| 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 | 0.2557 % | 3,108.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2557 % | 5,703.9 |
| Floater | 3.48 % | 3.69 % | 43,345 | 18.04 | 4 | 0.2557 % | 3,287.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0237 % | 3,242.3 |
| SplitShare | 4.59 % | 4.16 % | 48,982 | 4.86 | 5 | 0.0237 % | 3,872.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0237 % | 3,021.1 |
| Perpetual-Premium | 5.61 % | -10.37 % | 57,993 | 0.09 | 10 | -0.0039 % | 2,915.8 |
| Perpetual-Discount | 5.40 % | 5.55 % | 55,816 | 14.54 | 25 | 0.0621 % | 2,996.7 |
| FixedReset | 4.31 % | 4.72 % | 123,282 | 3.83 | 106 | 0.1613 % | 2,581.6 |
| Deemed-Retractible | 5.12 % | 5.88 % | 62,191 | 5.36 | 26 | 0.0290 % | 2,991.0 |
| FloatingReset | 3.50 % | 3.58 % | 39,673 | 5.67 | 6 | 0.0909 % | 2,851.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CM.PR.Q | FixedReset | 1.11 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.67 Bid-YTW : 4.49 % |
| PWF.PR.P | FixedReset | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-08-27 Maturity Price : 19.57 Evaluated at bid price : 19.57 Bid-YTW : 4.67 % |
| TRP.PR.G | FixedReset | 1.41 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-11-30 Maturity Price : 25.00 Evaluated at bid price : 24.39 Bid-YTW : 4.95 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.R | FixedReset | 205,013 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.95 Bid-YTW : 3.63 % |
| BMO.PR.C | FixedReset | 67,203 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.34 Bid-YTW : 4.13 % |
| BMO.PR.D | FixedReset | 30,815 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.34 Bid-YTW : 4.06 % |
| MFC.PR.J | FixedReset | 28,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-03-19 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 4.76 % |
| NA.PR.X | FixedReset | 24,932 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 26.20 Bid-YTW : 3.81 % |
| MFC.PR.G | FixedReset | 19,269 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-19 Maturity Price : 25.00 Evaluated at bid price : 24.48 Bid-YTW : 4.52 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.E | FixedReset | Quote: 25.11 – 26.79 Spot Rate : 1.6800 Average : 0.9664 YTW SCENARIO |
| IFC.PR.A | FixedReset | Quote: 19.88 – 20.25 Spot Rate : 0.3700 Average : 0.2190 YTW SCENARIO |
| IFC.PR.F | Deemed-Retractible | Quote: 24.91 – 25.24 Spot Rate : 0.3300 Average : 0.2052 YTW SCENARIO |
| PVS.PR.F | SplitShare | Quote: 25.85 – 26.25 Spot Rate : 0.4000 Average : 0.2965 YTW SCENARIO |
| W.PR.K | FixedReset | Quote: 26.00 – 26.35 Spot Rate : 0.3500 Average : 0.2736 YTW SCENARIO |
| PWF.PR.O | Perpetual-Premium | Quote: 25.70 – 25.90 Spot Rate : 0.2000 Average : 0.1251 YTW SCENARIO |