| 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 | 1.0832 % | 2,582.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.0832 % | 4,739.4 |
| Floater | 3.36 % | 3.41 % | 77,327 | 18.71 | 3 | 1.0832 % | 2,731.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0482 % | 3,703.2 |
| SplitShare | 4.77 % | 3.94 % | 39,403 | 3.49 | 8 | -0.0482 % | 4,422.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0482 % | 3,450.5 |
| Perpetual-Premium | 5.25 % | -14.89 % | 71,630 | 0.09 | 24 | 0.0309 % | 3,275.6 |
| Perpetual-Discount | 4.80 % | 4.88 % | 103,543 | 15.65 | 10 | 0.1951 % | 3,841.9 |
| FixedReset Disc | 4.26 % | 3.66 % | 187,985 | 17.89 | 47 | 0.0504 % | 2,735.7 |
| Insurance Straight | 4.93 % | 4.52 % | 95,441 | 3.70 | 22 | 0.2157 % | 3,695.5 |
| FloatingReset | 2.88 % | 3.18 % | 71,377 | 19.25 | 2 | 0.2951 % | 2,464.0 |
| FixedReset Prem | 4.87 % | 3.49 % | 222,779 | 1.26 | 29 | 0.1223 % | 2,745.9 |
| FixedReset Bank Non | 1.81 % | 1.91 % | 140,700 | 0.30 | 1 | 0.0000 % | 2,888.5 |
| FixedReset Ins Non | 4.21 % | 3.61 % | 160,000 | 17.72 | 21 | 0.1212 % | 2,875.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.G | FixedReset Ins Non | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-07 Maturity Price : 15.00 Evaluated at bid price : 15.00 Bid-YTW : 3.76 % |
| BNS.PR.I | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-07 Maturity Price : 23.45 Evaluated at bid price : 25.05 Bid-YTW : 3.44 % |
| MFC.PR.J | FixedReset Ins Non | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-07 Maturity Price : 23.59 Evaluated at bid price : 24.92 Bid-YTW : 3.61 % |
| BAM.PR.X | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-07 Maturity Price : 16.48 Evaluated at bid price : 16.48 Bid-YTW : 4.19 % |
| CU.PR.I | FixedReset Prem | 1.34 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.50 Bid-YTW : 3.03 % |
| TRP.PR.D | FixedReset Disc | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-07 Maturity Price : 20.08 Evaluated at bid price : 20.08 Bid-YTW : 4.26 % |
| BAM.PR.T | FixedReset Disc | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-07 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 4.24 % |
| BAM.PR.C | Floater | 1.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-07 Maturity Price : 12.63 Evaluated at bid price : 12.63 Bid-YTW : 3.42 % |
| BIP.PR.B | FixedReset Prem | 2.09 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 27.31 Bid-YTW : 3.49 % |
| SLF.PR.H | FixedReset Ins Non | 2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-07 Maturity Price : 21.58 Evaluated at bid price : 21.58 Bid-YTW : 3.62 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.J | FixedReset Prem | 102,774 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : 4.01 % |
| CM.PR.Y | FixedReset Prem | 82,011 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.25 Bid-YTW : 3.56 % |
| BAM.PR.R | FixedReset Disc | 64,825 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-07 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 4.29 % |
| BNS.PR.H | FixedReset Prem | 60,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.65 Bid-YTW : 1.41 % |
| POW.PR.D | Perpetual-Premium | 52,873 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-06 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : -14.89 % |
| SLF.PR.D | Insurance Straight | 50,065 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-07 Maturity Price : 24.55 Evaluated at bid price : 24.80 Bid-YTW : 4.52 % |
| There were 23 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: 12.68 – 25.00 Spot Rate : 12.3200 Average : 6.6472 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 15.99 – 17.50 Spot Rate : 1.5100 Average : 0.9256 YTW SCENARIO |
| BIP.PR.D | FixedReset Prem | Quote: 25.25 – 26.00 Spot Rate : 0.7500 Average : 0.5034 YTW SCENARIO |
| BIK.PR.A | FixedReset Prem | Quote: 26.26 – 26.80 Spot Rate : 0.5400 Average : 0.3801 YTW SCENARIO |
| TD.PF.A | FixedReset Disc | Quote: 23.03 – 23.50 Spot Rate : 0.4700 Average : 0.3157 YTW SCENARIO |
| CM.PR.Y | FixedReset Prem | Quote: 26.25 – 26.80 Spot Rate : 0.5500 Average : 0.4080 YTW SCENARIO |