| 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 | 0.3405 % | 2,903.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3405 % | 5,327.8 |
| Floater | 3.41 % | 3.55 % | 35,366 | 18.41 | 4 | 0.3405 % | 3,070.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4125 % | 3,162.7 |
| SplitShare | 4.64 % | 4.01 % | 64,907 | 3.40 | 5 | 0.4125 % | 3,776.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4125 % | 2,946.9 |
| Perpetual-Premium | 5.37 % | 1.21 % | 62,859 | 0.09 | 18 | 0.1445 % | 2,857.4 |
| Perpetual-Discount | 5.32 % | 5.29 % | 73,476 | 14.97 | 16 | 0.1589 % | 2,988.4 |
| FixedReset | 4.20 % | 4.44 % | 142,181 | 4.05 | 99 | 0.1569 % | 2,528.9 |
| Deemed-Retractible | 5.07 % | 5.36 % | 79,272 | 5.84 | 28 | 0.1795 % | 2,943.3 |
| FloatingReset | 3.04 % | 2.88 % | 38,775 | 1.00 | 10 | -0.0651 % | 2,766.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.G | FixedReset | -1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-18 Maturity Price : 23.05 Evaluated at bid price : 24.13 Bid-YTW : 4.93 % |
| TRP.PR.B | FixedReset | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-18 Maturity Price : 17.07 Evaluated at bid price : 17.07 Bid-YTW : 4.60 % |
| TRP.PR.C | FixedReset | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-18 Maturity Price : 18.21 Evaluated at bid price : 18.21 Bid-YTW : 4.57 % |
| TRP.PR.A | FixedReset | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-18 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 4.69 % |
| GWO.PR.N | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.55 Bid-YTW : 7.63 % |
| BAM.PR.T | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-18 Maturity Price : 20.93 Evaluated at bid price : 20.93 Bid-YTW : 4.94 % |
| IFC.PR.A | FixedReset | 1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.50 Bid-YTW : 6.80 % |
| BAM.PF.F | FixedReset | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-18 Maturity Price : 23.65 Evaluated at bid price : 24.95 Bid-YTW : 4.78 % |
| IFC.PR.C | FixedReset | 1.62 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 23.90 Bid-YTW : 4.71 % |
| BAM.PF.I | FixedReset | 2.49 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.90 Bid-YTW : 3.94 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.S | FixedReset | 734,395 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-18 Maturity Price : 23.15 Evaluated at bid price : 24.96 Bid-YTW : 4.36 % |
| TRP.PR.K | FixedReset | 161,668 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.15 Bid-YTW : 3.93 % |
| BMO.PR.R | FloatingReset | 152,813 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.92 Bid-YTW : 2.91 % |
| CU.PR.C | FixedReset | 57,720 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-01-18 Maturity Price : 21.91 Evaluated at bid price : 22.35 Bid-YTW : 4.67 % |
| TD.PF.H | FixedReset | 48,788 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.02 Bid-YTW : 3.66 % |
| TRP.PR.J | FixedReset | 37,520 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.55 Bid-YTW : 3.78 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.A | FixedReset | Quote: 20.61 – 21.17 Spot Rate : 0.5600 Average : 0.3637 YTW SCENARIO |
| TRP.PR.G | FixedReset | Quote: 24.13 – 24.57 Spot Rate : 0.4400 Average : 0.3190 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 21.96 – 22.28 Spot Rate : 0.3200 Average : 0.2011 YTW SCENARIO |
| NA.PR.S | FixedReset | Quote: 23.29 – 23.59 Spot Rate : 0.3000 Average : 0.1963 YTW SCENARIO |
| HSE.PR.E | FixedReset | Quote: 25.05 – 25.33 Spot Rate : 0.2800 Average : 0.1774 YTW SCENARIO |
| BMO.PR.T | FixedReset | Quote: 23.82 – 24.09 Spot Rate : 0.2700 Average : 0.1689 YTW SCENARIO |