| 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 | -0.0557 % | 2,973.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0557 % | 5,456.4 |
| Floater | 3.36 % | 3.61 % | 76,644 | 18.21 | 4 | -0.0557 % | 3,144.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1829 % | 3,184.3 |
| SplitShare | 4.61 % | 4.44 % | 80,660 | 5.05 | 5 | 0.1829 % | 3,802.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1829 % | 2,967.0 |
| Perpetual-Premium | 5.62 % | -5.63 % | 64,918 | 0.09 | 10 | 0.0197 % | 2,874.2 |
| Perpetual-Discount | 5.42 % | 5.51 % | 64,891 | 14.60 | 24 | -0.0879 % | 2,942.4 |
| FixedReset | 4.29 % | 4.66 % | 155,297 | 4.25 | 103 | -0.2023 % | 2,540.2 |
| Deemed-Retractible | 5.15 % | 5.74 % | 73,395 | 5.54 | 27 | -0.0593 % | 2,939.0 |
| FloatingReset | 3.20 % | 3.66 % | 34,381 | 3.49 | 8 | -0.2101 % | 2,798.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.T | FixedReset | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-28 Maturity Price : 20.67 Evaluated at bid price : 20.67 Bid-YTW : 5.21 % |
| MFC.PR.M | FixedReset | -1.58 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.05 Bid-YTW : 5.77 % |
| CU.PR.I | FixedReset | -1.42 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 3.49 % |
| BAM.PF.E | FixedReset | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-28 Maturity Price : 22.95 Evaluated at bid price : 23.31 Bid-YTW : 5.07 % |
| MFC.PR.K | FixedReset | -1.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.81 Bid-YTW : 5.95 % |
| TRP.PR.G | FixedReset | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-28 Maturity Price : 22.88 Evaluated at bid price : 23.65 Bid-YTW : 5.19 % |
| BAM.PF.F | FixedReset | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-28 Maturity Price : 24.06 Evaluated at bid price : 24.45 Bid-YTW : 5.14 % |
| TRP.PR.A | FixedReset | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-28 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 5.03 % |
| MFC.PR.L | FixedReset | -1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.75 Bid-YTW : 5.88 % |
| BAM.PR.R | FixedReset | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-28 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 5.19 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| POW.PR.G | Perpetual-Premium | 100,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-15 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 5.50 % |
| PWF.PR.R | Perpetual-Premium | 77,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-28 Maturity Price : 24.65 Evaluated at bid price : 24.95 Bid-YTW : 5.56 % |
| GWO.PR.M | Deemed-Retractible | 69,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-06-27 Maturity Price : 25.25 Evaluated at bid price : 26.01 Bid-YTW : -18.30 % |
| BNS.PR.G | FixedReset | 60,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 26.56 Bid-YTW : 3.57 % |
| GWO.PR.L | Deemed-Retractible | 43,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-06-27 Maturity Price : 25.25 Evaluated at bid price : 25.85 Bid-YTW : -11.75 % |
| TD.PF.J | FixedReset | 41,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-05-28 Maturity Price : 23.21 Evaluated at bid price : 25.13 Bid-YTW : 4.76 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.O | Perpetual-Premium | Quote: 25.60 – 26.15 Spot Rate : 0.5500 Average : 0.3167 YTW SCENARIO |
| BMO.PR.Y | FixedReset | Quote: 24.47 – 24.99 Spot Rate : 0.5200 Average : 0.3459 YTW SCENARIO |
| TD.PF.H | FixedReset | Quote: 26.01 – 26.39 Spot Rate : 0.3800 Average : 0.2526 YTW SCENARIO |
| BAM.PF.I | FixedReset | Quote: 25.90 – 26.23 Spot Rate : 0.3300 Average : 0.2046 YTW SCENARIO |
| BAM.PF.F | FixedReset | Quote: 24.45 – 24.80 Spot Rate : 0.3500 Average : 0.2261 YTW SCENARIO |
| BAM.PR.T | FixedReset | Quote: 20.67 – 21.01 Spot Rate : 0.3400 Average : 0.2215 YTW SCENARIO |