| 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 | 0.1270 % | 2,660.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1270 % | 4,881.8 |
| Floater | 3.26 % | 3.29 % | 77,481 | 18.97 | 3 | 0.1270 % | 2,813.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0386 % | 3,707.4 |
| SplitShare | 4.57 % | 3.96 % | 26,555 | 3.78 | 7 | 0.0386 % | 4,427.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0386 % | 3,454.5 |
| Perpetual-Premium | 5.15 % | -14.82 % | 55,531 | 0.09 | 25 | 0.0773 % | 3,307.9 |
| Perpetual-Discount | 4.67 % | 3.52 % | 84,635 | 1.03 | 8 | 0.0199 % | 3,988.4 |
| FixedReset Disc | 4.00 % | 3.50 % | 120,112 | 18.18 | 40 | 0.1165 % | 2,808.5 |
| Insurance Straight | 4.87 % | -1.77 % | 73,109 | 0.09 | 22 | 0.1704 % | 3,741.1 |
| FloatingReset | 2.83 % | 3.11 % | 34,106 | 19.42 | 2 | -0.1548 % | 2,598.5 |
| FixedReset Prem | 4.82 % | 2.92 % | 135,788 | 2.22 | 32 | 0.0109 % | 2,751.7 |
| FixedReset Bank Non | 1.81 % | 1.64 % | 114,991 | 0.11 | 1 | 0.0000 % | 2,890.8 |
| FixedReset Ins Non | 4.02 % | 3.30 % | 119,349 | 18.11 | 20 | 0.1285 % | 2,961.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset Ins Non | -2.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-13 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 3.27 % |
| MIC.PR.A | Perpetual-Premium | -1.84 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2030-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.70 Bid-YTW : 4.56 % |
| BIP.PR.B | FixedReset Prem | -1.04 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 26.72 Bid-YTW : 3.97 % |
| BAM.PR.Z | FixedReset Disc | 1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-13 Maturity Price : 23.90 Evaluated at bid price : 24.30 Bid-YTW : 4.02 % |
| MFC.PR.I | FixedReset Ins Non | 1.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-19 Maturity Price : 25.00 Evaluated at bid price : 25.46 Bid-YTW : 3.27 % |
| GWO.PR.S | Insurance Straight | 1.53 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-12 Maturity Price : 25.50 Evaluated at bid price : 26.60 Bid-YTW : -35.26 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.J | FixedReset Ins Non | 29,683 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-13 Maturity Price : 23.79 Evaluated at bid price : 25.24 Bid-YTW : 3.47 % |
| NA.PR.S | FixedReset Disc | 19,151 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-13 Maturity Price : 23.19 Evaluated at bid price : 24.40 Bid-YTW : 3.36 % |
| TRP.PR.K | FixedReset Prem | 18,446 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.51 Bid-YTW : 2.08 % |
| MFC.PR.N | FixedReset Ins Non | 18,160 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-13 Maturity Price : 22.76 Evaluated at bid price : 23.70 Bid-YTW : 3.39 % |
| BMO.PR.F | FixedReset Prem | 15,072 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 26.65 Bid-YTW : 2.58 % |
| SLF.PR.C | Insurance Straight | 12,663 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-12 Maturity Price : 25.00 Evaluated at bid price : 25.16 Bid-YTW : 3.18 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PF.G | FixedReset Disc | Quote: 23.00 – 25.00 Spot Rate : 2.0000 Average : 1.0943 YTW SCENARIO |
| POW.PR.A | Perpetual-Premium | Quote: 25.93 – 26.93 Spot Rate : 1.0000 Average : 0.5660 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 20.40 – 21.24 Spot Rate : 0.8400 Average : 0.5727 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 21.70 – 22.48 Spot Rate : 0.7800 Average : 0.6026 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 26.92 – 27.40 Spot Rate : 0.4800 Average : 0.3063 YTW SCENARIO |
| POW.PR.C | Perpetual-Premium | Quote: 26.04 – 26.50 Spot Rate : 0.4600 Average : 0.2916 YTW SCENARIO |