| 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 | 1.6158 % | 3,064.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.6158 % | 5,623.5 |
| Floater | 3.28 % | 3.48 % | 71,189 | 18.60 | 4 | 1.6158 % | 3,240.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0951 % | 3,186.8 |
| SplitShare | 4.61 % | 4.68 % | 62,762 | 4.93 | 5 | -0.0951 % | 3,805.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0951 % | 2,969.4 |
| Perpetual-Premium | 5.64 % | -13.30 % | 56,613 | 0.09 | 9 | 0.0787 % | 2,905.3 |
| Perpetual-Discount | 5.37 % | 5.47 % | 56,212 | 14.73 | 26 | 0.0886 % | 2,986.9 |
| FixedReset | 4.32 % | 4.66 % | 134,334 | 4.47 | 106 | -0.0383 % | 2,545.8 |
| Deemed-Retractible | 5.14 % | 5.93 % | 64,333 | 5.49 | 27 | -0.0639 % | 2,971.0 |
| FloatingReset | 3.26 % | 3.69 % | 35,179 | 3.39 | 9 | 0.0149 % | 2,824.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.G | FixedReset | -1.95 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.61 Bid-YTW : 7.33 % |
| SLF.PR.H | FixedReset | -1.23 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.73 Bid-YTW : 6.00 % |
| MFC.PR.M | FixedReset | -1.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.95 Bid-YTW : 5.91 % |
| TRP.PR.C | FixedReset | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-10 Maturity Price : 17.47 Evaluated at bid price : 17.47 Bid-YTW : 4.91 % |
| BAM.PR.C | Floater | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-10 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 3.54 % |
| BAM.PR.X | FixedReset | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-10 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 4.94 % |
| BAM.PR.K | Floater | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-10 Maturity Price : 17.32 Evaluated at bid price : 17.32 Bid-YTW : 3.50 % |
| BAM.PR.B | Floater | 2.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-10 Maturity Price : 17.45 Evaluated at bid price : 17.45 Bid-YTW : 3.48 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| IFC.PR.E | Deemed-Retractible | 62,431 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.10 Bid-YTW : 5.93 % |
| NA.PR.G | FixedReset | 60,565 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-10 Maturity Price : 23.19 Evaluated at bid price : 25.16 Bid-YTW : 4.77 % |
| BIP.PR.D | FixedReset | 51,260 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 4.95 % |
| BAM.PR.K | Floater | 43,426 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-07-10 Maturity Price : 17.32 Evaluated at bid price : 17.32 Bid-YTW : 3.50 % |
| MFC.PR.J | FixedReset | 37,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 4.92 % |
| IFC.PR.G | FixedReset | 36,911 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 5.16 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.Q | FloatingReset | Quote: 21.46 – 22.41 Spot Rate : 0.9500 Average : 0.7598 YTW SCENARIO |
| SLF.PR.G | FixedReset | Quote: 19.61 – 20.10 Spot Rate : 0.4900 Average : 0.3127 YTW SCENARIO |
| PVS.PR.D | SplitShare | Quote: 25.36 – 25.71 Spot Rate : 0.3500 Average : 0.2187 YTW SCENARIO |
| PWF.PR.A | Floater | Quote: 21.66 – 22.03 Spot Rate : 0.3700 Average : 0.2696 YTW SCENARIO |
| BMO.PR.Y | FixedReset | Quote: 24.41 – 24.65 Spot Rate : 0.2400 Average : 0.1488 YTW SCENARIO |
| BAM.PR.C | Floater | Quote: 17.15 – 17.52 Spot Rate : 0.3700 Average : 0.2795 YTW SCENARIO |