| 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 | -0.1787 % | 2,444.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1787 % | 4,484.8 |
| Floater | 3.41 % | 3.49 % | 56,435 | 18.57 | 4 | -0.1787 % | 2,584.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0097 % | 3,697.5 |
| SplitShare | 4.77 % | 3.87 % | 37,763 | 3.56 | 8 | 0.0097 % | 4,415.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0097 % | 3,445.3 |
| Perpetual-Premium | 5.29 % | -6.00 % | 71,707 | 0.09 | 23 | 0.0751 % | 3,256.4 |
| Perpetual-Discount | 4.92 % | 4.96 % | 82,319 | 15.58 | 11 | 0.0188 % | 3,752.5 |
| FixedReset Disc | 4.37 % | 3.79 % | 173,488 | 17.58 | 48 | 0.1841 % | 2,649.9 |
| Insurance Straight | 4.98 % | 4.63 % | 93,786 | 3.77 | 22 | 0.0417 % | 3,655.2 |
| FloatingReset | 2.86 % | 3.16 % | 68,051 | 19.35 | 2 | 0.8275 % | 2,453.5 |
| FixedReset Prem | 5.01 % | 3.74 % | 235,424 | 1.09 | 30 | 0.0262 % | 2,724.4 |
| FixedReset Bank Non | 1.81 % | 2.39 % | 178,574 | 0.79 | 1 | -0.0800 % | 2,889.7 |
| FixedReset Ins Non | 4.40 % | 3.81 % | 146,925 | 17.48 | 22 | 0.0020 % | 2,802.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.A | Floater | -2.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-12 Maturity Price : 13.66 Evaluated at bid price : 13.66 Bid-YTW : 3.17 % |
| EIT.PR.A | SplitShare | -1.07 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.87 Bid-YTW : 3.69 % |
| NA.PR.C | FixedReset Prem | 1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 3.68 % |
| TRP.PR.B | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-12 Maturity Price : 12.85 Evaluated at bid price : 12.85 Bid-YTW : 4.16 % |
| TRP.PR.F | FloatingReset | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-12 Maturity Price : 15.91 Evaluated at bid price : 15.91 Bid-YTW : 3.16 % |
| SLF.PR.G | FixedReset Ins Non | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-12 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 3.69 % |
| MFC.PR.F | FixedReset Ins Non | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-12 Maturity Price : 17.32 Evaluated at bid price : 17.32 Bid-YTW : 3.45 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.C | FixedReset Prem | 157,171 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : 3.87 % |
| BAM.PF.J | FixedReset Prem | 155,320 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 4.63 % |
| MFC.PR.I | FixedReset Ins Non | 80,686 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-12 Maturity Price : 23.80 Evaluated at bid price : 24.20 Bid-YTW : 3.99 % |
| PWF.PR.P | FixedReset Disc | 79,748 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-12 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 4.04 % |
| RY.PR.H | FixedReset Disc | 67,308 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-12 Maturity Price : 22.44 Evaluated at bid price : 23.07 Bid-YTW : 3.56 % |
| TRP.PR.A | FixedReset Disc | 56,990 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-12 Maturity Price : 16.79 Evaluated at bid price : 16.79 Bid-YTW : 4.51 % |
| There were 30 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.E | Perpetual-Premium | Quote: 25.36 – 27.30 Spot Rate : 1.9400 Average : 1.0630 YTW SCENARIO |
| MIC.PR.A | Perpetual-Premium | Quote: 25.75 – 26.95 Spot Rate : 1.2000 Average : 0.6696 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 26.05 – 27.05 Spot Rate : 1.0000 Average : 0.6229 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 15.00 – 15.74 Spot Rate : 0.7400 Average : 0.4283 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 18.19 – 18.64 Spot Rate : 0.4500 Average : 0.3216 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 22.97 – 23.62 Spot Rate : 0.6500 Average : 0.5305 YTW SCENARIO |