| 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 | 0.3065 % | 2,998.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3065 % | 5,502.7 |
| Floater | 3.35 % | 3.57 % | 72,772 | 18.34 | 4 | 0.3065 % | 3,171.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0955 % | 3,180.2 |
| SplitShare | 4.62 % | 4.51 % | 65,440 | 4.96 | 5 | 0.0955 % | 3,797.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0955 % | 2,963.2 |
| Perpetual-Premium | 5.61 % | -10.00 % | 61,942 | 0.09 | 9 | 0.1610 % | 2,898.9 |
| Perpetual-Discount | 5.36 % | 5.46 % | 59,972 | 14.61 | 26 | 0.2318 % | 2,984.1 |
| FixedReset | 4.32 % | 4.60 % | 140,060 | 5.66 | 106 | 0.0408 % | 2,536.0 |
| Deemed-Retractible | 5.14 % | 5.78 % | 72,858 | 5.53 | 27 | 0.1452 % | 2,970.6 |
| FloatingReset | 3.05 % | 3.72 % | 33,647 | 3.41 | 9 | 0.0449 % | 2,798.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.K | FixedReset | -1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.20 Bid-YTW : 6.32 % |
| SLF.PR.B | Deemed-Retractible | 1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.79 Bid-YTW : 6.50 % |
| SLF.PR.A | Deemed-Retractible | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.50 Bid-YTW : 6.68 % |
| W.PR.K | FixedReset | 1.08 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-01-15 Maturity Price : 25.00 Evaluated at bid price : 25.75 Bid-YTW : 3.92 % |
| W.PR.H | Perpetual-Discount | 1.38 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-07-28 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 2.40 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.C | FixedReset | 135,531 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.41 % |
| TD.PF.C | FixedReset | 109,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-28 Maturity Price : 22.76 Evaluated at bid price : 23.16 Bid-YTW : 4.52 % |
| GWO.PR.N | FixedReset | 60,185 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.70 Bid-YTW : 7.74 % |
| BAM.PF.G | FixedReset | 37,981 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-28 Maturity Price : 23.59 Evaluated at bid price : 23.91 Bid-YTW : 4.98 % |
| BAM.PF.F | FixedReset | 27,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-28 Maturity Price : 23.93 Evaluated at bid price : 24.35 Bid-YTW : 4.92 % |
| NA.PR.G | FixedReset | 23,605 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-06-28 Maturity Price : 23.13 Evaluated at bid price : 24.99 Bid-YTW : 4.71 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PVS.PR.F | SplitShare | Quote: 25.49 – 25.99 Spot Rate : 0.5000 Average : 0.2874 YTW SCENARIO |
| MFC.PR.K | FixedReset | Quote: 22.20 – 22.54 Spot Rate : 0.3400 Average : 0.2239 YTW SCENARIO |
| SLF.PR.I | FixedReset | Quote: 24.10 – 24.40 Spot Rate : 0.3000 Average : 0.1912 YTW SCENARIO |
| IGM.PR.B | Perpetual-Premium | Quote: 25.33 – 25.57 Spot Rate : 0.2400 Average : 0.1573 YTW SCENARIO |
| CU.PR.D | Perpetual-Discount | Quote: 23.02 – 23.27 Spot Rate : 0.2500 Average : 0.1780 YTW SCENARIO |
| BIP.PR.A | FixedReset | Quote: 23.75 – 23.95 Spot Rate : 0.2000 Average : 0.1331 YTW SCENARIO |