| 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 | 0.5032 % | 2,561.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5032 % | 4,701.0 |
| Floater | 3.39 % | 3.43 % | 62,776 | 18.61 | 3 | 0.5032 % | 2,709.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0111 % | 3,693.5 |
| SplitShare | 4.59 % | 3.77 % | 29,383 | 3.24 | 7 | -0.0111 % | 4,410.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0111 % | 3,441.5 |
| Perpetual-Premium | 5.12 % | -19.54 % | 55,935 | 0.09 | 25 | -0.0659 % | 3,331.5 |
| Perpetual-Discount | 4.64 % | 2.95 % | 75,015 | 0.08 | 8 | 0.0741 % | 4,017.4 |
| FixedReset Disc | 3.95 % | 3.35 % | 115,380 | 18.08 | 40 | -0.1453 % | 2,844.5 |
| Insurance Straight | 4.88 % | -8.48 % | 81,930 | 0.09 | 22 | -0.2412 % | 3,728.7 |
| FloatingReset | 2.86 % | 3.17 % | 31,073 | 19.34 | 2 | -0.0629 % | 2,558.3 |
| FixedReset Prem | 4.75 % | 2.73 % | 132,289 | 2.18 | 30 | -0.1528 % | 2,767.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1453 % | 2,907.7 |
| FixedReset Ins Non | 4.05 % | 3.29 % | 102,216 | 18.30 | 20 | 0.0086 % | 2,942.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IAF.PR.B | Insurance Straight | -5.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-07 Maturity Price : 23.63 Evaluated at bid price : 23.90 Bid-YTW : 4.80 % |
| BMO.PR.T | FixedReset Disc | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-07 Maturity Price : 22.78 Evaluated at bid price : 23.60 Bid-YTW : 3.27 % |
| CM.PR.Y | FixedReset Prem | -1.86 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.45 Bid-YTW : 3.26 % |
| BAM.PR.Z | FixedReset Disc | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-07 Maturity Price : 24.07 Evaluated at bid price : 24.46 Bid-YTW : 3.98 % |
| BAM.PF.J | FixedReset Prem | -1.34 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.77 Bid-YTW : 3.06 % |
| BAM.PR.B | Floater | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-07 Maturity Price : 12.60 Evaluated at bid price : 12.60 Bid-YTW : 3.44 % |
| CM.PR.P | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-07 Maturity Price : 22.93 Evaluated at bid price : 24.01 Bid-YTW : 3.28 % |
| TRP.PR.A | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-07 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 3.95 % |
| MFC.PR.L | FixedReset Ins Non | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-07 Maturity Price : 22.73 Evaluated at bid price : 23.45 Bid-YTW : 3.23 % |
| CM.PR.Q | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-07 Maturity Price : 23.17 Evaluated at bid price : 24.75 Bid-YTW : 3.47 % |
| BMO.PR.E | FixedReset Prem | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-07 Maturity Price : 23.75 Evaluated at bid price : 25.66 Bid-YTW : 3.42 % |
| BIP.PR.A | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-07 Maturity Price : 22.94 Evaluated at bid price : 24.15 Bid-YTW : 4.38 % |
| BAM.PR.K | Floater | 3.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-07 Maturity Price : 12.70 Evaluated at bid price : 12.70 Bid-YTW : 3.41 % |
| MFC.PR.F | FixedReset Ins Non | 5.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-07 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 3.30 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.G | Insurance Straight | 32,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-07 Maturity Price : 25.00 Evaluated at bid price : 25.42 Bid-YTW : -18.19 % |
| NA.PR.G | FixedReset Prem | 28,225 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-07 Maturity Price : 23.73 Evaluated at bid price : 25.58 Bid-YTW : 3.54 % |
| NA.PR.S | FixedReset Disc | 21,570 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-07 Maturity Price : 23.28 Evaluated at bid price : 24.60 Bid-YTW : 3.30 % |
| RY.PR.J | FixedReset Disc | 17,940 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 3.19 % |
| CU.PR.G | Perpetual-Discount | 16,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-07 Maturity Price : 25.25 Evaluated at bid price : 25.30 Bid-YTW : 2.95 % |
| TD.PF.H | FixedReset Prem | 15,768 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.24 Bid-YTW : 1.76 % |
| There were 8 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| POW.PR.C | Perpetual-Premium | Quote: 26.20 – 28.91 Spot Rate : 2.7100 Average : 1.6037 YTW SCENARIO |
| IAF.PR.B | Insurance Straight | Quote: 23.90 – 25.28 Spot Rate : 1.3800 Average : 1.0546 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 15.56 – 16.25 Spot Rate : 0.6900 Average : 0.4218 YTW SCENARIO |
| CM.PR.Y | FixedReset Prem | Quote: 26.45 – 27.03 Spot Rate : 0.5800 Average : 0.3923 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 23.10 – 24.10 Spot Rate : 1.0000 Average : 0.8283 YTW SCENARIO |
| BMO.PR.T | FixedReset Disc | Quote: 23.60 – 24.10 Spot Rate : 0.5000 Average : 0.3332 YTW SCENARIO |