| 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 | 1.7738 % | 2,672.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.7738 % | 4,904.1 |
| Floater | 3.25 % | 3.27 % | 90,656 | 19.00 | 3 | 1.7738 % | 2,826.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0902 % | 3,695.9 |
| SplitShare | 4.63 % | 3.39 % | 39,839 | 2.61 | 6 | 0.0902 % | 4,413.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0902 % | 3,443.7 |
| Perpetual-Premium | 5.10 % | -5.70 % | 68,890 | 0.09 | 30 | 0.3560 % | 3,319.8 |
| Perpetual-Discount | 4.67 % | 4.67 % | 49,646 | 16.09 | 4 | 0.6249 % | 3,902.5 |
| FixedReset Disc | 3.95 % | 3.56 % | 151,754 | 18.10 | 40 | 0.6021 % | 2,838.2 |
| Insurance Straight | 4.89 % | -6.84 % | 84,138 | 0.09 | 22 | 0.2017 % | 3,721.0 |
| FloatingReset | 2.79 % | 2.98 % | 53,253 | 19.80 | 2 | 0.5057 % | 2,561.5 |
| FixedReset Prem | 4.78 % | 2.17 % | 216,431 | 1.51 | 33 | 0.2386 % | 2,782.4 |
| FixedReset Bank Non | 1.80 % | 1.81 % | 113,181 | 0.23 | 1 | 0.0000 % | 2,893.1 |
| FixedReset Ins Non | 4.15 % | 3.47 % | 164,970 | 18.01 | 21 | 0.2061 % | 2,917.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IAF.PR.I | FixedReset Ins Non | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-02 Maturity Price : 23.65 Evaluated at bid price : 25.04 Bid-YTW : 3.67 % |
| TD.PF.J | FixedReset Prem | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-02 Maturity Price : 23.69 Evaluated at bid price : 25.23 Bid-YTW : 3.61 % |
| MFC.PR.J | FixedReset Ins Non | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-02 Maturity Price : 23.67 Evaluated at bid price : 25.09 Bid-YTW : 3.52 % |
| CU.PR.H | Perpetual-Premium | 1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-01 Maturity Price : 25.75 Evaluated at bid price : 26.02 Bid-YTW : 0.94 % |
| CU.PR.F | Perpetual-Discount | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-02 Maturity Price : 23.98 Evaluated at bid price : 24.41 Bid-YTW : 4.61 % |
| MFC.PR.F | FixedReset Ins Non | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-02 Maturity Price : 17.51 Evaluated at bid price : 17.51 Bid-YTW : 3.33 % |
| POW.PR.D | Perpetual-Premium | 1.06 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-02 Maturity Price : 25.00 Evaluated at bid price : 25.83 Bid-YTW : -25.11 % |
| IFC.PR.A | FixedReset Ins Non | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-02 Maturity Price : 20.55 Evaluated at bid price : 20.55 Bid-YTW : 3.34 % |
| TRP.PR.B | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-02 Maturity Price : 14.05 Evaluated at bid price : 14.05 Bid-YTW : 3.74 % |
| TRP.PR.D | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-02 Maturity Price : 21.41 Evaluated at bid price : 21.75 Bid-YTW : 3.91 % |
| TRP.PR.E | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-02 Maturity Price : 21.36 Evaluated at bid price : 21.68 Bid-YTW : 3.88 % |
| BAM.PR.X | FixedReset Disc | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-02 Maturity Price : 17.71 Evaluated at bid price : 17.71 Bid-YTW : 3.90 % |
| BAM.PF.F | FixedReset Disc | 1.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-02 Maturity Price : 22.97 Evaluated at bid price : 24.09 Bid-YTW : 3.94 % |
| BIP.PR.B | FixedReset Prem | 1.72 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.56 Bid-YTW : 3.92 % |
| IFC.PR.E | Insurance Straight | 1.80 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 26.00 Evaluated at bid price : 26.65 Bid-YTW : 3.47 % |
| IFC.PR.F | Insurance Straight | 1.89 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-30 Maturity Price : 26.00 Evaluated at bid price : 27.00 Bid-YTW : 2.83 % |
| TRP.PR.C | FixedReset Disc | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-02 Maturity Price : 15.38 Evaluated at bid price : 15.38 Bid-YTW : 3.84 % |
| CU.PR.I | FixedReset Prem | 2.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 27.37 Bid-YTW : 2.28 % |
| PWF.PR.Z | Perpetual-Premium | 2.22 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 26.00 Evaluated at bid price : 26.74 Bid-YTW : 2.86 % |
| IFC.PR.I | Perpetual-Premium | 2.96 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-03-31 Maturity Price : 26.00 Evaluated at bid price : 27.85 Bid-YTW : 3.47 % |
| PWF.PR.P | FixedReset Disc | 3.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-02 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 3.78 % |
| BAM.PR.K | Floater | 3.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-02 Maturity Price : 13.05 Evaluated at bid price : 13.05 Bid-YTW : 3.32 % |
| BAM.PF.E | FixedReset Disc | 3.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-02 Maturity Price : 21.57 Evaluated at bid price : 21.83 Bid-YTW : 4.04 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.I | FixedReset Ins Non | 246,317 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-02 Maturity Price : 24.42 Evaluated at bid price : 24.92 Bid-YTW : 3.63 % |
| NA.PR.E | FixedReset Disc | 127,088 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-02 Maturity Price : 23.56 Evaluated at bid price : 24.90 Bid-YTW : 3.54 % |
| TRP.PR.G | FixedReset Disc | 90,372 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-02 Maturity Price : 22.65 Evaluated at bid price : 23.66 Bid-YTW : 3.92 % |
| BAM.PF.A | FixedReset Disc | 79,325 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-02 Maturity Price : 23.46 Evaluated at bid price : 24.87 Bid-YTW : 3.95 % |
| MFC.PR.G | FixedReset Ins Non | 77,464 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-19 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 3.49 % |
| CM.PR.R | FixedReset Prem | 75,586 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.82 Bid-YTW : 1.91 % |
| There were 46 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.P | FixedReset Disc | Quote: 16.00 – 24.68 Spot Rate : 8.6800 Average : 4.6853 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 14.05 – 15.90 Spot Rate : 1.8500 Average : 1.0644 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 15.38 – 17.00 Spot Rate : 1.6200 Average : 0.9202 YTW SCENARIO |
| MFC.PR.G | FixedReset Ins Non | Quote: 25.01 – 26.01 Spot Rate : 1.0000 Average : 0.6002 YTW SCENARIO |
| TD.PF.J | FixedReset Prem | Quote: 25.23 – 25.94 Spot Rate : 0.7100 Average : 0.4271 YTW SCENARIO |
| PWF.PR.T | FixedReset Disc | Quote: 23.85 – 24.50 Spot Rate : 0.6500 Average : 0.4232 YTW SCENARIO |