| 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 | 0.6161 % | 2,531.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6161 % | 4,645.0 |
| Floater | 3.61 % | 3.81 % | 33,989 | 17.74 | 4 | 0.6161 % | 2,676.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0525 % | 3,122.1 |
| SplitShare | 4.73 % | 3.70 % | 54,425 | 1.07 | 6 | -0.0525 % | 3,728.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0525 % | 2,909.1 |
| Perpetual-Premium | 5.36 % | 4.73 % | 55,000 | 2.18 | 20 | -0.0490 % | 2,839.7 |
| Perpetual-Discount | 5.20 % | 5.25 % | 73,649 | 15.01 | 14 | -0.4579 % | 3,013.5 |
| FixedReset | 4.25 % | 4.36 % | 143,622 | 4.52 | 98 | -0.1070 % | 2,488.3 |
| Deemed-Retractible | 5.04 % | 5.23 % | 89,163 | 5.96 | 30 | -0.1535 % | 2,951.3 |
| FloatingReset | 2.73 % | 2.74 % | 40,499 | 3.93 | 8 | 0.1685 % | 2,685.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| W.PR.K | FixedReset | -1.90 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-01-15 Maturity Price : 25.00 Evaluated at bid price : 25.75 Bid-YTW : 4.48 % |
| RY.PR.M | FixedReset | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-04 Maturity Price : 22.94 Evaluated at bid price : 23.92 Bid-YTW : 4.38 % |
| POW.PR.D | Perpetual-Discount | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-04 Maturity Price : 23.95 Evaluated at bid price : 24.20 Bid-YTW : 5.23 % |
| CU.PR.F | Perpetual-Discount | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-04 Maturity Price : 21.70 Evaluated at bid price : 22.05 Bid-YTW : 5.12 % |
| PWF.PR.A | Floater | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-04 Maturity Price : 17.56 Evaluated at bid price : 17.56 Bid-YTW : 3.21 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.H | FixedReset | 108,262 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 26.18 Bid-YTW : 3.76 % |
| HSB.PR.C | Deemed-Retractible | 94,632 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-01-03 Maturity Price : 25.00 Evaluated at bid price : 25.27 Bid-YTW : 3.04 % |
| BMO.PR.S | FixedReset | 45,630 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-04 Maturity Price : 23.29 Evaluated at bid price : 23.72 Bid-YTW : 4.26 % |
| PWF.PR.Z | Perpetual-Discount | 42,860 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-04 Maturity Price : 24.36 Evaluated at bid price : 24.75 Bid-YTW : 5.25 % |
| BAM.PF.J | FixedReset | 42,289 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : 3.99 % |
| HSB.PR.D | Deemed-Retractible | 40,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-01-03 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : 3.21 % |
| There were 31 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| W.PR.K | FixedReset | Quote: 25.75 – 26.24 Spot Rate : 0.4900 Average : 0.3532 YTW SCENARIO |
| IFC.PR.A | FixedReset | Quote: 20.07 – 20.48 Spot Rate : 0.4100 Average : 0.2779 YTW SCENARIO |
| BIP.PR.A | FixedReset | Quote: 24.16 – 24.50 Spot Rate : 0.3400 Average : 0.2264 YTW SCENARIO |
| POW.PR.D | Perpetual-Discount | Quote: 24.20 – 24.54 Spot Rate : 0.3400 Average : 0.2274 YTW SCENARIO |
| CU.PR.I | FixedReset | Quote: 25.55 – 26.00 Spot Rate : 0.4500 Average : 0.3450 YTW SCENARIO |
| PWF.PR.H | Perpetual-Premium | Quote: 25.72 – 25.98 Spot Rate : 0.2600 Average : 0.1764 YTW SCENARIO |