % | 4,426.2 |
| Floater | 3.75 % | 3.96 % | 95,353 | 17.49 | 3 | -0.1781 % | 2,550.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0723 % | 3,082.3 |
| SplitShare | 4.73 % | 4.77 % | 57,832 | 4.32 | 6 | 0.0723 % | 3,680.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0723 % | 2,872.0 |
| Perpetual-Premium | 5.36 % | 1.84 % | 49,263 | 0.16 | 20 | 0.0020 % | 2,832.5 |
| Perpetual-Discount | 5.22 % | 5.23 % | 73,679 | 15.08 | 15 | 0.0624 % | 2,999.9 |
| FixedReset | 4.23 % | 4.18 % | 145,847 | 4.50 | 99 | -0.0585 % | 2,486.2 |
| Deemed-Retractible | 5.04 % | 5.43 % | 97,025 | 5.96 | 30 | -0.0672 % | 2,926.7 |
| FloatingReset | 2.74 % | 2.78 % | 46,967 | 4.01 | 8 | -0.0762 % | 2,673.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BMO.PR.Q | FixedReset | -2.48 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.00 Bid-YTW : 5.07 % |
| TRP.PR.A | FixedReset | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-03 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 4.42 % |
| BMO.PR.T | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-03 Maturity Price : 22.68 Evaluated at bid price : 23.04 Bid-YTW : 4.18 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.D | FixedReset | 180,050 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-03 Maturity Price : 22.51 Evaluated at bid price : 22.92 Bid-YTW : 4.37 % |
| TRP.PR.K | FixedReset | 134,332 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.40 Bid-YTW : 3.78 % |
| CM.PR.R | FixedReset | 116,283 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.41 Bid-YTW : 4.06 % |
| W.PR.J | Perpetual-Premium | 80,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-12-03 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 1.84 % |
| W.PR.H | Perpetual-Premium | 66,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-03 Maturity Price : 24.83 Evaluated at bid price : 25.05 Bid-YTW : 5.53 % |
| BIP.PR.D | FixedReset | 64,650 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.29 Bid-YTW : 4.86 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BMO.PR.Q | FixedReset | Quote: 22.00 – 22.60 Spot Rate : 0.6000 Average : 0.3453 YTW SCENARIO |
| HSE.PR.A | FixedReset | Quote: 17.96 – 18.48 Spot Rate : 0.5200 Average : 0.3299 YTW SCENARIO |
| BAM.PR.R | FixedReset | Quote: 20.29 – 20.68 Spot Rate : 0.3900 Average : 0.2544 YTW SCENARIO |
| BMO.PR.T | FixedReset | Quote: 23.04 – 23.34 Spot Rate : 0.3000 Average : 0.1934 YTW SCENARIO |
| TRP.PR.C | FixedReset | Quote: 16.89 – 17.20 Spot Rate : 0.3100 Average : 0.2217 YTW SCENARIO |
| PVS.PR.D | SplitShare | Quote: 25.20 – 25.48 Spot Rate : 0.2800 Average : 0.2108 YTW SCENARIO |