| 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 | 0.0496 % | 2,723.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0496 % | 4,997.0 |
| Floater | 3.19 % | 3.12 % | 96,816 | 19.34 | 3 | 0.0496 % | 2,879.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1224 % | 3,694.9 |
| SplitShare | 4.63 % | 3.59 % | 39,021 | 2.59 | 6 | 0.1224 % | 4,412.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1224 % | 3,442.8 |
| Perpetual-Premium | 5.10 % | -7.42 % | 68,522 | 0.09 | 30 | -0.0103 % | 3,315.9 |
| Perpetual-Discount | 4.65 % | 4.65 % | 51,896 | 16.12 | 4 | 0.0304 % | 3,920.4 |
| FixedReset Disc | 3.98 % | 3.56 % | 145,769 | 18.18 | 40 | -0.3070 % | 2,818.5 |
| Insurance Straight | 4.89 % | -3.93 % | 86,368 | 0.09 | 22 | 0.0303 % | 3,720.4 |
| FloatingReset | 2.73 % | 2.94 % | 48,118 | 19.90 | 2 | 1.3313 % | 2,636.4 |
| FixedReset Prem | 4.80 % | 2.85 % | 209,408 | 1.49 | 33 | -0.1289 % | 2,767.9 |
| FixedReset Bank Non | 1.80 % | 1.97 % | 118,732 | 0.21 | 1 | 0.0000 % | 2,893.1 |
| FixedReset Ins Non | 4.15 % | 3.47 % | 167,531 | 18.06 | 21 | -0.2976 % | 2,915.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.R | FixedReset Disc | -2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-09 Maturity Price : 19.73 Evaluated at bid price : 19.73 Bid-YTW : 4.08 % |
| MFC.PR.F | FixedReset Ins Non | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-09 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 3.32 % |
| TRP.PR.E | FixedReset Disc | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-09 Maturity Price : 21.40 Evaluated at bid price : 21.40 Bid-YTW : 3.91 % |
| SLF.PR.I | FixedReset Ins Non | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-09 Maturity Price : 24.24 Evaluated at bid price : 24.80 Bid-YTW : 3.60 % |
| BAM.PF.E | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-09 Maturity Price : 21.26 Evaluated at bid price : 21.53 Bid-YTW : 4.05 % |
| MFC.PR.N | FixedReset Ins Non | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-09 Maturity Price : 22.60 Evaluated at bid price : 23.44 Bid-YTW : 3.42 % |
| PWF.PR.P | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-09 Maturity Price : 16.10 Evaluated at bid price : 16.10 Bid-YTW : 3.70 % |
| TRP.PR.F | FloatingReset | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-09 Maturity Price : 17.29 Evaluated at bid price : 17.29 Bid-YTW : 2.94 % |
| SLF.PR.G | FixedReset Ins Non | 2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-09 Maturity Price : 15.96 Evaluated at bid price : 15.96 Bid-YTW : 3.44 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PF.D | Perpetual-Premium | 83,525 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-09 Maturity Price : 24.79 Evaluated at bid price : 25.11 Bid-YTW : 4.95 % |
| PWF.PR.P | FixedReset Disc | 60,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-09 Maturity Price : 16.10 Evaluated at bid price : 16.10 Bid-YTW : 3.70 % |
| BAM.PF.C | Perpetual-Premium | 53,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-09 Maturity Price : 24.85 Evaluated at bid price : 25.22 Bid-YTW : 4.87 % |
| TRP.PR.D | FixedReset Disc | 39,605 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-09 Maturity Price : 21.36 Evaluated at bid price : 21.67 Bid-YTW : 3.88 % |
| TRP.PR.K | FixedReset Prem | 38,174 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.73 Bid-YTW : 2.04 % |
| RY.PR.Z | FixedReset Disc | 37,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-09 Maturity Price : 22.87 Evaluated at bid price : 23.78 Bid-YTW : 3.27 % |
| There were 35 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.K | Floater | Quote: 12.57 – 14.25 Spot Rate : 1.6800 Average : 1.4113 YTW SCENARIO |
| BIP.PR.B | FixedReset Prem | Quote: 26.10 – 27.30 Spot Rate : 1.2000 Average : 0.9537 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 21.67 – 22.50 Spot Rate : 0.8300 Average : 0.5950 YTW SCENARIO |
| EIT.PR.B | SplitShare | Quote: 26.05 – 27.05 Spot Rate : 1.0000 Average : 0.7952 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 17.41 – 18.00 Spot Rate : 0.5900 Average : 0.3884 YTW SCENARIO |
| BAM.PF.J | FixedReset Prem | Quote: 25.85 – 26.26 Spot Rate : 0.4100 Average : 0.2507 YTW SCENARIO |