| 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 | 1.3738 % | 2,640.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.3738 % | 4,844.7 |
| Floater | 3.29 % | 3.28 % | 109,376 | 19.05 | 3 | 1.3738 % | 2,792.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0386 % | 3,697.5 |
| SplitShare | 4.62 % | 3.62 % | 46,171 | 3.42 | 6 | 0.0386 % | 4,415.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0386 % | 3,445.3 |
| Perpetual-Premium | 5.12 % | -1.64 % | 64,800 | 0.09 | 30 | -0.0467 % | 3,301.2 |
| Perpetual-Discount | 4.65 % | 4.68 % | 49,390 | 16.06 | 4 | -0.1923 % | 3,918.4 |
| FixedReset Disc | 4.06 % | 3.59 % | 153,231 | 18.15 | 40 | -0.3887 % | 2,766.3 |
| Insurance Straight | 4.93 % | 0.32 % | 86,583 | 0.09 | 22 | -0.0663 % | 3,695.1 |
| FloatingReset | 2.79 % | 3.06 % | 45,464 | 19.58 | 2 | 0.0000 % | 2,561.5 |
| FixedReset Prem | 4.83 % | 3.25 % | 209,625 | 1.48 | 33 | -0.0201 % | 2,751.2 |
| FixedReset Bank Non | 1.80 % | 2.06 % | 108,427 | 0.62 | 1 | 0.0000 % | 2,893.1 |
| FixedReset Ins Non | 4.21 % | 3.50 % | 148,081 | 18.14 | 21 | -0.1602 % | 2,880.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.T | FixedReset Disc | -3.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 19.00 Evaluated at bid price : 19.00 Bid-YTW : 4.15 % |
| MFC.PR.N | FixedReset Ins Non | -2.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 22.12 Evaluated at bid price : 22.60 Bid-YTW : 3.54 % |
| BAM.PR.X | FixedReset Disc | -2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 3.92 % |
| NA.PR.G | FixedReset Prem | -2.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 23.61 Evaluated at bid price : 25.35 Bid-YTW : 3.61 % |
| TRP.PR.G | FixedReset Disc | -2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 22.37 Evaluated at bid price : 23.10 Bid-YTW : 3.96 % |
| BAM.PF.E | FixedReset Disc | -1.64 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 21.00 Evaluated at bid price : 21.00 Bid-YTW : 4.07 % |
| PWF.PR.P | FixedReset Disc | -1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 3.67 % |
| MFC.PR.M | FixedReset Ins Non | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 22.50 Evaluated at bid price : 23.20 Bid-YTW : 3.50 % |
| TRP.PR.D | FixedReset Disc | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 4.03 % |
| BAM.PF.G | FixedReset Disc | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 22.16 Evaluated at bid price : 22.71 Bid-YTW : 3.91 % |
| TRP.PR.A | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 18.04 Evaluated at bid price : 18.04 Bid-YTW : 4.00 % |
| BAM.PR.R | FixedReset Disc | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 19.35 Evaluated at bid price : 19.35 Bid-YTW : 4.04 % |
| TD.PF.B | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 22.74 Evaluated at bid price : 23.55 Bid-YTW : 3.35 % |
| POW.PR.D | Perpetual-Premium | 1.30 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-18 Maturity Price : 25.00 Evaluated at bid price : 25.75 Bid-YTW : -19.39 % |
| MFC.PR.F | FixedReset Ins Non | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 3.23 % |
| TRP.PR.B | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 13.50 Evaluated at bid price : 13.50 Bid-YTW : 3.75 % |
| BIP.PR.A | FixedReset Disc | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 22.25 Evaluated at bid price : 22.85 Bid-YTW : 4.67 % |
| GWO.PR.N | FixedReset Ins Non | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 15.46 Evaluated at bid price : 15.46 Bid-YTW : 3.30 % |
| RY.PR.J | FixedReset Disc | 2.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 22.91 Evaluated at bid price : 24.10 Bid-YTW : 3.56 % |
| BAM.PR.K | Floater | 3.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 13.05 Evaluated at bid price : 13.05 Bid-YTW : 3.28 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.G | FixedReset Prem | 467,835 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 0.98 % |
| BMO.PR.C | FixedReset Prem | 234,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 3.06 % |
| MFC.PR.H | FixedReset Ins Non | 207,564 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 24.67 Evaluated at bid price : 25.05 Bid-YTW : 3.95 % |
| RY.PR.S | FixedReset Prem | 66,175 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 23.47 Evaluated at bid price : 25.10 Bid-YTW : 3.29 % |
| MFC.PR.R | FixedReset Ins Non | 53,836 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.52 Bid-YTW : 2.03 % |
| BAM.PF.D | Perpetual-Premium | 50,161 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-18 Maturity Price : 24.49 Evaluated at bid price : 24.80 Bid-YTW : 4.94 % |
| There were 17 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.H | Perpetual-Premium | Quote: 25.82 – 28.23 Spot Rate : 2.4100 Average : 1.8718 YTW SCENARIO |
| BIP.PR.B | FixedReset Prem | Quote: 26.07 – 27.30 Spot Rate : 1.2300 Average : 0.7627 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 23.10 – 23.84 Spot Rate : 0.7400 Average : 0.5196 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 24.14 – 24.97 Spot Rate : 0.8300 Average : 0.6181 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 22.60 – 23.60 Spot Rate : 1.0000 Average : 0.7964 YTW SCENARIO |
| NA.PR.G | FixedReset Prem | Quote: 25.35 – 26.20 Spot Rate : 0.8500 Average : 0.6594 YTW SCENARIO |