| 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 | -0.1258 % | 2,679.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1258 % | 4,916.5 |
| Floater | 3.24 % | 3.25 % | 104,681 | 19.12 | 3 | -0.1258 % | 2,833.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1993 % | 3,692.8 |
| SplitShare | 4.63 % | 3.98 % | 40,244 | 3.87 | 6 | -0.1993 % | 4,410.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1993 % | 3,440.8 |
| Perpetual-Premium | 5.15 % | -7.56 % | 62,411 | 0.09 | 30 | -0.0638 % | 3,286.3 |
| Perpetual-Discount | 4.64 % | 4.60 % | 50,371 | 16.16 | 4 | 0.2740 % | 3,925.6 |
| FixedReset Disc | 4.05 % | 3.71 % | 128,118 | 18.01 | 40 | -0.0359 % | 2,772.3 |
| Insurance Straight | 4.90 % | 1.43 % | 78,180 | 0.09 | 22 | -0.0303 % | 3,715.2 |
| FloatingReset | 2.77 % | 3.05 % | 35,857 | 19.62 | 2 | -0.0617 % | 2,608.2 |
| FixedReset Prem | 4.84 % | 3.08 % | 176,105 | 1.42 | 33 | -0.1322 % | 2,748.0 |
| FixedReset Bank Non | 1.80 % | 2.26 % | 89,017 | 0.55 | 1 | -0.0798 % | 2,895.4 |
| FixedReset Ins Non | 4.07 % | 3.55 % | 115,593 | 17.93 | 20 | -0.0022 % | 2,925.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.B | FixedReset Prem | -1.63 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.56 Bid-YTW : 4.03 % |
| BIP.PR.E | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-12 Maturity Price : 23.67 Evaluated at bid price : 25.01 Bid-YTW : 4.96 % |
| CU.PR.F | Perpetual-Discount | 1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-12 Maturity Price : 24.53 Evaluated at bid price : 24.80 Bid-YTW : 4.58 % |
| SLF.PR.G | FixedReset Ins Non | 2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-12 Maturity Price : 16.17 Evaluated at bid price : 16.17 Bid-YTW : 3.49 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BIP.PR.D | FixedReset Prem | 156,594 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 3.00 % |
| BIP.PR.C | FixedReset Prem | 149,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 2.12 % |
| RY.PR.R | FixedReset Prem | 84,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : 0.88 % |
| TD.PF.H | FixedReset Prem | 47,169 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.18 Bid-YTW : 1.64 % |
| TD.PF.I | FixedReset Prem | 43,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 2.60 % |
| BAM.PF.E | FixedReset Disc | 41,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-12 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 4.14 % |
| There were 14 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.E | Insurance Straight | Quote: 26.10 – 27.10 Spot Rate : 1.0000 Average : 0.7434 YTW SCENARIO |
| TD.PF.J | FixedReset Prem | Quote: 25.09 – 25.80 Spot Rate : 0.7100 Average : 0.4564 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 18.97 – 19.65 Spot Rate : 0.6800 Average : 0.4463 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 23.20 – 23.90 Spot Rate : 0.7000 Average : 0.4702 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 17.00 – 18.00 Spot Rate : 1.0000 Average : 0.7761 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 23.42 – 23.99 Spot Rate : 0.5700 Average : 0.3743 YTW SCENARIO |