| 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 | 0.7726 % | 2,465.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7726 % | 4,523.8 |
| Floater | 3.52 % | 3.57 % | 70,704 | 18.35 | 3 | 0.7726 % | 2,607.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1208 % | 3,704.4 |
| SplitShare | 4.77 % | 3.98 % | 39,536 | 3.50 | 8 | 0.1208 % | 4,423.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1208 % | 3,451.7 |
| Perpetual-Premium | 5.24 % | -9.72 % | 71,149 | 0.09 | 24 | 0.1221 % | 3,277.3 |
| Perpetual-Discount | 4.83 % | 4.91 % | 83,825 | 15.62 | 10 | -0.1262 % | 3,822.2 |
| FixedReset Disc | 4.30 % | 3.68 % | 171,709 | 17.80 | 47 | 0.5172 % | 2,712.7 |
| Insurance Straight | 4.94 % | 4.54 % | 104,327 | 0.64 | 22 | 0.1368 % | 3,688.0 |
| FloatingReset | 2.94 % | 3.32 % | 70,823 | 18.93 | 2 | 0.3005 % | 2,419.7 |
| FixedReset Prem | 4.88 % | 3.41 % | 220,534 | 1.27 | 29 | 0.2169 % | 2,742.1 |
| FixedReset Bank Non | 1.81 % | 2.12 % | 149,275 | 0.74 | 1 | 0.2008 % | 2,886.2 |
| FixedReset Ins Non | 4.24 % | 3.66 % | 155,436 | 17.68 | 21 | 0.3863 % | 2,854.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.F | Perpetual-Discount | -1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 23.76 Evaluated at bid price : 24.01 Bid-YTW : 4.75 % |
| IAF.PR.G | FixedReset Ins Non | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 24.02 Evaluated at bid price : 24.45 Bid-YTW : 3.87 % |
| IFC.PR.C | FixedReset Ins Non | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 23.17 Evaluated at bid price : 24.00 Bid-YTW : 3.71 % |
| RY.PR.S | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 23.36 Evaluated at bid price : 24.86 Bid-YTW : 3.41 % |
| IFC.PR.F | Insurance Straight | 1.12 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-09-30 Maturity Price : 25.25 Evaluated at bid price : 26.10 Bid-YTW : 4.55 % |
| PWF.PR.T | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 21.96 Evaluated at bid price : 22.25 Bid-YTW : 3.86 % |
| TRP.PR.D | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 19.55 Evaluated at bid price : 19.55 Bid-YTW : 4.38 % |
| BIP.PR.D | FixedReset Prem | 1.20 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 3.98 % |
| BAM.PR.B | Floater | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 12.30 Evaluated at bid price : 12.30 Bid-YTW : 3.51 % |
| RY.PR.J | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 22.98 Evaluated at bid price : 24.30 Bid-YTW : 3.58 % |
| TRP.PR.G | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 21.96 Evaluated at bid price : 22.45 Bid-YTW : 4.21 % |
| BAM.PF.E | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 19.89 Evaluated at bid price : 19.89 Bid-YTW : 4.45 % |
| SLF.PR.G | FixedReset Ins Non | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 15.23 Evaluated at bid price : 15.23 Bid-YTW : 3.70 % |
| BAM.PR.X | FixedReset Disc | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 15.85 Evaluated at bid price : 15.85 Bid-YTW : 4.35 % |
| BAM.PF.G | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 21.52 Evaluated at bid price : 21.52 Bid-YTW : 4.30 % |
| PWF.PR.P | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 15.13 Evaluated at bid price : 15.13 Bid-YTW : 3.99 % |
| CM.PR.Q | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 22.88 Evaluated at bid price : 24.10 Bid-YTW : 3.66 % |
| BAM.PF.F | FixedReset Disc | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 21.97 Evaluated at bid price : 22.35 Bid-YTW : 4.31 % |
| BIP.PR.B | FixedReset Prem | 1.95 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.65 Bid-YTW : 4.08 % |
| BAM.PR.Z | FixedReset Disc | 2.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 22.52 Evaluated at bid price : 22.90 Bid-YTW : 4.36 % |
| IFC.PR.A | FixedReset Ins Non | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 3.58 % |
| BAM.PR.R | FixedReset Disc | 2.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 18.80 Evaluated at bid price : 18.80 Bid-YTW : 4.34 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.M | FixedReset Prem | 136,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.35 Bid-YTW : 3.37 % |
| BMO.PR.F | FixedReset Prem | 97,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : 3.28 % |
| BMO.PR.C | FixedReset Prem | 91,050 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 3.08 % |
| MFC.PR.J | FixedReset Ins Non | 79,830 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 23.42 Evaluated at bid price : 24.51 Bid-YTW : 3.69 % |
| PWF.PR.P | FixedReset Disc | 61,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 15.13 Evaluated at bid price : 15.13 Bid-YTW : 3.99 % |
| MFC.PR.L | FixedReset Ins Non | 51,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-04 Maturity Price : 21.82 Evaluated at bid price : 22.10 Bid-YTW : 3.64 % |
| There were 38 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IAF.PR.I | FixedReset Ins Non | Quote: 25.01 – 26.01 Spot Rate : 1.0000 Average : 0.5918 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 22.95 – 24.00 Spot Rate : 1.0500 Average : 0.6526 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 24.01 – 24.75 Spot Rate : 0.7400 Average : 0.5422 YTW SCENARIO |
| IAF.PR.G | FixedReset Ins Non | Quote: 24.45 – 24.99 Spot Rate : 0.5400 Average : 0.3596 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 21.20 – 21.70 Spot Rate : 0.5000 Average : 0.3440 YTW SCENARIO |
| NA.PR.C | FixedReset Prem | Quote: 25.32 – 25.80 Spot Rate : 0.4800 Average : 0.3291 YTW SCENARIO |