| 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 | 0.5770 % | 2,588.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5770 % | 4,750.5 |
| Floater | 3.35 % | 3.39 % | 74,104 | 18.73 | 3 | 0.5770 % | 2,737.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1302 % | 3,712.9 |
| SplitShare | 4.75 % | 4.01 % | 36,472 | 3.97 | 8 | 0.1302 % | 4,434.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1302 % | 3,459.6 |
| Perpetual-Premium | 5.24 % | -7.48 % | 67,062 | 0.09 | 24 | 0.0065 % | 3,280.5 |
| Perpetual-Discount | 4.80 % | 4.85 % | 98,355 | 15.69 | 10 | 0.0365 % | 3,847.6 |
| FixedReset Disc | 4.20 % | 3.66 % | 194,719 | 17.86 | 46 | 0.2876 % | 2,755.5 |
| Insurance Straight | 4.92 % | 4.41 % | 84,014 | 3.67 | 22 | -0.0018 % | 3,697.9 |
| FloatingReset | 2.82 % | 3.04 % | 61,887 | 19.58 | 2 | 0.1289 % | 2,502.7 |
| FixedReset Prem | 4.87 % | 3.38 % | 205,163 | 1.23 | 29 | 0.1357 % | 2,746.1 |
| FixedReset Bank Non | 1.81 % | 2.18 % | 126,809 | 0.70 | 1 | 0.0401 % | 2,887.3 |
| FixedReset Ins Non | 4.23 % | 3.59 % | 149,970 | 17.87 | 21 | 0.1594 % | 2,866.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset Ins Non | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-18 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 3.60 % |
| CM.PR.Y | FixedReset Prem | -1.10 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.11 Bid-YTW : 3.78 % |
| TRP.PR.E | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-18 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 4.12 % |
| BAM.PF.E | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-18 Maturity Price : 20.60 Evaluated at bid price : 20.60 Bid-YTW : 4.31 % |
| TRP.PR.G | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-18 Maturity Price : 22.35 Evaluated at bid price : 23.09 Bid-YTW : 4.04 % |
| BAM.PR.B | Floater | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-18 Maturity Price : 12.87 Evaluated at bid price : 12.87 Bid-YTW : 3.36 % |
| BIP.PR.B | FixedReset Prem | 2.63 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.90 Bid-YTW : 3.89 % |
| PWF.PR.P | FixedReset Disc | 2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-18 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 3.91 % |
| SLF.PR.G | FixedReset Ins Non | 4.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-18 Maturity Price : 15.11 Evaluated at bid price : 15.11 Bid-YTW : 3.75 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Q | FixedReset Disc | 150,604 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-23 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 5.04 % |
| CM.PR.R | FixedReset Prem | 107,064 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 3.57 % |
| TD.PF.M | FixedReset Prem | 64,875 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.38 Bid-YTW : 3.37 % |
| RY.PR.M | FixedReset Disc | 50,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-18 Maturity Price : 22.77 Evaluated at bid price : 23.91 Bid-YTW : 3.52 % |
| MFC.PR.I | FixedReset Ins Non | 44,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-18 Maturity Price : 23.78 Evaluated at bid price : 24.97 Bid-YTW : 3.75 % |
| SLF.PR.C | Insurance Straight | 42,910 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-18 Maturity Price : 24.56 Evaluated at bid price : 24.81 Bid-YTW : 4.53 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BIP.PR.D | FixedReset Prem | Quote: 25.42 – 25.95 Spot Rate : 0.5300 Average : 0.3615 YTW SCENARIO |
| CM.PR.Y | FixedReset Prem | Quote: 26.11 – 26.50 Spot Rate : 0.3900 Average : 0.2485 YTW SCENARIO |
| GWO.PR.Q | Insurance Straight | Quote: 25.51 – 26.00 Spot Rate : 0.4900 Average : 0.3489 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 16.63 – 17.08 Spot Rate : 0.4500 Average : 0.3349 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 26.00 – 26.25 Spot Rate : 0.2500 Average : 0.1611 YTW SCENARIO |
| PWF.PR.Z | Perpetual-Premium | Quote: 26.10 – 26.34 Spot Rate : 0.2400 Average : 0.1631 YTW SCENARIO |