| 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 | -1.4680 % | 2,628.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.4680 % | 4,822.4 |
| Floater | 3.30 % | 3.27 % | 100,913 | 19.05 | 3 | -1.4680 % | 2,779.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0323 % | 3,688.0 |
| SplitShare | 4.64 % | 4.02 % | 46,906 | 3.91 | 6 | 0.0323 % | 4,404.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0323 % | 3,436.4 |
| Perpetual-Premium | 5.13 % | -1.26 % | 67,579 | 0.09 | 30 | -0.0480 % | 3,298.4 |
| Perpetual-Discount | 4.63 % | 4.68 % | 50,727 | 16.04 | 4 | 0.0908 % | 3,939.9 |
| FixedReset Disc | 4.05 % | 3.75 % | 148,598 | 17.87 | 40 | -0.2340 % | 2,772.5 |
| Insurance Straight | 4.91 % | -1.03 % | 89,768 | 0.09 | 22 | -0.0340 % | 3,707.1 |
| FloatingReset | 2.77 % | 3.05 % | 40,960 | 19.59 | 2 | 0.2800 % | 2,596.1 |
| FixedReset Prem | 4.82 % | 2.92 % | 205,711 | 1.46 | 33 | -0.1293 % | 2,759.3 |
| FixedReset Bank Non | 1.80 % | 2.01 % | 101,305 | 0.17 | 1 | 0.0400 % | 2,895.4 |
| FixedReset Ins Non | 4.09 % | 3.58 % | 129,279 | 17.88 | 20 | -0.1953 % | 2,913.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset Ins Non | -3.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-25 Maturity Price : 19.41 Evaluated at bid price : 19.41 Bid-YTW : 3.57 % |
| BAM.PR.K | Floater | -3.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-25 Maturity Price : 12.65 Evaluated at bid price : 12.65 Bid-YTW : 3.39 % |
| BAM.PF.F | FixedReset Disc | -3.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-25 Maturity Price : 22.32 Evaluated at bid price : 22.85 Bid-YTW : 4.22 % |
| IFC.PR.G | FixedReset Ins Non | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-25 Maturity Price : 23.63 Evaluated at bid price : 25.12 Bid-YTW : 3.54 % |
| RY.PR.J | FixedReset Disc | -1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-25 Maturity Price : 22.91 Evaluated at bid price : 24.10 Bid-YTW : 3.70 % |
| IAF.PR.I | FixedReset Ins Non | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-25 Maturity Price : 23.59 Evaluated at bid price : 24.85 Bid-YTW : 3.78 % |
| SLF.PR.H | FixedReset Ins Non | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-25 Maturity Price : 22.37 Evaluated at bid price : 23.20 Bid-YTW : 3.33 % |
| ELF.PR.G | Perpetual-Discount | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-25 Maturity Price : 24.83 Evaluated at bid price : 25.05 Bid-YTW : 4.81 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset Prem | 320,761 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 2.56 % |
| GWO.PR.H | Insurance Straight | 81,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-07-25 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 4.08 % |
| BMO.PR.C | FixedReset Prem | 42,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 2.46 % |
| PWF.PR.T | FixedReset Disc | 42,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-25 Maturity Price : 22.77 Evaluated at bid price : 23.47 Bid-YTW : 3.70 % |
| TD.PF.D | FixedReset Disc | 31,579 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-25 Maturity Price : 22.85 Evaluated at bid price : 24.02 Bid-YTW : 3.76 % |
| TRP.PR.E | FixedReset Disc | 30,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-25 Maturity Price : 20.64 Evaluated at bid price : 20.64 Bid-YTW : 4.19 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.A | FixedReset Ins Non | Quote: 19.41 – 20.73 Spot Rate : 1.3200 Average : 0.7931 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 22.85 – 23.85 Spot Rate : 1.0000 Average : 0.6570 YTW SCENARIO |
| CU.PR.I | FixedReset Prem | Quote: 26.74 – 27.35 Spot Rate : 0.6100 Average : 0.4009 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 19.05 – 19.62 Spot Rate : 0.5700 Average : 0.3621 YTW SCENARIO |
| CM.PR.Y | FixedReset Prem | Quote: 26.31 – 26.89 Spot Rate : 0.5800 Average : 0.3944 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 12.65 – 13.20 Spot Rate : 0.5500 Average : 0.3695 YTW SCENARIO |