| 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 | -0.2294 % | 2,642.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2294 % | 4,849.6 |
| Floater | 3.29 % | 3.28 % | 105,135 | 19.03 | 3 | -0.2294 % | 2,794.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0065 % | 3,684.9 |
| SplitShare | 4.64 % | 3.97 % | 39,210 | 3.40 | 6 | 0.0065 % | 4,400.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0065 % | 3,433.5 |
| Perpetual-Premium | 5.13 % | -2.25 % | 67,624 | 0.09 | 30 | 0.0234 % | 3,297.6 |
| Perpetual-Discount | 4.65 % | 4.68 % | 47,417 | 16.05 | 4 | -0.5238 % | 3,923.6 |
| FixedReset Disc | 4.05 % | 3.72 % | 151,734 | 17.91 | 40 | -0.1222 % | 2,771.7 |
| Insurance Straight | 4.91 % | -1.33 % | 87,134 | 0.09 | 22 | -0.0143 % | 3,708.8 |
| FloatingReset | 2.78 % | 3.06 % | 43,154 | 19.57 | 2 | 0.3756 % | 2,583.2 |
| FixedReset Prem | 4.81 % | 2.84 % | 204,135 | 1.47 | 33 | -0.0540 % | 2,762.6 |
| FixedReset Bank Non | 1.80 % | 2.17 % | 101,844 | 0.60 | 1 | 0.0000 % | 2,894.3 |
| FixedReset Ins Non | 4.10 % | 3.56 % | 134,758 | 17.85 | 20 | 0.3696 % | 2,906.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| RY.PR.H | FixedReset Disc | -2.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-23 Maturity Price : 22.45 Evaluated at bid price : 23.05 Bid-YTW : 3.57 % |
| NA.PR.G | FixedReset Prem | -2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-23 Maturity Price : 23.60 Evaluated at bid price : 25.31 Bid-YTW : 3.77 % |
| BAM.PR.Z | FixedReset Disc | -2.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-23 Maturity Price : 22.59 Evaluated at bid price : 23.00 Bid-YTW : 4.34 % |
| CU.PR.F | Perpetual-Discount | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-23 Maturity Price : 24.29 Evaluated at bid price : 24.55 Bid-YTW : 4.61 % |
| BAM.PR.T | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-23 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 4.29 % |
| TRP.PR.G | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-23 Maturity Price : 22.63 Evaluated at bid price : 23.60 Bid-YTW : 3.99 % |
| BNS.PR.I | FixedReset Prem | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-23 Maturity Price : 23.56 Evaluated at bid price : 25.32 Bid-YTW : 3.46 % |
| IFC.PR.A | FixedReset Ins Non | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-23 Maturity Price : 20.10 Evaluated at bid price : 20.10 Bid-YTW : 3.44 % |
| SLF.PR.J | FloatingReset | 1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-23 Maturity Price : 15.45 Evaluated at bid price : 15.45 Bid-YTW : 2.47 % |
| TRP.PR.C | FixedReset Disc | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-23 Maturity Price : 15.05 Evaluated at bid price : 15.05 Bid-YTW : 4.01 % |
| GWO.PR.N | FixedReset Ins Non | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-23 Maturity Price : 15.52 Evaluated at bid price : 15.52 Bid-YTW : 3.49 % |
| SLF.PR.H | FixedReset Ins Non | 2.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-23 Maturity Price : 22.01 Evaluated at bid price : 22.57 Bid-YTW : 3.45 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| IFC.PR.G | FixedReset Ins Non | 70,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-23 Maturity Price : 23.72 Evaluated at bid price : 25.40 Bid-YTW : 3.49 % |
| TD.PF.H | FixedReset Prem | 44,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 1.78 % |
| MFC.PR.M | FixedReset Ins Non | 40,426 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-23 Maturity Price : 22.69 Evaluated at bid price : 23.55 Bid-YTW : 3.58 % |
| TD.PF.A | FixedReset Disc | 39,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-23 Maturity Price : 22.63 Evaluated at bid price : 23.41 Bid-YTW : 3.50 % |
| SLF.PR.G | FixedReset Ins Non | 37,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-23 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 3.63 % |
| SLF.PR.I | FixedReset Ins Non | 31,050 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.05 Bid-YTW : 3.28 % |
| There were 13 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 : 6.5280 YTW SCENARIO |
| NA.PR.W | FixedReset Disc | Quote: 23.52 – 24.49 Spot Rate : 0.9700 Average : 0.5947 YTW SCENARIO |
| BAM.PR.Z | FixedReset Disc | Quote: 23.00 – 23.89 Spot Rate : 0.8900 Average : 0.5570 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 17.10 – 18.00 Spot Rate : 0.9000 Average : 0.5995 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 16.62 – 17.91 Spot Rate : 1.2900 Average : 1.0484 YTW SCENARIO |
| RY.PR.H | FixedReset Disc | Quote: 23.05 – 23.75 Spot Rate : 0.7000 Average : 0.4746 YTW SCENARIO |