| 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 | 0.6181 % | 3,056.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6181 % | 5,608.2 |
| Floater | 3.54 % | 3.78 % | 37,812 | 17.79 | 4 | 0.6181 % | 3,232.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1266 % | 3,232.0 |
| SplitShare | 4.60 % | 4.42 % | 56,598 | 4.82 | 5 | -0.1266 % | 3,859.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1266 % | 3,011.5 |
| Perpetual-Premium | 5.54 % | -1.57 % | 50,626 | 0.14 | 12 | -0.0262 % | 2,919.4 |
| Perpetual-Discount | 5.40 % | 5.53 % | 57,573 | 14.55 | 22 | 0.0805 % | 3,002.3 |
| FixedReset Disc | 4.11 % | 4.95 % | 126,828 | 15.70 | 39 | -0.0258 % | 2,578.1 |
| Deemed-Retractible | 5.16 % | 5.89 % | 63,593 | 5.39 | 27 | 0.1692 % | 2,996.5 |
| FloatingReset | 3.33 % | 4.11 % | 37,639 | 5.69 | 5 | 0.1815 % | 2,848.5 |
| FixedReset Prem | 4.84 % | 4.17 % | 174,427 | 2.89 | 35 | 0.0916 % | 2,561.8 |
| FixedReset Bank Non | 3.19 % | 3.89 % | 67,462 | 3.14 | 9 | 0.0271 % | 2,571.3 |
| FixedReset Ins Non | 4.29 % | 5.19 % | 97,859 | 5.36 | 22 | 0.0916 % | 2,569.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.G | FixedReset Ins Non | -1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.65 Bid-YTW : 7.50 % |
| MFC.PR.F | FixedReset Ins Non | 1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.56 Bid-YTW : 8.22 % |
| BAM.PF.I | FixedReset Prem | 1.17 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.86 Bid-YTW : 4.07 % |
| PWF.PR.A | Floater | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-11 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 3.05 % |
| IFC.PR.E | Deemed-Retractible | 1.67 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.40 Bid-YTW : 5.89 % |
| BAM.PR.K | Floater | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-11 Maturity Price : 17.29 Evaluated at bid price : 17.29 Bid-YTW : 3.79 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset Prem | 229,829 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.29 % |
| BMO.PR.S | FixedReset Disc | 104,024 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-11 Maturity Price : 22.84 Evaluated at bid price : 23.50 Bid-YTW : 4.81 % |
| MFC.PR.O | FixedReset Ins Non | 80,425 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 26.29 Bid-YTW : 3.61 % |
| BNS.PR.G | FixedReset Prem | 79,462 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 26.35 Bid-YTW : 3.78 % |
| RY.PR.R | FixedReset Prem | 77,192 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 26.37 Bid-YTW : 3.65 % |
| BAM.PR.T | FixedReset Disc | 61,213 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-11 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 5.10 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.L | FixedReset Ins Non | Quote: 22.41 – 23.80 Spot Rate : 1.3900 Average : 1.1625 YTW SCENARIO |
| BAM.PR.B | Floater | Quote: 17.32 – 17.85 Spot Rate : 0.5300 Average : 0.3383 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 22.44 – 23.50 Spot Rate : 1.0600 Average : 0.9449 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 17.29 – 17.88 Spot Rate : 0.5900 Average : 0.4760 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 24.42 – 24.72 Spot Rate : 0.3000 Average : 0.1874 YTW SCENARIO |
| HSE.PR.C | FixedReset Prem | Quote: 24.75 – 25.08 Spot Rate : 0.3300 Average : 0.2242 YTW SCENARIO |