| 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 | 0.4767 % | 2,703.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4767 % | 4,961.1 |
| Floater | 3.21 % | 3.23 % | 88,065 | 19.08 | 3 | 0.4767 % | 2,859.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1031 % | 3,694.4 |
| SplitShare | 4.63 % | 3.57 % | 40,607 | 2.60 | 6 | 0.1031 % | 4,411.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1031 % | 3,442.4 |
| Perpetual-Premium | 5.09 % | -8.16 % | 69,511 | 0.09 | 30 | 0.0735 % | 3,323.1 |
| Perpetual-Discount | 4.64 % | 4.55 % | 64,397 | 16.30 | 4 | 0.5591 % | 3,930.3 |
| FixedReset Disc | 3.94 % | 3.51 % | 149,940 | 18.07 | 40 | 0.1763 % | 2,845.2 |
| Insurance Straight | 4.89 % | -7.00 % | 90,598 | 0.09 | 22 | 0.0623 % | 3,723.7 |
| FloatingReset | 2.73 % | 2.91 % | 53,388 | 19.97 | 2 | -0.0307 % | 2,621.1 |
| FixedReset Prem | 4.77 % | 2.23 % | 212,203 | 1.51 | 33 | 0.0420 % | 2,784.4 |
| FixedReset Bank Non | 1.80 % | 0.60 % | 118,714 | 0.22 | 1 | 0.0798 % | 2,901.2 |
| FixedReset Ins Non | 4.14 % | 3.46 % | 176,534 | 18.00 | 21 | -0.0820 % | 2,924.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.G | FixedReset Disc | -5.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-04 Maturity Price : 21.61 Evaluated at bid price : 21.90 Bid-YTW : 4.21 % |
| SLF.PR.G | FixedReset Ins Non | -4.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-04 Maturity Price : 14.99 Evaluated at bid price : 14.99 Bid-YTW : 3.72 % |
| MFC.PR.F | FixedReset Ins Non | -2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-04 Maturity Price : 17.53 Evaluated at bid price : 17.53 Bid-YTW : 3.33 % |
| BIP.PR.D | FixedReset Prem | -1.72 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.67 Bid-YTW : 1.30 % |
| IFC.PR.F | Insurance Straight | -1.60 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-09-30 Maturity Price : 25.50 Evaluated at bid price : 26.50 Bid-YTW : 4.25 % |
| BAM.PR.T | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-04 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 4.04 % |
| BAM.PR.C | Floater | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-04 Maturity Price : 13.15 Evaluated at bid price : 13.15 Bid-YTW : 3.29 % |
| TRP.PR.G | FixedReset Disc | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-04 Maturity Price : 22.70 Evaluated at bid price : 23.76 Bid-YTW : 3.90 % |
| NA.PR.C | FixedReset Prem | -1.23 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.62 Bid-YTW : 2.87 % |
| BIK.PR.A | FixedReset Prem | 1.18 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.61 Bid-YTW : 3.31 % |
| BAM.PR.N | Perpetual-Premium | 1.28 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-04 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : -0.49 % |
| CU.PR.F | Perpetual-Discount | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-04 Maturity Price : 24.57 Evaluated at bid price : 24.85 Bid-YTW : 4.54 % |
| BAM.PF.J | FixedReset Prem | 1.32 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.19 Bid-YTW : 2.22 % |
| TRP.PR.A | FixedReset Disc | 1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-04 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 3.95 % |
| BAM.PR.K | Floater | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-04 Maturity Price : 13.40 Evaluated at bid price : 13.40 Bid-YTW : 3.23 % |
| BAM.PR.B | Floater | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-04 Maturity Price : 13.50 Evaluated at bid price : 13.50 Bid-YTW : 3.21 % |
| TRP.PR.C | FixedReset Disc | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-04 Maturity Price : 15.18 Evaluated at bid price : 15.18 Bid-YTW : 3.89 % |
| CU.PR.I | FixedReset Prem | 2.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 27.43 Bid-YTW : 2.23 % |
| CM.PR.P | FixedReset Disc | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-04 Maturity Price : 22.97 Evaluated at bid price : 24.19 Bid-YTW : 3.34 % |
| GWO.PR.N | FixedReset Ins Non | 2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-04 Maturity Price : 15.81 Evaluated at bid price : 15.81 Bid-YTW : 3.35 % |
| PWF.PR.P | FixedReset Disc | 3.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-04 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 3.78 % |
| BAM.PF.E | FixedReset Disc | 8.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-04 Maturity Price : 21.71 Evaluated at bid price : 22.02 Bid-YTW : 4.00 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.O | FixedReset Ins Non | 150,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-19 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 4.09 % |
| BAM.PR.B | Floater | 110,802 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-04 Maturity Price : 13.50 Evaluated at bid price : 13.50 Bid-YTW : 3.21 % |
| TRP.PR.A | FixedReset Disc | 106,762 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-04 Maturity Price : 18.76 Evaluated at bid price : 18.76 Bid-YTW : 3.95 % |
| IFC.PR.A | FixedReset Ins Non | 99,872 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-04 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 3.35 % |
| CM.PR.R | FixedReset Prem | 46,423 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 2.69 % |
| BAM.PF.B | FixedReset Disc | 45,518 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-04 Maturity Price : 22.61 Evaluated at bid price : 23.25 Bid-YTW : 3.99 % |
| There were 43 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.G | FixedReset Disc | Quote: 21.90 – 23.40 Spot Rate : 1.5000 Average : 0.8737 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 14.99 – 15.99 Spot Rate : 1.0000 Average : 0.6184 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 26.09 – 27.50 Spot Rate : 1.4100 Average : 1.1109 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 21.75 – 22.49 Spot Rate : 0.7400 Average : 0.5501 YTW SCENARIO |
| BIP.PR.D | FixedReset Prem | Quote: 25.67 – 26.17 Spot Rate : 0.5000 Average : 0.3102 YTW SCENARIO |
| BNS.PR.I | FixedReset Prem | Quote: 25.50 – 25.98 Spot Rate : 0.4800 Average : 0.2926 YTW SCENARIO |