| 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 | 0.6391 % | 3,000.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6391 % | 5,506.5 |
| Floater | 3.33 % | 3.58 % | 67,544 | 18.25 | 4 | 0.6391 % | 3,173.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1836 % | 3,172.1 |
| SplitShare | 4.63 % | 4.69 % | 79,920 | 5.01 | 5 | 0.1836 % | 3,788.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1836 % | 2,955.7 |
| Perpetual-Premium | 5.63 % | -7.47 % | 64,064 | 0.09 | 9 | -0.0655 % | 2,871.4 |
| Perpetual-Discount | 5.39 % | 5.57 % | 63,106 | 14.49 | 26 | 0.1467 % | 2,950.2 |
| FixedReset | 4.32 % | 4.74 % | 155,929 | 5.67 | 106 | 0.1270 % | 2,536.0 |
| Deemed-Retractible | 5.18 % | 5.77 % | 68,873 | 5.56 | 27 | 0.0456 % | 2,944.3 |
| FloatingReset | 3.14 % | 3.85 % | 34,870 | 3.45 | 9 | -0.0350 % | 2,790.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| NA.PR.W | FixedReset | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-12 Maturity Price : 22.53 Evaluated at bid price : 22.90 Bid-YTW : 4.77 % |
| BAM.PR.K | Floater | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-12 Maturity Price : 17.07 Evaluated at bid price : 17.07 Bid-YTW : 3.58 % |
| TRP.PR.B | FixedReset | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-12 Maturity Price : 16.84 Evaluated at bid price : 16.84 Bid-YTW : 4.89 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.G | FixedReset | 125,356 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-12 Maturity Price : 23.11 Evaluated at bid price : 24.92 Bid-YTW : 4.86 % |
| TD.PR.T | FloatingReset | 100,014 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.09 Bid-YTW : 2.71 % |
| RY.PR.P | Perpetual-Premium | 83,857 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-12 Maturity Price : 24.55 Evaluated at bid price : 24.98 Bid-YTW : 5.28 % |
| NA.PR.C | FixedReset | 64,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 4.51 % |
| RY.PR.M | FixedReset | 52,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-12 Maturity Price : 23.02 Evaluated at bid price : 23.90 Bid-YTW : 4.80 % |
| BMO.PR.B | FixedReset | 51,475 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 26.16 Bid-YTW : 3.59 % |
| 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.P | FixedReset | Quote: 19.34 – 19.71 Spot Rate : 0.3700 Average : 0.2287 YTW SCENARIO |
| CU.PR.C | FixedReset | Quote: 22.44 – 22.75 Spot Rate : 0.3100 Average : 0.2083 YTW SCENARIO |
| TRP.PR.H | FloatingReset | Quote: 16.66 – 17.07 Spot Rate : 0.4100 Average : 0.3100 YTW SCENARIO |
| VNR.PR.A | FixedReset | Quote: 24.96 – 25.20 Spot Rate : 0.2400 Average : 0.1429 YTW SCENARIO |
| MFC.PR.F | FixedReset | Quote: 19.00 – 19.28 Spot Rate : 0.2800 Average : 0.1840 YTW SCENARIO |
| W.PR.K | FixedReset | Quote: 25.80 – 26.18 Spot Rate : 0.3800 Average : 0.2851 YTW SCENARIO |