| 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 | 0.5354 % | 2,425.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5354 % | 4,449.9 |
| Floater | 3.73 % | 3.95 % | 92,226 | 17.51 | 3 | 0.5354 % | 2,564.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0263 % | 3,081.5 |
| SplitShare | 4.73 % | 4.78 % | 58,923 | 4.31 | 6 | -0.0263 % | 3,680.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0263 % | 2,871.3 |
| Perpetual-Premium | 5.36 % | -0.03 % | 48,631 | 0.15 | 20 | 0.0609 % | 2,834.2 |
| Perpetual-Discount | 5.22 % | 5.24 % | 73,439 | 15.07 | 15 | -0.0340 % | 2,998.9 |
| FixedReset | 4.23 % | 4.15 % | 144,859 | 4.49 | 99 | 0.0480 % | 2,487.4 |
| Deemed-Retractible | 5.04 % | 5.41 % | 95,736 | 5.95 | 30 | 0.0947 % | 2,929.4 |
| FloatingReset | 2.75 % | 2.79 % | 47,497 | 4.00 | 8 | -0.0381 % | 2,672.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.A | FixedReset | -2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-06 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 4.58 % |
| BAM.PR.X | FixedReset | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-06 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 4.65 % |
| BMO.PR.Q | FixedReset | 2.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.45 Bid-YTW : 4.57 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| HSB.PR.C | Deemed-Retractible | 245,258 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-12-06 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : -0.78 % |
| TRP.PR.E | FixedReset | 176,575 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-06 Maturity Price : 22.79 Evaluated at bid price : 23.13 Bid-YTW : 4.33 % |
| CM.PR.P | FixedReset | 154,865 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-06 Maturity Price : 23.20 Evaluated at bid price : 23.50 Bid-YTW : 4.10 % |
| RY.PR.J | FixedReset | 135,760 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-06 Maturity Price : 23.27 Evaluated at bid price : 24.50 Bid-YTW : 4.28 % |
| TRP.PR.K | FixedReset | 80,947 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.40 Bid-YTW : 3.50 % |
| TRP.PR.J | FixedReset | 78,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.81 Bid-YTW : 3.24 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.G | FixedReset | Quote: 24.13 – 24.78 Spot Rate : 0.6500 Average : 0.4277 YTW SCENARIO |
| HSE.PR.C | FixedReset | Quote: 24.48 – 25.00 Spot Rate : 0.5200 Average : 0.3279 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 23.83 – 24.34 Spot Rate : 0.5100 Average : 0.3569 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 19.54 – 19.99 Spot Rate : 0.4500 Average : 0.3379 YTW SCENARIO |
| PVS.PR.B | SplitShare | Quote: 25.20 – 25.51 Spot Rate : 0.3100 Average : 0.2095 YTW SCENARIO |
| MFC.PR.R | FixedReset | Quote: 26.17 – 26.45 Spot Rate : 0.2800 Average : 0.1896 YTW SCENARIO |