| 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 | -0.5558 % | 2,657.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5558 % | 4,875.6 |
| Floater | 3.27 % | 3.30 % | 80,624 | 18.96 | 3 | -0.5558 % | 2,809.9 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0939 % | 3,706.0 |
| SplitShare | 4.57 % | 4.06 % | 27,495 | 3.78 | 7 | 0.0939 % | 4,425.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0939 % | 3,453.1 |
| Perpetual-Premium | 5.16 % | -14.55 % | 54,860 | 0.09 | 25 | 0.1812 % | 3,305.4 |
| Perpetual-Discount | 4.67 % | 4.14 % | 85,111 | 0.79 | 8 | 0.2293 % | 3,987.7 |
| FixedReset Disc | 4.00 % | 3.53 % | 121,885 | 18.17 | 40 | 0.5241 % | 2,805.2 |
| Insurance Straight | 4.87 % | -1.57 % | 71,434 | 0.09 | 22 | 0.0835 % | 3,734.8 |
| FloatingReset | 2.82 % | 3.11 % | 35,422 | 19.43 | 2 | -0.1236 % | 2,602.6 |
| FixedReset Prem | 4.82 % | 3.17 % | 135,169 | 1.55 | 32 | -0.0049 % | 2,751.4 |
| FixedReset Bank Non | 1.81 % | 1.60 % | 116,238 | 0.12 | 1 | 0.0000 % | 2,890.8 |
| FixedReset Ins Non | 4.03 % | 3.41 % | 117,065 | 18.03 | 20 | 0.1029 % | 2,957.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.G | FixedReset Ins Non | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-12 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 3.23 % |
| BAM.PR.B | Floater | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-12 Maturity Price : 13.16 Evaluated at bid price : 13.16 Bid-YTW : 3.28 % |
| BMO.PR.W | FixedReset Disc | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-12 Maturity Price : 22.82 Evaluated at bid price : 23.75 Bid-YTW : 3.32 % |
| IFC.PR.A | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-12 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 3.23 % |
| BAM.PF.F | FixedReset Disc | 4.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-12 Maturity Price : 22.97 Evaluated at bid price : 24.03 Bid-YTW : 3.92 % |
| PWF.PR.P | FixedReset Disc | 11.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-12 Maturity Price : 17.05 Evaluated at bid price : 17.05 Bid-YTW : 3.52 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.H | FixedReset Ins Non | 175,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-12 Maturity Price : 22.54 Evaluated at bid price : 23.50 Bid-YTW : 3.21 % |
| BMO.PR.E | FixedReset Prem | 51,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-12 Maturity Price : 23.60 Evaluated at bid price : 25.25 Bid-YTW : 3.56 % |
| IFC.PR.G | FixedReset Ins Non | 43,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-12 Maturity Price : 23.79 Evaluated at bid price : 25.50 Bid-YTW : 3.41 % |
| IAF.PR.I | FixedReset Ins Non | 30,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-12 Maturity Price : 23.81 Evaluated at bid price : 25.33 Bid-YTW : 3.63 % |
| CM.PR.S | FixedReset Disc | 29,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-12 Maturity Price : 23.70 Evaluated at bid price : 24.90 Bid-YTW : 3.37 % |
| TRP.PR.K | FixedReset Prem | 29,076 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 2.65 % |
| There were 12 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.F | Insurance Straight | Quote: 26.15 – 26.88 Spot Rate : 0.7300 Average : 0.4746 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 20.17 – 21.50 Spot Rate : 1.3300 Average : 1.1356 YTW SCENARIO |
| CU.PR.I | FixedReset Prem | Quote: 26.51 – 27.16 Spot Rate : 0.6500 Average : 0.5109 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 14.48 – 15.00 Spot Rate : 0.5200 Average : 0.3931 YTW SCENARIO |
| POW.PR.G | Perpetual-Premium | Quote: 25.90 – 26.24 Spot Rate : 0.3400 Average : 0.2201 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 17.15 – 18.00 Spot Rate : 0.8500 Average : 0.7340 YTW SCENARIO |