| 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 | -1.1959 % | 2,509.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.1959 % | 4,605.6 |
| Floater | 3.46 % | 3.50 % | 77,085 | 18.49 | 3 | -1.1959 % | 2,654.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0434 % | 3,706.6 |
| SplitShare | 4.76 % | 3.90 % | 37,689 | 3.48 | 8 | 0.0434 % | 4,426.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0434 % | 3,453.7 |
| Perpetual-Premium | 5.25 % | -13.67 % | 68,828 | 0.09 | 24 | -0.1170 % | 3,274.9 |
| Perpetual-Discount | 4.81 % | 4.85 % | 102,325 | 15.70 | 10 | -0.2147 % | 3,839.3 |
| FixedReset Disc | 4.25 % | 3.62 % | 196,859 | 18.00 | 47 | -0.1429 % | 2,743.2 |
| Insurance Straight | 4.93 % | 4.55 % | 90,865 | 3.70 | 22 | -0.0287 % | 3,694.6 |
| FloatingReset | 2.88 % | 3.18 % | 70,117 | 19.24 | 2 | -1.3531 % | 2,466.4 |
| FixedReset Prem | 4.87 % | 3.41 % | 219,754 | 1.25 | 29 | -0.0831 % | 2,747.1 |
| FixedReset Bank Non | 1.81 % | 2.31 % | 134,238 | 0.72 | 1 | -0.1603 % | 2,882.7 |
| FixedReset Ins Non | 4.20 % | 3.57 % | 158,746 | 17.79 | 21 | -0.2202 % | 2,882.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -3.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-11 Maturity Price : 12.25 Evaluated at bid price : 12.25 Bid-YTW : 3.53 % |
| CIU.PR.A | Perpetual-Discount | -2.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-11 Maturity Price : 23.69 Evaluated at bid price : 24.00 Bid-YTW : 4.78 % |
| CU.PR.C | FixedReset Disc | -2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-11 Maturity Price : 21.62 Evaluated at bid price : 22.01 Bid-YTW : 3.70 % |
| IFC.PR.I | Perpetual-Premium | -2.43 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.05 Bid-YTW : 4.88 % |
| TRP.PR.C | FixedReset Disc | -2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-11 Maturity Price : 14.23 Evaluated at bid price : 14.23 Bid-YTW : 4.08 % |
| BIP.PR.B | FixedReset Prem | -2.02 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.72 Bid-YTW : 4.03 % |
| TRP.PR.B | FixedReset Disc | -1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-11 Maturity Price : 13.28 Evaluated at bid price : 13.28 Bid-YTW : 3.93 % |
| TRP.PR.F | FloatingReset | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-11 Maturity Price : 15.99 Evaluated at bid price : 15.99 Bid-YTW : 3.18 % |
| IFC.PR.A | FixedReset Ins Non | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-11 Maturity Price : 18.92 Evaluated at bid price : 18.92 Bid-YTW : 3.57 % |
| BMO.PR.T | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-11 Maturity Price : 22.41 Evaluated at bid price : 23.00 Bid-YTW : 3.43 % |
| SLF.PR.G | FixedReset Ins Non | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-11 Maturity Price : 15.41 Evaluated at bid price : 15.41 Bid-YTW : 3.60 % |
| PWF.PR.T | FixedReset Disc | 2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-11 Maturity Price : 22.38 Evaluated at bid price : 22.85 Bid-YTW : 3.69 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.H | FixedReset Prem | 225,230 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.62 Bid-YTW : 1.60 % |
| NA.PR.S | FixedReset Disc | 127,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-11 Maturity Price : 22.72 Evaluated at bid price : 23.50 Bid-YTW : 3.56 % |
| POW.PR.D | Perpetual-Premium | 75,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-10 Maturity Price : 25.00 Evaluated at bid price : 25.51 Bid-YTW : -14.72 % |
| CM.PR.T | FixedReset Prem | 70,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.08 Bid-YTW : 3.74 % |
| TD.PF.L | FixedReset Prem | 47,407 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.33 Bid-YTW : 3.38 % |
| CM.PR.S | FixedReset Disc | 42,160 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-11 Maturity Price : 24.14 Evaluated at bid price : 24.45 Bid-YTW : 3.51 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.F | FixedReset Ins Non | Quote: 17.48 – 23.00 Spot Rate : 5.5200 Average : 2.9485 YTW SCENARIO |
| PWF.PR.E | Perpetual-Premium | Quote: 25.60 – 26.30 Spot Rate : 0.7000 Average : 0.3972 YTW SCENARIO |
| CIU.PR.A | Perpetual-Discount | Quote: 24.00 – 24.82 Spot Rate : 0.8200 Average : 0.5644 YTW SCENARIO |
| CU.PR.H | Perpetual-Premium | Quote: 25.66 – 26.92 Spot Rate : 1.2600 Average : 1.0144 YTW SCENARIO |
| BIP.PR.B | FixedReset Prem | Quote: 26.72 – 27.45 Spot Rate : 0.7300 Average : 0.5073 YTW SCENARIO |
| GWO.PR.H | Insurance Straight | Quote: 25.06 – 25.57 Spot Rate : 0.5100 Average : 0.3096 YTW SCENARIO |