| 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 | 1.5525 % | 2,561.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.5525 % | 4,699.7 |
| Floater | 3.39 % | 3.43 % | 58,570 | 18.60 | 3 | 1.5525 % | 2,708.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0387 % | 3,694.5 |
| SplitShare | 4.59 % | 3.57 % | 32,168 | 3.23 | 7 | -0.0387 % | 4,412.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0387 % | 3,442.5 |
| Perpetual-Premium | 5.12 % | -19.52 % | 54,402 | 0.09 | 25 | 0.0369 % | 3,328.8 |
| Perpetual-Discount | 4.61 % | -8.04 % | 75,355 | 0.08 | 8 | 0.0834 % | 4,043.2 |
| FixedReset Disc | 3.95 % | 3.40 % | 120,964 | 18.23 | 40 | 0.1745 % | 2,840.3 |
| Insurance Straight | 4.86 % | -12.61 % | 83,730 | 0.09 | 22 | 0.1117 % | 3,744.1 |
| FloatingReset | 2.80 % | 3.08 % | 28,283 | 19.55 | 2 | 0.2188 % | 2,583.2 |
| FixedReset Prem | 4.75 % | 2.86 % | 139,370 | 2.18 | 30 | 0.0193 % | 2,763.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1745 % | 2,903.3 |
| FixedReset Ins Non | 4.04 % | 3.27 % | 105,269 | 18.27 | 20 | -0.1265 % | 2,950.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.C | FixedReset Disc | -3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-10 Maturity Price : 21.40 Evaluated at bid price : 21.70 Bid-YTW : 3.72 % |
| BAM.PR.X | FixedReset Disc | -1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-10 Maturity Price : 17.26 Evaluated at bid price : 17.26 Bid-YTW : 3.88 % |
| MFC.PR.M | FixedReset Ins Non | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-10 Maturity Price : 22.96 Evaluated at bid price : 24.05 Bid-YTW : 3.34 % |
| TRP.PR.A | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-10 Maturity Price : 18.23 Evaluated at bid price : 18.23 Bid-YTW : 3.96 % |
| TRP.PR.E | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-10 Maturity Price : 20.74 Evaluated at bid price : 20.74 Bid-YTW : 3.99 % |
| BAM.PR.B | Floater | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-10 Maturity Price : 12.69 Evaluated at bid price : 12.69 Bid-YTW : 3.42 % |
| RY.PR.M | FixedReset Disc | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-10 Maturity Price : 23.08 Evaluated at bid price : 24.60 Bid-YTW : 3.32 % |
| BAM.PR.K | Floater | 2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-10 Maturity Price : 12.64 Evaluated at bid price : 12.64 Bid-YTW : 3.43 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.Y | FixedReset Prem | 34,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.60 Bid-YTW : 3.06 % |
| PWF.PR.I | Perpetual-Premium | 32,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-10 Maturity Price : 25.00 Evaluated at bid price : 25.92 Bid-YTW : -27.76 % |
| CM.PR.S | FixedReset Disc | 25,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-10 Maturity Price : 23.80 Evaluated at bid price : 25.08 Bid-YTW : 3.30 % |
| SLF.PR.I | FixedReset Ins Non | 23,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 3.01 % |
| BMO.PR.F | FixedReset Prem | 22,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 26.90 Bid-YTW : 2.28 % |
| PWF.PR.P | FixedReset Disc | 20,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-10 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 3.45 % |
| There were 11 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.E | Insurance Straight | Quote: 25.21 – 26.21 Spot Rate : 1.0000 Average : 0.6582 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 21.70 – 22.75 Spot Rate : 1.0500 Average : 0.7688 YTW SCENARIO |
| BAM.PR.Z | FixedReset Disc | Quote: 24.45 – 25.00 Spot Rate : 0.5500 Average : 0.3674 YTW SCENARIO |
| BAM.PF.D | Perpetual-Discount | Quote: 25.85 – 26.40 Spot Rate : 0.5500 Average : 0.3821 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 25.10 – 25.50 Spot Rate : 0.4000 Average : 0.2762 YTW SCENARIO |
| PWF.PR.H | Perpetual-Premium | Quote: 25.96 – 26.37 Spot Rate : 0.4100 Average : 0.2962 YTW SCENARIO |