| 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 | -0.9442 % | 2,971.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.9442 % | 5,452.3 |
| Floater | 3.39 % | 3.61 % | 74,537 | 18.31 | 4 | -0.9442 % | 3,142.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0476 % | 3,184.0 |
| SplitShare | 4.61 % | 4.52 % | 68,072 | 4.94 | 5 | 0.0476 % | 3,802.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0476 % | 2,966.8 |
| Perpetual-Premium | 5.62 % | -8.36 % | 56,396 | 0.08 | 9 | 0.0305 % | 2,896.8 |
| Perpetual-Discount | 5.36 % | 5.47 % | 55,840 | 14.61 | 26 | 0.0933 % | 2,983.8 |
| FixedReset | 4.32 % | 4.64 % | 135,218 | 5.60 | 106 | -0.0036 % | 2,539.0 |
| Deemed-Retractible | 5.14 % | 5.78 % | 66,553 | 5.51 | 27 | 0.1655 % | 2,972.5 |
| FloatingReset | 3.10 % | 3.63 % | 33,251 | 3.41 | 9 | 0.1047 % | 2,808.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-05 Maturity Price : 16.57 Evaluated at bid price : 16.57 Bid-YTW : 3.66 % |
| VNR.PR.A | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-05 Maturity Price : 23.06 Evaluated at bid price : 24.55 Bid-YTW : 4.89 % |
| MFC.PR.Q | FixedReset | 1.24 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.53 Bid-YTW : 5.08 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.C | FixedReset | 63,281 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.49 % |
| MFC.PR.Q | FixedReset | 43,725 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.53 Bid-YTW : 5.08 % |
| CM.PR.S | FixedReset | 37,924 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-05 Maturity Price : 22.64 Evaluated at bid price : 23.65 Bid-YTW : 4.69 % |
| POW.PR.D | Perpetual-Discount | 30,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-05 Maturity Price : 22.67 Evaluated at bid price : 22.91 Bid-YTW : 5.47 % |
| BNS.PR.E | FixedReset | 28,956 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 26.26 Bid-YTW : 3.49 % |
| MFC.PR.R | FixedReset | 27,254 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.78 Bid-YTW : 4.02 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| VNR.PR.A | FixedReset | Quote: 24.55 – 24.95 Spot Rate : 0.4000 Average : 0.2610 YTW SCENARIO |
| PWF.PR.Z | Perpetual-Discount | Quote: 23.80 – 24.12 Spot Rate : 0.3200 Average : 0.2067 YTW SCENARIO |
| MFC.PR.H | FixedReset | Quote: 25.06 – 25.34 Spot Rate : 0.2800 Average : 0.1800 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 16.57 – 17.02 Spot Rate : 0.4500 Average : 0.3579 YTW SCENARIO |
| IFC.PR.F | Deemed-Retractible | Quote: 24.75 – 25.14 Spot Rate : 0.3900 Average : 0.3159 YTW SCENARIO |
| BAM.PF.H | FixedReset | Quote: 25.89 – 26.10 Spot Rate : 0.2100 Average : 0.1364 YTW SCENARIO |