| 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 | -1.6684 % | 2,626.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.6684 % | 4,818.7 |
| Floater | 3.31 % | 3.29 % | 91,584 | 18.95 | 3 | -1.6684 % | 2,777.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0773 % | 3,692.5 |
| SplitShare | 4.63 % | 3.46 % | 39,745 | 2.61 | 6 | 0.0773 % | 4,409.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0773 % | 3,440.6 |
| Perpetual-Premium | 5.11 % | -11.21 % | 67,750 | 0.09 | 30 | 0.2024 % | 3,308.0 |
| Perpetual-Discount | 4.70 % | 4.68 % | 50,350 | 16.07 | 4 | 0.0410 % | 3,878.3 |
| FixedReset Disc | 3.98 % | 3.58 % | 146,349 | 18.00 | 40 | 1.0508 % | 2,821.2 |
| Insurance Straight | 4.90 % | -5.11 % | 82,334 | 0.09 | 22 | -0.0214 % | 3,713.5 |
| FloatingReset | 2.80 % | 2.99 % | 53,131 | 19.77 | 2 | 2.4943 % | 2,548.6 |
| FixedReset Prem | 4.79 % | 2.45 % | 216,937 | 1.52 | 33 | 0.5717 % | 2,775.7 |
| FixedReset Bank Non | 1.80 % | 1.79 % | 112,530 | 0.23 | 1 | 0.0400 % | 2,893.1 |
| FixedReset Ins Non | 4.16 % | 3.50 % | 166,484 | 18.01 | 21 | 1.1510 % | 2,911.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -5.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 12.57 Evaluated at bid price : 12.57 Bid-YTW : 3.45 % |
| PWF.PR.P | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 3.90 % |
| BAM.PR.B | Floater | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 13.16 Evaluated at bid price : 13.16 Bid-YTW : 3.29 % |
| NA.PR.E | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 23.49 Evaluated at bid price : 24.73 Bid-YTW : 3.57 % |
| TD.PF.B | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 22.95 Evaluated at bid price : 23.99 Bid-YTW : 3.35 % |
| PWF.PR.T | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 22.90 Evaluated at bid price : 23.74 Bid-YTW : 3.57 % |
| BIP.PR.F | FixedReset Prem | 1.06 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.67 Bid-YTW : 3.86 % |
| BAM.PR.T | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 4.05 % |
| GWO.PR.G | Insurance Straight | 1.11 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-01 Maturity Price : 25.00 Evaluated at bid price : 25.65 Bid-YTW : -28.78 % |
| TD.PF.M | FixedReset Prem | 1.12 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 27.00 Bid-YTW : 2.61 % |
| PWF.PR.E | Perpetual-Premium | 1.13 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-01 Maturity Price : 25.00 Evaluated at bid price : 25.89 Bid-YTW : -28.95 % |
| IFC.PR.G | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 23.68 Evaluated at bid price : 25.34 Bid-YTW : 3.50 % |
| BAM.PR.R | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 19.98 Evaluated at bid price : 19.98 Bid-YTW : 4.09 % |
| MFC.PR.M | FixedReset Ins Non | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 22.89 Evaluated at bid price : 23.98 Bid-YTW : 3.43 % |
| NA.PR.G | FixedReset Prem | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 23.68 Evaluated at bid price : 25.61 Bid-YTW : 3.63 % |
| TD.PF.J | FixedReset Prem | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 23.78 Evaluated at bid price : 25.49 Bid-YTW : 3.56 % |
| RY.PR.M | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 22.96 Evaluated at bid price : 24.34 Bid-YTW : 3.43 % |
| BAM.PF.B | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 22.45 Evaluated at bid price : 22.99 Bid-YTW : 4.04 % |
| MFC.PR.L | FixedReset Ins Non | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 22.40 Evaluated at bid price : 22.94 Bid-YTW : 3.43 % |
| RY.PR.J | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.79 Bid-YTW : 3.46 % |
| BAM.PR.C | Floater | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 13.17 Evaluated at bid price : 13.17 Bid-YTW : 3.29 % |
| BIP.PR.D | FixedReset Prem | 1.41 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.89 Bid-YTW : 0.24 % |
| TRP.PR.E | FixedReset Disc | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 21.35 Evaluated at bid price : 21.35 Bid-YTW : 3.97 % |
| GWO.PR.Q | Insurance Straight | 1.45 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-01 Maturity Price : 25.25 Evaluated at bid price : 25.75 Bid-YTW : -22.35 % |
| BAM.PF.I | FixedReset Prem | 1.53 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.94 Bid-YTW : 1.25 % |
| SLF.PR.J | FloatingReset | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 14.75 Evaluated at bid price : 14.75 Bid-YTW : 2.56 % |
