| 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 | 0.7982 % | 2,981.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7982 % | 5,471.6 |
| Floater | 3.36 % | 3.60 % | 67,055 | 18.20 | 4 | 0.7982 % | 3,153.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1116 % | 3,166.3 |
| SplitShare | 4.64 % | 4.65 % | 80,996 | 5.01 | 5 | -0.1116 % | 3,781.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1116 % | 2,950.3 |
| Perpetual-Premium | 5.63 % | -5.36 % | 63,714 | 0.09 | 9 | 0.0961 % | 2,873.2 |
| Perpetual-Discount | 5.40 % | 5.55 % | 63,723 | 14.52 | 26 | 0.0610 % | 2,945.9 |
| FixedReset | 4.32 % | 4.75 % | 156,074 | 5.67 | 106 | 0.0004 % | 2,532.8 |
| Deemed-Retractible | 5.18 % | 5.82 % | 68,841 | 5.56 | 27 | -0.0267 % | 2,942.9 |
| FloatingReset | 3.14 % | 3.82 % | 34,926 | 3.45 | 9 | 0.0651 % | 2,791.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.60 Bid-YTW : 7.92 % |
| IAG.PR.I | FixedReset | 1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-03-31 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 4.82 % |
| BAM.PR.C | Floater | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-11 Maturity Price : 16.95 Evaluated at bid price : 16.95 Bid-YTW : 3.60 % |
| TRP.PR.G | FixedReset | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-11 Maturity Price : 23.04 Evaluated at bid price : 23.95 Bid-YTW : 5.12 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.G | FixedReset | 711,342 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-11 Maturity Price : 23.12 Evaluated at bid price : 24.94 Bid-YTW : 4.85 % |
| BMO.PR.S | FixedReset | 87,322 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-11 Maturity Price : 22.69 Evaluated at bid price : 23.24 Bid-YTW : 4.79 % |
| BAM.PF.D | Perpetual-Discount | 53,353 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-11 Maturity Price : 21.52 Evaluated at bid price : 21.80 Bid-YTW : 5.72 % |
| EMA.PR.H | FixedReset | 39,251 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-11 Maturity Price : 23.15 Evaluated at bid price : 25.00 Bid-YTW : 4.83 % |
| CM.PR.R | FixedReset | 33,645 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.13 Bid-YTW : 4.42 % |
| TRP.PR.K | FixedReset | 31,019 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.41 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PVS.PR.D | SplitShare | Quote: 25.20 – 25.70 Spot Rate : 0.5000 Average : 0.3485 YTW SCENARIO |
| RY.PR.P | Perpetual-Premium | Quote: 25.12 – 25.37 Spot Rate : 0.2500 Average : 0.1609 YTW SCENARIO |
| RY.PR.M | FixedReset | Quote: 23.90 – 24.20 Spot Rate : 0.3000 Average : 0.2150 YTW SCENARIO |
| CU.PR.I | FixedReset | Quote: 25.95 – 26.14 Spot Rate : 0.1900 Average : 0.1147 YTW SCENARIO |
| RY.PR.F | Deemed-Retractible | Quote: 25.26 – 25.49 Spot Rate : 0.2300 Average : 0.1568 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 20.02 – 20.41 Spot Rate : 0.3900 Average : 0.3240 YTW SCENARIO |