| 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 | -1.5261 % | 2,657.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.5261 % | 4,875.6 |
| Floater | 3.27 % | 3.24 % | 109,080 | 19.13 | 3 | -1.5261 % | 2,809.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0450 % | 3,694.9 |
| SplitShare | 4.63 % | 3.97 % | 33,261 | 3.83 | 6 | -0.0450 % | 4,412.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0450 % | 3,442.8 |
| Perpetual-Premium | 5.19 % | -11.68 % | 58,313 | 0.09 | 25 | -0.1104 % | 3,283.0 |
| Perpetual-Discount | 4.71 % | 4.69 % | 93,907 | 15.80 | 8 | 0.0301 % | 3,957.9 |
| FixedReset Disc | 4.04 % | 3.48 % | 137,191 | 18.28 | 40 | 0.1447 % | 2,777.7 |
| Insurance Straight | 4.90 % | 1.00 % | 76,594 | 0.09 | 22 | -0.0518 % | 3,711.8 |
| FloatingReset | 2.88 % | 3.15 % | 34,406 | 19.35 | 2 | -0.5020 % | 2,554.2 |
| FixedReset Prem | 4.84 % | 3.20 % | 157,335 | 1.60 | 33 | 0.1253 % | 2,748.2 |
| FixedReset Bank Non | 1.80 % | 1.64 % | 102,245 | 0.08 | 1 | 0.0000 % | 2,901.2 |
| FixedReset Ins Non | 4.08 % | 3.43 % | 122,180 | 18.18 | 20 | 0.1107 % | 2,920.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -5.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-26 Maturity Price : 12.57 Evaluated at bid price : 12.57 Bid-YTW : 3.43 % |
| IFC.PR.E | Insurance Straight | -1.90 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-30 Maturity Price : 25.25 Evaluated at bid price : 25.85 Bid-YTW : 4.61 % |
| TRP.PR.G | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-26 Maturity Price : 22.32 Evaluated at bid price : 23.00 Bid-YTW : 3.99 % |
| MIC.PR.A | Perpetual-Premium | -1.25 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.25 Evaluated at bid price : 26.90 Bid-YTW : 4.42 % |
| IAF.PR.G | FixedReset Ins Non | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-26 Maturity Price : 24.40 Evaluated at bid price : 24.81 Bid-YTW : 3.68 % |
| SLF.PR.J | FloatingReset | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-26 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 2.61 % |
| RY.PR.M | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-26 Maturity Price : 22.61 Evaluated at bid price : 23.55 Bid-YTW : 3.46 % |
| TRP.PR.B | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-26 Maturity Price : 13.42 Evaluated at bid price : 13.42 Bid-YTW : 3.77 % |
| MFC.PR.F | FixedReset Ins Non | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-26 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 3.22 % |
| BAM.PR.B | Floater | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-26 Maturity Price : 13.48 Evaluated at bid price : 13.48 Bid-YTW : 3.20 % |
| BIP.PR.A | FixedReset Disc | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-26 Maturity Price : 22.75 Evaluated at bid price : 23.75 Bid-YTW : 4.48 % |
| TRP.PR.C | FixedReset Disc | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-26 Maturity Price : 14.85 Evaluated at bid price : 14.85 Bid-YTW : 3.81 % |
| GWO.PR.N | FixedReset Ins Non | 3.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-26 Maturity Price : 15.76 Evaluated at bid price : 15.76 Bid-YTW : 3.23 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.S | FixedReset Disc | 132,979 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-26 Maturity Price : 23.06 Evaluated at bid price : 24.12 Bid-YTW : 3.35 % |
| BAM.PR.R | FixedReset Disc | 30,564 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-26 Maturity Price : 18.86 Evaluated at bid price : 18.86 Bid-YTW : 4.19 % |
| IFC.PR.G | FixedReset Ins Non | 18,671 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-26 Maturity Price : 23.71 Evaluated at bid price : 25.31 Bid-YTW : 3.35 % |
| CU.PR.I | FixedReset Prem | 16,617 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.75 Bid-YTW : 2.95 % |
| PWF.PR.R | Perpetual-Premium | 15,975 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : -20.76 % |
| CM.PR.R | FixedReset Prem | 13,561 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.53 Bid-YTW : 2.26 % |
| There were 2 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.D | FixedReset Disc | Quote: 20.56 – 22.00 Spot Rate : 1.4400 Average : 0.8179 YTW SCENARIO |
| NA.PR.C | FixedReset Prem | Quote: 25.55 – 27.00 Spot Rate : 1.4500 Average : 0.8353 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 12.57 – 13.54 Spot Rate : 0.9700 Average : 0.6142 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 24.05 – 25.00 Spot Rate : 0.9500 Average : 0.6258 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 23.00 – 23.80 Spot Rate : 0.8000 Average : 0.5662 YTW SCENARIO |
| TD.PF.J | FixedReset Prem | Quote: 25.05 – 25.60 Spot Rate : 0.5500 Average : 0.3196 YTW SCENARIO |