| 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 | -0.5753 % | 2,683.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5753 % | 4,924.0 |
| Floater | 3.24 % | 3.26 % | 114,980 | 19.10 | 3 | -0.5753 % | 2,837.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0322 % | 3,696.1 |
| SplitShare | 4.62 % | 4.00 % | 35,942 | 3.84 | 6 | 0.0322 % | 4,413.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0322 % | 3,443.9 |
| Perpetual-Premium | 5.19 % | -14.62 % | 60,020 | 0.09 | 25 | 0.0591 % | 3,287.4 |
| Perpetual-Discount | 4.72 % | 4.82 % | 94,206 | 15.79 | 8 | 0.3627 % | 3,950.8 |
| FixedReset Disc | 4.05 % | 3.52 % | 142,482 | 18.27 | 40 | -0.0169 % | 2,769.1 |
| Insurance Straight | 4.90 % | 2.13 % | 77,616 | 0.09 | 22 | 0.0822 % | 3,712.7 |
| FloatingReset | 2.92 % | 3.18 % | 36,029 | 19.29 | 2 | -0.4747 % | 2,533.3 |
| FixedReset Prem | 4.85 % | 3.27 % | 160,084 | 1.61 | 33 | 0.0627 % | 2,745.1 |
| FixedReset Bank Non | 1.80 % | 1.45 % | 103,764 | 0.09 | 1 | 0.0000 % | 2,901.2 |
| FixedReset Ins Non | 4.09 % | 3.44 % | 131,244 | 18.14 | 20 | 0.2808 % | 2,917.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -7.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-22 Maturity Price : 15.35 Evaluated at bid price : 15.35 Bid-YTW : 3.78 % |
| BAM.PR.X | FixedReset Disc | -7.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-22 Maturity Price : 15.35 Evaluated at bid price : 15.35 Bid-YTW : 4.28 % |
| MFC.PR.F | FixedReset Ins Non | -3.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-22 Maturity Price : 16.80 Evaluated at bid price : 16.80 Bid-YTW : 3.37 % |
| TD.PF.I | FixedReset Prem | -1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-22 Maturity Price : 23.87 Evaluated at bid price : 25.15 Bid-YTW : 3.75 % |
| BAM.PR.B | Floater | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-22 Maturity Price : 13.30 Evaluated at bid price : 13.30 Bid-YTW : 3.24 % |
| BMO.PR.F | FixedReset Prem | 1.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 26.60 Bid-YTW : 3.04 % |
| CU.PR.G | Perpetual-Discount | 1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-22 Maturity Price : 24.67 Evaluated at bid price : 25.00 Bid-YTW : 4.54 % |
| TRP.PR.G | FixedReset Disc | 2.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-22 Maturity Price : 22.62 Evaluated at bid price : 23.56 Bid-YTW : 3.87 % |
| TRP.PR.A | FixedReset Disc | 3.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-22 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 3.87 % |
| BAM.PR.R | FixedReset Disc | 3.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-22 Maturity Price : 18.96 Evaluated at bid price : 18.96 Bid-YTW : 4.17 % |
| GWO.PR.N | FixedReset Ins Non | 4.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-22 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 3.31 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PF.B | FixedReset Disc | 25,014 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-22 Maturity Price : 22.11 Evaluated at bid price : 22.45 Bid-YTW : 3.99 % |
| BMO.PR.Q | FixedReset Bank Non | 24,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.08 Bid-YTW : 1.45 % |
| TRP.PR.A | FixedReset Disc | 23,710 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-22 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 3.87 % |
| CU.PR.C | FixedReset Disc | 21,115 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-22 Maturity Price : 21.38 Evaluated at bid price : 21.68 Bid-YTW : 3.72 % |
| CU.PR.G | Perpetual-Discount | 20,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-22 Maturity Price : 24.67 Evaluated at bid price : 25.00 Bid-YTW : 4.54 % |
| SLF.PR.B | Insurance Straight | 15,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-21 Maturity Price : 25.00 Evaluated at bid price : 25.17 Bid-YTW : 0.04 % |
| There were 4 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.X | FixedReset Disc | Quote: 15.35 – 16.91 Spot Rate : 1.5600 Average : 1.0206 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 15.35 – 18.00 Spot Rate : 2.6500 Average : 2.1779 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 16.80 – 17.95 Spot Rate : 1.1500 Average : 0.9226 YTW SCENARIO |
| SLF.PR.J | FloatingReset | Quote: 14.90 – 15.50 Spot Rate : 0.6000 Average : 0.3971 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 19.30 – 19.99 Spot Rate : 0.6900 Average : 0.4922 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 16.55 – 17.00 Spot Rate : 0.4500 Average : 0.2742 YTW SCENARIO |