| 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 | -0.2030 % | 2,655.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2030 % | 4,871.9 |
| Floater | 3.27 % | 3.29 % | 75,049 | 18.97 | 3 | -0.2030 % | 2,807.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0386 % | 3,708.8 |
| SplitShare | 4.57 % | 3.96 % | 28,679 | 3.78 | 7 | 0.0386 % | 4,429.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0386 % | 3,455.8 |
| Perpetual-Premium | 5.15 % | -16.90 % | 53,576 | 0.09 | 25 | 0.1530 % | 3,313.0 |
| Perpetual-Discount | 4.67 % | 4.22 % | 84,224 | 1.02 | 8 | -0.0149 % | 3,987.9 |
| FixedReset Disc | 3.98 % | 3.49 % | 116,276 | 18.21 | 40 | 0.3679 % | 2,818.8 |
| Insurance Straight | 4.86 % | -3.70 % | 70,321 | 0.09 | 22 | 0.0159 % | 3,741.7 |
| FloatingReset | 2.88 % | 3.27 % | 36,418 | 19.03 | 2 | -1.7359 % | 2,553.4 |
| FixedReset Prem | 4.81 % | 2.92 % | 134,982 | 2.21 | 32 | 0.1641 % | 2,756.2 |
| FixedReset Bank Non | 1.81 % | 1.77 % | 110,439 | 0.11 | 1 | 0.0000 % | 2,890.8 |
| FixedReset Ins Non | 4.03 % | 3.29 % | 114,786 | 18.25 | 20 | -0.2502 % | 2,954.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.F | FloatingReset | -4.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-16 Maturity Price : 16.05 Evaluated at bid price : 16.05 Bid-YTW : 3.27 % |
| SLF.PR.G | FixedReset Ins Non | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-16 Maturity Price : 17.03 Evaluated at bid price : 17.03 Bid-YTW : 3.25 % |
| BAM.PF.A | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-16 Maturity Price : 23.38 Evaluated at bid price : 24.55 Bid-YTW : 3.94 % |
| BAM.PR.T | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-16 Maturity Price : 20.38 Evaluated at bid price : 20.38 Bid-YTW : 3.95 % |
| MFC.PR.J | FixedReset Ins Non | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-16 Maturity Price : 23.78 Evaluated at bid price : 25.22 Bid-YTW : 3.41 % |
| TRP.PR.G | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-16 Maturity Price : 22.54 Evaluated at bid price : 23.40 Bid-YTW : 3.91 % |
| IFC.PR.A | FixedReset Ins Non | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-16 Maturity Price : 20.70 Evaluated at bid price : 20.70 Bid-YTW : 3.23 % |
| SLF.PR.J | FloatingReset | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-16 Maturity Price : 15.65 Evaluated at bid price : 15.65 Bid-YTW : 2.52 % |
| BAM.PR.X | FixedReset Disc | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-16 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 3.85 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.T | Insurance Straight | 369,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 26.00 Evaluated at bid price : 26.52 Bid-YTW : 3.38 % |
| BMO.PR.C | FixedReset Prem | 111,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 2.24 % |
| CM.PR.R | FixedReset Prem | 101,425 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.65 Bid-YTW : 1.90 % |
| TD.PF.K | FixedReset Disc | 38,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-16 Maturity Price : 23.64 Evaluated at bid price : 25.30 Bid-YTW : 3.44 % |
| SLF.PR.A | Insurance Straight | 30,570 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-15 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : -0.47 % |
| CM.PR.S | FixedReset Disc | 28,595 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-16 Maturity Price : 23.71 Evaluated at bid price : 24.90 Bid-YTW : 3.35 % |
| There were 9 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: 26.56 – 29.07 Spot Rate : 2.5100 Average : 1.5414 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 16.05 – 17.10 Spot Rate : 1.0500 Average : 0.6514 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 27.10 – 28.00 Spot Rate : 0.9000 Average : 0.6168 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 26.40 – 27.40 Spot Rate : 1.0000 Average : 0.7732 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 23.10 – 23.61 Spot Rate : 0.5100 Average : 0.3479 YTW SCENARIO |
| MFC.PR.B | Insurance Straight | Quote: 25.10 – 25.60 Spot Rate : 0.5000 Average : 0.3482 YTW SCENARIO |