| 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 | -0.5360 % | 2,630.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5360 % | 4,827.3 |
| Floater | 3.30 % | 3.27 % | 93,533 | 19.09 | 3 | -0.5360 % | 2,782.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1549 % | 3,690.2 |
| SplitShare | 4.63 % | 3.84 % | 44,263 | 3.38 | 6 | 0.1549 % | 4,406.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1549 % | 3,438.4 |
| Perpetual-Premium | 5.13 % | -3.16 % | 64,643 | 0.09 | 30 | 0.0195 % | 3,298.2 |
| Perpetual-Discount | 4.68 % | 4.60 % | 54,271 | 16.19 | 4 | -1.1094 % | 3,895.4 |
| FixedReset Disc | 4.07 % | 3.75 % | 139,029 | 17.86 | 40 | -0.1226 % | 2,763.2 |
| Insurance Straight | 4.90 % | -0.41 % | 82,911 | 0.09 | 22 | -0.0071 % | 3,716.4 |
| FloatingReset | 2.81 % | 3.07 % | 37,716 | 19.57 | 2 | -0.3399 % | 2,597.7 |
| FixedReset Prem | 4.81 % | 2.79 % | 194,476 | 1.45 | 33 | 0.1423 % | 2,764.3 |
| FixedReset Bank Non | 1.80 % | 2.18 % | 101,597 | 0.58 | 1 | 0.0000 % | 2,895.4 |
| FixedReset Ins Non | 4.07 % | 3.52 % | 122,812 | 17.92 | 20 | -0.0713 % | 2,929.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.C | FixedReset Disc | -3.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-02 Maturity Price : 14.42 Evaluated at bid price : 14.42 Bid-YTW : 4.12 % |
| CIU.PR.A | Perpetual-Discount | -3.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-02 Maturity Price : 23.68 Evaluated at bid price : 23.95 Bid-YTW : 4.84 % |
| TRP.PR.A | FixedReset Disc | -2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-02 Maturity Price : 18.01 Evaluated at bid price : 18.01 Bid-YTW : 4.18 % |
| BAM.PF.A | FixedReset Disc | -1.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-02 Maturity Price : 23.02 Evaluated at bid price : 23.84 Bid-YTW : 4.15 % |
| GWO.PR.N | FixedReset Ins Non | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-02 Maturity Price : 15.80 Evaluated at bid price : 15.80 Bid-YTW : 3.41 % |
| BAM.PR.B | Floater | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-02 Maturity Price : 13.25 Evaluated at bid price : 13.25 Bid-YTW : 3.25 % |
| BAM.PR.Z | FixedReset Disc | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-02 Maturity Price : 23.24 Evaluated at bid price : 23.67 Bid-YTW : 4.20 % |
| TRP.PR.G | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-02 Maturity Price : 22.45 Evaluated at bid price : 23.25 Bid-YTW : 4.05 % |
| BMO.PR.F | FixedReset Prem | 1.05 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 26.95 Bid-YTW : 2.49 % |
| MIC.PR.A | Perpetual-Premium | 1.06 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2030-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.66 Bid-YTW : 4.51 % |
| NA.PR.E | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-02 Maturity Price : 23.60 Evaluated at bid price : 24.95 Bid-YTW : 3.59 % |
| BMO.PR.E | FixedReset Prem | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-02 Maturity Price : 23.66 Evaluated at bid price : 25.50 Bid-YTW : 3.61 % |
| TD.PF.K | FixedReset Prem | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-02 Maturity Price : 23.57 Evaluated at bid price : 25.18 Bid-YTW : 3.60 % |
| IFC.PR.A | FixedReset Ins Non | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-02 Maturity Price : 20.73 Evaluated at bid price : 20.73 Bid-YTW : 3.31 % |
| BAM.PF.F | FixedReset Disc | 5.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-02 Maturity Price : 22.62 Evaluated at bid price : 23.36 Bid-YTW : 4.09 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.P | FixedReset Disc | 339,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-02 Maturity Price : 16.37 Evaluated at bid price : 16.37 Bid-YTW : 3.76 % |
| BMO.PR.C | FixedReset Prem | 321,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.46 Bid-YTW : 2.92 % |
| BNS.PR.H | FixedReset Prem | 28,581 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-26 Maturity Price : 25.00 Evaluated at bid price : 25.67 Bid-YTW : 1.66 % |
| RY.PR.R | FixedReset Prem | 12,794 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 25.31 Bid-YTW : 0.99 % |
| PWF.PR.R | Perpetual-Premium | 12,105 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-01 Maturity Price : 25.00 Evaluated at bid price : 25.68 Bid-YTW : -15.26 % |
| There were 0 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CIU.PR.A | Perpetual-Discount | Quote: 23.95 – 24.95 Spot Rate : 1.0000 Average : 0.5927 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 17.00 – 18.00 Spot Rate : 1.0000 Average : 0.6908 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 18.01 – 18.94 Spot Rate : 0.9300 Average : 0.6262 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 14.42 – 15.15 Spot Rate : 0.7300 Average : 0.4765 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 15.88 – 16.50 Spot Rate : 0.6200 Average : 0.4511 YTW SCENARIO |
| PWF.PR.R | Perpetual-Premium | Quote: 25.68 – 26.39 Spot Rate : 0.7100 Average : 0.5479 YTW SCENARIO |