| 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 | 1.1247 % | 2,852.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1247 % | 5,234.9 |
| Floater | 3.04 % | 3.07 % | 72,942 | 19.54 | 3 | 1.1247 % | 3,016.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3656 % | 3,698.0 |
| SplitShare | 4.63 % | 4.27 % | 59,368 | 3.86 | 5 | -0.3656 % | 4,416.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3656 % | 3,445.7 |
| Perpetual-Premium | 5.08 % | -7.67 % | 56,270 | 0.09 | 32 | -0.0098 % | 3,273.0 |
| Perpetual-Discount | 4.73 % | 4.62 % | 2,297,794 | 16.15 | 2 | 0.2462 % | 3,855.2 |
| FixedReset Disc | 3.78 % | 3.94 % | 117,053 | 16.87 | 40 | -0.0206 % | 2,935.4 |
| Insurance Straight | 4.93 % | 4.53 % | 83,025 | 3.51 | 20 | 0.0990 % | 3,680.8 |
| FloatingReset | 2.53 % | 2.82 % | 25,923 | 20.18 | 2 | -0.2793 % | 2,897.6 |
| FixedReset Prem | 4.68 % | 2.55 % | 125,901 | 1.81 | 30 | 0.1045 % | 2,764.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0206 % | 3,000.5 |
| FixedReset Ins Non | 4.02 % | 3.85 % | 91,564 | 16.84 | 19 | -0.0580 % | 2,996.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -9.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-02 Maturity Price : 16.65 Evaluated at bid price : 16.65 Bid-YTW : 4.36 % |
| BAM.PF.E | FixedReset Disc | -2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-02 Maturity Price : 21.87 Evaluated at bid price : 22.20 Bid-YTW : 4.52 % |
| RS.PR.A | SplitShare | -2.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.77 Bid-YTW : 3.40 % |
| BIP.PR.A | FixedReset Disc | -1.77 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 4.10 % |
| SLF.PR.G | FixedReset Ins Non | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-02 Maturity Price : 17.82 Evaluated at bid price : 17.82 Bid-YTW : 3.88 % |
| SLF.PR.J | FloatingReset | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-02 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 2.25 % |
| BNS.PR.I | FixedReset Prem | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-02 Maturity Price : 23.64 Evaluated at bid price : 25.33 Bid-YTW : 3.92 % |
| SLF.PR.D | Insurance Straight | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-02 Maturity Price : 24.52 Evaluated at bid price : 24.77 Bid-YTW : 4.53 % |
| BAM.PR.K | Floater | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-02 Maturity Price : 14.08 Evaluated at bid price : 14.08 Bid-YTW : 3.07 % |
| FTS.PR.H | FixedReset Disc | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-02 Maturity Price : 17.24 Evaluated at bid price : 17.24 Bid-YTW : 4.08 % |
| TRP.PR.B | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-02 Maturity Price : 14.76 Evaluated at bid price : 14.76 Bid-YTW : 4.45 % |
| TRP.PR.C | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-02 Maturity Price : 16.45 Evaluated at bid price : 16.45 Bid-YTW : 4.33 % |
| BIP.PR.E | FixedReset Prem | 1.99 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 3.61 % |
| BAM.PF.G | FixedReset Disc | 2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-02 Maturity Price : 23.00 Evaluated at bid price : 24.25 Bid-YTW : 4.25 % |
| TRP.PR.E | FixedReset Disc | 2.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-02 Maturity Price : 21.75 Evaluated at bid price : 22.00 Bid-YTW : 4.40 % |
| BAM.PR.B | Floater | 2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-02 Maturity Price : 14.13 Evaluated at bid price : 14.13 Bid-YTW : 3.05 % |
| BAM.PR.T | FixedReset Disc | 3.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-02 Maturity Price : 21.44 Evaluated at bid price : 21.75 Bid-YTW : 4.44 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.C | FixedReset Prem | 219,520 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : 2.10 % |
| TD.PF.C | FixedReset Disc | 68,732 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-02 Maturity Price : 23.22 Evaluated at bid price : 24.67 Bid-YTW : 3.77 % |
| TRP.PR.B | FixedReset Disc | 58,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-02 Maturity Price : 14.76 Evaluated at bid price : 14.76 Bid-YTW : 4.45 % |
| IFC.PR.G | FixedReset Ins Non | 50,130 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.53 Bid-YTW : 3.88 % |
| RY.PR.J | FixedReset Disc | 39,260 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 3.21 % |
| TD.PF.K | FixedReset Prem | 37,281 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.53 Bid-YTW : 3.67 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.P | FixedReset Disc | Quote: 16.65 – 18.50 Spot Rate : 1.8500 Average : 1.1446 YTW SCENARIO |
| BIP.PR.D | FixedReset Prem | Quote: 25.63 – 26.98 Spot Rate : 1.3500 Average : 0.8282 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 22.20 – 22.96 Spot Rate : 0.7600 Average : 0.4797 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 26.55 – 27.70 Spot Rate : 1.1500 Average : 0.8881 YTW SCENARIO |
| GWO.PR.T | Insurance Straight | Quote: 26.30 – 27.00 Spot Rate : 0.7000 Average : 0.5445 YTW SCENARIO |
| PWF.PR.L | Perpetual-Premium | Quote: 25.35 – 25.80 Spot Rate : 0.4500 Average : 0.3128 YTW SCENARIO |
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