| 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 | 0.2341 % | 3,031.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2341 % | 5,563.1 |
| Floater | 3.32 % | 3.51 % | 68,957 | 18.50 | 4 | 0.2341 % | 3,206.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1039 % | 3,165.3 |
| SplitShare | 4.64 % | 4.81 % | 74,453 | 4.99 | 5 | 0.1039 % | 3,780.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1039 % | 2,949.3 |
| Perpetual-Premium | 5.62 % | -6.83 % | 59,091 | 0.08 | 9 | 0.0218 % | 2,877.9 |
| Perpetual-Discount | 5.39 % | 5.54 % | 64,236 | 14.52 | 26 | 0.0181 % | 2,958.6 |
| FixedReset | 4.31 % | 4.62 % | 162,255 | 5.66 | 106 | 0.0799 % | 2,543.3 |
| Deemed-Retractible | 5.19 % | 5.78 % | 70,382 | 5.55 | 27 | 0.0063 % | 2,944.0 |
| FloatingReset | 3.05 % | 3.70 % | 34,580 | 3.44 | 9 | 0.0949 % | 2,798.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.F | Deemed-Retractible | -1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.52 Bid-YTW : 5.66 % |
| TD.PF.F | Perpetual-Discount | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-18 Maturity Price : 24.39 Evaluated at bid price : 24.85 Bid-YTW : 4.98 % |
| IFC.PR.A | FixedReset | 1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.75 Bid-YTW : 7.60 % |
| TRP.PR.B | FixedReset | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-18 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 4.71 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.S | FixedReset | 75,071 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-18 Maturity Price : 22.89 Evaluated at bid price : 23.46 Bid-YTW : 4.67 % |
| NA.PR.G | FixedReset | 62,209 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-18 Maturity Price : 23.13 Evaluated at bid price : 24.98 Bid-YTW : 4.79 % |
| IFC.PR.G | FixedReset | 28,500 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.80 Bid-YTW : 5.07 % |
| EMA.PR.H | FixedReset | 23,560 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-18 Maturity Price : 23.19 Evaluated at bid price : 25.11 Bid-YTW : 4.81 % |
| BMO.PR.W | FixedReset | 22,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-18 Maturity Price : 22.59 Evaluated at bid price : 23.01 Bid-YTW : 4.63 % |
| TRP.PR.B | FixedReset | 15,408 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-18 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 4.71 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.I | FixedReset | Quote: 25.90 – 26.20 Spot Rate : 0.3000 Average : 0.2041 YTW SCENARIO |
| TRP.PR.G | FixedReset | Quote: 23.92 – 24.24 Spot Rate : 0.3200 Average : 0.2302 YTW SCENARIO |
| BAM.PR.B | Floater | Quote: 17.09 – 17.42 Spot Rate : 0.3300 Average : 0.2440 YTW SCENARIO |
| BAM.PR.C | Floater | Quote: 17.13 – 17.39 Spot Rate : 0.2600 Average : 0.1795 YTW SCENARIO |
| RY.PR.O | Perpetual-Discount | Quote: 24.56 – 24.85 Spot Rate : 0.2900 Average : 0.2109 YTW SCENARIO |
| MFC.PR.G | FixedReset | Quote: 24.04 – 24.38 Spot Rate : 0.3400 Average : 0.2614 YTW SCENARIO |