| 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 | 1.8163 % | 2,649.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.8163 % | 4,860.8 |
| Floater | 3.28 % | 3.27 % | 105,881 | 19.06 | 3 | 1.8163 % | 2,801.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2382 % | 3,684.7 |
| SplitShare | 4.64 % | 3.90 % | 39,747 | 3.41 | 6 | -0.2382 % | 4,400.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2382 % | 3,433.3 |
| Perpetual-Premium | 5.13 % | -2.27 % | 65,412 | 0.09 | 30 | -0.1621 % | 3,296.9 |
| Perpetual-Discount | 4.62 % | 4.55 % | 59,163 | 16.27 | 4 | 0.3132 % | 3,944.2 |
| FixedReset Disc | 4.04 % | 3.71 % | 147,425 | 17.90 | 40 | 0.4402 % | 2,775.1 |
| Insurance Straight | 4.91 % | -1.49 % | 86,339 | 0.09 | 22 | 0.2544 % | 3,709.3 |
| FloatingReset | 2.79 % | 3.05 % | 43,455 | 19.60 | 2 | 0.4717 % | 2,573.6 |
| FixedReset Prem | 4.81 % | 2.89 % | 207,285 | 1.47 | 33 | 0.2910 % | 2,764.1 |
| FixedReset Bank Non | 1.80 % | 2.14 % | 102,698 | 0.17 | 1 | 0.0400 % | 2,894.3 |
| FixedReset Ins Non | 4.12 % | 3.59 % | 138,334 | 17.95 | 20 | 0.5078 % | 2,895.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.N | FixedReset Ins Non | -2.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-22 Maturity Price : 15.19 Evaluated at bid price : 15.19 Bid-YTW : 3.56 % |
| PWF.PR.E | Perpetual-Premium | -1.74 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-22 Maturity Price : 25.00 Evaluated at bid price : 25.36 Bid-YTW : -2.27 % |
| BNS.PR.I | FixedReset Prem | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-22 Maturity Price : 23.46 Evaluated at bid price : 25.02 Bid-YTW : 3.52 % |
| TRP.PR.G | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-22 Maturity Price : 22.50 Evaluated at bid price : 23.35 Bid-YTW : 4.04 % |
| BAM.PF.A | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-22 Maturity Price : 22.96 Evaluated at bid price : 23.72 Bid-YTW : 4.20 % |
| BIP.PR.A | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-22 Maturity Price : 22.19 Evaluated at bid price : 22.75 Bid-YTW : 4.84 % |
| SLF.PR.I | FixedReset Ins Non | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-22 Maturity Price : 24.26 Evaluated at bid price : 24.83 Bid-YTW : 3.71 % |
| TD.PF.I | FixedReset Prem | 1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 3.19 % |
| IFC.PR.G | FixedReset Ins Non | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-22 Maturity Price : 23.72 Evaluated at bid price : 25.40 Bid-YTW : 3.49 % |
| BAM.PF.F | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-22 Maturity Price : 22.57 Evaluated at bid price : 23.28 Bid-YTW : 4.12 % |
| BIP.PR.B | FixedReset Prem | 1.23 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.43 Bid-YTW : 4.10 % |
| BAM.PR.C | Floater | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-22 Maturity Price : 13.05 Evaluated at bid price : 13.05 Bid-YTW : 3.28 % |
| CU.PR.I | FixedReset Prem | 1.28 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.84 Bid-YTW : 2.80 % |
| SLF.PR.H | FixedReset Ins Non | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-22 Maturity Price : 21.66 Evaluated at bid price : 22.05 Bid-YTW : 3.55 % |
| GWO.PR.S | Insurance Straight | 1.41 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-30 Maturity Price : 25.50 Evaluated at bid price : 26.55 Bid-YTW : -31.88 % |
| TRP.PR.C | FixedReset Disc | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-22 Maturity Price : 14.79 Evaluated at bid price : 14.79 Bid-YTW : 4.08 % |
| NA.PR.G | FixedReset Prem | 1.76 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-11-15 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 3.44 % |
| IFC.PR.A | FixedReset Ins Non | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-22 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 3.48 % |
| BAM.PF.G | FixedReset Disc | 1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-22 Maturity Price : 22.06 Evaluated at bid price : 22.54 Bid-YTW : 4.09 % |
| PWF.PR.P | FixedReset Disc | 2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-22 Maturity Price : 16.32 Evaluated at bid price : 16.32 Bid-YTW : 3.78 % |
| MFC.PR.F | FixedReset Ins Non | 2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-22 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 3.48 % |
| TRP.PR.A | FixedReset Disc | 2.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-22 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 4.08 % |
| BAM.PR.K | Floater | 3.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-22 Maturity Price : 13.10 Evaluated at bid price : 13.10 Bid-YTW : 3.27 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BIP.PR.C | FixedReset Prem | 177,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-30 Maturity Price : 25.00 Evaluated at bid price : 25.33 Bid-YTW : 0.10 % |
| SLF.PR.B | Insurance Straight | 172,495 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-22 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : -6.09 % |
| PWF.PR.T | FixedReset Disc | 133,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-22 Maturity Price : 22.77 Evaluated at bid price : 23.49 Bid-YTW : 3.69 % |
| BNS.PR.G | FixedReset Prem | 105,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 1.10 % |
| RY.PR.R | FixedReset Prem | 103,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 1.06 % |
| TD.PF.A | FixedReset Disc | 101,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-22 Maturity Price : 22.69 Evaluated at bid price : 23.51 Bid-YTW : 3.48 % |
| SLF.PR.A | Insurance Straight | 101,366 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-22 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : -3.77 % |
| There were 25 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: 16.32 – 24.68 Spot Rate : 8.3600 Average : 4.5194 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 16.70 – 17.91 Spot Rate : 1.2100 Average : 0.7834 YTW SCENARIO |
| TD.PF.A | FixedReset Disc | Quote: 23.51 – 24.50 Spot Rate : 0.9900 Average : 0.6160 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 22.30 – 23.23 Spot Rate : 0.9300 Average : 0.6182 YTW SCENARIO |
| PWF.PR.E | Perpetual-Premium | Quote: 25.36 – 26.25 Spot Rate : 0.8900 Average : 0.5851 YTW SCENARIO |
| BNS.PR.I | FixedReset Prem | Quote: 25.02 – 25.77 Spot Rate : 0.7500 Average : 0.4905 YTW SCENARIO |