| 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 | -0.1394 % | 2,436.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1394 % | 4,471.4 |
| Floater | 3.42 % | 3.55 % | 63,412 | 18.44 | 4 | -0.1394 % | 2,576.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1449 % | 3,694.9 |
| SplitShare | 4.78 % | 4.05 % | 38,095 | 3.57 | 8 | -0.1449 % | 4,412.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1449 % | 3,442.8 |
| Perpetual-Premium | 5.29 % | -4.23 % | 68,820 | 0.09 | 23 | 0.0785 % | 3,259.4 |
| Perpetual-Discount | 4.92 % | 4.97 % | 77,584 | 15.46 | 11 | -0.1581 % | 3,747.2 |
| FixedReset Disc | 4.39 % | 3.80 % | 176,686 | 17.60 | 48 | 0.1674 % | 2,640.7 |
| Insurance Straight | 4.99 % | 4.65 % | 85,551 | 15.46 | 22 | -0.0708 % | 3,647.1 |
| FloatingReset | 2.92 % | 3.23 % | 62,755 | 19.20 | 2 | 0.1665 % | 2,422.9 |
| FixedReset Prem | 5.00 % | 3.92 % | 248,684 | 1.56 | 30 | -0.1059 % | 2,727.7 |
| FixedReset Bank Non | 1.81 % | 2.38 % | 191,472 | 0.81 | 1 | -0.0400 % | 2,888.5 |
| FixedReset Ins Non | 4.44 % | 3.82 % | 143,417 | 17.49 | 22 | -0.2048 % | 2,777.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.N | FixedReset Ins Non | -5.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-06 Maturity Price : 14.61 Evaluated at bid price : 14.61 Bid-YTW : 3.65 % |
| CIU.PR.A | Perpetual-Discount | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-06 Maturity Price : 23.48 Evaluated at bid price : 23.75 Bid-YTW : 4.88 % |
| BAM.PF.F | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-06 Maturity Price : 21.08 Evaluated at bid price : 21.08 Bid-YTW : 4.59 % |
| CU.PR.H | Perpetual-Premium | -1.24 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-09-01 Maturity Price : 25.25 Evaluated at bid price : 25.53 Bid-YTW : 4.96 % |
| BMO.PR.D | FixedReset Prem | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-06 Maturity Price : 23.81 Evaluated at bid price : 25.10 Bid-YTW : 4.07 % |
| TRP.PR.E | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-06 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 4.52 % |
| BMO.PR.W | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-06 Maturity Price : 22.24 Evaluated at bid price : 22.78 Bid-YTW : 3.60 % |
| NA.PR.E | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-06 Maturity Price : 23.54 Evaluated at bid price : 23.85 Bid-YTW : 3.77 % |
| CM.PR.P | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-06 Maturity Price : 21.91 Evaluated at bid price : 22.30 Bid-YTW : 3.70 % |
| MFC.PR.F | FixedReset Ins Non | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-06 Maturity Price : 16.87 Evaluated at bid price : 16.87 Bid-YTW : 3.51 % |
| TD.PF.B | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-06 Maturity Price : 22.34 Evaluated at bid price : 22.90 Bid-YTW : 3.60 % |
| NA.PR.W | FixedReset Disc | 1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-06 Maturity Price : 21.99 Evaluated at bid price : 22.42 Bid-YTW : 3.65 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.A | FixedReset Disc | 125,917 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-06 Maturity Price : 22.34 Evaluated at bid price : 22.93 Bid-YTW : 3.57 % |
| RY.PR.J | FixedReset Disc | 113,910 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-06 Maturity Price : 22.87 Evaluated at bid price : 24.07 Bid-YTW : 3.67 % |
| EML.PR.A | FixedReset Ins Non | 103,820 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-17 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 4.97 % |
| RY.PR.Z | FixedReset Disc | 88,549 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-06 Maturity Price : 22.37 Evaluated at bid price : 22.91 Bid-YTW : 3.52 % |
| BAM.PR.C | Floater | 82,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-06 Maturity Price : 12.03 Evaluated at bid price : 12.03 Bid-YTW : 3.58 % |
| TRP.PR.J | FixedReset Prem | 65,935 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : 2.51 % |
| There were 37 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| ELF.PR.F | Perpetual-Premium | Quote: 25.08 – 26.60 Spot Rate : 1.5200 Average : 0.8328 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 25.85 – 26.85 Spot Rate : 1.0000 Average : 0.6043 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 14.61 – 15.49 Spot Rate : 0.8800 Average : 0.5010 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 17.65 – 18.40 Spot Rate : 0.7500 Average : 0.4740 YTW SCENARIO |
| CIU.PR.A | Perpetual-Discount | Quote: 23.75 – 24.47 Spot Rate : 0.7200 Average : 0.4923 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 13.65 – 14.20 Spot Rate : 0.5500 Average : 0.3715 YTW SCENARIO |