| 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 | -1.0733 % | 2,133.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0733 % | 3,914.6 |
| Floater | 5.49 % | 5.76 % | 42,463 | 14.29 | 3 | -1.0733 % | 2,256.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1041 % | 3,284.6 |
| SplitShare | 4.87 % | 4.63 % | 79,642 | 3.84 | 8 | -0.1041 % | 3,922.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1041 % | 3,060.5 |
| Perpetual-Premium | 5.57 % | -10.58 % | 86,153 | 0.09 | 10 | -0.1021 % | 2,957.5 |
| Perpetual-Discount | 5.38 % | 5.43 % | 75,562 | 14.76 | 23 | -0.3144 % | 3,117.1 |
| FixedReset Disc | 5.23 % | 5.33 % | 194,091 | 14.98 | 61 | -0.2472 % | 2,200.0 |
| Deemed-Retractible | 5.20 % | 5.74 % | 96,698 | 8.16 | 27 | -0.0612 % | 3,085.9 |
| FloatingReset | 4.23 % | 4.23 % | 54,490 | 2.70 | 5 | -0.2595 % | 2,404.3 |
| FixedReset Prem | 5.07 % | 3.59 % | 297,789 | 2.21 | 22 | -0.0769 % | 2,584.8 |
| FixedReset Bank Non | 1.99 % | 4.08 % | 136,791 | 2.71 | 3 | -0.1395 % | 2,630.2 |
| FixedReset Ins Non | 4.98 % | 6.57 % | 108,203 | 8.29 | 22 | -0.1543 % | 2,263.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.D | FixedReset Disc | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 21.98 Evaluated at bid price : 22.31 Bid-YTW : 5.98 % |
| NA.PR.W | FixedReset Disc | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 5.52 % |
| TRP.PR.F | FloatingReset | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 14.53 Evaluated at bid price : 14.53 Bid-YTW : 6.23 % |
| MFC.PR.L | FixedReset Ins Non | -1.62 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.57 Bid-YTW : 7.97 % |
| NA.PR.S | FixedReset Disc | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 5.42 % |
| NA.PR.G | FixedReset Disc | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 21.30 Evaluated at bid price : 21.30 Bid-YTW : 5.29 % |
| TRP.PR.D | FixedReset Disc | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 5.86 % |
| BAM.PR.N | Perpetual-Discount | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 5.76 % |
| MFC.PR.G | FixedReset Ins Non | -1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.96 Bid-YTW : 6.48 % |
| MFC.PR.H | FixedReset Ins Non | -1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.50 Bid-YTW : 5.92 % |
| BAM.PR.B | Floater | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 12.08 Evaluated at bid price : 12.08 Bid-YTW : 5.77 % |
| BAM.PR.K | Floater | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 12.11 Evaluated at bid price : 12.11 Bid-YTW : 5.76 % |
| CU.PR.F | Perpetual-Discount | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 5.43 % |
| HSE.PR.A | FixedReset Disc | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 12.70 Evaluated at bid price : 12.70 Bid-YTW : 6.37 % |
| PWF.PR.S | Perpetual-Discount | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 21.82 Evaluated at bid price : 22.10 Bid-YTW : 5.43 % |
| NA.PR.C | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 21.92 Evaluated at bid price : 22.30 Bid-YTW : 5.48 % |
| MFC.PR.K | FixedReset Ins Non | -1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.52 Bid-YTW : 7.11 % |
| BMO.PR.E | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 22.16 Evaluated at bid price : 22.76 Bid-YTW : 4.88 % |
| PWF.PR.P | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 5.43 % |
| HSE.PR.E | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 6.60 % |
| NA.PR.E | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 20.26 Evaluated at bid price : 20.26 Bid-YTW : 5.26 % |
| IAF.PR.G | FixedReset Ins Non | 1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.01 Bid-YTW : 6.31 % |
| MFC.PR.F | FixedReset Ins Non | 1.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.75 Bid-YTW : 8.78 % |
| BAM.PR.X | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 14.36 Evaluated at bid price : 14.36 Bid-YTW : 5.73 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.K | FixedReset Prem | 209,511 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.78 % |
| BAM.PF.F | FixedReset Disc | 139,350 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 5.65 % |
| BAM.PR.X | FixedReset Disc | 78,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 14.36 Evaluated at bid price : 14.36 Bid-YTW : 5.73 % |
| BAM.PR.K | Floater | 63,172 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 12.11 Evaluated at bid price : 12.11 Bid-YTW : 5.76 % |
| BMO.PR.Y | FixedReset Disc | 57,235 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 21.49 Evaluated at bid price : 21.49 Bid-YTW : 5.03 % |
| RY.PR.S | FixedReset Disc | 55,550 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-09 Maturity Price : 21.61 Evaluated at bid price : 21.95 Bid-YTW : 4.82 % |
| There were 32 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IAF.PR.G | FixedReset Ins Non | Quote: 21.01 – 22.36 Spot Rate : 1.3500 Average : 0.9398 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 21.10 – 21.63 Spot Rate : 0.5300 Average : 0.3174 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 14.53 – 14.97 Spot Rate : 0.4400 Average : 0.2900 YTW SCENARIO |
| PWF.PR.L | Perpetual-Discount | Quote: 23.23 – 23.64 Spot Rate : 0.4100 Average : 0.2674 YTW SCENARIO |
| RY.PR.S | FixedReset Disc | Quote: 21.95 – 22.24 Spot Rate : 0.2900 Average : 0.1846 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 17.00 – 17.34 Spot Rate : 0.3400 Average : 0.2374 YTW SCENARIO |