| 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 | 0.6820 % | 2,690.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6820 % | 4,937.6 |
| Floater | 3.23 % | 3.26 % | 87,556 | 19.03 | 3 | 0.6820 % | 2,845.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1416 % | 3,690.6 |
| SplitShare | 4.63 % | 3.77 % | 41,989 | 3.46 | 6 | -0.1416 % | 4,407.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1416 % | 3,438.8 |
| Perpetual-Premium | 5.09 % | -8.00 % | 69,599 | 0.09 | 30 | 0.0258 % | 3,320.7 |
| Perpetual-Discount | 4.66 % | 4.67 % | 48,945 | 16.09 | 4 | 0.1527 % | 3,908.5 |
| FixedReset Disc | 3.95 % | 3.50 % | 155,030 | 17.99 | 40 | 0.0734 % | 2,840.2 |
| Insurance Straight | 4.89 % | -7.14 % | 84,282 | 0.09 | 22 | 0.0107 % | 3,721.4 |
| FloatingReset | 2.73 % | 2.91 % | 53,038 | 19.99 | 2 | 2.3585 % | 2,621.9 |
| FixedReset Prem | 4.78 % | 2.44 % | 216,433 | 1.51 | 33 | 0.0315 % | 2,783.2 |
| FixedReset Bank Non | 1.80 % | 0.94 % | 117,462 | 0.23 | 1 | 0.1999 % | 2,898.9 |
| FixedReset Ins Non | 4.14 % | 3.50 % | 162,942 | 17.99 | 21 | 0.3024 % | 2,926.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.E | FixedReset Disc | -7.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 4.37 % |
| TRP.PR.C | FixedReset Disc | -3.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 14.89 Evaluated at bid price : 14.89 Bid-YTW : 3.97 % |
| PWF.PR.P | FixedReset Disc | -3.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 3.90 % |
| IFC.PR.E | Insurance Straight | -2.40 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-30 Maturity Price : 25.25 Evaluated at bid price : 26.01 Bid-YTW : 4.61 % |
| PWF.PR.Z | Perpetual-Premium | -2.36 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.25 Evaluated at bid price : 26.11 Bid-YTW : 4.35 % |
| CU.PR.I | FixedReset Prem | -1.75 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.89 Bid-YTW : 2.72 % |
| BAM.PF.J | FixedReset Prem | -1.71 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.85 Bid-YTW : 3.09 % |
| CM.PR.P | FixedReset Disc | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 22.75 Evaluated at bid price : 23.70 Bid-YTW : 3.44 % |
| BAM.PR.N | Perpetual-Premium | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 24.68 Evaluated at bid price : 25.00 Bid-YTW : 4.81 % |
| TD.PF.I | FixedReset Prem | -1.00 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.65 Bid-YTW : 2.92 % |
| BAM.PR.X | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 17.89 Evaluated at bid price : 17.89 Bid-YTW : 3.86 % |
| CU.PR.E | Perpetual-Premium | 1.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-03 Maturity Price : 25.25 Evaluated at bid price : 25.44 Bid-YTW : -3.92 % |
| TRP.PR.D | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 21.59 Evaluated at bid price : 22.00 Bid-YTW : 3.86 % |
| BAM.PR.R | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 20.38 Evaluated at bid price : 20.38 Bid-YTW : 4.01 % |
| BAM.PR.K | Floater | 1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 13.21 Evaluated at bid price : 13.21 Bid-YTW : 3.28 % |
| BAM.PF.F | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 23.10 Evaluated at bid price : 24.40 Bid-YTW : 3.88 % |
| BMO.PR.F | FixedReset Prem | 1.52 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 27.30 Bid-YTW : 1.95 % |
| BAM.PF.G | FixedReset Disc | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 22.44 Evaluated at bid price : 23.19 Bid-YTW : 3.94 % |
| TRP.PR.G | FixedReset Disc | 1.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 22.86 Evaluated at bid price : 24.10 Bid-YTW : 3.83 % |
| TD.PF.J | FixedReset Prem | 1.94 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.72 Bid-YTW : 3.38 % |
| SLF.PR.J | FloatingReset | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 15.15 Evaluated at bid price : 15.15 Bid-YTW : 2.50 % |
| SLF.PR.G | FixedReset Ins Non | 2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 15.66 Evaluated at bid price : 15.66 Bid-YTW : 3.57 % |
| MFC.PR.F | FixedReset Ins Non | 2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 17.91 Evaluated at bid price : 17.91 Bid-YTW : 3.26 % |
| BAM.PR.T | FixedReset Disc | 2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 20.72 Evaluated at bid price : 20.72 Bid-YTW : 3.97 % |
| PWF.PR.T | FixedReset Disc | 2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 23.23 Evaluated at bid price : 24.45 Bid-YTW : 3.43 % |
| TRP.PR.F | FloatingReset | 2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 2.91 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.Z | FixedReset Disc | 175,725 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 23.03 Evaluated at bid price : 24.11 Bid-YTW : 3.26 % |
| TRP.PR.A | FixedReset Disc | 116,060 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 4.00 % |
| BAM.PF.D | Perpetual-Premium | 105,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.25 Evaluated at bid price : 25.51 Bid-YTW : 4.32 % |
| BIP.PR.E | FixedReset Disc | 104,715 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.56 Bid-YTW : 3.54 % |
| CU.PR.G | Perpetual-Discount | 104,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 24.29 Evaluated at bid price : 24.58 Bid-YTW : 4.59 % |
| BAM.PR.M | Perpetual-Premium | 93,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-03 Maturity Price : 24.69 Evaluated at bid price : 25.01 Bid-YTW : 4.81 % |
| There were 44 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.E | FixedReset Disc | Quote: 20.30 – 22.45 Spot Rate : 2.1500 Average : 1.3416 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 13.21 – 14.76 Spot Rate : 1.5500 Average : 0.9992 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 26.01 – 27.25 Spot Rate : 1.2400 Average : 0.7829 YTW SCENARIO |
| CM.PR.P | FixedReset Disc | Quote: 23.70 – 24.24 Spot Rate : 0.5400 Average : 0.3360 YTW SCENARIO |
| MFC.PR.G | FixedReset Ins Non | Quote: 25.01 – 26.01 Spot Rate : 1.0000 Average : 0.8093 YTW SCENARIO |
| PWF.PR.R | Perpetual-Premium | Quote: 26.05 – 26.70 Spot Rate : 0.6500 Average : 0.4614 YTW SCENARIO |