| 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 | 1.1449 % | 2,624.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1449 % | 4,814.9 |
| Floater | 3.31 % | 3.33 % | 79,781 | 18.87 | 3 | 1.1449 % | 2,774.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3034 % | 3,700.6 |
| SplitShare | 4.68 % | 3.49 % | 37,857 | 2.64 | 7 | -0.3034 % | 4,419.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3034 % | 3,448.1 |
| Perpetual-Premium | 5.24 % | -7.60 % | 64,830 | 0.09 | 24 | 0.0065 % | 3,280.6 |
| Perpetual-Discount | 4.80 % | 4.84 % | 103,845 | 15.67 | 10 | 0.0689 % | 3,845.5 |
| FixedReset Disc | 4.20 % | 3.66 % | 195,995 | 17.87 | 46 | 0.2830 % | 2,754.7 |
| Insurance Straight | 4.92 % | 4.28 % | 86,082 | 3.67 | 22 | -0.0054 % | 3,701.2 |
| FloatingReset | 2.82 % | 3.06 % | 59,015 | 19.53 | 2 | 0.9721 % | 2,509.9 |
| FixedReset Prem | 4.88 % | 3.38 % | 199,552 | 1.23 | 29 | 0.0081 % | 2,741.7 |
| FixedReset Bank Non | 1.81 % | 1.87 % | 123,793 | 0.26 | 1 | 0.1202 % | 2,890.8 |
| FixedReset Ins Non | 4.24 % | 3.58 % | 146,588 | 17.83 | 21 | -0.0944 % | 2,859.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IAF.PR.I | FixedReset Ins Non | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-20 Maturity Price : 23.44 Evaluated at bid price : 24.54 Bid-YTW : 3.85 % |
| IAF.PR.G | FixedReset Ins Non | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-20 Maturity Price : 23.71 Evaluated at bid price : 24.20 Bid-YTW : 3.93 % |
| IFC.PR.I | Perpetual-Premium | -1.12 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2029-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.45 Bid-YTW : 4.66 % |
| BAM.PR.R | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-20 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 4.30 % |
| RY.PR.M | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-20 Maturity Price : 22.74 Evaluated at bid price : 23.85 Bid-YTW : 3.53 % |
| IFC.PR.A | FixedReset Ins Non | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-20 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 3.58 % |
| TRP.PR.F | FloatingReset | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-20 Maturity Price : 16.56 Evaluated at bid price : 16.56 Bid-YTW : 3.06 % |
| TRP.PR.C | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-20 Maturity Price : 14.53 Evaluated at bid price : 14.53 Bid-YTW : 4.08 % |
| PVS.PR.F | SplitShare | 1.28 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-30 Maturity Price : 25.50 Evaluated at bid price : 25.90 Bid-YTW : 3.36 % |
| SLF.PR.G | FixedReset Ins Non | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-20 Maturity Price : 15.25 Evaluated at bid price : 15.25 Bid-YTW : 3.72 % |
| BAM.PR.B | Floater | 2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-20 Maturity Price : 13.05 Evaluated at bid price : 13.05 Bid-YTW : 3.31 % |
| PWF.PR.P | FixedReset Disc | 2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-20 Maturity Price : 15.53 Evaluated at bid price : 15.53 Bid-YTW : 3.91 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.D | FixedReset Disc | 170,826 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-20 Maturity Price : 22.82 Evaluated at bid price : 23.96 Bid-YTW : 3.71 % |
| PWF.PR.R | Perpetual-Premium | 61,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.82 Bid-YTW : -28.00 % |
| CM.PR.Q | FixedReset Disc | 52,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-20 Maturity Price : 22.91 Evaluated at bid price : 24.16 Bid-YTW : 3.66 % |
| GWO.PR.P | Insurance Straight | 46,674 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : -18.24 % |
| PVS.PR.H | SplitShare | 46,500 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 25.89 Bid-YTW : 3.98 % |
| RY.PR.S | FixedReset Disc | 43,335 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-20 Maturity Price : 23.42 Evaluated at bid price : 25.00 Bid-YTW : 3.40 % |
| There were 24 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 : 1.2857 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 26.45 – 27.25 Spot Rate : 0.8000 Average : 0.6152 YTW SCENARIO |
| MFC.PR.M | FixedReset Ins Non | Quote: 23.45 – 24.00 Spot Rate : 0.5500 Average : 0.3806 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 20.45 – 21.25 Spot Rate : 0.8000 Average : 0.6345 YTW SCENARIO |
| IAF.PR.G | FixedReset Ins Non | Quote: 24.20 – 24.70 Spot Rate : 0.5000 Average : 0.3529 YTW SCENARIO |
| CU.PR.E | Perpetual-Premium | Quote: 25.02 – 25.33 Spot Rate : 0.3100 Average : 0.1948 YTW SCENARIO |