| 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 | -1.4574 % | 2,601.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.4574 % | 4,774.1 |
| Floater | 3.34 % | 3.32 % | 109,519 | 18.94 | 3 | -1.4574 % | 2,751.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1093 % | 3,693.5 |
| SplitShare | 4.63 % | 4.00 % | 44,452 | 3.92 | 6 | -0.1093 % | 4,410.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1093 % | 3,441.5 |
| Perpetual-Premium | 5.12 % | -4.83 % | 63,876 | 0.09 | 30 | 0.0298 % | 3,302.2 |
| Perpetual-Discount | 4.64 % | 4.67 % | 49,414 | 16.07 | 4 | 0.3447 % | 3,931.9 |
| FixedReset Disc | 4.06 % | 3.73 % | 149,854 | 17.87 | 40 | -0.1226 % | 2,762.9 |
| Insurance Straight | 4.92 % | 0.35 % | 85,432 | 0.11 | 22 | 0.1292 % | 3,699.9 |
| FloatingReset | 2.81 % | 3.08 % | 43,820 | 19.54 | 2 | 0.0000 % | 2,561.5 |
| FixedReset Prem | 4.82 % | 2.99 % | 208,801 | 2.36 | 33 | 0.1747 % | 2,756.1 |
| FixedReset Bank Non | 1.80 % | 2.22 % | 104,232 | 0.61 | 1 | 0.0000 % | 2,893.1 |
| FixedReset Ins Non | 4.14 % | 3.60 % | 140,470 | 17.87 | 20 | 0.0146 % | 2,880.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -3.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-21 Maturity Price : 12.65 Evaluated at bid price : 12.65 Bid-YTW : 3.38 % |
| MFC.PR.F | FixedReset Ins Non | -2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-21 Maturity Price : 16.82 Evaluated at bid price : 16.82 Bid-YTW : 3.57 % |
| BAM.PF.F | FixedReset Disc | -2.75 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-21 Maturity Price : 22.41 Evaluated at bid price : 23.00 Bid-YTW : 4.18 % |
| BAM.PF.G | FixedReset Disc | -2.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-21 Maturity Price : 21.76 Evaluated at bid price : 22.10 Bid-YTW : 4.18 % |
| BAM.PF.A | FixedReset Disc | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-21 Maturity Price : 22.81 Evaluated at bid price : 23.46 Bid-YTW : 4.25 % |
| GWO.PR.S | Insurance Straight | -1.80 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-30 Maturity Price : 25.50 Evaluated at bid price : 26.18 Bid-YTW : -19.66 % |
| BIP.PR.A | FixedReset Disc | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-21 Maturity Price : 22.03 Evaluated at bid price : 22.50 Bid-YTW : 4.90 % |
| IFC.PR.C | FixedReset Ins Non | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-21 Maturity Price : 22.63 Evaluated at bid price : 23.70 Bid-YTW : 3.77 % |
| TRP.PR.C | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-21 Maturity Price : 14.57 Evaluated at bid price : 14.57 Bid-YTW : 4.14 % |
| BAM.PF.B | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-21 Maturity Price : 21.85 Evaluated at bid price : 22.10 Bid-YTW : 4.23 % |
| IFC.PR.A | FixedReset Ins Non | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-21 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 3.55 % |
| SLF.PR.G | FixedReset Ins Non | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-21 Maturity Price : 15.65 Evaluated at bid price : 15.65 Bid-YTW : 3.65 % |
| MFC.PR.G | FixedReset Ins Non | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-21 Maturity Price : 24.22 Evaluated at bid price : 24.81 Bid-YTW : 3.89 % |
| MFC.PR.N | FixedReset Ins Non | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-21 Maturity Price : 22.36 Evaluated at bid price : 23.00 Bid-YTW : 3.61 % |
| BAM.PR.T | FixedReset Disc | 2.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-21 Maturity Price : 19.40 Evaluated at bid price : 19.40 Bid-YTW : 4.27 % |
| TRP.PR.G | FixedReset Disc | 2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-21 Maturity Price : 22.63 Evaluated at bid price : 23.60 Bid-YTW : 3.99 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.G | FixedReset Prem | 102,120 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 1.06 % |
| BNS.PR.H | FixedReset Prem | 85,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.66 Bid-YTW : 1.64 % |
| SLF.PR.I | FixedReset Ins Non | 52,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-21 Maturity Price : 23.89 Evaluated at bid price : 24.55 Bid-YTW : 3.74 % |
| CU.PR.C | FixedReset Disc | 47,652 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-21 Maturity Price : 21.58 Evaluated at bid price : 21.95 Bid-YTW : 3.85 % |
| MFC.PR.Q | FixedReset Ins Non | 36,720 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-21 Maturity Price : 23.48 Evaluated at bid price : 24.73 Bid-YTW : 3.60 % |
| PWF.PR.Z | Perpetual-Premium | 32,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.25 Evaluated at bid price : 26.05 Bid-YTW : 4.47 % |
| There were 11 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.G | FixedReset Ins Non | Quote: 25.10 – 25.85 Spot Rate : 0.7500 Average : 0.4668 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 23.46 – 24.09 Spot Rate : 0.6300 Average : 0.4583 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 22.50 – 23.25 Spot Rate : 0.7500 Average : 0.5887 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 14.57 – 15.23 Spot Rate : 0.6600 Average : 0.5056 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 23.00 – 23.50 Spot Rate : 0.5000 Average : 0.3498 YTW SCENARIO |
| RY.PR.H | FixedReset Disc | Quote: 23.50 – 23.99 Spot Rate : 0.4900 Average : 0.3564 YTW SCENARIO |