| 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 | -0.5802 % | 2,660.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5802 % | 4,881.8 |
| Floater | 3.26 % | 3.24 % | 98,584 | 19.11 | 3 | -0.5802 % | 2,813.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0451 % | 3,693.2 |
| SplitShare | 4.63 % | 3.88 % | 44,417 | 3.91 | 6 | 0.0451 % | 4,410.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0451 % | 3,441.3 |
| Perpetual-Premium | 5.13 % | -3.68 % | 66,181 | 0.09 | 30 | -0.0324 % | 3,300.2 |
| Perpetual-Discount | 4.64 % | 4.68 % | 54,214 | 16.05 | 4 | -0.3124 % | 3,930.3 |
| FixedReset Disc | 4.04 % | 3.74 % | 146,433 | 17.92 | 40 | 0.1426 % | 2,774.6 |
| Insurance Straight | 4.91 % | 2.97 % | 87,951 | 0.10 | 22 | -0.0357 % | 3,708.2 |
| FloatingReset | 2.81 % | 3.06 % | 40,736 | 19.56 | 2 | 0.4042 % | 2,600.9 |
| FixedReset Prem | 4.80 % | 2.84 % | 197,008 | 1.45 | 33 | 0.1222 % | 2,767.4 |
| FixedReset Bank Non | 1.80 % | 1.89 % | 107,466 | 0.16 | 1 | 0.1200 % | 2,896.6 |
| FixedReset Ins Non | 4.07 % | 3.49 % | 125,096 | 17.95 | 20 | 0.0888 % | 2,927.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.G | FixedReset Disc | -4.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-29 Maturity Price : 22.13 Evaluated at bid price : 22.69 Bid-YTW : 4.17 % |
| BAM.PR.Z | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-29 Maturity Price : 23.10 Evaluated at bid price : 23.53 Bid-YTW : 4.23 % |
| TRP.PR.A | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-29 Maturity Price : 18.98 Evaluated at bid price : 18.98 Bid-YTW : 3.96 % |
| TRP.PR.K | FixedReset Prem | 1.18 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.68 Bid-YTW : 2.38 % |
| GWO.PR.N | FixedReset Ins Non | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-29 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 3.36 % |
| BIP.PR.B | FixedReset Prem | 1.32 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.90 Bid-YTW : 3.67 % |
| MFC.PR.N | FixedReset Ins Non | 1.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-29 Maturity Price : 22.71 Evaluated at bid price : 23.64 Bid-YTW : 3.47 % |
| CM.PR.S | FixedReset Disc | 2.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-29 Maturity Price : 23.54 Evaluated at bid price : 24.60 Bid-YTW : 3.47 % |
| BAM.PF.F | FixedReset Disc | 6.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-29 Maturity Price : 22.74 Evaluated at bid price : 23.60 Bid-YTW : 4.04 % |
| BAM.PF.G | FixedReset Disc | 7.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-29 Maturity Price : 22.10 Evaluated at bid price : 22.60 Bid-YTW : 4.06 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CIU.PR.A | Perpetual-Discount | 45,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-29 Maturity Price : 24.52 Evaluated at bid price : 24.77 Bid-YTW : 4.68 % |
| SLF.PR.E | Insurance Straight | 31,915 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-29 Maturity Price : 24.68 Evaluated at bid price : 24.95 Bid-YTW : 4.52 % |
| W.PR.M | FixedReset Prem | 17,201 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 25.28 Bid-YTW : 0.64 % |
| TRP.PR.K | FixedReset Prem | 15,210 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.68 Bid-YTW : 2.38 % |
| MFC.PR.H | FixedReset Ins Non | 14,825 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 2.23 % |
| BMO.PR.Q | FixedReset Bank Non | 11,900 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.04 Bid-YTW : 1.89 % |
| There were 8 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.G | FixedReset Disc | Quote: 22.69 – 24.22 Spot Rate : 1.5300 Average : 0.8765 YTW SCENARIO |
| BMO.PR.Y | FixedReset Disc | Quote: 23.92 – 24.40 Spot Rate : 0.4800 Average : 0.2839 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 22.65 – 23.25 Spot Rate : 0.6000 Average : 0.4194 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 15.98 – 16.50 Spot Rate : 0.5200 Average : 0.3490 YTW SCENARIO |
| GWO.PR.Q | Insurance Straight | Quote: 25.30 – 25.70 Spot Rate : 0.4000 Average : 0.2660 YTW SCENARIO |
| TD.PF.E | FixedReset Disc | Quote: 24.10 – 24.50 Spot Rate : 0.4000 Average : 0.2705 YTW SCENARIO |