| 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 | -1.8422 % | 2,382.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.8422 % | 4,372.4 |
| Floater | 3.50 % | 3.67 % | 61,499 | 18.15 | 4 | -1.8422 % | 2,519.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0121 % | 3,697.6 |
| SplitShare | 4.77 % | 3.99 % | 35,292 | 3.53 | 8 | -0.0121 % | 4,415.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0121 % | 3,445.4 |
| Perpetual-Premium | 5.29 % | -5.81 % | 70,375 | 0.09 | 23 | -0.0784 % | 3,257.3 |
| Perpetual-Discount | 4.90 % | 4.94 % | 79,252 | 15.54 | 11 | -0.0562 % | 3,766.8 |
| FixedReset Disc | 4.36 % | 3.75 % | 169,511 | 17.61 | 48 | 0.1225 % | 2,654.6 |
| Insurance Straight | 4.97 % | 4.64 % | 106,821 | 3.94 | 22 | -0.0109 % | 3,659.1 |
| FloatingReset | 2.86 % | 3.24 % | 74,405 | 19.13 | 2 | 0.0978 % | 2,473.7 |
| FixedReset Prem | 5.00 % | 3.64 % | 229,957 | 1.52 | 30 | 0.0261 % | 2,730.7 |
| FixedReset Bank Non | 1.80 % | 2.37 % | 177,636 | 0.77 | 1 | 0.0000 % | 2,892.0 |
| FixedReset Ins Non | 4.31 % | 3.81 % | 150,714 | 17.46 | 21 | 0.5650 % | 2,809.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.B | Floater | -3.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-21 Maturity Price : 11.75 Evaluated at bid price : 11.75 Bid-YTW : 3.67 % |
| BAM.PR.K | Floater | -2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-21 Maturity Price : 11.64 Evaluated at bid price : 11.64 Bid-YTW : 3.71 % |
| BAM.PR.C | Floater | -2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-21 Maturity Price : 11.77 Evaluated at bid price : 11.77 Bid-YTW : 3.67 % |
| IFC.PR.A | FixedReset Ins Non | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-21 Maturity Price : 17.90 Evaluated at bid price : 17.90 Bid-YTW : 3.87 % |
| BMO.PR.W | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-21 Maturity Price : 22.09 Evaluated at bid price : 22.55 Bid-YTW : 3.67 % |
| CU.PR.I | FixedReset Prem | -1.26 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.82 Bid-YTW : 3.88 % |
| PWF.PR.T | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-21 Maturity Price : 21.25 Evaluated at bid price : 21.53 Bid-YTW : 4.02 % |
| BIP.PR.A | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-21 Maturity Price : 22.59 Evaluated at bid price : 23.48 Bid-YTW : 4.67 % |
| MFC.PR.L | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-21 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 3.70 % |
| IFC.PR.G | FixedReset Ins Non | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-21 Maturity Price : 23.26 Evaluated at bid price : 23.57 Bid-YTW : 3.89 % |
| TRP.PR.A | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-21 Maturity Price : 16.85 Evaluated at bid price : 16.85 Bid-YTW : 4.50 % |
| IFC.PR.I | Perpetual-Premium | 1.45 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.60 Bid-YTW : 4.51 % |
| BAM.PR.X | FixedReset Disc | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-21 Maturity Price : 15.53 Evaluated at bid price : 15.53 Bid-YTW : 4.48 % |
| TRP.PR.B | FixedReset Disc | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-21 Maturity Price : 12.89 Evaluated at bid price : 12.89 Bid-YTW : 4.15 % |
| MFC.PR.Q | FixedReset Ins Non | 2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-21 Maturity Price : 23.10 Evaluated at bid price : 23.95 Bid-YTW : 3.77 % |
| TRP.PR.C | FixedReset Disc | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-21 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 4.24 % |
| GWO.PR.N | FixedReset Ins Non | 12.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-21 Maturity Price : 15.02 Evaluated at bid price : 15.02 Bid-YTW : 3.59 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.X | FixedReset Disc | 231,496 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-21 Maturity Price : 15.53 Evaluated at bid price : 15.53 Bid-YTW : 4.48 % |
| W.PR.M | FixedReset Prem | 183,566 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 2.81 % |
| PWF.PR.P | FixedReset Disc | 179,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-21 Maturity Price : 15.07 Evaluated at bid price : 15.07 Bid-YTW : 4.03 % |
| TRP.PR.K | FixedReset Prem | 171,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 3.93 % |
| CU.PR.C | FixedReset Disc | 137,878 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-04-21 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 4.12 % |
| TD.PF.H | FixedReset Prem | 123,071 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.33 Bid-YTW : 2.10 % |
| BAM.PF.J | FixedReset Prem | 111,866 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : 4.53 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.C | FixedReset Disc | Quote: 14.00 – 14.99 Spot Rate : 0.9900 Average : 0.6339 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 17.90 – 18.75 Spot Rate : 0.8500 Average : 0.6171 YTW SCENARIO |
| BMO.PR.W | FixedReset Disc | Quote: 22.55 – 23.05 Spot Rate : 0.5000 Average : 0.3131 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 11.64 – 12.26 Spot Rate : 0.6200 Average : 0.4440 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 15.07 – 15.60 Spot Rate : 0.5300 Average : 0.3678 YTW SCENARIO |
| BAM.PR.C | Floater | Quote: 11.77 – 12.39 Spot Rate : 0.6200 Average : 0.4844 YTW SCENARIO |