| 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 | -0.0780 % | 2,593.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0780 % | 4,758.0 |
| Floater | 3.35 % | 3.38 % | 72,840 | 18.74 | 3 | -0.0780 % | 2,742.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1446 % | 3,682.3 |
| SplitShare | 4.60 % | 3.68 % | 27,784 | 3.29 | 7 | 0.1446 % | 4,397.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1446 % | 3,431.0 |
| Perpetual-Premium | 5.14 % | -19.30 % | 53,569 | 0.09 | 25 | 0.0432 % | 3,314.6 |
| Perpetual-Discount | 4.66 % | 2.77 % | 79,445 | 0.11 | 8 | 0.1490 % | 3,998.6 |
| FixedReset Disc | 4.01 % | 3.50 % | 110,367 | 18.20 | 40 | -0.0245 % | 2,795.4 |
| Insurance Straight | 4.86 % | -1.68 % | 70,000 | 0.09 | 22 | -0.0637 % | 3,742.8 |
| FloatingReset | 2.86 % | 3.20 % | 32,240 | 19.19 | 2 | -0.4059 % | 2,569.5 |
| FixedReset Prem | 4.79 % | 2.95 % | 136,304 | 1.53 | 31 | -0.0013 % | 2,758.0 |
| FixedReset Bank Non | 1.81 % | 1.95 % | 106,878 | 0.45 | 1 | 0.0000 % | 2,890.8 |
| FixedReset Ins Non | 4.06 % | 3.34 % | 106,317 | 18.24 | 20 | -0.1595 % | 2,932.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.G | FixedReset Ins Non | -3.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-20 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 3.37 % |
| SLF.PR.H | FixedReset Ins Non | -3.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-20 Maturity Price : 22.04 Evaluated at bid price : 22.61 Bid-YTW : 3.34 % |
| BAM.PF.F | FixedReset Disc | -2.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-20 Maturity Price : 22.54 Evaluated at bid price : 23.20 Bid-YTW : 4.07 % |
| TRP.PR.F | FloatingReset | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-20 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 3.20 % |
| PVS.PR.J | SplitShare | 1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.25 % |
| SLF.PR.J | FloatingReset | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-20 Maturity Price : 15.50 Evaluated at bid price : 15.50 Bid-YTW : 2.55 % |
| PVS.PR.G | SplitShare | 1.18 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-19 Maturity Price : 26.00 Evaluated at bid price : 26.00 Bid-YTW : 1.89 % |
| PVS.PR.F | SplitShare | 1.31 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-30 Maturity Price : 25.50 Evaluated at bid price : 25.90 Bid-YTW : 3.07 % |
| PVS.PR.H | SplitShare | 1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2027-02-28 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 4.23 % |
| PVS.PR.I | SplitShare | 1.58 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.86 Bid-YTW : 3.82 % |
| BAM.PF.A | FixedReset Disc | 1.61 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-20 Maturity Price : 23.39 Evaluated at bid price : 24.56 Bid-YTW : 3.94 % |
| BIP.PR.A | FixedReset Disc | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-20 Maturity Price : 23.10 Evaluated at bid price : 24.55 Bid-YTW : 4.37 % |
| GWO.PR.N | FixedReset Ins Non | 4.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-20 Maturity Price : 16.05 Evaluated at bid price : 16.05 Bid-YTW : 3.26 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset Prem | 102,415 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 2.13 % |
| MFC.PR.H | FixedReset Ins Non | 52,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.25 Bid-YTW : 1.96 % |
| BMO.PR.F | FixedReset Prem | 36,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 26.65 Bid-YTW : 2.59 % |
| BIP.PR.D | FixedReset Prem | 30,325 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.34 Bid-YTW : 3.93 % |
| W.PR.M | FixedReset Prem | 30,195 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 2.79 % |
| PWF.PR.Z | Perpetual-Premium | 25,470 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 26.00 Evaluated at bid price : 26.30 Bid-YTW : 4.01 % |
| There were 11 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.H | FixedReset Ins Non | Quote: 22.61 – 23.61 Spot Rate : 1.0000 Average : 0.6070 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 23.20 – 24.15 Spot Rate : 0.9500 Average : 0.5600 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 16.40 – 17.11 Spot Rate : 0.7100 Average : 0.4730 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 15.35 – 17.30 Spot Rate : 1.9500 Average : 1.7261 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 19.31 – 20.33 Spot Rate : 1.0200 Average : 0.8041 YTW SCENARIO |
| BAM.PF.C | Perpetual-Discount | Quote: 25.26 – 25.80 Spot Rate : 0.5400 Average : 0.3869 YTW SCENARIO |