| 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 | 1.1957 % | 2,628.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1957 % | 4,822.4 |
| Floater | 3.30 % | 3.33 % | 86,744 | 18.86 | 3 | 1.1957 % | 2,779.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3249 % | 3,690.2 |
| SplitShare | 4.70 % | 3.85 % | 36,704 | 4.00 | 7 | -0.3249 % | 4,406.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3249 % | 3,438.4 |
| Perpetual-Premium | 5.23 % | -14.34 % | 64,227 | 0.09 | 24 | 0.1542 % | 3,288.1 |
| Perpetual-Discount | 4.79 % | 4.86 % | 101,748 | 15.66 | 10 | 0.0851 % | 3,848.2 |
| FixedReset Disc | 4.17 % | 3.61 % | 198,807 | 17.98 | 45 | -0.1641 % | 2,752.4 |
| Insurance Straight | 4.92 % | 3.88 % | 85,187 | 1.06 | 22 | -0.0626 % | 3,701.2 |
| FloatingReset | 2.85 % | 3.08 % | 56,631 | 19.48 | 2 | -0.4820 % | 2,494.6 |
| FixedReset Prem | 4.88 % | 3.26 % | 195,185 | 1.42 | 29 | -0.1061 % | 2,742.4 |
| FixedReset Bank Non | 1.81 % | 2.08 % | 118,254 | 0.68 | 1 | -0.0400 % | 2,889.7 |
| FixedReset Ins Non | 4.25 % | 3.61 % | 153,254 | 18.01 | 21 | -0.5909 % | 2,847.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -3.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-25 Maturity Price : 15.11 Evaluated at bid price : 15.11 Bid-YTW : 3.94 % |
| MFC.PR.N | FixedReset Ins Non | -2.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-25 Maturity Price : 22.04 Evaluated at bid price : 22.50 Bid-YTW : 3.60 % |
| SLF.PR.G | FixedReset Ins Non | -2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-25 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 3.72 % |
| MFC.PR.K | FixedReset Ins Non | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-25 Maturity Price : 22.15 Evaluated at bid price : 22.45 Bid-YTW : 3.59 % |
| BIP.PR.D | FixedReset Prem | -1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-25 Maturity Price : 24.70 Evaluated at bid price : 25.05 Bid-YTW : 5.05 % |
| BAM.PF.E | FixedReset Disc | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-25 Maturity Price : 20.21 Evaluated at bid price : 20.21 Bid-YTW : 4.34 % |
| TD.PF.J | FixedReset Disc | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-25 Maturity Price : 23.49 Evaluated at bid price : 24.71 Bid-YTW : 3.67 % |
| RY.PR.H | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-25 Maturity Price : 22.63 Evaluated at bid price : 23.38 Bid-YTW : 3.39 % |
| TRP.PR.A | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-25 Maturity Price : 17.75 Evaluated at bid price : 17.75 Bid-YTW : 4.20 % |
| RY.PR.M | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-25 Maturity Price : 22.57 Evaluated at bid price : 23.50 Bid-YTW : 3.55 % |
| MFC.PR.C | Insurance Straight | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-25 Maturity Price : 24.65 Evaluated at bid price : 24.91 Bid-YTW : 4.51 % |
| BAM.PF.B | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-25 Maturity Price : 21.88 Evaluated at bid price : 22.15 Bid-YTW : 4.17 % |
| MFC.PR.F | FixedReset Ins Non | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-25 Maturity Price : 16.82 Evaluated at bid price : 16.82 Bid-YTW : 3.41 % |
| BAM.PR.K | Floater | 3.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-25 Maturity Price : 12.95 Evaluated at bid price : 12.95 Bid-YTW : 3.34 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset Prem | 1,911,255 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.37 Bid-YTW : 2.19 % |
| TRP.PR.J | FixedReset Prem | 310,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-25 Maturity Price : 23.95 Evaluated at bid price : 24.98 Bid-YTW : 5.55 % |
| TRP.PR.D | FixedReset Disc | 76,385 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-25 Maturity Price : 20.41 Evaluated at bid price : 20.41 Bid-YTW : 4.15 % |
| BAM.PF.G | FixedReset Disc | 63,758 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-25 Maturity Price : 21.69 Evaluated at bid price : 22.02 Bid-YTW : 4.14 % |
| TD.PF.D | FixedReset Disc | 63,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-25 Maturity Price : 22.84 Evaluated at bid price : 24.01 Bid-YTW : 3.66 % |
| TRP.PR.E | FixedReset Disc | 57,693 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-25 Maturity Price : 20.13 Evaluated at bid price : 20.13 Bid-YTW : 4.17 % |
| There were 24 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.T | FixedReset Disc | Quote: 19.40 – 20.75 Spot Rate : 1.3500 Average : 0.8327 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 20.41 – 22.00 Spot Rate : 1.5900 Average : 1.1690 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 14.75 – 15.95 Spot Rate : 1.2000 Average : 0.8303 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 22.45 – 23.60 Spot Rate : 1.1500 Average : 0.8121 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 22.50 – 23.49 Spot Rate : 0.9900 Average : 0.6547 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 13.50 – 14.49 Spot Rate : 0.9900 Average : 0.6574 YTW SCENARIO |