| 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 | 0.4073 % | 2,513.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4073 % | 4,612.8 |
| Floater | 3.63 % | 3.83 % | 33,109 | 17.70 | 4 | 0.4073 % | 2,658.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0657 % | 3,119.7 |
| SplitShare | 4.73 % | 4.15 % | 54,088 | 1.06 | 6 | 0.0657 % | 3,725.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0657 % | 2,906.8 |
| Perpetual-Premium | 5.37 % | 4.73 % | 55,736 | 0.24 | 20 | 0.0354 % | 2,833.6 |
| Perpetual-Discount | 5.24 % | 5.29 % | 72,276 | 14.93 | 14 | 0.1535 % | 2,994.5 |
| FixedReset | 4.29 % | 4.43 % | 145,164 | 6.13 | 98 | 0.2028 % | 2,466.5 |
| Deemed-Retractible | 5.07 % | 5.34 % | 88,790 | 5.95 | 30 | 0.0994 % | 2,935.7 |
| FloatingReset | 2.73 % | 2.86 % | 39,937 | 3.92 | 8 | 0.0163 % | 2,682.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.Z | FixedReset | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-07 Maturity Price : 23.14 Evaluated at bid price : 24.26 Bid-YTW : 4.84 % |
| BAM.PF.E | FixedReset | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-07 Maturity Price : 22.73 Evaluated at bid price : 23.32 Bid-YTW : 4.64 % |
| BAM.PR.C | Floater | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-07 Maturity Price : 14.80 Evaluated at bid price : 14.80 Bid-YTW : 3.83 % |
| BAM.PR.K | Floater | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-07 Maturity Price : 14.80 Evaluated at bid price : 14.80 Bid-YTW : 3.83 % |
| MFC.PR.H | FixedReset | 1.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.80 Bid-YTW : 4.99 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.C | FixedReset | 117,663 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-07 Maturity Price : 22.30 Evaluated at bid price : 22.63 Bid-YTW : 4.38 % |
| TRP.PR.J | FixedReset | 112,570 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.42 Bid-YTW : 3.80 % |
| HSB.PR.D | Deemed-Retractible | 108,560 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-01-06 Maturity Price : 25.00 Evaluated at bid price : 25.27 Bid-YTW : 3.23 % |
| GWO.PR.Q | Deemed-Retractible | 68,940 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.41 Bid-YTW : 5.53 % |
| BMO.PR.T | FixedReset | 60,018 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-07 Maturity Price : 22.24 Evaluated at bid price : 22.58 Bid-YTW : 4.39 % |
| SLF.PR.J | FloatingReset | 59,020 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.62 Bid-YTW : 7.72 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.I | FixedReset | Quote: 25.80 – 26.20 Spot Rate : 0.4000 Average : 0.2322 YTW SCENARIO |
| IAG.PR.A | Deemed-Retractible | Quote: 22.47 – 22.90 Spot Rate : 0.4300 Average : 0.3136 YTW SCENARIO |
| TRP.PR.G | FixedReset | Quote: 24.00 – 24.50 Spot Rate : 0.5000 Average : 0.3983 YTW SCENARIO |
| SLF.PR.G | FixedReset | Quote: 18.14 – 18.49 Spot Rate : 0.3500 Average : 0.2591 YTW SCENARIO |
| TRP.PR.D | FixedReset | Quote: 22.43 – 22.74 Spot Rate : 0.3100 Average : 0.2205 YTW SCENARIO |
| HSE.PR.C | FixedReset | Quote: 24.20 – 24.49 Spot Rate : 0.2900 Average : 0.2039 YTW SCENARIO |