| 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 | -0.9247 % | 2,603.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.9247 % | 4,777.8 |
| Floater | 3.33 % | 3.33 % | 93,275 | 18.86 | 3 | -0.9247 % | 2,753.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0636 % | 3,684.9 |
| SplitShare | 4.70 % | 3.94 % | 36,411 | 4.00 | 7 | -0.0636 % | 4,400.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0636 % | 3,433.5 |
| Perpetual-Premium | 5.22 % | -14.13 % | 64,557 | 0.09 | 24 | 0.0194 % | 3,293.5 |
| Perpetual-Discount | 4.77 % | 4.76 % | 101,842 | 15.61 | 10 | 0.3561 % | 3,865.5 |
| FixedReset Disc | 4.11 % | 3.57 % | 211,476 | 18.02 | 45 | 0.5213 % | 2,793.1 |
| Insurance Straight | 4.91 % | 2.48 % | 82,528 | 0.09 | 22 | 0.0375 % | 3,708.9 |
| FloatingReset | 2.81 % | 3.08 % | 55,578 | 19.47 | 2 | 0.6733 % | 2,529.3 |
| FixedReset Prem | 4.84 % | 2.55 % | 207,040 | 1.38 | 29 | 0.1589 % | 2,765.4 |
| FixedReset Bank Non | 1.80 % | 1.69 % | 114,991 | 0.25 | 1 | 0.0800 % | 2,893.1 |
| FixedReset Ins Non | 4.21 % | 3.57 % | 159,127 | 18.02 | 21 | -0.0730 % | 2,874.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.K | FixedReset Ins Non | -3.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-27 Maturity Price : 21.99 Evaluated at bid price : 22.23 Bid-YTW : 3.63 % |
| BAM.PR.K | Floater | -2.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-27 Maturity Price : 12.57 Evaluated at bid price : 12.57 Bid-YTW : 3.44 % |
| IFC.PR.A | FixedReset Ins Non | -1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-27 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 3.53 % |
| BAM.PR.N | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-27 Maturity Price : 24.68 Evaluated at bid price : 25.00 Bid-YTW : 4.81 % |
| TRP.PR.G | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-27 Maturity Price : 22.45 Evaluated at bid price : 23.26 Bid-YTW : 3.96 % |
| CM.PR.T | FixedReset Prem | 1.14 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.55 Bid-YTW : 3.13 % |
| BAM.PF.F | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-27 Maturity Price : 22.52 Evaluated at bid price : 23.20 Bid-YTW : 4.09 % |
| TD.PF.B | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-27 Maturity Price : 22.83 Evaluated at bid price : 23.75 Bid-YTW : 3.36 % |
| SLF.PR.I | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-27 Maturity Price : 24.26 Evaluated at bid price : 24.80 Bid-YTW : 3.60 % |
| TRP.PR.E | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-27 Maturity Price : 20.99 Evaluated at bid price : 20.99 Bid-YTW : 3.99 % |
| BAM.PF.A | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-27 Maturity Price : 23.45 Evaluated at bid price : 24.86 Bid-YTW : 3.92 % |
| TD.PF.A | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-27 Maturity Price : 22.83 Evaluated at bid price : 23.82 Bid-YTW : 3.32 % |
| CM.PR.Y | FixedReset Prem | 1.38 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 27.18 Bid-YTW : 2.43 % |
| BMO.PR.T | FixedReset Disc | 1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-27 Maturity Price : 22.75 Evaluated at bid price : 23.60 Bid-YTW : 3.33 % |
| CU.PR.I | FixedReset Prem | 1.47 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.18 Bid-YTW : 3.37 % |
| IFC.PR.C | FixedReset Ins Non | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-27 Maturity Price : 23.44 Evaluated at bid price : 24.30 Bid-YTW : 3.62 % |
| BAM.PR.Z | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-27 Maturity Price : 23.66 Evaluated at bid price : 24.05 Bid-YTW : 4.11 % |
| BAM.PF.B | FixedReset Disc | 1.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-27 Maturity Price : 22.25 Evaluated at bid price : 22.68 Bid-YTW : 4.06 % |
| SLF.PR.J | FloatingReset | 2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-27 Maturity Price : 14.85 Evaluated at bid price : 14.85 Bid-YTW : 2.53 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.K | Floater | 446,460 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-27 Maturity Price : 12.57 Evaluated at bid price : 12.57 Bid-YTW : 3.44 % |
| BAM.PR.B | Floater | 154,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-27 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 3.33 % |
| TRP.PR.G | FixedReset Disc | 144,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-27 Maturity Price : 22.45 Evaluated at bid price : 23.26 Bid-YTW : 3.96 % |
| TD.PF.H | FixedReset Prem | 114,489 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 1.47 % |
| BNS.PR.H | FixedReset Prem | 94,389 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.54 Bid-YTW : 2.18 % |
| RY.PR.M | FixedReset Disc | 82,625 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-27 Maturity Price : 22.83 Evaluated at bid price : 24.05 Bid-YTW : 3.45 % |
| There were 49 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CM.PR.R | FixedReset Prem | Quote: 25.79 – 26.79 Spot Rate : 1.0000 Average : 0.5735 YTW SCENARIO |
| MFC.PR.K | FixedReset Ins Non | Quote: 22.23 – 23.60 Spot Rate : 1.3700 Average : 0.9587 YTW SCENARIO |
| IAF.PR.I | FixedReset Ins Non | Quote: 25.00 – 26.00 Spot Rate : 1.0000 Average : 0.6505 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 19.20 – 19.98 Spot Rate : 0.7800 Average : 0.4776 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 20.92 – 22.00 Spot Rate : 1.0800 Average : 0.8533 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 12.57 – 13.14 Spot Rate : 0.5700 Average : 0.3745 YTW SCENARIO |