| 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 | -0.8899 % | 2,631.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.8899 % | 4,828.6 |
| Floater | 3.30 % | 3.33 % | 74,399 | 18.88 | 3 | -0.8899 % | 2,782.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0220 % | 3,708.0 |
| SplitShare | 4.57 % | 3.97 % | 28,660 | 3.77 | 7 | -0.0220 % | 4,428.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0220 % | 3,455.0 |
| Perpetual-Premium | 5.15 % | -18.42 % | 52,858 | 0.09 | 25 | -0.0216 % | 3,312.3 |
| Perpetual-Discount | 4.68 % | 4.56 % | 81,401 | 1.08 | 8 | -0.0547 % | 3,985.7 |
| FixedReset Disc | 3.98 % | 3.47 % | 116,006 | 18.20 | 40 | -0.0397 % | 2,817.7 |
| Insurance Straight | 4.86 % | -2.08 % | 69,612 | 0.08 | 22 | 0.0248 % | 3,742.7 |
| FloatingReset | 2.86 % | 3.20 % | 34,972 | 19.20 | 2 | 0.4732 % | 2,565.5 |
| FixedReset Prem | 4.79 % | 2.93 % | 137,407 | 1.54 | 31 | 0.0461 % | 2,757.5 |
| FixedReset Bank Non | 1.81 % | 1.82 % | 109,081 | 0.10 | 1 | 0.0000 % | 2,890.8 |
| FixedReset Ins Non | 4.03 % | 3.28 % | 113,134 | 18.24 | 20 | 0.0300 % | 2,955.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.A | FixedReset Disc | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-17 Maturity Price : 22.92 Evaluated at bid price : 24.12 Bid-YTW : 4.46 % |
| SLF.PR.J | FloatingReset | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-17 Maturity Price : 15.45 Evaluated at bid price : 15.45 Bid-YTW : 2.56 % |
| BAM.PR.C | Floater | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-17 Maturity Price : 12.99 Evaluated at bid price : 12.99 Bid-YTW : 3.33 % |
| BAM.PF.G | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-17 Maturity Price : 22.49 Evaluated at bid price : 23.25 Bid-YTW : 3.87 % |
| TRP.PR.F | FloatingReset | 2.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-17 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 3.20 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TD.PF.H | FixedReset Prem | 67,702 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.24 Bid-YTW : 1.26 % |
| NA.PR.E | FixedReset Disc | 34,645 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-17 Maturity Price : 23.61 Evaluated at bid price : 24.88 Bid-YTW : 3.47 % |
| RY.PR.S | FixedReset Prem | 28,405 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-17 Maturity Price : 23.62 Evaluated at bid price : 25.45 Bid-YTW : 3.23 % |
| BMO.PR.F | FixedReset Prem | 23,050 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 26.65 Bid-YTW : 2.59 % |
| PVS.PR.J | SplitShare | 22,300 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 25.41 Bid-YTW : 4.28 % |
| BIP.PR.E | FixedReset Prem | 19,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.17 % |
| 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.E | Insurance Straight | Quote: 26.56 – 29.36 Spot Rate : 2.8000 Average : 2.1996 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 24.12 – 24.74 Spot Rate : 0.6200 Average : 0.3920 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 12.99 – 13.44 Spot Rate : 0.4500 Average : 0.3022 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 27.10 – 28.00 Spot Rate : 0.9000 Average : 0.7649 YTW SCENARIO |
| CIU.PR.A | Perpetual-Discount | Quote: 24.88 – 25.20 Spot Rate : 0.3200 Average : 0.2001 YTW SCENARIO |
| CU.PR.D | Perpetual-Premium | Quote: 25.50 – 26.00 Spot Rate : 0.5000 Average : 0.3837 YTW SCENARIO |