| 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 | -1.9907 % | 2,692.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.9907 % | 4,940.1 |
| Floater | 3.23 % | 3.22 % | 102,452 | 19.20 | 3 | -1.9907 % | 2,847.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1094 % | 3,691.1 |
| SplitShare | 4.63 % | 4.01 % | 50,558 | 3.94 | 6 | -0.1094 % | 4,408.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1094 % | 3,439.3 |
| Perpetual-Premium | 5.11 % | -4.50 % | 66,515 | 0.09 | 30 | -0.0233 % | 3,308.1 |
| Perpetual-Discount | 4.65 % | 4.68 % | 52,520 | 16.07 | 4 | -0.3739 % | 3,916.8 |
| FixedReset Disc | 4.03 % | 3.57 % | 154,883 | 18.18 | 40 | -0.8015 % | 2,787.4 |
| Insurance Straight | 4.91 % | -2.35 % | 85,769 | 0.09 | 22 | 0.0000 % | 3,710.3 |
| FloatingReset | 2.78 % | 3.03 % | 46,595 | 19.65 | 2 | -0.1875 % | 2,572.8 |
| FixedReset Prem | 4.83 % | 2.97 % | 200,306 | 1.49 | 33 | -0.0954 % | 2,755.2 |
| FixedReset Bank Non | 1.80 % | 2.03 % | 114,827 | 0.62 | 1 | 0.0000 % | 2,893.1 |
| FixedReset Ins Non | 4.19 % | 3.46 % | 153,307 | 18.13 | 21 | -0.4035 % | 2,888.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.R | FixedReset Disc | -11.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-15 Maturity Price : 17.52 Evaluated at bid price : 17.52 Bid-YTW : 4.47 % |
| BAM.PR.T | FixedReset Disc | -9.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-15 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 4.31 % |
| BAM.PR.C | Floater | -3.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-15 Maturity Price : 13.18 Evaluated at bid price : 13.18 Bid-YTW : 3.25 % |
| NA.PR.G | FixedReset Prem | -2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-15 Maturity Price : 23.60 Evaluated at bid price : 25.31 Bid-YTW : 3.61 % |
| BAM.PR.X | FixedReset Disc | -2.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-15 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 3.87 % |
| PWF.PR.T | FixedReset Disc | -2.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-15 Maturity Price : 22.48 Evaluated at bid price : 23.00 Bid-YTW : 3.63 % |
| BIP.PR.A | FixedReset Disc | -2.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-15 Maturity Price : 22.19 Evaluated at bid price : 22.75 Bid-YTW : 4.69 % |
| MFC.PR.H | FixedReset Ins Non | -1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-15 Maturity Price : 24.26 Evaluated at bid price : 24.75 Bid-YTW : 3.98 % |
| SLF.PR.H | FixedReset Ins Non | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-15 Maturity Price : 21.54 Evaluated at bid price : 21.87 Bid-YTW : 3.39 % |
| BAM.PR.K | Floater | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-15 Maturity Price : 13.30 Evaluated at bid price : 13.30 Bid-YTW : 3.22 % |
| BAM.PR.B | Floater | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-15 Maturity Price : 13.40 Evaluated at bid price : 13.40 Bid-YTW : 3.19 % |
| MFC.PR.M | FixedReset Ins Non | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-15 Maturity Price : 22.67 Evaluated at bid price : 23.51 Bid-YTW : 3.44 % |
| PWF.PR.F | Perpetual-Premium | -1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-15 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : -10.59 % |
| MFC.PR.L | FixedReset Ins Non | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-15 Maturity Price : 22.44 Evaluated at bid price : 23.00 Bid-YTW : 3.33 % |
| IFC.PR.C | FixedReset Ins Non | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-15 Maturity Price : 22.65 Evaluated at bid price : 23.75 Bid-YTW : 3.58 % |
| TRP.PR.G | FixedReset Disc | 4.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-15 Maturity Price : 22.84 Evaluated at bid price : 24.05 Bid-YTW : 3.76 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.C | Insurance Straight | 91,231 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-15 Maturity Price : 24.68 Evaluated at bid price : 24.95 Bid-YTW : 4.51 % |
| CM.PR.R | FixedReset Prem | 90,248 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.42 Bid-YTW : 3.42 % |
| BAM.PR.R | FixedReset Disc | 85,325 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-15 Maturity Price : 17.52 Evaluated at bid price : 17.52 Bid-YTW : 4.47 % |
| BAM.PR.K | Floater | 72,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-15 Maturity Price : 13.30 Evaluated at bid price : 13.30 Bid-YTW : 3.22 % |
| BAM.PR.B | Floater | 45,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-15 Maturity Price : 13.40 Evaluated at bid price : 13.40 Bid-YTW : 3.19 % |
| BAM.PF.I | FixedReset Prem | 41,106 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 1.76 % |
| There were 25 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.R | FixedReset Disc | Quote: 17.52 – 19.90 Spot Rate : 2.3800 Average : 1.3987 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 18.30 – 20.28 Spot Rate : 1.9800 Average : 1.1250 YTW SCENARIO |
| NA.PR.G | FixedReset Prem | Quote: 25.31 – 26.15 Spot Rate : 0.8400 Average : 0.5217 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 21.87 – 22.75 Spot Rate : 0.8800 Average : 0.5854 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 16.69 – 17.60 Spot Rate : 0.9100 Average : 0.6181 YTW SCENARIO |
| IAF.PR.I | FixedReset Ins Non | Quote: 25.20 – 26.00 Spot Rate : 0.8000 Average : 0.5459 YTW SCENARIO |