| 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 | -1.9225 % | 2,848.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.9225 % | 5,226.9 |
| Floater | 3.23 % | 3.35 % | 35,483 | 18.88 | 4 | -1.9225 % | 3,012.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2177 % | 3,146.0 |
| SplitShare | 4.67 % | 4.02 % | 60,296 | 3.40 | 5 | -0.2177 % | 3,757.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2177 % | 2,931.4 |
| Perpetual-Premium | 5.38 % | 3.37 % | 61,690 | 0.09 | 18 | -0.0438 % | 2,851.3 |
| Perpetual-Discount | 5.34 % | 5.31 % | 73,693 | 14.91 | 16 | -0.0647 % | 2,978.8 |
| FixedReset | 4.21 % | 4.47 % | 140,615 | 4.19 | 98 | -0.2594 % | 2,520.7 |
| Deemed-Retractible | 5.08 % | 5.42 % | 81,505 | 5.84 | 28 | -0.0757 % | 2,935.1 |
| FloatingReset | 3.04 % | 2.61 % | 41,930 | 0.78 | 10 | -0.0087 % | 2,760.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -2.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-16 Maturity Price : 16.67 Evaluated at bid price : 16.67 Bid-YTW : 3.38 % |
| BAM.PR.C | Floater | -2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-16 Maturity Price : 16.61 Evaluated at bid price : 16.61 Bid-YTW : 3.39 % |
| NA.PR.W | FixedReset | -1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-16 Maturity Price : 22.35 Evaluated at bid price : 22.65 Bid-YTW : 4.61 % |
| PWF.PR.A | Floater | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-16 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 2.93 % |
| MFC.PR.M | FixedReset | -1.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.69 Bid-YTW : 5.19 % |
| PVS.PR.E | SplitShare | -1.31 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-02-15 Maturity Price : 26.00 Evaluated at bid price : 26.35 Bid-YTW : -3.96 % |
| BAM.PR.B | Floater | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-16 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 3.35 % |
| BMO.PR.Y | FixedReset | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-16 Maturity Price : 23.26 Evaluated at bid price : 24.51 Bid-YTW : 4.64 % |
| BMO.PR.S | FixedReset | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-16 Maturity Price : 23.56 Evaluated at bid price : 24.00 Bid-YTW : 4.50 % |
| RY.PR.H | FixedReset | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-16 Maturity Price : 23.34 Evaluated at bid price : 23.74 Bid-YTW : 4.47 % |
| MFC.PR.N | FixedReset | -1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.70 Bid-YTW : 5.09 % |
| HSE.PR.A | FixedReset | 2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-16 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 4.88 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PR.T | FloatingReset | 205,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.88 Bid-YTW : 2.21 % |
| RY.PR.H | FixedReset | 155,745 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-16 Maturity Price : 23.34 Evaluated at bid price : 23.74 Bid-YTW : 4.47 % |
| TD.PF.A | FixedReset | 140,452 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-16 Maturity Price : 23.21 Evaluated at bid price : 23.58 Bid-YTW : 4.43 % |
| RY.PR.I | FixedReset | 140,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-02-24 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : 3.38 % |
| BAM.PF.A | FixedReset | 78,402 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-16 Maturity Price : 24.14 Evaluated at bid price : 24.67 Bid-YTW : 4.95 % |
| MFC.PR.R | FixedReset | 72,105 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.87 Bid-YTW : 4.06 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| NA.PR.W | FixedReset | Quote: 22.65 – 23.08 Spot Rate : 0.4300 Average : 0.2613 YTW SCENARIO |
| BMO.PR.Y | FixedReset | Quote: 24.51 – 24.92 Spot Rate : 0.4100 Average : 0.2516 YTW SCENARIO |
| BAM.PF.G | FixedReset | Quote: 24.41 – 24.83 Spot Rate : 0.4200 Average : 0.2668 YTW SCENARIO |
| IFC.PR.F | Deemed-Retractible | Quote: 25.00 – 25.30 Spot Rate : 0.3000 Average : 0.2062 YTW SCENARIO |
| IFC.PR.E | Deemed-Retractible | Quote: 24.85 – 25.20 Spot Rate : 0.3500 Average : 0.2621 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 21.80 – 22.05 Spot Rate : 0.2500 Average : 0.1632 YTW SCENARIO |