| 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 | 1.4874 % | 2,763.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.4874 % | 5,071.4 |
| Floater | 3.14 % | 3.16 % | 96,618 | 19.25 | 3 | 1.4874 % | 2,922.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0579 % | 3,697.0 |
| SplitShare | 4.62 % | 3.79 % | 39,034 | 3.44 | 6 | 0.0579 % | 4,415.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0579 % | 3,444.8 |
| Perpetual-Premium | 5.11 % | -7.24 % | 66,174 | 0.09 | 30 | -0.0646 % | 3,313.7 |
| Perpetual-Discount | 4.65 % | 4.65 % | 52,086 | 16.11 | 4 | -0.0304 % | 3,919.2 |
| FixedReset Disc | 4.00 % | 3.59 % | 147,467 | 18.07 | 40 | -0.5795 % | 2,802.2 |
| Insurance Straight | 4.90 % | -3.22 % | 85,878 | 0.09 | 22 | -0.1407 % | 3,715.2 |
| FloatingReset | 2.76 % | 2.99 % | 47,591 | 19.77 | 2 | -1.3138 % | 2,601.8 |
| FixedReset Prem | 4.81 % | 2.98 % | 207,723 | 2.40 | 33 | -0.2393 % | 2,761.2 |
| FixedReset Bank Non | 1.80 % | 2.00 % | 117,097 | 0.21 | 1 | 0.0000 % | 2,893.1 |
| FixedReset Ins Non | 4.18 % | 3.49 % | 165,487 | 18.04 | 21 | -0.5312 % | 2,900.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -3.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 3.84 % |
| BAM.PR.C | Floater | -2.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 13.49 Evaluated at bid price : 13.49 Bid-YTW : 3.21 % |
| TRP.PR.B | FixedReset Disc | -2.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 13.62 Evaluated at bid price : 13.62 Bid-YTW : 3.79 % |
| BAM.PF.E | FixedReset Disc | -2.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 4.18 % |
| IFC.PR.A | FixedReset Ins Non | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 19.76 Evaluated at bid price : 19.76 Bid-YTW : 3.42 % |
| TRP.PR.F | FloatingReset | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 2.99 % |
| RY.PR.H | FixedReset Disc | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 22.79 Evaluated at bid price : 23.68 Bid-YTW : 3.34 % |
| IAF.PR.G | FixedReset Ins Non | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 23.92 Evaluated at bid price : 24.39 Bid-YTW : 3.79 % |
| IFC.PR.C | FixedReset Ins Non | -1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 23.10 Evaluated at bid price : 24.02 Bid-YTW : 3.66 % |
| BMO.PR.W | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 22.62 Evaluated at bid price : 23.40 Bid-YTW : 3.39 % |
| TRP.PR.C | FixedReset Disc | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 14.84 Evaluated at bid price : 14.84 Bid-YTW : 3.92 % |
| SLF.PR.G | FixedReset Ins Non | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 3.48 % |
| BNS.PR.I | FixedReset Prem | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 23.53 Evaluated at bid price : 25.25 Bid-YTW : 3.37 % |
| BMO.PR.T | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 22.53 Evaluated at bid price : 23.20 Bid-YTW : 3.40 % |
| BAM.PR.B | Floater | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 3.15 % |
| TD.PF.E | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 22.97 Evaluated at bid price : 24.36 Bid-YTW : 3.66 % |
| TRP.PR.D | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 3.95 % |
| BAM.PR.K | Floater | 8.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 13.70 Evaluated at bid price : 13.70 Bid-YTW : 3.16 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.C | FixedReset Disc | 40,555 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 21.61 Evaluated at bid price : 22.00 Bid-YTW : 3.71 % |
| BAM.PF.C | Perpetual-Premium | 40,270 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 24.77 Evaluated at bid price : 25.06 Bid-YTW : 4.91 % |
| BAM.PF.F | FixedReset Disc | 37,773 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 23.02 Evaluated at bid price : 24.20 Bid-YTW : 3.88 % |
| BAM.PR.X | FixedReset Disc | 30,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 17.41 Evaluated at bid price : 17.41 Bid-YTW : 3.90 % |
| BAM.PR.Z | FixedReset Disc | 27,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-10 Maturity Price : 23.83 Evaluated at bid price : 24.21 Bid-YTW : 4.08 % |
| TRP.PR.K | FixedReset Prem | 26,480 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.51 Bid-YTW : 2.96 % |
| There were 27 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: 15.50 – 16.40 Spot Rate : 0.9000 Average : 0.6961 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 21.00 – 21.75 Spot Rate : 0.7500 Average : 0.5631 YTW SCENARIO |
| BNS.PR.I | FixedReset Prem | Quote: 25.25 – 25.80 Spot Rate : 0.5500 Average : 0.3897 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 22.00 – 22.47 Spot Rate : 0.4700 Average : 0.3242 YTW SCENARIO |
| BAM.PR.C | Floater | Quote: 13.49 – 14.00 Spot Rate : 0.5100 Average : 0.3853 YTW SCENARIO |
| NA.PR.G | FixedReset Prem | Quote: 25.90 – 26.20 Spot Rate : 0.3000 Average : 0.1865 YTW SCENARIO |