| 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 | -0.5836 % | 2,644.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5836 % | 4,853.3 |
| Floater | 3.28 % | 3.24 % | 97,084 | 19.11 | 3 | -0.5836 % | 2,797.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2383 % | 3,684.4 |
| SplitShare | 4.64 % | 4.02 % | 45,759 | 3.39 | 6 | -0.2383 % | 4,400.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2383 % | 3,433.1 |
| Perpetual-Premium | 5.13 % | -3.50 % | 65,269 | 0.09 | 30 | -0.0805 % | 3,297.5 |
| Perpetual-Discount | 4.63 % | 4.56 % | 56,485 | 16.25 | 4 | 0.2224 % | 3,939.1 |
| FixedReset Disc | 4.06 % | 3.77 % | 142,285 | 17.90 | 40 | -0.2904 % | 2,766.6 |
| Insurance Straight | 4.90 % | 0.47 % | 85,998 | 0.09 | 22 | 0.2288 % | 3,716.7 |
| FloatingReset | 2.80 % | 3.04 % | 39,196 | 19.61 | 2 | 0.2168 % | 2,606.6 |
| FixedReset Prem | 4.82 % | 2.95 % | 202,069 | 1.45 | 33 | -0.2546 % | 2,760.3 |
| FixedReset Bank Non | 1.80 % | 2.16 % | 103,211 | 0.58 | 1 | -0.0399 % | 2,895.4 |
| FixedReset Ins Non | 4.07 % | 3.51 % | 123,936 | 17.97 | 20 | 0.1276 % | 2,931.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PF.F | FixedReset Disc | -6.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-30 Maturity Price : 21.86 Evaluated at bid price : 22.17 Bid-YTW : 4.35 % |
| BAM.PR.K | Floater | -4.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-30 Maturity Price : 12.57 Evaluated at bid price : 12.57 Bid-YTW : 3.41 % |
| TRP.PR.A | FixedReset Disc | -2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-30 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 4.07 % |
| BMO.PR.E | FixedReset Prem | -2.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-30 Maturity Price : 23.54 Evaluated at bid price : 25.15 Bid-YTW : 3.68 % |
| TD.PF.K | FixedReset Prem | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-30 Maturity Price : 23.40 Evaluated at bid price : 24.71 Bid-YTW : 3.71 % |
| TRP.PR.E | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-30 Maturity Price : 20.53 Evaluated at bid price : 20.53 Bid-YTW : 4.12 % |
| BAM.PR.X | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-30 Maturity Price : 17.16 Evaluated at bid price : 17.16 Bid-YTW : 4.04 % |
| TRP.PR.D | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-30 Maturity Price : 20.57 Evaluated at bid price : 20.57 Bid-YTW : 4.16 % |
| BIP.PR.B | FixedReset Prem | -1.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.58 Bid-YTW : 3.98 % |
| EIT.PR.A | SplitShare | -1.16 % | YTW SCENARIO Maturity Type : Soft Maturity Maturity Date : 2024-03-14 Maturity Price : 25.00 Evaluated at bid price : 25.56 Bid-YTW : 4.02 % |
| NA.PR.E | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-30 Maturity Price : 23.49 Evaluated at bid price : 24.67 Bid-YTW : 3.64 % |
| IFC.PR.C | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-30 Maturity Price : 23.91 Evaluated at bid price : 24.75 Bid-YTW : 3.61 % |
| SLF.PR.D | Insurance Straight | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-30 Maturity Price : 24.68 Evaluated at bid price : 25.00 Bid-YTW : 4.45 % |
| MFC.PR.F | FixedReset Ins Non | 1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-30 Maturity Price : 17.86 Evaluated at bid price : 17.86 Bid-YTW : 3.34 % |
| BAM.PR.Z | FixedReset Disc | 1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-30 Maturity Price : 23.54 Evaluated at bid price : 23.95 Bid-YTW : 4.15 % |
| BAM.PR.B | Floater | 3.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-30 Maturity Price : 13.41 Evaluated at bid price : 13.41 Bid-YTW : 3.19 % |
| TRP.PR.G | FixedReset Disc | 3.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-30 Maturity Price : 22.58 Evaluated at bid price : 23.50 Bid-YTW : 4.00 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.I | FixedReset Ins Non | 132,549 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : 3.01 % |
| BMO.PR.S | FixedReset Disc | 123,561 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-30 Maturity Price : 22.87 Evaluated at bid price : 23.75 Bid-YTW : 3.51 % |
| TRP.PR.K | FixedReset Prem | 88,883 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.46 Bid-YTW : 3.36 % |
| CU.PR.C | FixedReset Disc | 52,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-30 Maturity Price : 21.47 Evaluated at bid price : 21.80 Bid-YTW : 3.86 % |
| TD.PF.C | FixedReset Disc | 36,839 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-30 Maturity Price : 22.76 Evaluated at bid price : 23.70 Bid-YTW : 3.49 % |
| MFC.PR.K | FixedReset Ins Non | 26,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-06-30 Maturity Price : 23.03 Evaluated at bid price : 23.85 Bid-YTW : 3.42 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.F | FixedReset Disc | Quote: 22.17 – 24.02 Spot Rate : 1.8500 Average : 1.2628 YTW SCENARIO |
| GWO.PR.M | Insurance Straight | Quote: 25.80 – 26.80 Spot Rate : 1.0000 Average : 0.6436 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 12.57 – 13.30 Spot Rate : 0.7300 Average : 0.4638 YTW SCENARIO |
| TD.PF.K | FixedReset Prem | Quote: 24.71 – 25.27 Spot Rate : 0.5600 Average : 0.3427 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 20.31 – 21.24 Spot Rate : 0.9300 Average : 0.7780 YTW SCENARIO |
| BIP.PR.B | FixedReset Prem | Quote: 26.58 – 27.43 Spot Rate : 0.8500 Average : 0.7217 YTW SCENARIO |