| 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 | 0.2767 % | 2,446.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2767 % | 4,489.2 |
| Floater | 3.55 % | 3.58 % | 67,016 | 18.32 | 3 | 0.2767 % | 2,587.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1209 % | 3,700.0 |
| SplitShare | 4.77 % | 3.98 % | 40,023 | 3.50 | 8 | 0.1209 % | 4,418.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1209 % | 3,447.5 |
| Perpetual-Premium | 5.25 % | -6.03 % | 69,801 | 0.09 | 24 | 0.1663 % | 3,273.3 |
| Perpetual-Discount | 4.82 % | 4.86 % | 82,191 | 15.74 | 10 | 1.0411 % | 3,827.0 |
| FixedReset Disc | 4.32 % | 3.68 % | 176,360 | 17.74 | 47 | 0.3596 % | 2,698.7 |
| Insurance Straight | 4.94 % | 4.55 % | 104,922 | 0.65 | 22 | 0.3431 % | 3,682.9 |
| FloatingReset | 2.95 % | 3.34 % | 73,447 | 18.89 | 2 | 0.6723 % | 2,412.5 |
| FixedReset Prem | 4.89 % | 3.43 % | 221,281 | 1.44 | 29 | 0.1376 % | 2,736.2 |
| FixedReset Bank Non | 1.81 % | 2.38 % | 149,159 | 0.74 | 1 | 0.0804 % | 2,880.4 |
| FixedReset Ins Non | 4.26 % | 3.68 % | 152,574 | 17.69 | 21 | 0.4538 % | 2,843.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.C | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-03 Maturity Price : 14.05 Evaluated at bid price : 14.05 Bid-YTW : 4.20 % |
| PWF.PR.P | FixedReset Disc | -1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-03 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 4.05 % |
| SLF.PR.G | FixedReset Ins Non | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-03 Maturity Price : 15.01 Evaluated at bid price : 15.01 Bid-YTW : 3.76 % |
| MIC.PR.A | Perpetual-Premium | 1.00 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2030-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.21 Bid-YTW : 4.91 % |
| BAM.PF.B | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-03 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 4.39 % |
| TRP.PR.E | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-03 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 4.39 % |
| BIP.PR.A | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-03 Maturity Price : 22.72 Evaluated at bid price : 23.75 Bid-YTW : 4.59 % |
| IFC.PR.C | FixedReset Ins Non | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-03 Maturity Price : 22.93 Evaluated at bid price : 23.75 Bid-YTW : 3.75 % |
| BAM.PR.X | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-03 Maturity Price : 15.62 Evaluated at bid price : 15.62 Bid-YTW : 4.42 % |
| SLF.PR.I | FixedReset Ins Non | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-03 Maturity Price : 23.90 Evaluated at bid price : 24.50 Bid-YTW : 3.73 % |
| SLF.PR.J | FloatingReset | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-03 Maturity Price : 14.70 Evaluated at bid price : 14.70 Bid-YTW : 2.58 % |
| TD.PF.K | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-03 Maturity Price : 23.40 Evaluated at bid price : 24.80 Bid-YTW : 3.62 % |
| MFC.PR.Q | FixedReset Ins Non | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-03 Maturity Price : 23.36 Evaluated at bid price : 24.50 Bid-YTW : 3.64 % |
| BAM.PR.N | Perpetual-Discount | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-03 Maturity Price : 24.00 Evaluated at bid price : 24.25 Bid-YTW : 4.94 % |
| BAM.PF.F | FixedReset Disc | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-03 Maturity Price : 21.68 Evaluated at bid price : 21.95 Bid-YTW : 4.39 % |
| IFC.PR.I | Perpetual-Premium | 1.54 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.45 Bid-YTW : 4.62 % |
| BAM.PR.T | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-03 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 4.42 % |
| BAM.PF.C | Perpetual-Discount | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-03 Maturity Price : 24.25 Evaluated at bid price : 24.51 Bid-YTW : 4.99 % |
| BAM.PR.Z | FixedReset Disc | 2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-03 Maturity Price : 21.88 Evaluated at bid price : 22.43 Bid-YTW : 4.44 % |
| IFC.PR.A | FixedReset Ins Non | 2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-03 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 3.66 % |
| CIU.PR.A | Perpetual-Discount | 3.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-03 Maturity Price : 24.68 Evaluated at bid price : 24.94 Bid-YTW : 4.67 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PF.J | FixedReset Prem | 85,726 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.54 % |
| TD.PF.M | FixedReset Prem | 61,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.17 Bid-YTW : 3.60 % |
| NA.PR.A | FixedReset Prem | 42,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 25.23 Bid-YTW : 1.53 % |
| IAF.PR.G | FixedReset Ins Non | 33,621 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-03 Maturity Price : 24.35 Evaluated at bid price : 24.72 Bid-YTW : 3.83 % |
| NA.PR.S | FixedReset Disc | 32,565 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-03 Maturity Price : 22.62 Evaluated at bid price : 23.32 Bid-YTW : 3.63 % |
| BMO.PR.F | FixedReset Prem | 31,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 26.21 Bid-YTW : 3.33 % |
| There were 26 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: 25.50 – 26.30 Spot Rate : 0.8000 Average : 0.4576 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 18.35 – 19.25 Spot Rate : 0.9000 Average : 0.5627 YTW SCENARIO |
| MFC.PR.B | Insurance Straight | Quote: 24.92 – 26.00 Spot Rate : 1.0800 Average : 0.7467 YTW SCENARIO |
| BIP.PR.D | FixedReset Prem | Quote: 25.05 – 25.69 Spot Rate : 0.6400 Average : 0.4563 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 15.25 – 16.00 Spot Rate : 0.7500 Average : 0.5918 YTW SCENARIO |
| CCS.PR.C | Insurance Straight | Quote: 25.12 – 25.50 Spot Rate : 0.3800 Average : 0.2335 YTW SCENARIO |