| 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 | -0.1209 % | 3,103.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1209 % | 5,693.9 |
| Floater | 3.48 % | 3.68 % | 46,045 | 18.06 | 4 | -0.1209 % | 3,281.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3794 % | 3,233.6 |
| SplitShare | 4.60 % | 4.22 % | 50,733 | 4.88 | 5 | 0.3794 % | 3,861.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3794 % | 3,013.0 |
| Perpetual-Premium | 5.62 % | -9.65 % | 61,725 | 0.08 | 10 | 0.0039 % | 2,912.0 |
| Perpetual-Discount | 5.40 % | 5.53 % | 55,431 | 14.56 | 25 | 0.0691 % | 2,992.6 |
| FixedReset | 4.31 % | 4.69 % | 118,699 | 4.08 | 107 | 0.0023 % | 2,574.2 |
| Deemed-Retractible | 5.13 % | 5.92 % | 64,568 | 5.38 | 26 | 0.0775 % | 2,984.1 |
| FloatingReset | 3.43 % | 3.78 % | 37,283 | 5.69 | 7 | 0.0978 % | 2,841.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.M | FixedReset | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-21 Maturity Price : 23.09 Evaluated at bid price : 23.97 Bid-YTW : 4.82 % |
| PWF.PR.P | FixedReset | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-21 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 4.68 % |
| IAG.PR.I | FixedReset | 1.00 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.80 % |
| GWO.PR.R | Deemed-Retractible | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.49 Bid-YTW : 6.93 % |
| SLF.PR.H | FixedReset | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.00 Bid-YTW : 5.96 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.W | FixedReset | 86,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-21 Maturity Price : 22.56 Evaluated at bid price : 23.02 Bid-YTW : 4.73 % |
| RY.PR.H | FixedReset | 81,182 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-21 Maturity Price : 22.90 Evaluated at bid price : 23.45 Bid-YTW : 4.69 % |
| BMO.PR.C | FixedReset | 48,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.34 Bid-YTW : 4.11 % |
| RY.PR.P | Perpetual-Premium | 39,650 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-21 Maturity Price : 24.56 Evaluated at bid price : 25.00 Bid-YTW : 5.26 % |
| NA.PR.S | FixedReset | 37,869 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-21 Maturity Price : 22.69 Evaluated at bid price : 23.32 Bid-YTW : 4.89 % |
| CM.PR.Q | FixedReset | 37,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.59 Bid-YTW : 4.63 % |
| There were 18 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: 25.20 – 26.20 Spot Rate : 1.0000 Average : 0.7827 YTW SCENARIO |
| RY.PR.M | FixedReset | Quote: 23.97 – 24.59 Spot Rate : 0.6200 Average : 0.4260 YTW SCENARIO |
| PWF.PR.P | FixedReset | Quote: 19.31 – 19.77 Spot Rate : 0.4600 Average : 0.3585 YTW SCENARIO |
| SLF.PR.I | FixedReset | Quote: 24.06 – 24.28 Spot Rate : 0.2200 Average : 0.1522 YTW SCENARIO |
| MFC.PR.F | FixedReset | Quote: 18.64 – 18.96 Spot Rate : 0.3200 Average : 0.2579 YTW SCENARIO |
| TD.PF.B | FixedReset | Quote: 23.50 – 23.70 Spot Rate : 0.2000 Average : 0.1397 YTW SCENARIO |