| 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 | 0.6158 % | 2,536.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6158 % | 4,655.2 |
| Floater | 3.42 % | 3.44 % | 74,237 | 18.61 | 3 | 0.6158 % | 2,682.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0820 % | 3,708.0 |
| SplitShare | 4.76 % | 3.94 % | 36,371 | 3.47 | 8 | 0.0820 % | 4,428.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0820 % | 3,455.0 |
| Perpetual-Premium | 5.25 % | -8.90 % | 70,316 | 0.09 | 24 | -0.2030 % | 3,274.6 |
| Perpetual-Discount | 4.80 % | 4.86 % | 100,246 | 15.69 | 10 | -0.0527 % | 3,844.8 |
| FixedReset Disc | 4.26 % | 3.63 % | 204,366 | 17.92 | 47 | -0.1033 % | 2,738.5 |
| Insurance Straight | 4.93 % | 4.54 % | 86,416 | 3.68 | 22 | 0.0287 % | 3,693.4 |
| FloatingReset | 2.85 % | 3.10 % | 66,940 | 19.44 | 2 | 1.0427 % | 2,497.8 |
| FixedReset Prem | 4.88 % | 3.36 % | 215,000 | 1.25 | 29 | 0.1156 % | 2,744.8 |
| FixedReset Bank Non | 1.80 % | 1.46 % | 131,118 | 0.28 | 1 | 0.2405 % | 2,893.1 |
| FixedReset Ins Non | 4.21 % | 3.57 % | 162,881 | 17.77 | 21 | 0.1275 % | 2,874.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.A | FixedReset Disc | -3.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-13 Maturity Price : 17.31 Evaluated at bid price : 17.31 Bid-YTW : 4.30 % |
| SLF.PR.H | FixedReset Ins Non | -2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-13 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 3.65 % |
| PWF.PR.P | FixedReset Disc | -2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-13 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 3.94 % |
| IFC.PR.I | Perpetual-Premium | -1.85 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.50 Bid-YTW : 4.61 % |
| RY.PR.M | FixedReset Disc | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-13 Maturity Price : 22.57 Evaluated at bid price : 23.50 Bid-YTW : 3.54 % |
| TD.PF.A | FixedReset Disc | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-13 Maturity Price : 22.37 Evaluated at bid price : 22.97 Bid-YTW : 3.47 % |
| TD.PF.E | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-13 Maturity Price : 22.81 Evaluated at bid price : 24.00 Bid-YTW : 3.72 % |
| BNS.PR.I | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-13 Maturity Price : 23.37 Evaluated at bid price : 24.83 Bid-YTW : 3.44 % |
| POW.PR.C | Perpetual-Premium | -1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-12 Maturity Price : 25.00 Evaluated at bid price : 25.54 Bid-YTW : -14.32 % |
| MFC.PR.J | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-13 Maturity Price : 23.51 Evaluated at bid price : 24.70 Bid-YTW : 3.61 % |
| PWF.PR.T | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-13 Maturity Price : 22.36 Evaluated at bid price : 22.83 Bid-YTW : 3.70 % |
| GWO.PR.N | FixedReset Ins Non | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-13 Maturity Price : 15.62 Evaluated at bid price : 15.62 Bid-YTW : 3.36 % |
| BAM.PR.B | Floater | 2.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-13 Maturity Price : 12.45 Evaluated at bid price : 12.45 Bid-YTW : 3.47 % |
| IFC.PR.A | FixedReset Ins Non | 2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-13 Maturity Price : 19.32 Evaluated at bid price : 19.32 Bid-YTW : 3.50 % |
| TRP.PR.F | FloatingReset | 2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-13 Maturity Price : 16.41 Evaluated at bid price : 16.41 Bid-YTW : 3.10 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.S | Perpetual-Discount | 280,051 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-13 Maturity Price : 24.62 Evaluated at bid price : 24.91 Bid-YTW : 4.84 % |
| TD.PF.D | FixedReset Disc | 188,089 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-13 Maturity Price : 22.84 Evaluated at bid price : 24.00 Bid-YTW : 3.65 % |
| CM.PR.T | FixedReset Prem | 56,279 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.09 Bid-YTW : 3.73 % |
| BAM.PF.G | FixedReset Disc | 49,661 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-13 Maturity Price : 21.52 Evaluated at bid price : 21.52 Bid-YTW : 4.26 % |
| SLF.PR.A | Insurance Straight | 48,782 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-12 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : -0.45 % |
| CM.PR.S | FixedReset Disc | 41,812 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-13 Maturity Price : 23.46 Evaluated at bid price : 24.50 Bid-YTW : 3.45 % |
| There were 29 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.H | FixedReset Ins Non | Quote: 21.10 – 22.00 Spot Rate : 0.9000 Average : 0.5470 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 17.31 – 18.08 Spot Rate : 0.7700 Average : 0.4933 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 24.00 – 24.70 Spot Rate : 0.7000 Average : 0.4406 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 23.50 – 24.00 Spot Rate : 0.5000 Average : 0.3173 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 22.83 – 23.99 Spot Rate : 1.1600 Average : 1.0040 YTW SCENARIO |
| TD.PF.A | FixedReset Disc | Quote: 22.97 – 23.53 Spot Rate : 0.5600 Average : 0.4077 YTW SCENARIO |