| 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 | 0.5899 % | 3,125.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5899 % | 5,734.3 |
| Floater | 3.22 % | 3.43 % | 69,721 | 18.71 | 4 | 0.5899 % | 3,304.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3492 % | 3,195.4 |
| SplitShare | 4.60 % | 4.48 % | 62,123 | 4.93 | 5 | 0.3492 % | 3,816.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3492 % | 2,977.4 |
| Perpetual-Premium | 5.64 % | -14.13 % | 61,412 | 0.09 | 9 | 0.0000 % | 2,906.2 |
| Perpetual-Discount | 5.38 % | 5.48 % | 53,917 | 14.70 | 26 | -0.1115 % | 2,982.7 |
| FixedReset | 4.30 % | 4.63 % | 136,522 | 4.19 | 106 | 0.0118 % | 2,558.4 |
| Deemed-Retractible | 5.15 % | 5.97 % | 65,697 | 5.48 | 27 | -0.1014 % | 2,965.2 |
| FloatingReset | 3.24 % | 3.72 % | 34,234 | 3.39 | 9 | 0.2077 % | 2,838.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.E | FixedReset | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-12 Maturity Price : 21.81 Evaluated at bid price : 22.30 Bid-YTW : 4.92 % |
| BAM.PR.K | Floater | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-12 Maturity Price : 17.72 Evaluated at bid price : 17.72 Bid-YTW : 3.43 % |
| PWF.PR.Q | FloatingReset | 2.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-12 Maturity Price : 21.56 Evaluated at bid price : 21.96 Bid-YTW : 3.39 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.G | FixedReset | 1,036,959 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : 3.69 % |
| NA.PR.G | FixedReset | 132,207 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-12 Maturity Price : 23.21 Evaluated at bid price : 25.21 Bid-YTW : 4.76 % |
| RY.PR.W | Perpetual-Discount | 81,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-12 Maturity Price : 24.47 Evaluated at bid price : 24.71 Bid-YTW : 5.02 % |
| IFC.PR.G | FixedReset | 73,756 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.86 Bid-YTW : 5.09 % |
| BMO.PR.W | FixedReset | 58,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-12 Maturity Price : 22.67 Evaluated at bid price : 23.11 Bid-YTW : 4.63 % |
| SLF.PR.G | FixedReset | 56,587 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.10 Bid-YTW : 6.90 % |
| There were 23 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.D | FixedReset | Quote: 24.40 – 24.95 Spot Rate : 0.5500 Average : 0.3605 YTW SCENARIO |
| HSE.PR.A | FixedReset | Quote: 17.87 – 18.22 Spot Rate : 0.3500 Average : 0.2235 YTW SCENARIO |
| TRP.PR.H | FloatingReset | Quote: 17.20 – 17.50 Spot Rate : 0.3000 Average : 0.1899 YTW SCENARIO |
| TRP.PR.A | FixedReset | Quote: 20.53 – 21.47 Spot Rate : 0.9400 Average : 0.8363 YTW SCENARIO |
| MFC.PR.J | FixedReset | Quote: 25.00 – 25.30 Spot Rate : 0.3000 Average : 0.2003 YTW SCENARIO |
| MFC.PR.B | Deemed-Retractible | Quote: 21.92 – 22.30 Spot Rate : 0.3800 Average : 0.2809 YTW SCENARIO |