| 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 | -0.8677 % | 3,140.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8677 % | 5,762.6 |
| Floater | 3.44 % | 3.63 % | 69,230 | 18.24 | 4 | -0.8677 % | 3,321.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0711 % | 3,200.9 |
| SplitShare | 4.59 % | 4.53 % | 60,688 | 4.91 | 5 | 0.0711 % | 3,822.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0711 % | 2,982.5 |
| Perpetual-Premium | 5.64 % | -15.45 % | 60,633 | 0.09 | 9 | -0.0480 % | 2,906.1 |
| Perpetual-Discount | 5.37 % | 5.49 % | 53,852 | 14.69 | 26 | -0.0836 % | 2,986.9 |
| FixedReset | 4.30 % | 4.60 % | 130,877 | 5.57 | 106 | -0.1231 % | 2,558.1 |
| Deemed-Retractible | 5.12 % | 5.88 % | 65,660 | 5.47 | 27 | 0.0466 % | 2,982.9 |
| FloatingReset | 3.29 % | 3.77 % | 31,356 | 3.37 | 9 | -0.1577 % | 2,837.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.G | FixedReset | -4.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-17 Maturity Price : 23.67 Evaluated at bid price : 24.00 Bid-YTW : 5.73 % |
| PWF.PR.A | Floater | -2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-17 Maturity Price : 21.28 Evaluated at bid price : 21.55 Bid-YTW : 3.00 % |
| HSE.PR.A | FixedReset | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-17 Maturity Price : 17.69 Evaluated at bid price : 17.69 Bid-YTW : 5.07 % |
| TRP.PR.K | FixedReset | -1.09 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.38 Bid-YTW : 4.67 % |
| MFC.PR.F | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.12 Bid-YTW : 7.52 % |
| BAM.PR.X | FixedReset | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-17 Maturity Price : 18.62 Evaluated at bid price : 18.62 Bid-YTW : 4.89 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.I | Perpetual-Premium | 106,316 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-08-16 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : -24.10 % |
| PWF.PR.K | Perpetual-Discount | 102,782 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-17 Maturity Price : 22.17 Evaluated at bid price : 22.45 Bid-YTW : 5.52 % |
| BMO.PR.C | FixedReset | 68,433 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.29 Bid-YTW : 4.37 % |
| TRP.PR.F | FloatingReset | 62,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-17 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 4.11 % |
| TRP.PR.E | FixedReset | 46,070 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-17 Maturity Price : 22.01 Evaluated at bid price : 22.63 Bid-YTW : 4.83 % |
| IFC.PR.G | FixedReset | 35,924 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 5.03 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.G | FixedReset | Quote: 24.00 – 25.25 Spot Rate : 1.2500 Average : 0.6780 YTW SCENARIO |
| TRP.PR.K | FixedReset | Quote: 25.38 – 25.77 Spot Rate : 0.3900 Average : 0.2398 YTW SCENARIO |
| PWF.PR.A | Floater | Quote: 21.55 – 21.91 Spot Rate : 0.3600 Average : 0.2480 YTW SCENARIO |
| TRP.PR.J | FixedReset | Quote: 26.21 – 26.49 Spot Rate : 0.2800 Average : 0.1700 YTW SCENARIO |
| TRP.PR.C | FixedReset | Quote: 17.68 – 18.00 Spot Rate : 0.3200 Average : 0.2200 YTW SCENARIO |
| CU.PR.C | FixedReset | Quote: 22.88 – 23.15 Spot Rate : 0.2700 Average : 0.1846 YTW SCENARIO |