| 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 | 1.3644 % | 2,426.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.3644 % | 4,451.8 |
| Floater | 3.44 % | 3.61 % | 58,497 | 18.30 | 4 | 1.3644 % | 2,565.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2553 % | 3,673.1 |
| SplitShare | 4.81 % | 4.11 % | 40,005 | 3.59 | 8 | -0.2553 % | 4,386.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2553 % | 3,422.5 |
| Perpetual-Premium | 5.29 % | -1.76 % | 71,016 | 0.09 | 23 | 0.0392 % | 3,258.1 |
| Perpetual-Discount | 4.92 % | 4.98 % | 75,845 | 15.49 | 11 | -0.0665 % | 3,752.4 |
| FixedReset Disc | 4.39 % | 3.82 % | 184,693 | 17.46 | 48 | -0.3831 % | 2,639.3 |
| Insurance Straight | 4.98 % | 4.60 % | 89,977 | 15.43 | 22 | 0.0326 % | 3,658.5 |
| FloatingReset | 2.95 % | 3.30 % | 51,756 | 19.03 | 2 | 0.4390 % | 2,395.5 |
| FixedReset Prem | 4.99 % | 3.71 % | 271,067 | 1.12 | 30 | -0.0901 % | 2,735.2 |
| FixedReset Bank Non | 1.80 % | 2.19 % | 196,772 | 0.83 | 1 | 0.2004 % | 2,892.0 |
| FixedReset Ins Non | 4.43 % | 3.83 % | 147,813 | 17.52 | 22 | -0.2391 % | 2,782.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CM.PR.P | FixedReset Disc | -3.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-31 Maturity Price : 21.43 Evaluated at bid price : 21.77 Bid-YTW : 3.79 % |
| TRP.PR.D | FixedReset Disc | -2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-31 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 4.54 % |
| EIT.PR.A | SplitShare | -1.99 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.65 Bid-YTW : 3.96 % |
| CM.PR.O | FixedReset Disc | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-31 Maturity Price : 21.89 Evaluated at bid price : 22.22 Bid-YTW : 3.73 % |
| BAM.PF.F | FixedReset Disc | -1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-31 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 4.56 % |
| TRP.PR.E | FixedReset Disc | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-31 Maturity Price : 18.75 Evaluated at bid price : 18.75 Bid-YTW : 4.51 % |
| CIU.PR.A | Perpetual-Discount | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-31 Maturity Price : 23.63 Evaluated at bid price : 23.90 Bid-YTW : 4.85 % |
| BIP.PR.B | FixedReset Prem | -1.25 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.12 Bid-YTW : 4.47 % |
| NA.PR.W | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-31 Maturity Price : 22.12 Evaluated at bid price : 22.63 Bid-YTW : 3.66 % |
| MFC.PR.M | FixedReset Ins Non | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-31 Maturity Price : 22.05 Evaluated at bid price : 22.49 Bid-YTW : 3.76 % |
| TRP.PR.C | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-31 Maturity Price : 13.38 Evaluated at bid price : 13.38 Bid-YTW : 4.39 % |
| BIP.PR.D | FixedReset Prem | 1.41 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 4.01 % |
| PWF.PR.A | Floater | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-31 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 3.03 % |
| BAM.PR.K | Floater | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-31 Maturity Price : 11.87 Evaluated at bid price : 11.87 Bid-YTW : 3.63 % |
| BAM.PR.C | Floater | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-31 Maturity Price : 11.87 Evaluated at bid price : 11.87 Bid-YTW : 3.63 % |
| TRP.PR.A | FixedReset Disc | 4.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-31 Maturity Price : 16.83 Evaluated at bid price : 16.83 Bid-YTW : 4.46 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.E | Insurance Straight | 118,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-31 Maturity Price : 24.46 Evaluated at bid price : 24.70 Bid-YTW : 4.57 % |
| MFC.PR.J | FixedReset Ins Non | 102,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-31 Maturity Price : 23.31 Evaluated at bid price : 23.65 Bid-YTW : 3.87 % |
| SLF.PR.I | FixedReset Ins Non | 96,025 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-31 Maturity Price : 23.18 Evaluated at bid price : 23.82 Bid-YTW : 3.83 % |
| TD.PF.C | FixedReset Disc | 59,273 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-31 Maturity Price : 22.20 Evaluated at bid price : 22.74 Bid-YTW : 3.67 % |
| IFC.PR.A | FixedReset Ins Non | 59,133 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-31 Maturity Price : 17.76 Evaluated at bid price : 17.76 Bid-YTW : 3.86 % |
| MFC.PR.F | FixedReset Ins Non | 52,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-03-31 Maturity Price : 16.86 Evaluated at bid price : 16.86 Bid-YTW : 3.51 % |
| There were 47 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CM.PR.P | FixedReset Disc | Quote: 21.77 – 22.50 Spot Rate : 0.7300 Average : 0.4361 YTW SCENARIO |
| RS.PR.A | SplitShare | Quote: 10.31 – 11.29 Spot Rate : 0.9800 Average : 0.7102 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 22.81 – 23.50 Spot Rate : 0.6900 Average : 0.4249 YTW SCENARIO |
| SLF.PR.I | FixedReset Ins Non | Quote: 23.82 – 24.48 Spot Rate : 0.6600 Average : 0.4319 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 21.20 – 21.80 Spot Rate : 0.6000 Average : 0.4353 YTW SCENARIO |
| CIU.PR.A | Perpetual-Discount | Quote: 23.90 – 24.42 Spot Rate : 0.5200 Average : 0.3603 YTW SCENARIO |