| 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 | 0.2824 % | 2,478.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2824 % | 4,548.1 |
| Floater | 3.71 % | 3.83 % | 32,954 | 17.80 | 4 | 0.2824 % | 2,621.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3759 % | 3,142.1 |
| SplitShare | 4.67 % | 4.05 % | 64,857 | 3.48 | 5 | 0.3759 % | 3,752.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3759 % | 2,927.7 |
| Perpetual-Premium | 5.36 % | 2.11 % | 52,082 | 0.09 | 20 | 0.0118 % | 2,839.7 |
| Perpetual-Discount | 5.24 % | 5.29 % | 70,777 | 14.92 | 14 | -0.1257 % | 3,003.1 |
| FixedReset | 4.28 % | 4.33 % | 150,654 | 6.10 | 98 | 0.0890 % | 2,476.9 |
| Deemed-Retractible | 5.07 % | 5.27 % | 88,002 | 5.92 | 30 | 0.0083 % | 2,940.6 |
| FloatingReset | 2.79 % | 2.80 % | 41,115 | 3.89 | 8 | -0.0652 % | 2,679.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.C | FixedReset | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-18 Maturity Price : 23.26 Evaluated at bid price : 24.23 Bid-YTW : 4.90 % |
| IFC.PR.C | FixedReset | 1.74 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.84 Bid-YTW : 5.26 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.I | FixedReset | 123,034 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 3.67 % |
| BNS.PR.Z | FixedReset | 101,100 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.04 Bid-YTW : 4.48 % |
| CM.PR.P | FixedReset | 101,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-18 Maturity Price : 22.75 Evaluated at bid price : 23.06 Bid-YTW : 4.27 % |
| BMO.PR.S | FixedReset | 96,759 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-12-18 Maturity Price : 23.11 Evaluated at bid price : 23.55 Bid-YTW : 4.27 % |
| MFC.PR.F | FixedReset | 91,190 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.92 Bid-YTW : 7.91 % |
| BMO.PR.B | FixedReset | 82,885 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 26.06 Bid-YTW : 3.85 % |
| There were 18 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.R | FixedReset | Quote: 26.62 – 26.86 Spot Rate : 0.2400 Average : 0.1512 YTW SCENARIO |
| PVS.PR.E | SplitShare | Quote: 26.50 – 26.85 Spot Rate : 0.3500 Average : 0.2640 YTW SCENARIO |
| PWF.PR.T | FixedReset | Quote: 23.90 – 24.25 Spot Rate : 0.3500 Average : 0.2691 YTW SCENARIO |
| W.PR.M | FixedReset | Quote: 26.15 – 26.36 Spot Rate : 0.2100 Average : 0.1346 YTW SCENARIO |
| BAM.PF.D | Perpetual-Discount | Quote: 22.70 – 22.96 Spot Rate : 0.2600 Average : 0.1916 YTW SCENARIO |
| BAM.PR.X | FixedReset | Quote: 17.05 – 17.25 Spot Rate : 0.2000 Average : 0.1408 YTW SCENARIO |