| 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 | -1.7535 % | 2,108.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.7535 % | 3,868.1 |
| Floater | 3.72 % | 3.76 % | 83,942 | 17.86 | 3 | -1.7535 % | 2,229.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3850 % | 3,040.9 |
| SplitShare | 4.73 % | 4.38 % | 70,349 | 3.94 | 5 | -0.3850 % | 3,631.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3850 % | 2,833.5 |
| Perpetual-Premium | 5.29 % | 0.02 % | 71,435 | 0.09 | 25 | -0.0313 % | 2,788.5 |
| Perpetual-Discount | 5.07 % | 5.08 % | 107,709 | 15.30 | 12 | 0.2084 % | 3,009.7 |
| FixedReset | 4.51 % | 4.11 % | 194,832 | 6.55 | 94 | -0.1675 % | 2,295.9 |
| Deemed-Retractible | 4.98 % | 4.95 % | 127,298 | 6.28 | 30 | -0.1046 % | 2,903.8 |
| FloatingReset | 2.52 % | 3.19 % | 48,144 | 4.41 | 10 | -0.1632 % | 2,530.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.B | Floater | -1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-01 Maturity Price : 12.70 Evaluated at bid price : 12.70 Bid-YTW : 3.76 % |
| BAM.PR.K | Floater | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-01 Maturity Price : 12.70 Evaluated at bid price : 12.70 Bid-YTW : 3.76 % |
| PVS.PR.E | SplitShare | -1.67 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.92 Bid-YTW : 4.73 % |
| BAM.PR.C | Floater | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-01 Maturity Price : 12.70 Evaluated at bid price : 12.70 Bid-YTW : 3.76 % |
| BAM.PR.Z | FixedReset | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-01 Maturity Price : 21.35 Evaluated at bid price : 21.63 Bid-YTW : 4.61 % |
| SLF.PR.G | FixedReset | -1.47 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.08 Bid-YTW : 8.81 % |
| IFC.PR.C | FixedReset | -1.42 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.85 Bid-YTW : 6.33 % |
| BAM.PF.F | FixedReset | -1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-01 Maturity Price : 22.00 Evaluated at bid price : 22.25 Bid-YTW : 4.43 % |
| IFC.PR.A | FixedReset | -1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.58 Bid-YTW : 8.22 % |
| IAG.PR.G | FixedReset | -1.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.78 Bid-YTW : 5.89 % |
| GWO.PR.N | FixedReset | -1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.45 Bid-YTW : 9.27 % |
| BAM.PF.G | FixedReset | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-01 Maturity Price : 22.05 Evaluated at bid price : 22.42 Bid-YTW : 4.40 % |
| BAM.PR.R | FixedReset | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-01 Maturity Price : 18.43 Evaluated at bid price : 18.43 Bid-YTW : 4.41 % |
| BAM.PF.C | Perpetual-Discount | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-01 Maturity Price : 22.84 Evaluated at bid price : 23.24 Bid-YTW : 5.29 % |
| BAM.PR.N | Perpetual-Discount | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-01 Maturity Price : 22.70 Evaluated at bid price : 22.94 Bid-YTW : 5.25 % |
| CM.PR.Q | FixedReset | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-01 Maturity Price : 22.23 Evaluated at bid price : 22.70 Bid-YTW : 4.10 % |
| PWF.PR.P | FixedReset | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-01 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 4.00 % |
| TRP.PR.A | FixedReset | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-01 Maturity Price : 18.57 Evaluated at bid price : 18.57 Bid-YTW : 3.94 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.R | FixedReset | 123,294 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.53 Bid-YTW : 4.33 % |
| TD.PF.A | FixedReset | 60,581 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-01 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 3.95 % |
| BMO.PR.C | FixedReset | 44,447 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-01 Maturity Price : 23.32 Evaluated at bid price : 25.49 Bid-YTW : 4.19 % |
| PWF.PR.Z | Perpetual-Premium | 40,885 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-01 Maturity Price : 24.61 Evaluated at bid price : 25.00 Bid-YTW : 5.17 % |
| PWF.PR.T | FixedReset | 40,057 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2047-06-01 Maturity Price : 22.44 Evaluated at bid price : 22.81 Bid-YTW : 3.74 % |
| GWO.PR.T | Deemed-Retractible | 32,383 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 5.09 % |
| There were 22 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.F | FixedReset | Quote: 22.25 – 22.70 Spot Rate : 0.4500 Average : 0.2652 YTW SCENARIO |
| PVS.PR.E | SplitShare | Quote: 25.92 – 26.48 Spot Rate : 0.5600 Average : 0.4216 YTW SCENARIO |
| CM.PR.O | FixedReset | Quote: 20.91 – 21.24 Spot Rate : 0.3300 Average : 0.2114 YTW SCENARIO |
| SLF.PR.H | FixedReset | Quote: 18.68 – 18.99 Spot Rate : 0.3100 Average : 0.1963 YTW SCENARIO |
| BAM.PR.Z | FixedReset | Quote: 21.63 – 21.92 Spot Rate : 0.2900 Average : 0.1896 YTW SCENARIO |
| NA.PR.X | FixedReset | Quote: 26.65 – 26.90 Spot Rate : 0.2500 Average : 0.1516 YTW SCENARIO |