| 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 | 0.5980 % | 2,611.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5980 % | 4,792.6 |
| Floater | 3.32 % | 3.36 % | 69,429 | 18.80 | 3 | 0.5980 % | 2,762.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1615 % | 3,677.6 |
| SplitShare | 4.61 % | 3.77 % | 26,851 | 3.27 | 7 | 0.1615 % | 4,391.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1615 % | 3,426.6 |
| Perpetual-Premium | 5.14 % | -17.35 % | 56,333 | 0.09 | 25 | 0.0524 % | 3,316.8 |
| Perpetual-Discount | 4.67 % | 3.79 % | 80,775 | 0.58 | 8 | -0.0050 % | 3,992.6 |
| FixedReset Disc | 3.96 % | 3.40 % | 118,662 | 18.24 | 40 | 0.4244 % | 2,835.0 |
| Insurance Straight | 4.87 % | -3.92 % | 71,047 | 0.09 | 22 | -0.1276 % | 3,736.6 |
| FloatingReset | 2.86 % | 3.15 % | 32,824 | 19.30 | 2 | 1.4803 % | 2,595.3 |
| FixedReset Prem | 4.74 % | 2.65 % | 135,448 | 2.19 | 30 | 0.2509 % | 2,769.9 |
| FixedReset Bank Non | 1.81 % | 1.98 % | 101,650 | 0.43 | 1 | 0.0000 % | 2,890.8 |
| FixedReset Ins Non | 4.03 % | 3.24 % | 105,870 | 18.31 | 20 | 0.0771 % | 2,959.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -9.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-24 Maturity Price : 15.35 Evaluated at bid price : 15.35 Bid-YTW : 3.83 % |
| BIP.PR.A | FixedReset Disc | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-24 Maturity Price : 22.99 Evaluated at bid price : 24.28 Bid-YTW : 4.41 % |
| IFC.PR.A | FixedReset Ins Non | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-24 Maturity Price : 20.57 Evaluated at bid price : 20.57 Bid-YTW : 3.22 % |
| BAM.PR.B | Floater | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-24 Maturity Price : 12.98 Evaluated at bid price : 12.98 Bid-YTW : 3.33 % |
| MFC.PR.M | FixedReset Ins Non | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-24 Maturity Price : 22.93 Evaluated at bid price : 24.00 Bid-YTW : 3.33 % |
| CM.PR.Q | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-24 Maturity Price : 23.13 Evaluated at bid price : 24.64 Bid-YTW : 3.49 % |
| BMO.PR.W | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-24 Maturity Price : 22.98 Evaluated at bid price : 24.09 Bid-YTW : 3.21 % |
| BIK.PR.A | FixedReset Prem | 1.15 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.30 Bid-YTW : 4.11 % |
| CM.PR.S | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-24 Maturity Price : 23.83 Evaluated at bid price : 25.21 Bid-YTW : 3.26 % |
| BAM.PF.E | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-24 Maturity Price : 21.39 Evaluated at bid price : 21.71 Bid-YTW : 3.96 % |
| PVS.PR.J | SplitShare | 1.19 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2028-02-29 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 4.04 % |
| TRP.PR.A | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-24 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 3.92 % |
| TRP.PR.D | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-24 Maturity Price : 20.86 Evaluated at bid price : 20.86 Bid-YTW : 3.99 % |
| NA.PR.E | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-24 Maturity Price : 23.71 Evaluated at bid price : 25.12 Bid-YTW : 3.40 % |
| CM.PR.O | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-24 Maturity Price : 22.99 Evaluated at bid price : 24.02 Bid-YTW : 3.31 % |
| SLF.PR.G | FixedReset Ins Non | 1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-24 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 3.24 % |
| SLF.PR.J | FloatingReset | 1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-24 Maturity Price : 15.40 Evaluated at bid price : 15.40 Bid-YTW : 2.57 % |
| CU.PR.C | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-24 Maturity Price : 21.75 Evaluated at bid price : 22.19 Bid-YTW : 3.62 % |
| MFC.PR.N | FixedReset Ins Non | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-24 Maturity Price : 22.87 Evaluated at bid price : 23.94 Bid-YTW : 3.28 % |
| TRP.PR.E | FixedReset Disc | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-24 Maturity Price : 20.64 Evaluated at bid price : 20.64 Bid-YTW : 4.00 % |
| TRP.PR.F | FloatingReset | 2.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-24 Maturity Price : 16.82 Evaluated at bid price : 16.82 Bid-YTW : 3.15 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.S | Insurance Straight | 129,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-23 Maturity Price : 25.50 Evaluated at bid price : 26.45 Bid-YTW : -27.89 % |
| TRP.PR.K | FixedReset Prem | 113,570 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.61 Bid-YTW : 1.64 % |
| CIU.PR.A | Perpetual-Discount | 105,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-23 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 3.40 % |
| TRP.PR.C | FixedReset Disc | 103,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-24 Maturity Price : 14.71 Evaluated at bid price : 14.71 Bid-YTW : 3.90 % |
| SLF.PR.A | Insurance Straight | 101,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-09-23 Maturity Price : 25.00 Evaluated at bid price : 24.97 Bid-YTW : 0.35 % |
| CM.PR.O | FixedReset Disc | 69,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-08-24 Maturity Price : 22.99 Evaluated at bid price : 24.02 Bid-YTW : 3.31 % |
| There were 23 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.P | FixedReset Disc | Quote: 15.35 – 17.33 Spot Rate : 1.9800 Average : 1.4931 YTW SCENARIO |
| CU.PR.C | FixedReset Disc | Quote: 22.19 – 23.19 Spot Rate : 1.0000 Average : 0.6874 YTW SCENARIO |
| BIP.PR.F | FixedReset Prem | Quote: 25.75 – 26.45 Spot Rate : 0.7000 Average : 0.4162 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 27.30 – 28.00 Spot Rate : 0.7000 Average : 0.4871 YTW SCENARIO |
| MFC.PR.Q | FixedReset Ins Non | Quote: 25.08 – 25.60 Spot Rate : 0.5200 Average : 0.3600 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 24.28 – 24.84 Spot Rate : 0.5600 Average : 0.4131 YTW SCENARIO |