| 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 | -1.1029 % | 3,068.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.1029 % | 5,629.6 |
| Floater | 3.52 % | 3.72 % | 60,420 | 18.03 | 4 | -1.1029 % | 3,244.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,203.7 |
| SplitShare | 4.59 % | 4.53 % | 54,230 | 4.89 | 5 | 0.0000 % | 3,825.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 2,985.1 |
| Perpetual-Premium | 5.63 % | -14.56 % | 63,285 | 0.09 | 9 | 0.0218 % | 2,913.2 |
| Perpetual-Discount | 5.39 % | 5.52 % | 57,608 | 14.64 | 26 | 0.0329 % | 2,983.9 |
| FixedReset | 4.28 % | 4.55 % | 128,986 | 3.91 | 106 | 0.1025 % | 2,571.3 |
| Deemed-Retractible | 5.15 % | 6.02 % | 60,189 | 5.44 | 27 | 0.0422 % | 2,974.4 |
| FloatingReset | 3.27 % | 3.59 % | 33,728 | 3.35 | 9 | -0.1038 % | 2,831.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.A | Floater | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-27 Maturity Price : 21.15 Evaluated at bid price : 21.15 Bid-YTW : 3.05 % |
| BAM.PR.C | Floater | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-27 Maturity Price : 17.33 Evaluated at bid price : 17.33 Bid-YTW : 3.76 % |
| IFC.PR.G | FixedReset | -1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 5.21 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.E | FixedReset | 298,488 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-27 Maturity Price : 21.93 Evaluated at bid price : 22.50 Bid-YTW : 4.93 % |
| RY.PR.J | FixedReset | 212,680 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.59 Bid-YTW : 4.40 % |
| TRP.PR.J | FixedReset | 161,408 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 26.21 Bid-YTW : 4.03 % |
| BMO.PR.C | FixedReset | 104,708 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.52 Bid-YTW : 4.14 % |
| TRP.PR.K | FixedReset | 86,732 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.81 Bid-YTW : 4.22 % |
| CM.PR.S | FixedReset | 62,784 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-27 Maturity Price : 22.75 Evaluated at bid price : 23.86 Bid-YTW : 4.71 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EIT.PR.B | SplitShare | Quote: 25.05 – 26.05 Spot Rate : 1.0000 Average : 0.5799 YTW SCENARIO |
| BAM.PR.C | Floater | Quote: 17.33 – 17.79 Spot Rate : 0.4600 Average : 0.3198 YTW SCENARIO |
| MFC.PR.I | FixedReset | Quote: 24.90 – 25.30 Spot Rate : 0.4000 Average : 0.2841 YTW SCENARIO |
| SLF.PR.D | Deemed-Retractible | Quote: 21.45 – 21.73 Spot Rate : 0.2800 Average : 0.1738 YTW SCENARIO |
| IFC.PR.G | FixedReset | Quote: 24.75 – 25.00 Spot Rate : 0.2500 Average : 0.1557 YTW SCENARIO |
| MFC.PR.L | FixedReset | Quote: 22.95 – 23.25 Spot Rate : 0.3000 Average : 0.2063 YTW SCENARIO |