| 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 | -0.5350 % | 3,075.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5350 % | 5,642.9 |
| Floater | 3.25 % | 3.40 % | 108,905 | 18.77 | 4 | -0.5350 % | 3,252.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0471 % | 3,160.9 |
| SplitShare | 4.70 % | 4.38 % | 57,716 | 3.27 | 5 | -0.0471 % | 3,774.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0471 % | 2,945.3 |
| Perpetual-Premium | 5.59 % | -1.10 % | 79,468 | 0.08 | 11 | -0.0927 % | 2,846.1 |
| Perpetual-Discount | 5.33 % | 5.43 % | 86,721 | 14.69 | 23 | -0.2445 % | 2,945.2 |
| FixedReset | 4.27 % | 4.55 % | 173,429 | 5.82 | 104 | -0.2019 % | 2,520.2 |
| Deemed-Retractible | 5.16 % | 5.68 % | 92,881 | 5.73 | 28 | -0.1957 % | 2,926.8 |
| FloatingReset | 2.91 % | 3.03 % | 34,370 | 3.65 | 10 | -0.2342 % | 2,756.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.D | FixedReset | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-19 Maturity Price : 22.55 Evaluated at bid price : 23.04 Bid-YTW : 4.74 % |
| TRP.PR.E | FixedReset | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-19 Maturity Price : 22.79 Evaluated at bid price : 23.19 Bid-YTW : 4.70 % |
| BAM.PR.T | FixedReset | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-19 Maturity Price : 21.09 Evaluated at bid price : 21.09 Bid-YTW : 4.89 % |
| BMO.PR.Q | FixedReset | -1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.37 Bid-YTW : 5.03 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.C | FixedReset | 129,285 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.16 Bid-YTW : 4.42 % |
| MFC.PR.B | Deemed-Retractible | 108,215 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.95 Bid-YTW : 6.95 % |
| GWO.PR.G | Deemed-Retractible | 59,669 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.30 Bid-YTW : 5.70 % |
| HSE.PR.C | FixedReset | 56,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 5.03 % |
| NA.PR.S | FixedReset | 51,675 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-19 Maturity Price : 23.04 Evaluated at bid price : 23.55 Bid-YTW : 4.65 % |
| NA.PR.E | FixedReset | 48,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-19 Maturity Price : 22.99 Evaluated at bid price : 24.55 Bid-YTW : 4.63 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.T | FixedReset | Quote: 21.09 – 21.44 Spot Rate : 0.3500 Average : 0.2372 YTW SCENARIO |
| CM.PR.O | FixedReset | Quote: 23.54 – 23.90 Spot Rate : 0.3600 Average : 0.2625 YTW SCENARIO |
| BAM.PR.R | FixedReset | Quote: 20.63 – 20.90 Spot Rate : 0.2700 Average : 0.1908 YTW SCENARIO |
| PWF.PR.F | Perpetual-Discount | Quote: 24.31 – 24.55 Spot Rate : 0.2400 Average : 0.1688 YTW SCENARIO |
| CU.PR.I | FixedReset | Quote: 25.81 – 26.01 Spot Rate : 0.2000 Average : 0.1324 YTW SCENARIO |
| CM.PR.R | FixedReset | Quote: 25.22 – 25.39 Spot Rate : 0.1700 Average : 0.1032 YTW SCENARIO |