| 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 | -0.0251 % | 2,684.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0251 % | 4,925.2 |
| Floater | 3.24 % | 3.26 % | 85,574 | 19.06 | 3 | -0.0251 % | 2,838.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0552 % | 3,704.7 |
| SplitShare | 4.57 % | 4.05 % | 29,954 | 3.79 | 7 | -0.0552 % | 4,424.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0552 % | 3,452.0 |
| Perpetual-Premium | 5.17 % | -14.28 % | 58,299 | 0.09 | 25 | 0.0341 % | 3,295.0 |
| Perpetual-Discount | 4.69 % | 4.65 % | 87,351 | 1.10 | 8 | 0.3151 % | 3,977.5 |
| FixedReset Disc | 4.07 % | 3.53 % | 125,401 | 18.12 | 40 | -1.3229 % | 2,757.5 |
| Insurance Straight | 4.89 % | 0.95 % | 68,336 | 0.09 | 22 | 0.0196 % | 3,724.6 |
| FloatingReset | 2.81 % | 3.11 % | 35,992 | 19.43 | 2 | 0.9953 % | 2,615.4 |
| FixedReset Prem | 4.82 % | 3.07 % | 141,463 | 1.56 | 32 | -0.0717 % | 2,748.5 |
| FixedReset Bank Non | 1.81 % | 1.50 % | 125,459 | 0.13 | 1 | 0.0400 % | 2,890.8 |
| FixedReset Ins Non | 4.04 % | 3.41 % | 117,844 | 18.03 | 20 | 0.0473 % | 2,948.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.G | FixedReset Disc | -46.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-09 Maturity Price : 12.59 Evaluated at bid price : 12.59 Bid-YTW : 7.52 % |
| PWF.PR.P | FixedReset Disc | -7.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-09 Maturity Price : 15.35 Evaluated at bid price : 15.35 Bid-YTW : 3.90 % |
| BAM.PR.Z | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-09 Maturity Price : 23.68 Evaluated at bid price : 24.10 Bid-YTW : 4.08 % |
| SLF.PR.H | FixedReset Ins Non | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-09 Maturity Price : 22.46 Evaluated at bid price : 23.35 Bid-YTW : 3.23 % |
| IFC.PR.A | FixedReset Ins Non | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-09 Maturity Price : 20.58 Evaluated at bid price : 20.58 Bid-YTW : 3.28 % |
| CU.PR.F | Perpetual-Discount | 1.60 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-08 Maturity Price : 25.25 Evaluated at bid price : 25.40 Bid-YTW : -6.08 % |
| BAM.PR.R | FixedReset Disc | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-09 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 4.04 % |
| SLF.PR.J | FloatingReset | 2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-09 Maturity Price : 15.62 Evaluated at bid price : 15.62 Bid-YTW : 2.53 % |
| SLF.PR.G | FixedReset Ins Non | 2.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-09 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 3.25 % |
| BAM.PF.B | FixedReset Disc | 4.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-09 Maturity Price : 22.50 Evaluated at bid price : 23.02 Bid-YTW : 3.98 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.R | FixedReset Prem | 37,353 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-23 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 4.02 % |
| TD.PF.H | FixedReset Prem | 26,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 1.85 % |
| MFC.PR.J | FixedReset Ins Non | 23,202 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-09 Maturity Price : 23.77 Evaluated at bid price : 25.20 Bid-YTW : 3.51 % |
| BMO.PR.B | FixedReset Prem | 21,148 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-02-25 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : 2.09 % |
| GWO.PR.Q | Insurance Straight | 17,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : -4.80 % |
| BAM.PF.C | Perpetual-Discount | 16,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.46 % |
| There were 9 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.G | FixedReset Disc | Quote: 12.59 – 23.75 Spot Rate : 11.1600 Average : 5.8909 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 15.35 – 16.91 Spot Rate : 1.5600 Average : 1.0007 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 26.10 – 27.10 Spot Rate : 1.0000 Average : 0.7729 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 17.17 – 17.90 Spot Rate : 0.7300 Average : 0.5062 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 23.35 – 23.75 Spot Rate : 0.4000 Average : 0.2661 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 14.58 – 15.00 Spot Rate : 0.4200 Average : 0.2878 YTW SCENARIO |