| 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 | -2.0233 % | 2,549.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -2.0233 % | 4,678.7 |
| Floater | 3.41 % | 3.42 % | 60,714 | 18.64 | 3 | -2.0233 % | 2,696.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3388 % | 3,693.1 |
| SplitShare | 4.59 % | 3.80 % | 26,194 | 3.25 | 7 | 0.3388 % | 4,410.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3388 % | 3,441.1 |
| Perpetual-Premium | 5.11 % | -19.87 % | 56,882 | 0.09 | 25 | -0.0414 % | 3,334.6 |
| Perpetual-Discount | 4.64 % | 2.05 % | 71,255 | 0.08 | 8 | 0.0395 % | 4,014.4 |
| FixedReset Disc | 3.94 % | 3.33 % | 121,072 | 18.16 | 40 | -0.2038 % | 2,850.1 |
| Insurance Straight | 4.89 % | -7.08 % | 75,303 | 0.09 | 22 | -0.6158 % | 3,722.9 |
| FloatingReset | 2.86 % | 3.13 % | 33,006 | 19.44 | 2 | -0.5266 % | 2,586.4 |
| FixedReset Prem | 4.73 % | 2.48 % | 134,549 | 1.59 | 30 | -0.0768 % | 2,777.4 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2038 % | 2,913.4 |
| FixedReset Ins Non | 4.05 % | 3.27 % | 99,917 | 18.34 | 20 | -0.5709 % | 2,944.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.F | FixedReset Ins Non | -6.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-01 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 3.46 % |
| BIP.PR.A | FixedReset Disc | -4.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-01 Maturity Price : 22.80 Evaluated at bid price : 23.85 Bid-YTW : 4.43 % |
| BAM.PR.K | Floater | -4.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-01 Maturity Price : 12.30 Evaluated at bid price : 12.30 Bid-YTW : 3.52 % |
| TRP.PR.A | FixedReset Disc | -2.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-01 Maturity Price : 18.02 Evaluated at bid price : 18.02 Bid-YTW : 3.97 % |
| MFC.PR.N | FixedReset Ins Non | -2.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-01 Maturity Price : 22.61 Evaluated at bid price : 23.41 Bid-YTW : 3.36 % |
| BAM.PR.B | Floater | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-01 Maturity Price : 12.67 Evaluated at bid price : 12.67 Bid-YTW : 3.42 % |
| BAM.PR.T | FixedReset Disc | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-01 Maturity Price : 20.47 Evaluated at bid price : 20.47 Bid-YTW : 3.89 % |
| IFC.PR.F | Insurance Straight | -1.52 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-30 Maturity Price : 26.00 Evaluated at bid price : 26.59 Bid-YTW : 3.79 % |
| IAF.PR.G | FixedReset Ins Non | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-01 Maturity Price : 24.49 Evaluated at bid price : 24.90 Bid-YTW : 3.65 % |
| IFC.PR.A | FixedReset Ins Non | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-01 Maturity Price : 20.72 Evaluated at bid price : 20.72 Bid-YTW : 3.18 % |
| GWO.PR.F | Insurance Straight | 1.35 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-01 Maturity Price : 25.00 Evaluated at bid price : 26.55 Bid-YTW : -61.19 % |
| TRP.PR.D | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-01 Maturity Price : 20.66 Evaluated at bid price : 20.66 Bid-YTW : 4.02 % |
| BAM.PF.F | FixedReset Disc | 6.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-01 Maturity Price : 23.18 Evaluated at bid price : 24.50 Bid-YTW : 3.76 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.P | FixedReset Disc | 155,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-01 Maturity Price : 16.95 Evaluated at bid price : 16.95 Bid-YTW : 3.46 % |
| GWO.PR.R | Insurance Straight | 110,725 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-01 Maturity Price : 25.25 Evaluated at bid price : 25.46 Bid-YTW : -9.68 % |
| SLF.PR.A | Insurance Straight | 46,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-01 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 1.63 % |
| RY.PR.P | Perpetual-Premium | 44,136 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-01 Maturity Price : 26.00 Evaluated at bid price : 27.02 Bid-YTW : -36.64 % |
| SLF.PR.B | Insurance Straight | 28,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-01 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 1.63 % |
| RY.PR.J | FixedReset Disc | 18,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 3.26 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.F | FixedReset Ins Non | Quote: 16.30 – 17.88 Spot Rate : 1.5800 Average : 1.0252 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 23.85 – 24.90 Spot Rate : 1.0500 Average : 0.6622 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 23.41 – 24.38 Spot Rate : 0.9700 Average : 0.6304 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 14.53 – 15.31 Spot Rate : 0.7800 Average : 0.5371 YTW SCENARIO |
| IAF.PR.G | FixedReset Ins Non | Quote: 24.90 – 25.50 Spot Rate : 0.6000 Average : 0.4046 YTW SCENARIO |
| IAF.PR.B | Insurance Straight | Quote: 23.90 – 25.30 Spot Rate : 1.4000 Average : 1.2104 YTW SCENARIO |