| 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 | -0.2829 % | 2,465.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2829 % | 4,524.0 |
| Floater | 3.67 % | 3.91 % | 96,700 | 17.57 | 3 | -0.2829 % | 2,607.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0982 % | 3,098.5 |
| SplitShare | 4.71 % | 4.67 % | 48,463 | 4.29 | 6 | 0.0982 % | 3,700.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0982 % | 2,887.1 |
| Perpetual-Premium | 5.35 % | 4.68 % | 55,309 | 2.23 | 20 | 0.0924 % | 2,837.2 |
| Perpetual-Discount | 5.22 % | 5.25 % | 67,770 | 15.05 | 15 | 0.1477 % | 3,006.9 |
| FixedReset | 4.23 % | 4.23 % | 151,459 | 4.31 | 98 | 0.0421 % | 2,493.6 |
| Deemed-Retractible | 5.03 % | 5.38 % | 88,741 | 5.93 | 30 | 0.1178 % | 2,935.6 |
| FloatingReset | 2.78 % | 2.83 % | 41,374 | 3.97 | 8 | 0.0217 % | 2,684.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.F | FixedReset | -1.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.05 Bid-YTW : 7.79 % |
| BMO.PR.T | FixedReset | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-17 Maturity Price : 22.78 Evaluated at bid price : 23.15 Bid-YTW : 4.21 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Q | FixedReset | 414,067 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.74 Bid-YTW : 3.37 % |
| TD.PF.G | FixedReset | 194,110 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.72 Bid-YTW : 3.46 % |
| HSB.PR.D | Deemed-Retractible | 88,869 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-12-17 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 0.82 % |
| BAM.PF.I | FixedReset | 83,876 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.18 Bid-YTW : 3.80 % |
| RY.PR.C | Deemed-Retractible | 71,430 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-12-17 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : -10.70 % |
| BAM.PR.R | FixedReset | 68,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-11-17 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 4.69 % |
| There were 21 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.M | FixedReset | Quote: 23.55 – 24.11 Spot Rate : 0.5600 Average : 0.4352 YTW SCENARIO |
| W.PR.M | FixedReset | Quote: 26.40 – 26.75 Spot Rate : 0.3500 Average : 0.2269 YTW SCENARIO |
| MFC.PR.H | FixedReset | Quote: 25.36 – 25.78 Spot Rate : 0.4200 Average : 0.3002 YTW SCENARIO |
| W.PR.K | FixedReset | Quote: 26.04 – 26.50 Spot Rate : 0.4600 Average : 0.3488 YTW SCENARIO |
| MFC.PR.F | FixedReset | Quote: 18.05 – 18.35 Spot Rate : 0.3000 Average : 0.1986 YTW SCENARIO |
| MFC.PR.G | FixedReset | Quote: 24.65 – 25.00 Spot Rate : 0.3500 Average : 0.2612 YTW SCENARIO |