| 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 | -0.5860 % | 3,130.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5860 % | 5,745.1 |
| Floater | 3.47 % | 3.66 % | 36,322 | 18.19 | 4 | -0.5860 % | 3,310.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0873 % | 3,228.7 |
| SplitShare | 4.61 % | 4.69 % | 56,054 | 4.76 | 5 | 0.0873 % | 3,855.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0873 % | 3,008.4 |
| Perpetual-Premium | 5.55 % | -3.81 % | 49,334 | 0.09 | 12 | -0.0558 % | 2,926.7 |
| Perpetual-Discount | 5.44 % | 5.59 % | 61,958 | 14.46 | 21 | -0.1321 % | 3,000.7 |
| FixedReset Disc | 4.16 % | 5.00 % | 130,826 | 15.42 | 43 | 0.0050 % | 2,599.8 |
| Deemed-Retractible | 5.17 % | 6.09 % | 58,213 | 5.33 | 27 | -0.0204 % | 2,990.9 |
| FloatingReset | 3.44 % | 3.56 % | 40,334 | 5.63 | 4 | 0.6822 % | 2,877.3 |
| FixedReset Prem | 4.84 % | 4.07 % | 221,623 | 2.83 | 34 | 0.1879 % | 2,578.8 |
| FixedReset Bank Non | 3.20 % | 3.76 % | 67,773 | 0.39 | 9 | -0.0181 % | 2,576.2 |
| FixedReset Ins Non | 4.30 % | 5.02 % | 83,370 | 4.19 | 22 | 0.0174 % | 2,602.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.B | Floater | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-02 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 3.72 % |
| PWF.PR.Q | FloatingReset | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-02 Maturity Price : 21.49 Evaluated at bid price : 21.86 Bid-YTW : 3.56 % |
| TD.PF.J | FixedReset Prem | 9.74 % | Just a reversal of yesterday‘s nonsense.
YTW SCENARIO |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.T | FixedReset Disc | 209,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-02 Maturity Price : 22.66 Evaluated at bid price : 23.23 Bid-YTW : 4.91 % |
| TD.PF.K | FixedReset Prem | 143,182 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-02 Maturity Price : 23.16 Evaluated at bid price : 25.00 Bid-YTW : 4.81 % |
| RY.PR.J | FixedReset Disc | 142,605 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.65 Bid-YTW : 4.76 % |
| RY.PR.Q | FixedReset Prem | 73,481 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.40 Bid-YTW : 3.51 % |
| CM.PR.S | FixedReset Disc | 70,550 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-02 Maturity Price : 22.80 Evaluated at bid price : 23.95 Bid-YTW : 4.85 % |
| BAM.PF.A | FixedReset Disc | 60,245 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-10-02 Maturity Price : 23.13 Evaluated at bid price : 24.90 Bid-YTW : 5.14 % |
| There were 32 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.A | FixedReset Ins Non | Quote: 20.14 – 20.67 Spot Rate : 0.5300 Average : 0.3294 YTW SCENARIO |
| W.PR.K | FixedReset Prem | Quote: 25.60 – 26.20 Spot Rate : 0.6000 Average : 0.4288 YTW SCENARIO |
| SLF.PR.B | Deemed-Retractible | Quote: 22.60 – 22.98 Spot Rate : 0.3800 Average : 0.2507 YTW SCENARIO |
| BAM.PF.C | Perpetual-Discount | Quote: 21.25 – 21.53 Spot Rate : 0.2800 Average : 0.1812 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 19.77 – 20.12 Spot Rate : 0.3500 Average : 0.2554 YTW SCENARIO |
| BMO.PR.T | FixedReset Disc | Quote: 23.23 – 23.48 Spot Rate : 0.2500 Average : 0.1555 YTW SCENARIO |