| 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 | -1.0834 % | 2,650.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.0834 % | 4,863.3 |
| Floater | 3.28 % | 3.25 % | 107,837 | 19.13 | 3 | -1.0834 % | 2,802.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0064 % | 3,693.0 |
| SplitShare | 4.63 % | 3.98 % | 39,858 | 3.87 | 6 | 0.0064 % | 4,410.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0064 % | 3,441.0 |
| Perpetual-Premium | 5.14 % | -6.82 % | 63,176 | 0.09 | 30 | 0.0925 % | 3,289.3 |
| Perpetual-Discount | 4.65 % | 4.61 % | 49,820 | 16.15 | 4 | -0.0708 % | 3,922.8 |
| FixedReset Disc | 4.05 % | 3.69 % | 127,676 | 18.04 | 40 | 0.2132 % | 2,778.2 |
| Insurance Straight | 4.90 % | -0.35 % | 78,934 | 0.09 | 22 | -0.0285 % | 3,714.2 |
| FloatingReset | 2.77 % | 3.03 % | 34,614 | 19.66 | 2 | -0.0309 % | 2,607.4 |
| FixedReset Prem | 4.84 % | 3.23 % | 176,114 | 1.41 | 33 | -0.0614 % | 2,746.3 |
| FixedReset Bank Non | 1.80 % | 2.27 % | 88,084 | 0.55 | 1 | 0.0000 % | 2,895.4 |
| FixedReset Ins Non | 4.07 % | 3.55 % | 113,962 | 17.91 | 20 | 0.1082 % | 2,928.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -4.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-13 Maturity Price : 12.65 Evaluated at bid price : 12.65 Bid-YTW : 3.41 % |
| SLF.PR.G | FixedReset Ins Non | -2.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-13 Maturity Price : 15.75 Evaluated at bid price : 15.75 Bid-YTW : 3.58 % |
| TRP.PR.G | FixedReset Disc | -1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-13 Maturity Price : 22.45 Evaluated at bid price : 23.25 Bid-YTW : 4.04 % |
| TRP.PR.A | FixedReset Disc | -1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-13 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 4.11 % |
| GWO.PR.S | Insurance Straight | -1.32 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-12 Maturity Price : 25.50 Evaluated at bid price : 26.20 Bid-YTW : -24.04 % |
| BMO.PR.T | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-13 Maturity Price : 22.71 Evaluated at bid price : 23.50 Bid-YTW : 3.42 % |
| BIP.PR.E | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.33 Bid-YTW : 4.34 % |
| BIP.PR.A | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-13 Maturity Price : 22.13 Evaluated at bid price : 22.65 Bid-YTW : 4.84 % |
| GWO.PR.N | FixedReset Ins Non | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-13 Maturity Price : 15.87 Evaluated at bid price : 15.87 Bid-YTW : 3.37 % |
| TRP.PR.C | FixedReset Disc | 2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-13 Maturity Price : 15.10 Evaluated at bid price : 15.10 Bid-YTW : 3.90 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.C | FixedReset Disc | 267,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-13 Maturity Price : 21.46 Evaluated at bid price : 21.79 Bid-YTW : 3.84 % |
| BAM.PR.X | FixedReset Disc | 212,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-13 Maturity Price : 17.00 Evaluated at bid price : 17.00 Bid-YTW : 4.04 % |
| NA.PR.A | FixedReset Prem | 166,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-15 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 1.33 % |
| IFC.PR.G | FixedReset Ins Non | 124,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-13 Maturity Price : 23.77 Evaluated at bid price : 25.50 Bid-YTW : 3.43 % |
| SLF.PR.C | Insurance Straight | 70,389 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-13 Maturity Price : 24.65 Evaluated at bid price : 24.91 Bid-YTW : 4.48 % |
| SLF.PR.I | FixedReset Ins Non | 67,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 2.80 % |
| There were 27 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: 23.25 – 24.27 Spot Rate : 1.0200 Average : 0.7014 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 12.65 – 13.51 Spot Rate : 0.8600 Average : 0.5684 YTW SCENARIO |
| GWO.PR.S | Insurance Straight | Quote: 26.20 – 26.80 Spot Rate : 0.6000 Average : 0.3839 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 18.20 – 18.80 Spot Rate : 0.6000 Average : 0.4233 YTW SCENARIO |
| BAM.PF.C | Perpetual-Premium | Quote: 24.90 – 25.29 Spot Rate : 0.3900 Average : 0.2464 YTW SCENARIO |
| CM.PR.P | FixedReset Disc | Quote: 23.42 – 23.87 Spot Rate : 0.4500 Average : 0.3197 YTW SCENARIO |