| 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 | 0.2086 % | 2,594.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2086 % | 4,760.4 |
| Floater | 3.35 % | 3.38 % | 75,013 | 18.75 | 3 | 0.2086 % | 2,743.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0289 % | 3,711.8 |
| SplitShare | 4.76 % | 4.01 % | 35,036 | 3.97 | 8 | -0.0289 % | 4,432.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0289 % | 3,458.6 |
| Perpetual-Premium | 5.24 % | -7.33 % | 64,428 | 0.09 | 24 | -0.0032 % | 3,280.4 |
| Perpetual-Discount | 4.80 % | 4.85 % | 98,603 | 15.68 | 10 | -0.1215 % | 3,842.9 |
| FixedReset Disc | 4.21 % | 3.66 % | 194,234 | 17.85 | 46 | -0.3111 % | 2,746.9 |
| Insurance Straight | 4.92 % | 4.29 % | 81,194 | 0.60 | 22 | 0.0950 % | 3,701.4 |
| FloatingReset | 2.84 % | 3.10 % | 59,591 | 19.44 | 2 | -0.6759 % | 2,485.8 |
| FixedReset Prem | 4.88 % | 3.45 % | 206,064 | 1.23 | 29 | -0.1691 % | 2,741.4 |
| FixedReset Bank Non | 1.81 % | 2.19 % | 125,549 | 0.70 | 1 | 0.0000 % | 2,887.3 |
| FixedReset Ins Non | 4.23 % | 3.61 % | 148,539 | 17.84 | 21 | -0.1466 % | 2,862.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.B | FixedReset Prem | -2.60 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.20 Bid-YTW : 4.55 % |
| PWF.PR.P | FixedReset Disc | -2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-19 Maturity Price : 15.11 Evaluated at bid price : 15.11 Bid-YTW : 4.01 % |
| TRP.PR.E | FixedReset Disc | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-19 Maturity Price : 20.25 Evaluated at bid price : 20.25 Bid-YTW : 4.20 % |
| TRP.PR.F | FloatingReset | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-19 Maturity Price : 16.36 Evaluated at bid price : 16.36 Bid-YTW : 3.10 % |
| RY.PR.J | FixedReset Disc | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-19 Maturity Price : 22.94 Evaluated at bid price : 24.20 Bid-YTW : 3.62 % |
| BIK.PR.A | FixedReset Prem | -1.33 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.95 Bid-YTW : 4.75 % |
| RY.PR.M | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-19 Maturity Price : 22.62 Evaluated at bid price : 23.60 Bid-YTW : 3.58 % |
| TRP.PR.G | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-19 Maturity Price : 22.19 Evaluated at bid price : 22.80 Bid-YTW : 4.10 % |
| CU.PR.I | FixedReset Prem | -1.25 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.07 Bid-YTW : 3.45 % |
| BAM.PR.C | Floater | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-19 Maturity Price : 12.88 Evaluated at bid price : 12.88 Bid-YTW : 3.36 % |
| CM.PR.Y | FixedReset Prem | 1.49 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.50 Bid-YTW : 3.28 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.H | FixedReset Ins Non | 163,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : 3.29 % |
| TRP.PR.D | FixedReset Disc | 100,990 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-19 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 4.19 % |
| TRP.PR.K | FixedReset Prem | 60,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 2.82 % |
| MFC.PR.I | FixedReset Ins Non | 52,725 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-19 Maturity Price : 23.78 Evaluated at bid price : 24.97 Bid-YTW : 3.75 % |
| CM.PR.T | FixedReset Prem | 48,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.04 Bid-YTW : 3.83 % |
| SLF.PR.I | FixedReset Ins Non | 42,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-19 Maturity Price : 24.07 Evaluated at bid price : 24.65 Bid-YTW : 3.73 % |
| There were 26 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: 20.50 – 22.00 Spot Rate : 1.5000 Average : 1.0507 YTW SCENARIO |
| TD.PF.I | FixedReset Prem | Quote: 25.26 – 25.83 Spot Rate : 0.5700 Average : 0.3284 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 26.10 – 27.10 Spot Rate : 1.0000 Average : 0.7829 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 15.11 – 15.94 Spot Rate : 0.8300 Average : 0.6539 YTW SCENARIO |
| BIK.PR.A | FixedReset Prem | Quote: 25.95 – 26.46 Spot Rate : 0.5100 Average : 0.3577 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 16.36 – 16.97 Spot Rate : 0.6100 Average : 0.4615 YTW SCENARIO |