| 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 | 0.7393 % | 2,483.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7393 % | 4,557.3 |
| Floater | 3.50 % | 3.53 % | 71,569 | 18.44 | 3 | 0.7393 % | 2,626.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,704.4 |
| SplitShare | 4.77 % | 4.02 % | 42,706 | 4.01 | 8 | 0.0000 % | 4,423.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0000 % | 3,451.7 |
| Perpetual-Premium | 5.24 % | -7.53 % | 71,170 | 0.09 | 24 | -0.0406 % | 3,275.9 |
| Perpetual-Discount | 4.82 % | 4.88 % | 108,433 | 15.66 | 10 | 0.1346 % | 3,827.3 |
| FixedReset Disc | 4.27 % | 3.65 % | 170,455 | 17.83 | 47 | 0.7311 % | 2,732.5 |
| Insurance Straight | 4.94 % | 4.55 % | 100,592 | 3.71 | 22 | -0.0539 % | 3,686.0 |
| FloatingReset | 2.90 % | 3.25 % | 70,610 | 19.08 | 2 | 1.1651 % | 2,447.9 |
| FixedReset Prem | 4.88 % | 3.33 % | 231,085 | 1.27 | 29 | 0.1156 % | 2,745.3 |
| FixedReset Bank Non | 1.81 % | 2.01 % | 147,096 | 0.31 | 1 | 0.0401 % | 2,887.3 |
| FixedReset Ins Non | 4.22 % | 3.60 % | 155,598 | 17.75 | 21 | 0.6372 % | 2,872.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CM.PR.Q | FixedReset Disc | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 22.69 Evaluated at bid price : 23.70 Bid-YTW : 3.74 % |
| GWO.PR.N | FixedReset Ins Non | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 15.27 Evaluated at bid price : 15.27 Bid-YTW : 3.50 % |
| BAM.PF.F | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 22.14 Evaluated at bid price : 22.60 Bid-YTW : 4.25 % |
| CU.PR.F | Perpetual-Discount | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 23.75 Evaluated at bid price : 24.00 Bid-YTW : 4.68 % |
| MFC.PR.L | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 22.01 Evaluated at bid price : 22.37 Bid-YTW : 3.59 % |
| RY.PR.M | FixedReset Disc | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 22.78 Evaluated at bid price : 23.93 Bid-YTW : 3.50 % |
| IFC.PR.I | Perpetual-Premium | 1.41 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.67 Bid-YTW : 4.50 % |
| NA.PR.S | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 22.68 Evaluated at bid price : 23.43 Bid-YTW : 3.61 % |
| MFC.PR.N | FixedReset Ins Non | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 22.43 Evaluated at bid price : 23.14 Bid-YTW : 3.56 % |
| BAM.PF.A | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 23.07 Evaluated at bid price : 24.00 Bid-YTW : 4.13 % |
| BAM.PF.E | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 20.21 Evaluated at bid price : 20.21 Bid-YTW : 4.38 % |
| TD.PF.E | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 22.98 Evaluated at bid price : 24.40 Bid-YTW : 3.68 % |
| BAM.PR.C | Floater | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 12.30 Evaluated at bid price : 12.30 Bid-YTW : 3.51 % |
| BAM.PR.Z | FixedReset Disc | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 22.88 Evaluated at bid price : 23.28 Bid-YTW : 4.28 % |
| BAM.PF.B | FixedReset Disc | 1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 21.53 Evaluated at bid price : 21.91 Bid-YTW : 4.25 % |
| BAM.PF.G | FixedReset Disc | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 21.60 Evaluated at bid price : 21.90 Bid-YTW : 4.20 % |
| IAF.PR.G | FixedReset Ins Non | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 24.57 Evaluated at bid price : 24.90 Bid-YTW : 3.81 % |
| TRP.PR.A | FixedReset Disc | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 4.30 % |
| TRP.PR.G | FixedReset Disc | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 22.23 Evaluated at bid price : 22.88 Bid-YTW : 4.12 % |
| TRP.PR.F | FloatingReset | 1.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 15.64 Evaluated at bid price : 15.64 Bid-YTW : 3.25 % |
| MFC.PR.M | FixedReset Ins Non | 2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 22.65 Evaluated at bid price : 23.50 Bid-YTW : 3.57 % |
| BAM.PR.T | FixedReset Disc | 2.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 19.16 Evaluated at bid price : 19.16 Bid-YTW : 4.29 % |
| CU.PR.I | FixedReset Prem | 2.26 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.50 Bid-YTW : 3.02 % |
| TRP.PR.B | FixedReset Disc | 2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 13.33 Evaluated at bid price : 13.33 Bid-YTW : 3.98 % |
| MFC.PR.F | FixedReset Ins Non | 2.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 17.27 Evaluated at bid price : 17.27 Bid-YTW : 3.42 % |
| BAM.PR.X | FixedReset Disc | 3.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 4.22 % |
| CU.PR.C | FixedReset Disc | 6.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 22.13 Evaluated at bid price : 22.82 Bid-YTW : 3.60 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.J | FixedReset Prem | 150,548 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 4.13 % |
| TRP.PR.K | FixedReset Prem | 124,865 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 3.12 % |
| RY.PR.S | FixedReset Disc | 64,840 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 23.35 Evaluated at bid price : 24.83 Bid-YTW : 3.42 % |
| RY.PR.J | FixedReset Disc | 57,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 22.98 Evaluated at bid price : 24.30 Bid-YTW : 3.58 % |
| BAM.PF.A | FixedReset Disc | 49,305 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-05 Maturity Price : 23.07 Evaluated at bid price : 24.00 Bid-YTW : 4.13 % |
| TD.PF.I | FixedReset Prem | 38,305 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 3.73 % |
| There were 37 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.K | Floater | Quote: 12.24 – 13.24 Spot Rate : 1.0000 Average : 0.5670 YTW SCENARIO |
| IFC.PR.G | FixedReset Ins Non | Quote: 23.93 – 24.92 Spot Rate : 0.9900 Average : 0.6822 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 15.06 – 15.80 Spot Rate : 0.7400 Average : 0.4996 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 23.70 – 24.38 Spot Rate : 0.6800 Average : 0.4563 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 14.05 – 14.77 Spot Rate : 0.7200 Average : 0.5099 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 15.27 – 16.00 Spot Rate : 0.7300 Average : 0.5292 YTW SCENARIO |