| TRP.PR.C | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 15.07 Evaluated at bid price : 15.07 Bid-YTW : 3.92 % |
| BAM.PR.X | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 17.44 Evaluated at bid price : 17.44 Bid-YTW : 3.96 % |
| GWO.PR.N | FixedReset Ins Non | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 3.43 % |
| IAF.PR.I | FixedReset Ins Non | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 23.75 Evaluated at bid price : 25.33 Bid-YTW : 3.61 % |
| MFC.PR.K | FixedReset Ins Non | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 22.85 Evaluated at bid price : 23.54 Bid-YTW : 3.43 % |
| GWO.PR.S | Insurance Straight | 1.80 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-01 Maturity Price : 25.75 Evaluated at bid price : 26.65 Bid-YTW : -37.60 % |
| CU.PR.C | FixedReset Disc | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 21.76 Evaluated at bid price : 22.22 Bid-YTW : 3.72 % |
| BIP.PR.A | FixedReset Disc | 1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 22.71 Evaluated at bid price : 23.70 Bid-YTW : 4.55 % |
| BAM.PF.J | FixedReset Prem | 1.97 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.34 Bid-YTW : 1.83 % |
| MFC.PR.N | FixedReset Ins Non | 1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 22.66 Evaluated at bid price : 23.56 Bid-YTW : 3.44 % |
| IAF.PR.G | FixedReset Ins Non | 2.00 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 3.56 % |
| BAM.PR.Z | FixedReset Disc | 2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 23.93 Evaluated at bid price : 24.29 Bid-YTW : 4.11 % |
| BIP.PR.E | FixedReset Disc | 2.17 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.47 Bid-YTW : 3.73 % |
| MFC.PR.F | FixedReset Ins Non | 2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 17.33 Evaluated at bid price : 17.33 Bid-YTW : 3.37 % |
| TRP.PR.B | FixedReset Disc | 2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 13.89 Evaluated at bid price : 13.89 Bid-YTW : 3.78 % |
| TRP.PR.D | FixedReset Disc | 2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 21.47 Evaluated at bid price : 21.47 Bid-YTW : 3.99 % |
| IFC.PR.A | FixedReset Ins Non | 2.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 20.32 Evaluated at bid price : 20.32 Bid-YTW : 3.38 % |
| TRP.PR.A | FixedReset Disc | 2.96 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 18.42 Evaluated at bid price : 18.42 Bid-YTW : 4.02 % |
| BAM.PF.F | FixedReset Disc | 3.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 22.79 Evaluated at bid price : 23.70 Bid-YTW : 4.03 % |
| SLF.PR.H | FixedReset Ins Non | 3.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 21.36 Evaluated at bid price : 21.64 Bid-YTW : 3.55 % |
| TRP.PR.F | FloatingReset | 3.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 16.89 Evaluated at bid price : 16.89 Bid-YTW : 2.99 % |
| BAM.PF.G | FixedReset Disc | 4.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 22.23 Evaluated at bid price : 22.83 Bid-YTW : 4.01 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.S | FixedReset Disc | 232,150 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 23.62 Evaluated at bid price : 24.86 Bid-YTW : 3.43 % |
| IAF.PR.G | FixedReset Ins Non | 166,835 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 3.56 % |
| PWF.PR.P | FixedReset Disc | 101,275 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 3.90 % |
| CM.PR.R | FixedReset Prem | 69,108 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.79 Bid-YTW : 2.01 % |
| RY.PR.Z | FixedReset Disc | 34,078 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 22.97 Evaluated at bid price : 23.99 Bid-YTW : 3.28 % |
| TRP.PR.A | FixedReset Disc | 32,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-01 Maturity Price : 18.42 Evaluated at bid price : 18.42 Bid-YTW : 4.02 % |
| There were 34 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.F | Insurance Straight | Quote: 26.50 – 27.83 Spot Rate : 1.3300 Average : 0.8382 YTW SCENARIO |
| CU.PR.H | Perpetual-Premium | Quote: 25.76 – 26.76 Spot Rate : 1.0000 Average : 0.6370 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 19.98 – 20.94 Spot Rate : 0.9600 Average : 0.6148 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 12.57 – 13.39 Spot Rate : 0.8200 Average : 0.4998 YTW SCENARIO |
| IAF.PR.I | FixedReset Ins Non | Quote: 25.33 – 26.33 Spot Rate : 1.0000 Average : 0.7750 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 21.00 – 21.95 Spot Rate : 0.9500 Average : 0.7681 YTW SCENARIO |