| 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 | 1.0629 % | 2,328.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.0629 % | 4,273.3 |
| Floater | 3.76 % | 3.71 % | 60,620 | 18.06 | 3 | 1.0629 % | 2,462.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0304 % | 3,673.2 |
| SplitShare | 4.77 % | 4.20 % | 42,604 | 3.62 | 9 | -0.0304 % | 4,386.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0304 % | 3,422.6 |
| Perpetual-Premium | 5.30 % | -1.73 % | 79,223 | 0.09 | 21 | -0.0037 % | 3,250.2 |
| Perpetual-Discount | 4.96 % | 5.01 % | 80,819 | 15.46 | 13 | 0.3028 % | 3,738.8 |
| FixedReset Disc | 4.36 % | 3.87 % | 196,563 | 17.26 | 52 | -0.0944 % | 2,664.1 |
| Insurance Straight | 5.00 % | 4.66 % | 91,775 | 15.46 | 22 | -0.0437 % | 3,642.2 |
| FloatingReset | 2.93 % | 3.22 % | 48,471 | 19.18 | 2 | -0.9967 % | 2,400.4 |
| FixedReset Prem | 5.06 % | 3.50 % | 233,394 | 1.00 | 26 | -0.0015 % | 2,730.7 |
| FixedReset Bank Non | 1.81 % | 2.39 % | 228,117 | 0.85 | 1 | 0.1606 % | 2,886.2 |
| FixedReset Ins Non | 4.42 % | 3.83 % | 145,244 | 17.46 | 22 | -0.0347 % | 2,787.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.G | FixedReset Disc | -2.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-22 Maturity Price : 19.91 Evaluated at bid price : 19.91 Bid-YTW : 4.66 % |
| TRP.PR.B | FixedReset Disc | -2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-22 Maturity Price : 12.44 Evaluated at bid price : 12.44 Bid-YTW : 4.32 % |
| SLF.PR.J | FloatingReset | -2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-22 Maturity Price : 14.30 Evaluated at bid price : 14.30 Bid-YTW : 2.60 % |
| IAF.PR.G | FixedReset Ins Non | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-22 Maturity Price : 23.76 Evaluated at bid price : 24.20 Bid-YTW : 3.94 % |
| SLF.PR.E | Insurance Straight | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-22 Maturity Price : 24.29 Evaluated at bid price : 24.60 Bid-YTW : 4.57 % |
| BIP.PR.B | FixedReset Prem | -1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 4.97 % |
| TD.PF.E | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-22 Maturity Price : 22.71 Evaluated at bid price : 23.80 Bid-YTW : 3.87 % |
| BAM.PR.X | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-22 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 4.40 % |
| BAM.PF.A | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-22 Maturity Price : 22.47 Evaluated at bid price : 22.95 Bid-YTW : 4.39 % |
| SLF.PR.I | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-22 Maturity Price : 23.77 Evaluated at bid price : 24.35 Bid-YTW : 3.79 % |
| TRP.PR.A | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-22 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 4.45 % |
| BAM.PR.Z | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-22 Maturity Price : 22.50 Evaluated at bid price : 22.85 Bid-YTW : 4.39 % |
| MFC.PR.L | FixedReset Ins Non | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-22 Maturity Price : 21.43 Evaluated at bid price : 21.43 Bid-YTW : 3.81 % |
| BAM.PR.C | Floater | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-22 Maturity Price : 11.59 Evaluated at bid price : 11.59 Bid-YTW : 3.70 % |
| BAM.PR.B | Floater | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-22 Maturity Price : 11.55 Evaluated at bid price : 11.55 Bid-YTW : 3.71 % |
| CU.PR.E | Perpetual-Discount | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-22 Maturity Price : 24.62 Evaluated at bid price : 24.93 Bid-YTW : 4.94 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| NA.PR.X | FixedReset Prem | 64,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 1.10 % |
| TRP.PR.E | FixedReset Disc | 52,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-22 Maturity Price : 19.31 Evaluated at bid price : 19.31 Bid-YTW : 4.49 % |
| RY.PR.J | FixedReset Disc | 51,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-22 Maturity Price : 23.01 Evaluated at bid price : 24.41 Bid-YTW : 3.63 % |
| TRP.PR.K | FixedReset Prem | 49,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.34 % |
| BAM.PR.B | Floater | 47,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-22 Maturity Price : 11.55 Evaluated at bid price : 11.55 Bid-YTW : 3.71 % |
| PWF.PR.S | Perpetual-Discount | 44,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-22 Maturity Price : 23.96 Evaluated at bid price : 24.22 Bid-YTW : 5.01 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.K | Floater | Quote: 11.09 – 15.88 Spot Rate : 4.7900 Average : 2.7804 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 19.31 – 20.50 Spot Rate : 1.1900 Average : 0.7639 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 19.91 – 20.70 Spot Rate : 0.7900 Average : 0.5394 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 17.81 – 18.80 Spot Rate : 0.9900 Average : 0.7613 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 19.25 – 19.90 Spot Rate : 0.6500 Average : 0.4245 YTW SCENARIO |
| RY.PR.P | Perpetual-Premium | Quote: 26.20 – 26.78 Spot Rate : 0.5800 Average : 0.3618 YTW SCENARIO |