| 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 | 0.1443 % | 2,360.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1443 % | 4,332.0 |
| Floater | 3.71 % | 3.70 % | 61,123 | 18.08 | 3 | 0.1443 % | 2,496.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0087 % | 3,677.5 |
| SplitShare | 4.77 % | 4.21 % | 41,337 | 3.61 | 9 | -0.0087 % | 4,391.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0087 % | 3,426.6 |
| Perpetual-Premium | 5.30 % | -2.52 % | 79,124 | 0.09 | 21 | -0.0372 % | 3,254.7 |
| Perpetual-Discount | 4.95 % | 5.00 % | 77,781 | 15.52 | 13 | -0.2717 % | 3,751.2 |
| FixedReset Disc | 4.37 % | 3.83 % | 201,218 | 17.25 | 52 | -0.3089 % | 2,653.9 |
| Insurance Straight | 4.98 % | 4.56 % | 97,876 | 3.82 | 22 | 0.1179 % | 3,658.5 |
| FloatingReset | 2.94 % | 3.25 % | 51,404 | 19.10 | 2 | 0.0675 % | 2,389.9 |
| FixedReset Prem | 5.06 % | 3.46 % | 246,401 | 0.99 | 26 | -0.1996 % | 2,730.2 |
| FixedReset Bank Non | 1.81 % | 2.27 % | 211,802 | 0.84 | 1 | 0.0000 % | 2,889.7 |
| FixedReset Ins Non | 4.42 % | 3.86 % | 144,469 | 17.42 | 22 | -0.2366 % | 2,786.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.Z | FixedReset Disc | -7.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-25 Maturity Price : 20.73 Evaluated at bid price : 20.73 Bid-YTW : 4.87 % |
| TRP.PR.D | FixedReset Disc | -2.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-25 Maturity Price : 18.83 Evaluated at bid price : 18.83 Bid-YTW : 4.67 % |
| CU.PR.E | Perpetual-Discount | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-25 Maturity Price : 24.24 Evaluated at bid price : 24.49 Bid-YTW : 5.04 % |
| BAM.PF.B | FixedReset Disc | -1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-25 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 4.48 % |
| BIP.PR.B | FixedReset Prem | -1.96 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 4.98 % |
| IFC.PR.A | FixedReset Ins Non | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-25 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 3.95 % |
| TRP.PR.A | FixedReset Disc | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-25 Maturity Price : 16.76 Evaluated at bid price : 16.76 Bid-YTW : 4.53 % |
| BAM.PF.F | FixedReset Disc | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-25 Maturity Price : 21.31 Evaluated at bid price : 21.60 Bid-YTW : 4.49 % |
| NA.PR.W | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-25 Maturity Price : 22.14 Evaluated at bid price : 22.65 Bid-YTW : 3.70 % |
| SLF.PR.G | FixedReset Ins Non | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-25 Maturity Price : 14.80 Evaluated at bid price : 14.80 Bid-YTW : 3.86 % |
| TD.PF.C | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-25 Maturity Price : 22.35 Evaluated at bid price : 22.99 Bid-YTW : 3.65 % |
| NA.PR.E | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-25 Maturity Price : 23.17 Evaluated at bid price : 24.10 Bid-YTW : 3.79 % |
| BAM.PR.R | FixedReset Disc | 1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-25 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 4.54 % |
| TRP.PR.G | FixedReset Disc | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-25 Maturity Price : 21.11 Evaluated at bid price : 21.11 Bid-YTW : 4.54 % |
| TD.PF.J | FixedReset Disc | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-25 Maturity Price : 23.49 Evaluated at bid price : 24.80 Bid-YTW : 3.78 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.G | FixedReset Prem | 201,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 2.12 % |
| TD.PF.A | FixedReset Disc | 122,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-25 Maturity Price : 22.25 Evaluated at bid price : 22.80 Bid-YTW : 3.63 % |
| BMO.PR.E | FixedReset Disc | 98,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-25 Maturity Price : 23.35 Evaluated at bid price : 24.76 Bid-YTW : 3.80 % |
| RY.PR.Z | FixedReset Disc | 96,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-25 Maturity Price : 22.41 Evaluated at bid price : 22.98 Bid-YTW : 3.55 % |
| RY.PR.Q | FixedReset Prem | 90,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 2.79 % |
| TRP.PR.B | FixedReset Disc | 72,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-25 Maturity Price : 12.35 Evaluated at bid price : 12.35 Bid-YTW : 4.35 % |
| There were 36 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.Z | FixedReset Disc | Quote: 20.73 – 22.53 Spot Rate : 1.8000 Average : 1.1077 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 11.51 – 15.88 Spot Rate : 4.3700 Average : 3.7112 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 22.78 – 24.25 Spot Rate : 1.4700 Average : 0.8738 YTW SCENARIO |
| BIP.PR.B | FixedReset Prem | Quote: 25.55 – 26.70 Spot Rate : 1.1500 Average : 0.8756 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 17.00 – 17.99 Spot Rate : 0.9900 Average : 0.7449 YTW SCENARIO |
| CU.PR.E | Perpetual-Discount | Quote: 24.49 – 25.10 Spot Rate : 0.6100 Average : 0.3904 YTW SCENARIO |