| 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 | 0.0998 % | 2,471.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0998 % | 4,535.3 |
| Floater | 3.72 % | 3.86 % | 33,421 | 17.74 | 4 | 0.0998 % | 2,613.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1095 % | 3,130.3 |
| SplitShare | 4.69 % | 4.14 % | 67,513 | 3.49 | 5 | -0.1095 % | 3,738.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1095 % | 2,916.7 |
| Perpetual-Premium | 5.36 % | 1.08 % | 54,145 | 0.09 | 20 | 0.1238 % | 2,839.4 |
| Perpetual-Discount | 5.23 % | 5.28 % | 70,367 | 14.93 | 14 | 0.2058 % | 3,006.9 |
| FixedReset | 4.28 % | 4.35 % | 147,976 | 6.11 | 98 | 0.2490 % | 2,474.7 |
| Deemed-Retractible | 5.07 % | 5.28 % | 89,168 | 5.93 | 30 | 0.2005 % | 2,940.4 |
| FloatingReset | 2.76 % | 2.78 % | 38,230 | 3.90 | 8 | -0.0760 % | 2,681.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| NA.PR.W | FixedReset | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-15 Maturity Price : 22.21 Evaluated at bid price : 22.50 Bid-YTW : 4.37 % |
| RY.PR.M | FixedReset | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-15 Maturity Price : 23.05 Evaluated at bid price : 24.15 Bid-YTW : 4.28 % |
| W.PR.H | Perpetual-Premium | 1.20 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-01-14 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 2.05 % |
| BMO.PR.W | FixedReset | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-15 Maturity Price : 22.34 Evaluated at bid price : 22.65 Bid-YTW : 4.29 % |
| BMO.PR.T | FixedReset | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-15 Maturity Price : 22.37 Evaluated at bid price : 22.73 Bid-YTW : 4.30 % |
| TRP.PR.G | FixedReset | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-15 Maturity Price : 23.12 Evaluated at bid price : 24.30 Bid-YTW : 4.58 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| HSB.PR.C | Deemed-Retractible | 230,819 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-01-14 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 3.38 % |
| NA.PR.A | FixedReset | 223,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 26.55 Bid-YTW : 3.73 % |
| HSB.PR.D | Deemed-Retractible | 110,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-01-14 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 3.33 % |
| TD.PF.H | FixedReset | 71,610 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.05 Bid-YTW : 3.86 % |
| TRP.PR.K | FixedReset | 65,992 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.95 Bid-YTW : 4.03 % |
| BNS.PR.R | FixedReset | 62,700 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.14 Bid-YTW : 3.61 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.E | Perpetual-Premium | Quote: 25.26 – 25.55 Spot Rate : 0.2900 Average : 0.2221 YTW SCENARIO |
| TRP.PR.E | FixedReset | Quote: 22.76 – 23.00 Spot Rate : 0.2400 Average : 0.1736 YTW SCENARIO |
| CM.PR.Q | FixedReset | Quote: 24.28 – 24.47 Spot Rate : 0.1900 Average : 0.1252 YTW SCENARIO |
| BNS.PR.D | FloatingReset | Quote: 23.19 – 23.34 Spot Rate : 0.1500 Average : 0.0910 YTW SCENARIO |
| TRP.PR.C | FixedReset | Quote: 16.80 – 17.00 Spot Rate : 0.2000 Average : 0.1442 YTW SCENARIO |
| MFC.PR.M | FixedReset | Quote: 22.68 – 22.85 Spot Rate : 0.1700 Average : 0.1187 YTW SCENARIO |