| 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 | 0.0994 % | 2,446.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0994 % | 4,489.3 |
| Floater | 3.41 % | 3.48 % | 57,652 | 18.59 | 4 | 0.0994 % | 2,587.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0435 % | 3,695.9 |
| SplitShare | 4.78 % | 3.90 % | 37,299 | 3.56 | 8 | -0.0435 % | 4,413.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0435 % | 3,443.8 |
| Perpetual-Premium | 5.29 % | -5.92 % | 71,798 | 0.09 | 23 | 0.0972 % | 3,259.6 |
| Perpetual-Discount | 4.90 % | 4.96 % | 81,418 | 15.57 | 11 | 0.3388 % | 3,765.2 |
| FixedReset Disc | 4.37 % | 3.80 % | 185,456 | 17.58 | 48 | -0.0038 % | 2,649.8 |
| Insurance Straight | 4.97 % | 4.45 % | 92,330 | 3.77 | 22 | 0.1813 % | 3,661.9 |
| FloatingReset | 2.84 % | 3.16 % | 68,594 | 19.35 | 2 | 0.9192 % | 2,476.1 |
| FixedReset Prem | 5.01 % | 3.74 % | 238,860 | 1.09 | 30 | 0.0799 % | 2,726.5 |
| FixedReset Bank Non | 1.81 % | 2.35 % | 171,748 | 0.79 | 1 | 0.0400 % | 2,890.8 |
| FixedReset Ins Non | 4.38 % | 3.80 % | 145,692 | 17.49 | 22 | 0.3030 % | 2,810.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.J | FixedReset Disc | -3.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-13 Maturity Price : 22.61 Evaluated at bid price : 23.50 Bid-YTW : 3.80 % |
| CM.PR.Q | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-13 Maturity Price : 22.45 Evaluated at bid price : 23.24 Bid-YTW : 3.84 % |
| BAM.PF.C | Perpetual-Discount | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-13 Maturity Price : 23.79 Evaluated at bid price : 24.10 Bid-YTW : 5.06 % |
| BAM.PR.T | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-13 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 4.59 % |
| SLF.PR.H | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-13 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 3.75 % |
| SLF.PR.J | FloatingReset | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-13 Maturity Price : 14.83 Evaluated at bid price : 14.83 Bid-YTW : 2.52 % |
| MFC.PR.N | FixedReset Ins Non | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-13 Maturity Price : 22.23 Evaluated at bid price : 22.80 Bid-YTW : 3.65 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.H | FixedReset Disc | 110,375 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-13 Maturity Price : 22.43 Evaluated at bid price : 23.06 Bid-YTW : 3.56 % |
| MFC.PR.R | FixedReset Ins Non | 108,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 3.24 % |
| TRP.PR.K | FixedReset Prem | 93,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 3.85 % |
| RY.PR.J | FixedReset Disc | 72,386 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-13 Maturity Price : 22.61 Evaluated at bid price : 23.50 Bid-YTW : 3.80 % |
| TRP.PR.J | FixedReset Prem | 72,080 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.27 Bid-YTW : 2.57 % |
| MFC.PR.H | FixedReset Ins Non | 50,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-13 Maturity Price : 24.59 Evaluated at bid price : 24.95 Bid-YTW : 4.12 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.R | FixedReset Disc | Quote: 17.77 – 19.25 Spot Rate : 1.4800 Average : 1.0205 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 23.50 – 24.10 Spot Rate : 0.6000 Average : 0.4259 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 23.50 – 24.00 Spot Rate : 0.5000 Average : 0.3689 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 22.30 – 22.67 Spot Rate : 0.3700 Average : 0.2469 YTW SCENARIO |
| PWF.PR.A | Floater | Quote: 13.76 – 14.30 Spot Rate : 0.5400 Average : 0.4195 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 22.48 – 22.84 Spot Rate : 0.3600 Average : 0.2505 YTW SCENARIO |