| 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 | -1.8262 % | 3,023.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.8262 % | 5,547.3 |
| Floater | 3.30 % | 3.46 % | 101,783 | 18.62 | 4 | -1.8262 % | 3,196.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0157 % | 3,167.4 |
| SplitShare | 4.69 % | 4.18 % | 58,301 | 3.26 | 5 | 0.0157 % | 3,782.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0157 % | 2,951.3 |
| Perpetual-Premium | 5.62 % | 2.25 % | 79,522 | 0.08 | 11 | -0.0706 % | 2,839.2 |
| Perpetual-Discount | 5.37 % | 5.49 % | 85,606 | 14.61 | 23 | -0.2371 % | 2,929.2 |
| FixedReset | 4.30 % | 4.59 % | 178,093 | 5.87 | 104 | -0.1199 % | 2,507.8 |
| Deemed-Retractible | 5.20 % | 5.94 % | 92,256 | 5.72 | 28 | -0.3225 % | 2,906.6 |
| FloatingReset | 2.91 % | 3.01 % | 36,229 | 3.65 | 10 | 0.0443 % | 2,759.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.A | Floater | -2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-22 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 2.89 % |
| BAM.PR.B | Floater | -1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-22 Maturity Price : 17.32 Evaluated at bid price : 17.32 Bid-YTW : 3.48 % |
| BAM.PR.C | Floater | -1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-22 Maturity Price : 17.42 Evaluated at bid price : 17.42 Bid-YTW : 3.46 % |
| BAM.PR.K | Floater | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-22 Maturity Price : 17.37 Evaluated at bid price : 17.37 Bid-YTW : 3.47 % |
| BAM.PR.R | FixedReset | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-22 Maturity Price : 20.19 Evaluated at bid price : 20.19 Bid-YTW : 5.04 % |
| BAM.PF.B | FixedReset | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-22 Maturity Price : 22.49 Evaluated at bid price : 23.00 Bid-YTW : 4.98 % |
| BAM.PF.G | FixedReset | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-22 Maturity Price : 22.95 Evaluated at bid price : 23.71 Bid-YTW : 5.02 % |
| SLF.PR.A | Deemed-Retractible | -1.22 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.95 Bid-YTW : 7.04 % |
| BAM.PF.F | FixedReset | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-22 Maturity Price : 23.58 Evaluated at bid price : 23.99 Bid-YTW : 5.01 % |
| TRP.PR.G | FixedReset | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-22 Maturity Price : 22.80 Evaluated at bid price : 23.56 Bid-YTW : 5.05 % |
| BAM.PF.A | FixedReset | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-22 Maturity Price : 23.14 Evaluated at bid price : 23.90 Bid-YTW : 5.07 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.C | FixedReset | 153,050 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 4.53 % |
| RY.PR.J | FixedReset | 71,564 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-22 Maturity Price : 23.24 Evaluated at bid price : 24.25 Bid-YTW : 4.71 % |
| TRP.PR.K | FixedReset | 56,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 4.43 % |
| RY.PR.G | Deemed-Retractible | 51,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-04-21 Maturity Price : 25.00 Evaluated at bid price : 25.19 Bid-YTW : -0.85 % |
| TD.PF.J | FixedReset | 43,770 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-22 Maturity Price : 23.17 Evaluated at bid price : 25.05 Bid-YTW : 4.59 % |
| CM.PR.S | FixedReset | 35,270 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-03-22 Maturity Price : 23.04 Evaluated at bid price : 24.62 Bid-YTW : 4.49 % |
| There were 34 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.G | FixedReset | Quote: 23.56 – 23.99 Spot Rate : 0.4300 Average : 0.2636 YTW SCENARIO |
| BAM.PF.B | FixedReset | Quote: 23.00 – 23.43 Spot Rate : 0.4300 Average : 0.2659 YTW SCENARIO |
| BAM.PR.X | FixedReset | Quote: 17.80 – 18.10 Spot Rate : 0.3000 Average : 0.2033 YTW SCENARIO |
| BAM.PF.F | FixedReset | Quote: 23.99 – 24.26 Spot Rate : 0.2700 Average : 0.1738 YTW SCENARIO |
| BAM.PR.B | Floater | Quote: 17.32 – 17.57 Spot Rate : 0.2500 Average : 0.1649 YTW SCENARIO |
| PVS.PR.B | SplitShare | Quote: 25.20 – 25.62 Spot Rate : 0.4200 Average : 0.3427 YTW SCENARIO |