| 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 | 0.1759 % | 2,691.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1759 % | 4,938.8 |
| Floater | 3.23 % | 3.26 % | 99,920 | 19.08 | 3 | 0.1759 % | 2,846.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0553 % | 3,700.0 |
| SplitShare | 4.58 % | 3.98 % | 30,954 | 3.81 | 7 | 0.0553 % | 4,418.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0553 % | 3,447.6 |
| Perpetual-Premium | 5.19 % | -14.45 % | 60,402 | 0.09 | 25 | 0.0607 % | 3,287.3 |
| Perpetual-Discount | 4.69 % | 4.69 % | 91,288 | 15.82 | 8 | -0.0798 % | 3,970.6 |
| FixedReset Disc | 4.00 % | 3.44 % | 134,394 | 18.39 | 40 | -0.0975 % | 2,807.3 |
| Insurance Straight | 4.90 % | 1.36 % | 73,992 | 0.09 | 22 | -0.0303 % | 3,714.6 |
| FloatingReset | 2.85 % | 3.08 % | 34,508 | 19.51 | 2 | 0.4386 % | 2,582.4 |
| FixedReset Prem | 4.81 % | 3.00 % | 147,248 | 1.58 | 32 | -0.1212 % | 2,754.9 |
| FixedReset Bank Non | 1.81 % | 1.33 % | 128,521 | 0.14 | 1 | 0.0000 % | 2,890.8 |
| FixedReset Ins Non | 4.05 % | 3.25 % | 120,780 | 18.29 | 20 | -0.0688 % | 2,943.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.Z | FixedReset Disc | -2.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-03 Maturity Price : 23.37 Evaluated at bid price : 23.81 Bid-YTW : 3.99 % |
| MFC.PR.F | FixedReset Ins Non | -1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-03 Maturity Price : 17.45 Evaluated at bid price : 17.45 Bid-YTW : 3.19 % |
| BAM.PF.G | FixedReset Disc | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-03 Maturity Price : 21.87 Evaluated at bid price : 22.25 Bid-YTW : 3.97 % |
| TRP.PR.D | FixedReset Disc | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-03 Maturity Price : 20.73 Evaluated at bid price : 20.73 Bid-YTW : 3.92 % |
| TRP.PR.C | FixedReset Disc | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-03 Maturity Price : 14.96 Evaluated at bid price : 14.96 Bid-YTW : 3.72 % |
| RY.PR.J | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-03 Maturity Price : 23.00 Evaluated at bid price : 24.30 Bid-YTW : 3.44 % |
| MFC.PR.M | FixedReset Ins Non | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-03 Maturity Price : 22.72 Evaluated at bid price : 23.59 Bid-YTW : 3.38 % |
| TRP.PR.E | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-03 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 3.87 % |
| IFC.PR.C | FixedReset Ins Non | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-03 Maturity Price : 23.68 Evaluated at bid price : 24.70 Bid-YTW : 3.40 % |
| MFC.PR.L | FixedReset Ins Non | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-03 Maturity Price : 22.75 Evaluated at bid price : 23.52 Bid-YTW : 3.19 % |
| TD.PF.B | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-03 Maturity Price : 22.79 Evaluated at bid price : 23.62 Bid-YTW : 3.24 % |
| SLF.PR.G | FixedReset Ins Non | 4.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-03 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 3.25 % |
| TRP.PR.A | FixedReset Disc | 9.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-03 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 3.81 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.X | FixedReset Disc | 228,136 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-03 Maturity Price : 17.18 Evaluated at bid price : 17.18 Bid-YTW : 3.76 % |
| NA.PR.A | FixedReset Prem | 64,958 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-14 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 4.24 % |
| RY.PR.R | FixedReset Prem | 53,357 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-23 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 3.55 % |
| IAF.PR.I | FixedReset Ins Non | 36,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-03 Maturity Price : 23.75 Evaluated at bid price : 25.20 Bid-YTW : 3.52 % |
| PWF.PR.R | Perpetual-Premium | 35,433 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-02 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : -19.45 % |
| BMO.PR.B | FixedReset Prem | 30,605 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.33 Bid-YTW : 1.96 % |
| 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.PR.Z | FixedReset Disc | Quote: 23.81 – 24.72 Spot Rate : 0.9100 Average : 0.5297 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 26.00 – 27.00 Spot Rate : 1.0000 Average : 0.7099 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 17.18 – 17.90 Spot Rate : 0.7200 Average : 0.5322 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 22.25 – 23.29 Spot Rate : 1.0400 Average : 0.8544 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 24.14 – 24.46 Spot Rate : 0.3200 Average : 0.1902 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 23.59 – 24.00 Spot Rate : 0.4100 Average : 0.2840 YTW SCENARIO |