| 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 | 1.7630 % | 2,649.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.7630 % | 4,862.0 |
| Floater | 3.28 % | 3.31 % | 92,460 | 18.91 | 3 | 1.7630 % | 2,802.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0747 % | 3,682.1 |
| SplitShare | 4.71 % | 4.04 % | 37,716 | 3.99 | 7 | -0.0747 % | 4,397.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0747 % | 3,430.9 |
| Perpetual-Premium | 5.21 % | -13.97 % | 62,303 | 0.09 | 24 | 0.0518 % | 3,295.2 |
| Perpetual-Discount | 4.77 % | 4.78 % | 101,126 | 15.57 | 10 | 0.0645 % | 3,868.0 |
| FixedReset Disc | 4.12 % | 3.58 % | 209,469 | 18.00 | 45 | -0.1699 % | 2,788.3 |
| Insurance Straight | 4.90 % | -0.46 % | 81,403 | 0.09 | 22 | 0.0876 % | 3,712.1 |
| FloatingReset | 2.84 % | 3.06 % | 54,902 | 19.61 | 2 | -1.0510 % | 2,502.7 |
| FixedReset Prem | 4.85 % | 2.72 % | 204,445 | 1.38 | 29 | -0.2786 % | 2,757.7 |
| FixedReset Bank Non | 1.80 % | 1.87 % | 113,520 | 0.24 | 1 | -0.0400 % | 2,892.0 |
| FixedReset Ins Non | 4.23 % | 3.53 % | 160,160 | 17.96 | 21 | -0.2819 % | 2,866.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.N | FixedReset Ins Non | -8.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-28 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 3.65 % |
| TRP.PR.E | FixedReset Disc | -4.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-28 Maturity Price : 20.13 Evaluated at bid price : 20.13 Bid-YTW : 4.17 % |
| IAF.PR.G | FixedReset Ins Non | -2.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-28 Maturity Price : 23.94 Evaluated at bid price : 24.40 Bid-YTW : 3.79 % |
| BAM.PF.G | FixedReset Disc | -1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-28 Maturity Price : 21.72 Evaluated at bid price : 22.06 Bid-YTW : 4.14 % |
| IAF.PR.I | FixedReset Ins Non | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-28 Maturity Price : 23.47 Evaluated at bid price : 24.60 Bid-YTW : 3.72 % |
| SLF.PR.J | FloatingReset | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-28 Maturity Price : 14.65 Evaluated at bid price : 14.65 Bid-YTW : 2.56 % |
| SLF.PR.H | FixedReset Ins Non | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-28 Maturity Price : 21.11 Evaluated at bid price : 21.11 Bid-YTW : 3.61 % |
| BAM.PR.Z | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-28 Maturity Price : 23.39 Evaluated at bid price : 23.79 Bid-YTW : 4.16 % |
| BAM.PF.E | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-28 Maturity Price : 21.10 Evaluated at bid price : 21.10 Bid-YTW : 4.16 % |
| IFC.PR.G | FixedReset Ins Non | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-28 Maturity Price : 23.54 Evaluated at bid price : 24.95 Bid-YTW : 3.53 % |
| CCS.PR.C | Insurance Straight | 1.28 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-27 Maturity Price : 25.00 Evaluated at bid price : 25.26 Bid-YTW : -12.68 % |
| TRP.PR.A | FixedReset Disc | 1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-28 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 4.03 % |
| IFC.PR.A | FixedReset Ins Non | 2.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-28 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 3.43 % |
| MFC.PR.K | FixedReset Ins Non | 3.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-28 Maturity Price : 22.56 Evaluated at bid price : 23.05 Bid-YTW : 3.48 % |
| BAM.PR.K | Floater | 4.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-28 Maturity Price : 13.10 Evaluated at bid price : 13.10 Bid-YTW : 3.30 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.K | FixedReset Prem | 439,713 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.61 Bid-YTW : 2.45 % |
| CM.PR.S | FixedReset Disc | 250,539 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-28 Maturity Price : 23.56 Evaluated at bid price : 24.72 Bid-YTW : 3.42 % |
| CU.PR.C | FixedReset Disc | 155,562 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-28 Maturity Price : 21.54 Evaluated at bid price : 21.90 Bid-YTW : 3.74 % |
| BAM.PR.M | Perpetual-Discount | 147,838 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-28 Maturity Price : 24.68 Evaluated at bid price : 25.00 Bid-YTW : 4.81 % |
| GWO.PR.N | FixedReset Ins Non | 102,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-28 Maturity Price : 14.40 Evaluated at bid price : 14.40 Bid-YTW : 3.65 % |
| PWF.PR.P | FixedReset Disc | 77,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-05-28 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 3.85 % |
| There were 23 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.B | FixedReset Disc | Quote: 22.55 – 24.30 Spot Rate : 1.7500 Average : 1.0514 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 14.40 – 15.55 Spot Rate : 1.1500 Average : 0.6373 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 20.13 – 21.25 Spot Rate : 1.1200 Average : 0.6931 YTW SCENARIO |
| BAM.PF.C | Perpetual-Discount | Quote: 25.20 – 26.10 Spot Rate : 0.9000 Average : 0.5392 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 21.10 – 22.00 Spot Rate : 0.9000 Average : 0.6769 YTW SCENARIO |
| IAF.PR.G | FixedReset Ins Non | Quote: 24.40 – 25.00 Spot Rate : 0.6000 Average : 0.3814 YTW SCENARIO |