| 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 | -1.6466 % | 2,540.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.6466 % | 4,661.3 |
| Floater | 3.42 % | 3.42 % | 77,691 | 18.68 | 3 | -1.6466 % | 2,686.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0483 % | 3,705.0 |
| SplitShare | 4.76 % | 4.04 % | 42,405 | 3.99 | 8 | 0.0483 % | 4,424.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0483 % | 3,452.2 |
| Perpetual-Premium | 5.24 % | -8.50 % | 70,643 | 0.09 | 24 | 0.0960 % | 3,278.8 |
| Perpetual-Discount | 4.80 % | 4.85 % | 102,201 | 15.72 | 10 | 0.1460 % | 3,847.6 |
| FixedReset Disc | 4.24 % | 3.61 % | 196,063 | 17.97 | 47 | 0.4180 % | 2,747.1 |
| Insurance Straight | 4.93 % | 4.52 % | 92,131 | 3.69 | 22 | 0.0036 % | 3,695.7 |
| FloatingReset | 2.84 % | 3.12 % | 70,807 | 19.39 | 2 | 1.4711 % | 2,500.3 |
| FixedReset Prem | 4.87 % | 3.35 % | 220,172 | 1.26 | 29 | 0.1248 % | 2,749.3 |
| FixedReset Bank Non | 1.81 % | 2.08 % | 139,538 | 0.72 | 1 | -0.0400 % | 2,887.3 |
| FixedReset Ins Non | 4.19 % | 3.54 % | 158,885 | 17.82 | 21 | 0.4886 % | 2,889.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.B | Floater | -4.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-10 Maturity Price : 12.32 Evaluated at bid price : 12.32 Bid-YTW : 3.51 % |
| TD.PF.B | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-10 Maturity Price : 22.59 Evaluated at bid price : 23.30 Bid-YTW : 3.43 % |
| TRP.PR.D | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-10 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 4.16 % |
| SLF.PR.J | FloatingReset | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-10 Maturity Price : 14.76 Evaluated at bid price : 14.76 Bid-YTW : 2.57 % |
| TD.PF.A | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-10 Maturity Price : 22.56 Evaluated at bid price : 23.30 Bid-YTW : 3.41 % |
| NA.PR.W | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-10 Maturity Price : 22.47 Evaluated at bid price : 23.19 Bid-YTW : 3.46 % |
| MFC.PR.F | FixedReset Ins Non | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-10 Maturity Price : 17.49 Evaluated at bid price : 17.49 Bid-YTW : 3.31 % |
| TRP.PR.E | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-10 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 4.16 % |
| MFC.PR.N | FixedReset Ins Non | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-10 Maturity Price : 22.55 Evaluated at bid price : 23.36 Bid-YTW : 3.48 % |
| BMO.PR.T | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-10 Maturity Price : 22.56 Evaluated at bid price : 23.27 Bid-YTW : 3.38 % |
| TRP.PR.F | FloatingReset | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-10 Maturity Price : 16.28 Evaluated at bid price : 16.28 Bid-YTW : 3.12 % |
| IFC.PR.I | Perpetual-Premium | 2.50 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.70 Bid-YTW : 4.49 % |
| CU.PR.C | FixedReset Disc | 2.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-10 Maturity Price : 22.00 Evaluated at bid price : 22.59 Bid-YTW : 3.59 % |
| GWO.PR.N | FixedReset Ins Non | 2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-10 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 3.32 % |
| SLF.PR.G | FixedReset Ins Non | 3.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-10 Maturity Price : 15.59 Evaluated at bid price : 15.59 Bid-YTW : 3.56 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.J | FixedReset Prem | 85,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-30 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 4.55 % |
| TD.PF.M | FixedReset Prem | 57,509 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.35 Bid-YTW : 3.39 % |
| BAM.PF.J | FixedReset Prem | 39,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 4.09 % |
| PWF.PR.S | Perpetual-Discount | 38,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-10 Maturity Price : 24.61 Evaluated at bid price : 24.90 Bid-YTW : 4.84 % |
| TRP.PR.E | FixedReset Disc | 31,101 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-10 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 4.16 % |
| TRP.PR.G | FixedReset Disc | 29,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-10 Maturity Price : 22.36 Evaluated at bid price : 23.10 Bid-YTW : 4.03 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BIP.PR.A | FixedReset Disc | Quote: 23.75 – 24.96 Spot Rate : 1.2100 Average : 0.7772 YTW SCENARIO |
| CU.PR.H | Perpetual-Premium | Quote: 25.80 – 26.92 Spot Rate : 1.1200 Average : 0.7452 YTW SCENARIO |
| BAM.PR.B | Floater | Quote: 12.32 – 13.14 Spot Rate : 0.8200 Average : 0.5392 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 22.35 – 23.00 Spot Rate : 0.6500 Average : 0.4360 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 20.12 – 20.75 Spot Rate : 0.6300 Average : 0.4430 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 24.19 – 24.85 Spot Rate : 0.6600 Average : 0.4863 YTW SCENARIO |