| 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 | 1.6798 % | 2,104.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.6798 % | 3,861.1 |
| Floater | 5.53 % | 5.88 % | 50,358 | 13.95 | 3 | 1.6798 % | 2,225.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0845 % | 3,274.1 |
| SplitShare | 4.88 % | 4.69 % | 67,063 | 3.92 | 8 | 0.0845 % | 3,910.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0845 % | 3,050.8 |
| Perpetual-Premium | 5.65 % | -0.29 % | 59,545 | 0.09 | 9 | 0.0571 % | 2,915.5 |
| Perpetual-Discount | 5.49 % | 5.66 % | 71,837 | 14.32 | 26 | 0.2132 % | 3,024.7 |
| FixedReset Disc | 5.21 % | 5.44 % | 191,980 | 14.76 | 64 | 0.2224 % | 2,182.5 |
| Deemed-Retractible | 5.33 % | 6.11 % | 97,177 | 8.17 | 27 | 0.2437 % | 3,008.8 |
| FloatingReset | 4.18 % | 4.23 % | 48,864 | 2.76 | 5 | 0.3136 % | 2,408.4 |
| FixedReset Prem | 5.10 % | 4.12 % | 322,678 | 2.26 | 19 | 0.2773 % | 2,554.1 |
| FixedReset Bank Non | 1.98 % | 4.14 % | 154,757 | 2.78 | 3 | -0.1114 % | 2,626.8 |
| FixedReset Ins Non | 5.06 % | 6.74 % | 124,186 | 8.33 | 22 | 0.2754 % | 2,222.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.S | Perpetual-Discount | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-12 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.73 % |
| NA.PR.W | FixedReset Disc | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-12 Maturity Price : 17.42 Evaluated at bid price : 17.42 Bid-YTW : 5.69 % |
| HSE.PR.E | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-12 Maturity Price : 19.76 Evaluated at bid price : 19.76 Bid-YTW : 6.71 % |
| IFC.PR.E | Deemed-Retractible | -1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.54 Bid-YTW : 6.11 % |
| BAM.PF.B | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-12 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 5.81 % |
| CCS.PR.C | Deemed-Retractible | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.92 Bid-YTW : 6.06 % |
| CM.PR.Q | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-12 Maturity Price : 20.34 Evaluated at bid price : 20.34 Bid-YTW : 5.46 % |
| TD.PF.D | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-12 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 5.25 % |
| PWF.PR.Z | Perpetual-Discount | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-12 Maturity Price : 22.78 Evaluated at bid price : 23.07 Bid-YTW : 5.65 % |
| IAF.PR.I | FixedReset Ins Non | 1.20 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.15 Bid-YTW : 6.59 % |
| BIP.PR.F | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-12 Maturity Price : 21.31 Evaluated at bid price : 21.31 Bid-YTW : 6.00 % |
| GWO.PR.P | Deemed-Retractible | 1.55 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.85 Bid-YTW : 5.47 % |
| BIP.PR.C | FixedReset Disc | 1.81 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 24.77 Bid-YTW : 5.65 % |
| BAM.PR.K | Floater | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-12 Maturity Price : 11.97 Evaluated at bid price : 11.97 Bid-YTW : 5.88 % |
| BAM.PR.Z | FixedReset Disc | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-12 Maturity Price : 20.91 Evaluated at bid price : 20.91 Bid-YTW : 5.67 % |
| TRP.PR.F | FloatingReset | 2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-12 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 6.06 % |
| BAM.PR.B | Floater | 3.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-12 Maturity Price : 11.92 Evaluated at bid price : 11.92 Bid-YTW : 5.91 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Q | FixedReset Prem | 203,459 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 26.14 Bid-YTW : 3.47 % |
| TRP.PR.J | FixedReset Prem | 159,883 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 4.29 % |
| MFC.PR.O | FixedReset Ins Non | 137,866 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.99 Bid-YTW : 3.74 % |
| CM.PR.R | FixedReset Disc | 130,665 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-12 Maturity Price : 22.30 Evaluated at bid price : 22.85 Bid-YTW : 5.42 % |
| RY.PR.H | FixedReset Disc | 100,432 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-03-12 Maturity Price : 19.22 Evaluated at bid price : 19.22 Bid-YTW : 5.16 % |
| GWO.PR.H | Deemed-Retractible | 100,389 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.67 Bid-YTW : 6.59 % |
| There were 37 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.S | Perpetual-Discount | Quote: 21.25 – 21.63 Spot Rate : 0.3800 Average : 0.2426 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 14.36 – 14.91 Spot Rate : 0.5500 Average : 0.4191 YTW SCENARIO |
| CM.PR.R | FixedReset Disc | Quote: 22.85 – 23.20 Spot Rate : 0.3500 Average : 0.2241 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 19.90 – 20.19 Spot Rate : 0.2900 Average : 0.1750 YTW SCENARIO |
| IFC.PR.E | Deemed-Retractible | Quote: 23.54 – 24.06 Spot Rate : 0.5200 Average : 0.4104 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 22.10 – 22.70 Spot Rate : 0.6000 Average : 0.4916 YTW SCENARIO |