| 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 | 0.9195 % | 2,667.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.9195 % | 4,894.2 |
| Floater | 3.26 % | 3.26 % | 101,881 | 19.09 | 3 | 0.9195 % | 2,820.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0516 % | 3,686.8 |
| SplitShare | 4.64 % | 3.98 % | 47,383 | 3.92 | 6 | 0.0516 % | 4,402.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0516 % | 3,435.3 |
| Perpetual-Premium | 5.13 % | -1.18 % | 67,261 | 0.09 | 30 | 0.0701 % | 3,299.9 |
| Perpetual-Discount | 4.63 % | 4.57 % | 60,054 | 16.25 | 4 | 0.3240 % | 3,936.3 |
| FixedReset Disc | 4.04 % | 3.77 % | 148,528 | 17.85 | 40 | 0.2638 % | 2,779.0 |
| Insurance Straight | 4.91 % | -1.35 % | 88,100 | 0.11 | 22 | -0.0107 % | 3,708.4 |
| FloatingReset | 2.78 % | 3.05 % | 41,508 | 19.60 | 2 | 0.2183 % | 2,588.9 |
| FixedReset Prem | 4.81 % | 2.92 % | 202,113 | 1.47 | 33 | 0.0094 % | 2,762.8 |
| FixedReset Bank Non | 1.80 % | 2.18 % | 102,504 | 0.60 | 1 | 0.0000 % | 2,894.3 |
| FixedReset Ins Non | 4.09 % | 3.55 % | 134,448 | 17.85 | 20 | 0.4336 % | 2,918.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.A | FixedReset Disc | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-24 Maturity Price : 22.04 Evaluated at bid price : 22.51 Bid-YTW : 4.90 % |
| TD.PF.E | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-24 Maturity Price : 22.90 Evaluated at bid price : 24.17 Bid-YTW : 3.79 % |
| BIP.PR.E | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 3.80 % |
| BAM.PF.F | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-24 Maturity Price : 22.74 Evaluated at bid price : 23.59 Bid-YTW : 4.06 % |
| BAM.PF.B | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-24 Maturity Price : 22.25 Evaluated at bid price : 22.66 Bid-YTW : 4.11 % |
| BAM.PR.B | Floater | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-24 Maturity Price : 13.23 Evaluated at bid price : 13.23 Bid-YTW : 3.24 % |
| SLF.PR.H | FixedReset Ins Non | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-24 Maturity Price : 22.25 Evaluated at bid price : 22.97 Bid-YTW : 3.38 % |
| NA.PR.G | FixedReset Prem | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-24 Maturity Price : 23.74 Evaluated at bid price : 25.76 Bid-YTW : 3.67 % |
| RY.PR.H | FixedReset Disc | 2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-24 Maturity Price : 22.73 Evaluated at bid price : 23.55 Bid-YTW : 3.47 % |
| BAM.PR.Z | FixedReset Disc | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-24 Maturity Price : 23.08 Evaluated at bid price : 23.51 Bid-YTW : 4.25 % |
| PWF.PR.E | Perpetual-Premium | 2.56 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-24 Maturity Price : 25.00 Evaluated at bid price : 26.01 Bid-YTW : -30.20 % |
| BAM.PF.A | FixedReset Disc | 2.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-24 Maturity Price : 23.26 Evaluated at bid price : 24.34 Bid-YTW : 4.06 % |
| GWO.PR.N | FixedReset Ins Non | 3.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-24 Maturity Price : 16.11 Evaluated at bid price : 16.11 Bid-YTW : 3.36 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset Prem | 124,936 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 3.01 % |
| TD.PF.K | FixedReset Prem | 54,460 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-24 Maturity Price : 23.52 Evaluated at bid price : 25.05 Bid-YTW : 3.65 % |
| SLF.PR.I | FixedReset Ins Non | 53,125 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.03 Bid-YTW : 3.46 % |
| TD.PF.I | FixedReset Prem | 43,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.67 Bid-YTW : 2.99 % |
| IFC.PR.G | FixedReset Ins Non | 32,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-24 Maturity Price : 23.77 Evaluated at bid price : 25.56 Bid-YTW : 3.46 % |
| MFC.PR.C | Insurance Straight | 27,665 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-24 Maturity Price : 24.68 Evaluated at bid price : 24.95 Bid-YTW : 4.52 % |
| There were 20 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.Z | FixedReset Disc | Quote: 23.51 – 24.50 Spot Rate : 0.9900 Average : 0.7834 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 22.90 – 23.36 Spot Rate : 0.4600 Average : 0.2971 YTW SCENARIO |
| BAM.PF.H | FixedReset Prem | Quote: 27.50 – 27.99 Spot Rate : 0.4900 Average : 0.3563 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 20.83 – 21.20 Spot Rate : 0.3700 Average : 0.2522 YTW SCENARIO |
| CM.PR.Q | FixedReset Disc | Quote: 23.81 – 24.27 Spot Rate : 0.4600 Average : 0.3606 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 23.30 – 23.99 Spot Rate : 0.6900 Average : 0.5982 YTW SCENARIO |