| 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 | 1.1501 % | 2,393.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1501 % | 4,391.9 |
| Floater | 3.66 % | 3.66 % | 64,295 | 18.14 | 3 | 1.1501 % | 2,531.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2827 % | 3,682.5 |
| SplitShare | 4.76 % | 4.23 % | 45,257 | 3.59 | 9 | -0.2827 % | 4,397.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2827 % | 3,431.2 |
| Perpetual-Premium | 5.31 % | -5.36 % | 79,947 | 0.09 | 21 | -0.1490 % | 3,256.8 |
| Perpetual-Discount | 4.94 % | 4.97 % | 75,895 | 15.50 | 13 | -0.0822 % | 3,754.9 |
| FixedReset Disc | 4.39 % | 3.82 % | 214,348 | 17.27 | 52 | -0.0122 % | 2,649.5 |
| Insurance Straight | 4.98 % | 4.57 % | 93,044 | 15.43 | 22 | -0.1357 % | 3,657.4 |
| FloatingReset | 2.96 % | 3.29 % | 50,805 | 19.00 | 2 | -0.1349 % | 2,385.1 |
| FixedReset Prem | 5.05 % | 3.55 % | 251,642 | 0.98 | 26 | 0.0661 % | 2,737.7 |
| FixedReset Bank Non | 1.81 % | 2.43 % | 199,307 | 0.83 | 1 | 0.0000 % | 2,886.2 |
| FixedReset Ins Non | 4.42 % | 3.82 % | 145,843 | 17.56 | 22 | 0.2417 % | 2,788.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.A | FixedReset Disc | -2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-30 Maturity Price : 16.15 Evaluated at bid price : 16.15 Bid-YTW : 4.66 % |
| BAM.PR.R | FixedReset Disc | -2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-30 Maturity Price : 17.68 Evaluated at bid price : 17.68 Bid-YTW : 4.61 % |
| CU.PR.H | Perpetual-Premium | -1.62 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-09-01 Maturity Price : 25.25 Evaluated at bid price : 25.53 Bid-YTW : 4.92 % |
| BAM.PF.F | FixedReset Disc | -1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-30 Maturity Price : 21.31 Evaluated at bid price : 21.61 Bid-YTW : 4.45 % |
| BAM.PR.T | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-30 Maturity Price : 17.86 Evaluated at bid price : 17.86 Bid-YTW : 4.59 % |
| BAM.PF.B | FixedReset Disc | -1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-30 Maturity Price : 20.80 Evaluated at bid price : 20.80 Bid-YTW : 4.50 % |
| BIP.PR.E | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-30 Maturity Price : 23.43 Evaluated at bid price : 24.60 Bid-YTW : 5.04 % |
| BAM.PF.E | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-30 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 4.57 % |
| SLF.PR.G | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-30 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 3.75 % |
| BAM.PR.B | Floater | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-30 Maturity Price : 11.81 Evaluated at bid price : 11.81 Bid-YTW : 3.63 % |
| BMO.PR.Y | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-30 Maturity Price : 22.58 Evaluated at bid price : 23.50 Bid-YTW : 3.71 % |
| IFC.PR.A | FixedReset Ins Non | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-30 Maturity Price : 17.92 Evaluated at bid price : 17.92 Bid-YTW : 3.83 % |
| IAF.PR.I | FixedReset Ins Non | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-30 Maturity Price : 23.52 Evaluated at bid price : 24.82 Bid-YTW : 3.76 % |
| TRP.PR.C | FixedReset Disc | 1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-30 Maturity Price : 13.52 Evaluated at bid price : 13.52 Bid-YTW : 4.35 % |
| BAM.PR.K | Floater | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-30 Maturity Price : 11.70 Evaluated at bid price : 11.70 Bid-YTW : 3.66 % |
| TRP.PR.D | FixedReset Disc | 2.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-30 Maturity Price : 19.23 Evaluated at bid price : 19.23 Bid-YTW : 4.44 % |
| TRP.PR.E | FixedReset Disc | 7.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-30 Maturity Price : 19.08 Evaluated at bid price : 19.08 Bid-YTW : 4.43 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.N | FixedReset Ins Non | 102,980 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-30 Maturity Price : 14.94 Evaluated at bid price : 14.94 Bid-YTW : 3.57 % |
| CM.PR.R | FixedReset Disc | 78,379 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.04 Bid-YTW : 4.03 % |
| TRP.PR.B | FixedReset Disc | 66,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-30 Maturity Price : 12.44 Evaluated at bid price : 12.44 Bid-YTW : 4.25 % |
| BNS.PR.I | FixedReset Disc | 62,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-30 Maturity Price : 23.35 Evaluated at bid price : 24.83 Bid-YTW : 3.54 % |
| NA.PR.X | FixedReset Prem | 57,653 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-15 Maturity Price : 25.00 Evaluated at bid price : 25.29 Bid-YTW : 1.61 % |
| BAM.PF.J | FixedReset Prem | 53,747 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.41 % |
| There were 42 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: 15.00 – 15.89 Spot Rate : 0.8900 Average : 0.5409 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 16.15 – 16.98 Spot Rate : 0.8300 Average : 0.5258 YTW SCENARIO |
| CU.PR.H | Perpetual-Premium | Quote: 25.53 – 26.00 Spot Rate : 0.4700 Average : 0.3259 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 26.33 – 26.82 Spot Rate : 0.4900 Average : 0.3523 YTW SCENARIO |
| BIP.PR.E | FixedReset Disc | Quote: 24.60 – 25.00 Spot Rate : 0.4000 Average : 0.2742 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 20.80 – 21.28 Spot Rate : 0.4800 Average : 0.3678 YTW SCENARIO |