| 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 | 0.6149 % | 2,337.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6149 % | 4,289.5 |
| Floater | 3.74 % | 3.74 % | 59,408 | 18.00 | 3 | 0.6149 % | 2,472.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1148 % | 3,673.5 |
| SplitShare | 4.77 % | 4.28 % | 39,422 | 3.62 | 9 | -0.1148 % | 4,386.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1148 % | 3,422.8 |
| Perpetual-Premium | 5.31 % | -0.61 % | 74,863 | 0.09 | 21 | 0.0205 % | 3,249.2 |
| Perpetual-Discount | 4.97 % | 5.00 % | 82,183 | 15.48 | 13 | 0.0350 % | 3,732.3 |
| FixedReset Disc | 4.35 % | 3.89 % | 191,374 | 17.22 | 52 | 0.3259 % | 2,666.8 |
| Insurance Straight | 4.99 % | 4.59 % | 91,152 | 4.61 | 22 | 0.1165 % | 3,645.6 |
| FloatingReset | 2.97 % | 3.27 % | 49,259 | 19.08 | 2 | -0.2670 % | 2,406.8 |
| FixedReset Prem | 5.06 % | 3.57 % | 236,694 | 1.01 | 26 | 0.1054 % | 2,729.9 |
| FixedReset Bank Non | 1.81 % | 2.17 % | 220,845 | 0.43 | 1 | -0.0400 % | 2,890.8 |
| FixedReset Ins Non | 4.40 % | 3.84 % | 148,344 | 17.44 | 22 | 0.1916 % | 2,800.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.R | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-18 Maturity Price : 18.04 Evaluated at bid price : 18.04 Bid-YTW : 4.62 % |
| SLF.PR.G | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-18 Maturity Price : 14.98 Evaluated at bid price : 14.98 Bid-YTW : 3.85 % |
| BAM.PF.G | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-18 Maturity Price : 20.52 Evaluated at bid price : 20.52 Bid-YTW : 4.55 % |
| CM.PR.Q | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-18 Maturity Price : 22.78 Evaluated at bid price : 23.90 Bid-YTW : 3.79 % |
| BAM.PF.F | FixedReset Disc | 6.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-18 Maturity Price : 21.76 Evaluated at bid price : 22.07 Bid-YTW : 4.42 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Z | FixedReset Disc | 218,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-18 Maturity Price : 22.41 Evaluated at bid price : 22.98 Bid-YTW : 3.57 % |
| RY.PR.Q | FixedReset Prem | 196,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-24 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : 0.32 % |
| TD.PF.A | FixedReset Disc | 171,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-18 Maturity Price : 22.37 Evaluated at bid price : 23.00 Bid-YTW : 3.61 % |
| BMO.PR.S | FixedReset Disc | 86,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-18 Maturity Price : 22.65 Evaluated at bid price : 23.40 Bid-YTW : 3.63 % |
| PVS.PR.D | SplitShare | 84,900 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2021-10-08 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 2.55 % |
| BNS.PR.E | FixedReset Prem | 81,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-25 Maturity Price : 25.00 Evaluated at bid price : 25.29 Bid-YTW : 1.57 % |
| There were 61 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.G | FixedReset Ins Non | Quote: 14.98 – 15.75 Spot Rate : 0.7700 Average : 0.5272 YTW SCENARIO |
| MFC.PR.C | Insurance Straight | Quote: 24.42 – 24.68 Spot Rate : 0.2600 Average : 0.1605 YTW SCENARIO |
| PVS.PR.F | SplitShare | Quote: 25.45 – 25.65 Spot Rate : 0.2000 Average : 0.1369 YTW SCENARIO |
| PVS.PR.E | SplitShare | Quote: 25.65 – 25.89 Spot Rate : 0.2400 Average : 0.1784 YTW SCENARIO |
| BIP.PR.B | FixedReset Prem | Quote: 25.81 – 26.19 Spot Rate : 0.3800 Average : 0.3206 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 26.00 – 26.59 Spot Rate : 0.5900 Average : 0.5388 YTW SCENARIO |