| 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 | 0.4214 % | 2,574.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4214 % | 4,723.3 |
| Floater | 3.37 % | 3.41 % | 73,818 | 18.69 | 3 | 0.4214 % | 2,722.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0651 % | 3,708.1 |
| SplitShare | 4.76 % | 4.00 % | 35,383 | 3.46 | 8 | 0.0651 % | 4,428.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0651 % | 3,455.1 |
| Perpetual-Premium | 5.24 % | -11.05 % | 68,125 | 0.09 | 24 | 0.0439 % | 3,280.3 |
| Perpetual-Discount | 4.80 % | 4.86 % | 99,180 | 15.66 | 10 | 0.0608 % | 3,846.2 |
| FixedReset Disc | 4.25 % | 3.67 % | 203,416 | 17.80 | 47 | 0.3036 % | 2,747.6 |
| Insurance Straight | 4.92 % | 4.24 % | 81,928 | 0.12 | 22 | 0.1238 % | 3,697.9 |
| FloatingReset | 2.83 % | 3.03 % | 63,866 | 19.60 | 2 | 0.9106 % | 2,499.5 |
| FixedReset Prem | 4.88 % | 3.38 % | 208,913 | 1.24 | 29 | 0.0430 % | 2,742.4 |
| FixedReset Bank Non | 1.81 % | 2.23 % | 128,074 | 0.70 | 1 | -0.2000 % | 2,886.2 |
| FixedReset Ins Non | 4.23 % | 3.57 % | 151,452 | 17.84 | 21 | -0.1362 % | 2,861.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.G | FixedReset Ins Non | -4.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-17 Maturity Price : 14.44 Evaluated at bid price : 14.44 Bid-YTW : 3.92 % |
| BAM.PR.B | Floater | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-17 Maturity Price : 12.60 Evaluated at bid price : 12.60 Bid-YTW : 3.43 % |
| BAM.PF.E | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-17 Maturity Price : 20.28 Evaluated at bid price : 20.28 Bid-YTW : 4.38 % |
| MFC.PR.Q | FixedReset Ins Non | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-17 Maturity Price : 23.41 Evaluated at bid price : 24.61 Bid-YTW : 3.57 % |
| TRP.PR.D | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-17 Maturity Price : 20.59 Evaluated at bid price : 20.59 Bid-YTW : 4.17 % |
| TRP.PR.C | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-17 Maturity Price : 14.45 Evaluated at bid price : 14.45 Bid-YTW : 4.10 % |
| IFC.PR.A | FixedReset Ins Non | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-17 Maturity Price : 19.44 Evaluated at bid price : 19.44 Bid-YTW : 3.55 % |
| MFC.PR.B | Insurance Straight | 1.57 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-16 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 1.98 % |
| IAF.PR.G | FixedReset Ins Non | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-17 Maturity Price : 24.14 Evaluated at bid price : 24.56 Bid-YTW : 3.87 % |
| RY.PR.M | FixedReset Disc | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-17 Maturity Price : 22.77 Evaluated at bid price : 23.91 Bid-YTW : 3.52 % |
| MFC.PR.N | FixedReset Ins Non | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-17 Maturity Price : 22.46 Evaluated at bid price : 23.19 Bid-YTW : 3.52 % |
| BAM.PR.K | Floater | 2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-17 Maturity Price : 12.84 Evaluated at bid price : 12.84 Bid-YTW : 3.37 % |
| PWF.PR.T | FixedReset Disc | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-17 Maturity Price : 22.66 Evaluated at bid price : 23.31 Bid-YTW : 3.66 % |
| MFC.PR.F | FixedReset Ins Non | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-17 Maturity Price : 17.03 Evaluated at bid price : 17.03 Bid-YTW : 3.45 % |
| MFC.PR.L | FixedReset Ins Non | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-17 Maturity Price : 22.25 Evaluated at bid price : 22.71 Bid-YTW : 3.48 % |
| TRP.PR.F | FloatingReset | 2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-17 Maturity Price : 16.69 Evaluated at bid price : 16.69 Bid-YTW : 3.03 % |
| BAM.PF.G | FixedReset Disc | 3.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-17 Maturity Price : 21.55 Evaluated at bid price : 21.82 Bid-YTW : 4.23 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PF.I | FixedReset Prem | 115,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 3.21 % |
| TRP.PR.D | FixedReset Disc | 94,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-17 Maturity Price : 20.59 Evaluated at bid price : 20.59 Bid-YTW : 4.17 % |
| SLF.PR.G | FixedReset Ins Non | 79,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-17 Maturity Price : 14.44 Evaluated at bid price : 14.44 Bid-YTW : 3.92 % |
| TD.PF.B | FixedReset Disc | 56,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-17 Maturity Price : 22.62 Evaluated at bid price : 23.35 Bid-YTW : 3.48 % |
| MFC.PR.Q | FixedReset Ins Non | 50,645 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-17 Maturity Price : 23.41 Evaluated at bid price : 24.61 Bid-YTW : 3.57 % |
| BMO.PR.F | FixedReset Prem | 40,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 26.35 Bid-YTW : 3.19 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.D | FixedReset Disc | Quote: 20.59 – 22.00 Spot Rate : 1.4100 Average : 0.8081 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 14.44 – 15.44 Spot Rate : 1.0000 Average : 0.6225 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 20.43 – 21.25 Spot Rate : 0.8200 Average : 0.5287 YTW SCENARIO |
| BAM.PR.M | Perpetual-Discount | Quote: 24.65 – 25.20 Spot Rate : 0.5500 Average : 0.3738 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 22.71 – 23.15 Spot Rate : 0.4400 Average : 0.2883 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 23.00 – 23.51 Spot Rate : 0.5100 Average : 0.3675 YTW SCENARIO |