| 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 | 0.7209 % | 3,106.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7209 % | 5,699.7 |
| Floater | 3.50 % | 3.65 % | 38,541 | 18.18 | 4 | 0.7209 % | 3,284.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0159 % | 3,228.9 |
| SplitShare | 4.61 % | 4.62 % | 57,135 | 4.80 | 5 | 0.0159 % | 3,856.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0159 % | 3,008.6 |
| Perpetual-Premium | 5.54 % | 0.55 % | 52,286 | 0.12 | 12 | 0.0098 % | 2,918.7 |
| Perpetual-Discount | 5.43 % | 5.53 % | 56,881 | 14.52 | 22 | -0.0374 % | 2,997.3 |
| FixedReset Disc | 4.18 % | 4.98 % | 140,965 | 15.65 | 42 | 0.1520 % | 2,577.2 |
| Deemed-Retractible | 5.15 % | 5.93 % | 59,547 | 5.37 | 27 | -0.0344 % | 3,001.1 |
| FloatingReset | 3.36 % | 4.14 % | 41,910 | 5.66 | 5 | -0.0271 % | 2,851.6 |
| FixedReset Prem | 4.83 % | 4.15 % | 167,147 | 3.07 | 35 | 0.0569 % | 2,567.5 |
| FixedReset Bank Non | 3.19 % | 3.66 % | 67,757 | 0.43 | 9 | 0.1627 % | 2,573.2 |
| FixedReset Ins Non | 4.30 % | 5.12 % | 91,934 | 5.43 | 22 | 0.0760 % | 2,577.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.L | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.79 Bid-YTW : 6.08 % |
| PWF.PR.P | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-18 Maturity Price : 19.54 Evaluated at bid price : 19.54 Bid-YTW : 4.73 % |
| BAM.PR.B | Floater | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-18 Maturity Price : 17.65 Evaluated at bid price : 17.65 Bid-YTW : 3.66 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.E | FixedReset Disc | 530,541 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-18 Maturity Price : 23.15 Evaluated at bid price : 25.00 Bid-YTW : 4.83 % |
| TD.PR.Y | FixedReset Bank Non | 98,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.14 Bid-YTW : 2.86 % |
| BNS.PR.D | FloatingReset | 77,700 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.27 Bid-YTW : 3.56 % |
| TD.PF.K | FixedReset Disc | 64,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-18 Maturity Price : 23.15 Evaluated at bid price : 24.98 Bid-YTW : 4.75 % |
| RY.PR.Q | FixedReset Prem | 57,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.27 Bid-YTW : 3.66 % |
| BMO.PR.C | FixedReset Prem | 55,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 4.19 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.R | FixedReset Ins Non | Quote: 25.73 – 26.28 Spot Rate : 0.5500 Average : 0.3612 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 22.31 – 23.15 Spot Rate : 0.8400 Average : 0.7378 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 19.05 – 19.49 Spot Rate : 0.4400 Average : 0.3606 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 18.60 – 18.85 Spot Rate : 0.2500 Average : 0.1775 YTW SCENARIO |
| BAM.PF.J | FixedReset Prem | Quote: 25.20 – 25.55 Spot Rate : 0.3500 Average : 0.2862 YTW SCENARIO |
| IAG.PR.A | Deemed-Retractible | Quote: 22.20 – 22.50 Spot Rate : 0.3000 Average : 0.2468 YTW SCENARIO |