| 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 | 0.1671 % | 2,116.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1671 % | 3,883.2 |
| Floater | 5.77 % | 5.93 % | 46,607 | 14.02 | 4 | 0.1671 % | 2,237.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0327 % | 3,438.5 |
| SplitShare | 4.79 % | 4.48 % | 33,242 | 4.20 | 6 | -0.0327 % | 4,106.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0327 % | 3,203.9 |
| Perpetual-Premium | 5.56 % | -0.69 % | 61,578 | 0.09 | 11 | -0.0214 % | 3,046.8 |
| Perpetual-Discount | 5.26 % | 5.33 % | 68,455 | 14.86 | 24 | 0.1526 % | 3,292.5 |
| FixedReset Disc | 5.47 % | 5.65 % | 198,471 | 14.48 | 64 | 0.1989 % | 2,177.2 |
| Deemed-Retractible | 5.17 % | 5.29 % | 64,592 | 14.91 | 27 | 0.1486 % | 3,229.6 |
| FloatingReset | 6.02 % | 6.08 % | 79,936 | 13.67 | 3 | -0.6042 % | 2,540.7 |
| FixedReset Prem | 5.09 % | 3.50 % | 142,011 | 1.54 | 22 | -0.1082 % | 2,644.8 |
| FixedReset Bank Non | 1.94 % | 3.72 % | 68,419 | 2.01 | 3 | 0.0546 % | 2,731.8 |
| FixedReset Ins Non | 5.33 % | 5.60 % | 135,395 | 14.46 | 22 | 0.0268 % | 2,199.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.F | FloatingReset | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-07 Maturity Price : 14.20 Evaluated at bid price : 14.20 Bid-YTW : 6.36 % |
| SLF.PR.H | FixedReset Ins Non | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-07 Maturity Price : 16.26 Evaluated at bid price : 16.26 Bid-YTW : 5.66 % |
| BAM.PF.B | FixedReset Disc | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-07 Maturity Price : 18.39 Evaluated at bid price : 18.39 Bid-YTW : 5.84 % |
| BMO.PR.T | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-07 Maturity Price : 17.28 Evaluated at bid price : 17.28 Bid-YTW : 5.52 % |
| MFC.PR.F | FixedReset Ins Non | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-07 Maturity Price : 12.74 Evaluated at bid price : 12.74 Bid-YTW : 5.78 % |
| BAM.PR.X | FixedReset Disc | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-07 Maturity Price : 13.60 Evaluated at bid price : 13.60 Bid-YTW : 6.07 % |
| BAM.PF.J | FixedReset Prem | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-07 Maturity Price : 23.23 Evaluated at bid price : 24.58 Bid-YTW : 4.78 % |
| PWF.PR.A | Floater | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-07 Maturity Price : 12.75 Evaluated at bid price : 12.75 Bid-YTW : 5.50 % |
| IAF.PR.B | Deemed-Retractible | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-07 Maturity Price : 21.71 Evaluated at bid price : 21.96 Bid-YTW : 5.26 % |
| CIU.PR.A | Perpetual-Discount | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-07 Maturity Price : 21.59 Evaluated at bid price : 21.85 Bid-YTW : 5.32 % |
| BMO.PR.Y | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-07 Maturity Price : 19.49 Evaluated at bid price : 19.49 Bid-YTW : 5.55 % |
| SLF.PR.G | FixedReset Ins Non | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-07 Maturity Price : 13.40 Evaluated at bid price : 13.40 Bid-YTW : 5.58 % |
| BAM.PR.R | FixedReset Disc | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-07 Maturity Price : 15.95 Evaluated at bid price : 15.95 Bid-YTW : 6.00 % |
| PWF.PR.P | FixedReset Disc | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-07 Maturity Price : 13.77 Evaluated at bid price : 13.77 Bid-YTW : 5.76 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.G | Perpetual-Discount | 290,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-07 Maturity Price : 21.52 Evaluated at bid price : 21.52 Bid-YTW : 5.30 % |
| HSE.PR.A | FixedReset Disc | 135,502 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-07 Maturity Price : 12.19 Evaluated at bid price : 12.19 Bid-YTW : 6.70 % |
| GWO.PR.P | Deemed-Retractible | 45,737 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-07 Maturity Price : 24.68 Evaluated at bid price : 24.99 Bid-YTW : 5.43 % |
| MFC.PR.O | FixedReset Ins Non | 45,066 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.77 Bid-YTW : 3.64 % |
| TRP.PR.G | FixedReset Disc | 41,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-01-07 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 6.03 % |
| NA.PR.X | FixedReset Prem | 41,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 25.61 Bid-YTW : 3.30 % |
| There were 32 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| W.PR.M | FixedReset Prem | Quote: 25.75 – 26.25 Spot Rate : 0.5000 Average : 0.3223 YTW SCENARIO |
| EMA.PR.C | FixedReset Disc | Quote: 18.37 – 18.75 Spot Rate : 0.3800 Average : 0.2349 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 19.73 – 20.03 Spot Rate : 0.3000 Average : 0.1974 YTW SCENARIO |
| BMO.PR.S | FixedReset Disc | Quote: 18.20 – 18.47 Spot Rate : 0.2700 Average : 0.1710 YTW SCENARIO |
| NA.PR.G | FixedReset Disc | Quote: 19.68 – 19.96 Spot Rate : 0.2800 Average : 0.1824 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 13.60 – 13.95 Spot Rate : 0.3500 Average : 0.2618 YTW SCENARIO |