| 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 | -0.2967 % | 2,721.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2967 % | 4,994.6 |
| Floater | 3.19 % | 3.13 % | 94,783 | 19.34 | 3 | -0.2967 % | 2,878.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0258 % | 3,690.4 |
| SplitShare | 4.63 % | 3.68 % | 38,761 | 3.45 | 6 | 0.0258 % | 4,407.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0258 % | 3,438.6 |
| Perpetual-Premium | 5.10 % | -8.96 % | 68,038 | 0.09 | 30 | -0.1535 % | 3,316.2 |
| Perpetual-Discount | 4.65 % | 4.67 % | 50,414 | 16.10 | 4 | 0.0304 % | 3,919.2 |
| FixedReset Disc | 3.97 % | 3.57 % | 142,500 | 18.19 | 40 | -0.0253 % | 2,827.2 |
| Insurance Straight | 4.89 % | -3.50 % | 89,686 | 0.09 | 22 | -0.1264 % | 3,719.3 |
| FloatingReset | 2.76 % | 2.99 % | 49,941 | 19.77 | 2 | 0.6231 % | 2,601.8 |
| FixedReset Prem | 4.80 % | 2.68 % | 209,928 | 1.49 | 33 | -0.0503 % | 2,771.4 |
| FixedReset Bank Non | 1.80 % | 1.95 % | 117,148 | 0.21 | 1 | -0.0400 % | 2,893.1 |
| FixedReset Ins Non | 4.14 % | 3.38 % | 169,462 | 18.07 | 21 | 0.4184 % | 2,924.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -6.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 12.57 Evaluated at bid price : 12.57 Bid-YTW : 3.45 % |
| RY.PR.S | FixedReset Prem | -1.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 23.47 Evaluated at bid price : 25.10 Bid-YTW : 3.33 % |
| CU.PR.I | FixedReset Prem | -1.35 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.29 Bid-YTW : 3.29 % |
| CU.PR.E | Perpetual-Premium | -1.30 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-01 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 3.59 % |
| BAM.PF.G | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 22.40 Evaluated at bid price : 23.11 Bid-YTW : 3.92 % |
| SLF.PR.A | Insurance Straight | -1.22 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-08 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : -5.93 % |
| BIP.PR.B | FixedReset Prem | -1.13 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.20 Bid-YTW : 4.28 % |
| BAM.PF.B | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 22.37 Evaluated at bid price : 22.86 Bid-YTW : 4.02 % |
| BMO.PR.S | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 22.89 Evaluated at bid price : 23.81 Bid-YTW : 3.40 % |
| BIP.PR.A | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 22.61 Evaluated at bid price : 23.50 Bid-YTW : 4.56 % |
| CU.PR.C | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 21.67 Evaluated at bid price : 22.08 Bid-YTW : 3.69 % |
| CM.PR.P | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 22.82 Evaluated at bid price : 23.85 Bid-YTW : 3.37 % |
| MFC.PR.M | FixedReset Ins Non | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 23.05 Evaluated at bid price : 24.33 Bid-YTW : 3.32 % |
| BNS.PR.I | FixedReset Prem | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 23.63 Evaluated at bid price : 25.57 Bid-YTW : 3.31 % |
| SLF.PR.J | FloatingReset | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 2.49 % |
| SLF.PR.I | FixedReset Ins Non | 1.33 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.13 Bid-YTW : 2.47 % |
| SLF.PR.H | FixedReset Ins Non | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 21.78 Evaluated at bid price : 22.22 Bid-YTW : 3.38 % |
| BIP.PR.E | FixedReset Disc | 1.78 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : 4.58 % |
| BAM.PR.B | Floater | 2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 13.90 Evaluated at bid price : 13.90 Bid-YTW : 3.11 % |
| PWF.PR.P | FixedReset Disc | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 15.85 Evaluated at bid price : 15.85 Bid-YTW : 3.76 % |
| BAM.PR.C | Floater | 3.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 13.85 Evaluated at bid price : 13.85 Bid-YTW : 3.13 % |
| SLF.PR.G | FixedReset Ins Non | 3.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 15.53 Evaluated at bid price : 15.53 Bid-YTW : 3.53 % |
| TRP.PR.E | FixedReset Disc | 4.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 21.40 Evaluated at bid price : 21.73 Bid-YTW : 3.83 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.K | FixedReset Prem | 219,374 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 2.16 % |
| SLF.PR.G | FixedReset Ins Non | 205,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 15.53 Evaluated at bid price : 15.53 Bid-YTW : 3.53 % |
| MFC.PR.K | FixedReset Ins Non | 84,977 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 22.98 Evaluated at bid price : 23.77 Bid-YTW : 3.34 % |
| BAM.PR.K | Floater | 78,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 12.57 Evaluated at bid price : 12.57 Bid-YTW : 3.45 % |
| TRP.PR.A | FixedReset Disc | 74,890 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 18.77 Evaluated at bid price : 18.77 Bid-YTW : 3.89 % |
| BAM.PF.B | FixedReset Disc | 68,247 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-08 Maturity Price : 22.37 Evaluated at bid price : 22.86 Bid-YTW : 4.02 % |
| There were 25 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| EIT.PR.B | SplitShare | Quote: 26.05 – 27.05 Spot Rate : 1.0000 Average : 0.5706 YTW SCENARIO |
| BIP.PR.B | FixedReset Prem | Quote: 26.20 – 27.30 Spot Rate : 1.1000 Average : 0.6837 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 12.57 – 13.95 Spot Rate : 1.3800 Average : 1.1168 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 27.50 – 28.38 Spot Rate : 0.8800 Average : 0.6314 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 24.45 – 24.94 Spot Rate : 0.4900 Average : 0.3545 YTW SCENARIO |
| BAM.PF.D | Perpetual-Premium | Quote: 25.18 – 25.65 Spot Rate : 0.4700 Average : 0.3700 YTW SCENARIO |