| 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 | -0.0504 % | 2,675.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0504 % | 4,909.1 |
| Floater | 3.25 % | 3.28 % | 92,363 | 19.02 | 3 | -0.0504 % | 2,829.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1157 % | 3,705.4 |
| SplitShare | 4.57 % | 3.99 % | 29,590 | 3.80 | 7 | -0.1157 % | 4,425.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1157 % | 3,452.6 |
| Perpetual-Premium | 5.18 % | -13.24 % | 59,263 | 0.09 | 25 | 0.1898 % | 3,292.0 |
| Perpetual-Discount | 4.70 % | 4.72 % | 87,669 | 1.11 | 8 | 0.0550 % | 3,966.4 |
| FixedReset Disc | 4.01 % | 3.39 % | 127,976 | 18.38 | 40 | 0.1917 % | 2,797.7 |
| Insurance Straight | 4.89 % | 0.77 % | 71,078 | 0.09 | 22 | 0.0962 % | 3,722.7 |
| FloatingReset | 2.84 % | 3.11 % | 36,760 | 19.44 | 2 | 0.2495 % | 2,589.7 |
| FixedReset Prem | 4.82 % | 3.17 % | 143,355 | 2.24 | 32 | -0.0499 % | 2,748.6 |
| FixedReset Bank Non | 1.81 % | 1.67 % | 126,062 | 0.14 | 1 | 0.0000 % | 2,889.7 |
| FixedReset Ins Non | 4.05 % | 3.26 % | 121,492 | 18.34 | 20 | 0.0796 % | 2,944.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.E | FixedReset Disc | -1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-05 Maturity Price : 20.11 Evaluated at bid price : 20.11 Bid-YTW : 4.01 % |
| CM.PR.T | FixedReset Prem | -1.51 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.10 Bid-YTW : 3.56 % |
| TRP.PR.C | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-05 Maturity Price : 14.65 Evaluated at bid price : 14.65 Bid-YTW : 3.80 % |
| TRP.PR.A | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-05 Maturity Price : 18.27 Evaluated at bid price : 18.27 Bid-YTW : 3.90 % |
| NA.PR.S | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-05 Maturity Price : 23.14 Evaluated at bid price : 24.30 Bid-YTW : 3.27 % |
| CU.PR.I | FixedReset Prem | 1.45 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.60 Bid-YTW : 2.85 % |
| BAM.PR.R | FixedReset Disc | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-05 Maturity Price : 20.00 Evaluated at bid price : 20.00 Bid-YTW : 3.91 % |
| MFC.PR.F | FixedReset Ins Non | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-05 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 3.18 % |
| BAM.PF.F | FixedReset Disc | 2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-05 Maturity Price : 22.95 Evaluated at bid price : 24.00 Bid-YTW : 3.79 % |
| BAM.PR.Z | FixedReset Disc | 2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-05 Maturity Price : 23.99 Evaluated at bid price : 24.38 Bid-YTW : 3.90 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.R | Perpetual-Premium | 84,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-04 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : -21.26 % |
| IFC.PR.C | FixedReset Ins Non | 55,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-05 Maturity Price : 23.81 Evaluated at bid price : 24.80 Bid-YTW : 3.39 % |
| TD.PF.K | FixedReset Disc | 35,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-05 Maturity Price : 23.55 Evaluated at bid price : 25.06 Bid-YTW : 3.38 % |
| PWF.PR.T | FixedReset Disc | 33,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-05 Maturity Price : 23.10 Evaluated at bid price : 24.10 Bid-YTW : 3.30 % |
| GWO.PR.H | Insurance Straight | 28,840 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-04 Maturity Price : 25.00 Evaluated at bid price : 25.21 Bid-YTW : 0.44 % |
| CM.PR.S | FixedReset Disc | 27,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-05 Maturity Price : 23.68 Evaluated at bid price : 24.85 Bid-YTW : 3.24 % |
| There were 7 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.D | FixedReset Disc | Quote: 20.61 – 21.29 Spot Rate : 0.6800 Average : 0.4862 YTW SCENARIO |
| POW.PR.G | Perpetual-Premium | Quote: 25.85 – 26.24 Spot Rate : 0.3900 Average : 0.2510 YTW SCENARIO |
| CM.PR.T | FixedReset Prem | Quote: 26.10 – 26.56 Spot Rate : 0.4600 Average : 0.3289 YTW SCENARIO |
| BMO.PR.S | FixedReset Disc | Quote: 23.87 – 24.20 Spot Rate : 0.3300 Average : 0.2055 YTW SCENARIO |
| BMO.PR.T | FixedReset Disc | Quote: 23.23 – 23.69 Spot Rate : 0.4600 Average : 0.3411 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 22.26 – 23.29 Spot Rate : 1.0300 Average : 0.9152 YTW SCENARIO |