| 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 | 0.5236 % | 3,118.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5236 % | 5,722.1 |
| Floater | 3.46 % | 3.66 % | 65,875 | 18.17 | 4 | 0.5236 % | 3,297.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2448 % | 3,193.4 |
| SplitShare | 4.60 % | 4.49 % | 57,658 | 4.91 | 5 | -0.2448 % | 3,813.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2448 % | 2,975.5 |
| Perpetual-Premium | 5.63 % | -13.78 % | 61,947 | 0.09 | 9 | 0.0350 % | 2,907.3 |
| Perpetual-Discount | 5.38 % | 5.50 % | 55,939 | 14.65 | 26 | -0.0049 % | 2,984.1 |
| FixedReset | 4.30 % | 4.58 % | 128,667 | 4.45 | 106 | 0.0279 % | 2,560.4 |
| Deemed-Retractible | 5.13 % | 5.87 % | 67,046 | 5.47 | 27 | -0.0529 % | 2,975.9 |
| FloatingReset | 3.29 % | 3.82 % | 34,513 | 3.36 | 9 | -0.0099 % | 2,831.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IAG.PR.I | FixedReset | -1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 4.91 % |
| SLF.PR.I | FixedReset | 1.20 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-31 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 4.52 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PR.T | FloatingReset | 239,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-08-30 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 1.05 % |
| GWO.PR.S | Deemed-Retractible | 177,200 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.50 Bid-YTW : 5.71 % |
| BMO.PR.R | FloatingReset | 143,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.11 Bid-YTW : -4.29 % |
| TRP.PR.E | FixedReset | 104,084 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-19 Maturity Price : 21.89 Evaluated at bid price : 22.43 Bid-YTW : 4.88 % |
| PWF.PR.G | Perpetual-Premium | 85,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-08-18 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : -17.39 % |
| CM.PR.R | FixedReset | 60,639 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 4.28 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IAG.PR.I | FixedReset | Quote: 24.95 – 25.32 Spot Rate : 0.3700 Average : 0.2369 YTW SCENARIO |
| MFC.PR.J | FixedReset | Quote: 25.05 – 25.29 Spot Rate : 0.2400 Average : 0.1463 YTW SCENARIO |
| TRP.PR.E | FixedReset | Quote: 22.43 – 22.69 Spot Rate : 0.2600 Average : 0.1699 YTW SCENARIO |
| TD.PF.G | FixedReset | Quote: 26.27 – 26.48 Spot Rate : 0.2100 Average : 0.1347 YTW SCENARIO |
| TRP.PR.A | FixedReset | Quote: 20.23 – 20.72 Spot Rate : 0.4900 Average : 0.4317 YTW SCENARIO |
| BAM.PR.X | FixedReset | Quote: 18.56 – 18.78 Spot Rate : 0.2200 Average : 0.1645 YTW SCENARIO |