| 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 | 0.1479 % | 3,106.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1479 % | 5,700.8 |
| Floater | 3.48 % | 3.70 % | 47,725 | 18.03 | 4 | 0.1479 % | 3,285.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2346 % | 3,221.4 |
| SplitShare | 4.56 % | 4.47 % | 49,482 | 4.82 | 5 | 0.2346 % | 3,847.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2346 % | 3,001.6 |
| Perpetual-Premium | 5.62 % | -9.83 % | 59,100 | 0.09 | 10 | -0.0354 % | 2,911.9 |
| Perpetual-Discount | 5.41 % | 5.53 % | 54,750 | 14.56 | 25 | -0.1449 % | 2,990.5 |
| FixedReset | 4.31 % | 4.71 % | 120,036 | 4.10 | 107 | -0.1027 % | 2,574.1 |
| Deemed-Retractible | 5.14 % | 5.90 % | 65,339 | 5.38 | 26 | -0.0626 % | 2,981.8 |
| FloatingReset | 3.43 % | 3.79 % | 34,518 | 5.69 | 7 | -0.0586 % | 2,838.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.R | Deemed-Retractible | -1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.26 Bid-YTW : 7.12 % |
| 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 : 5.02 % |
| MFC.PR.G | FixedReset | 1.24 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-19 Maturity Price : 25.00 Evaluated at bid price : 24.49 Bid-YTW : 4.47 % |
| TRP.PR.G | FixedReset | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-20 Maturity Price : 23.18 Evaluated at bid price : 24.18 Bid-YTW : 5.10 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.F | Deemed-Retractible | 38,134 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-09-19 Maturity Price : 25.00 Evaluated at bid price : 25.82 Bid-YTW : -22.14 % |
| TD.PF.C | FixedReset | 21,143 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-20 Maturity Price : 22.98 Evaluated at bid price : 23.42 Bid-YTW : 4.69 % |
| MFC.PR.H | FixedReset | 20,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.98 % |
| CM.PR.P | FixedReset | 18,676 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-20 Maturity Price : 22.70 Evaluated at bid price : 23.13 Bid-YTW : 4.73 % |
| BMO.PR.M | FixedReset | 18,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-09-24 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 3.35 % |
| IFC.PR.G | FixedReset | 15,160 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.03 Bid-YTW : 4.78 % |
| There were 8 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PVS.PR.F | SplitShare | Quote: 25.90 – 26.45 Spot Rate : 0.5500 Average : 0.3584 YTW SCENARIO |
| BAM.PR.X | FixedReset | Quote: 19.07 – 19.60 Spot Rate : 0.5300 Average : 0.3918 YTW SCENARIO |
| HSE.PR.G | FixedReset | Quote: 25.23 – 25.50 Spot Rate : 0.2700 Average : 0.1991 YTW SCENARIO |
| CU.PR.C | FixedReset | Quote: 22.39 – 22.75 Spot Rate : 0.3600 Average : 0.2912 YTW SCENARIO |
| SLF.PR.H | FixedReset | Quote: 21.76 – 22.08 Spot Rate : 0.3200 Average : 0.2544 YTW SCENARIO |
| TRP.PR.C | FixedReset | Quote: 17.54 – 17.75 Spot Rate : 0.2100 Average : 0.1455 YTW SCENARIO |