| 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 | 1.5356 % | 2,588.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.5356 % | 4,750.5 |
| Floater | 3.35 % | 3.38 % | 58,308 | 18.72 | 3 | 1.5356 % | 2,737.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2048 % | 3,685.5 |
| SplitShare | 4.60 % | 3.92 % | 26,082 | 3.77 | 7 | -0.2048 % | 4,401.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2048 % | 3,434.1 |
| Perpetual-Premium | 5.12 % | -19.46 % | 56,988 | 0.09 | 25 | -0.0628 % | 3,332.5 |
| Perpetual-Discount | 4.65 % | 2.33 % | 72,139 | 0.08 | 8 | -0.1037 % | 4,010.3 |
| FixedReset Disc | 3.94 % | 3.35 % | 116,740 | 18.14 | 40 | -0.0371 % | 2,849.0 |
| Insurance Straight | 4.89 % | -8.26 % | 80,663 | 0.09 | 22 | 0.0463 % | 3,724.6 |
| FloatingReset | 2.89 % | 3.20 % | 32,503 | 19.26 | 2 | -1.1834 % | 2,555.8 |
| FixedReset Prem | 4.74 % | 2.54 % | 133,154 | 2.19 | 30 | -0.1333 % | 2,773.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0371 % | 2,912.3 |
| FixedReset Ins Non | 4.05 % | 3.28 % | 103,115 | 18.38 | 20 | 0.0065 % | 2,944.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| TRP.PR.F | FloatingReset | -2.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-02 Maturity Price : 16.27 Evaluated at bid price : 16.27 Bid-YTW : 3.20 % |
| BAM.PR.R | FixedReset Disc | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-02 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 3.95 % |
| BAM.PF.G | FixedReset Disc | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-02 Maturity Price : 22.43 Evaluated at bid price : 23.13 Bid-YTW : 3.86 % |
| BAM.PF.F | FixedReset Disc | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-02 Maturity Price : 23.03 Evaluated at bid price : 24.15 Bid-YTW : 3.83 % |
| PVS.PR.G | SplitShare | -1.15 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 4.22 % |
| BIP.PR.F | FixedReset Prem | -1.05 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 4.32 % |
| BAM.PR.B | Floater | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-02 Maturity Price : 12.80 Evaluated at bid price : 12.80 Bid-YTW : 3.38 % |
| TD.PF.C | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-02 Maturity Price : 23.05 Evaluated at bid price : 24.30 Bid-YTW : 3.21 % |
| TRP.PR.A | FixedReset Disc | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-02 Maturity Price : 18.36 Evaluated at bid price : 18.36 Bid-YTW : 3.90 % |
| BIP.PR.A | FixedReset Disc | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-02 Maturity Price : 23.04 Evaluated at bid price : 24.38 Bid-YTW : 4.31 % |
| BAM.PR.K | Floater | 4.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-02 Maturity Price : 12.80 Evaluated at bid price : 12.80 Bid-YTW : 3.38 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.J | FixedReset Disc | 204,850 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-05-24 Maturity Price : 25.00 Evaluated at bid price : 24.90 Bid-YTW : 3.35 % |
| TD.PF.A | FixedReset Disc | 201,750 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-02 Maturity Price : 22.96 Evaluated at bid price : 24.01 Bid-YTW : 3.21 % |
| SLF.PR.H | FixedReset Ins Non | 113,109 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-02 Maturity Price : 22.30 Evaluated at bid price : 23.05 Bid-YTW : 3.17 % |
| GWO.PR.I | Insurance Straight | 59,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-02 Maturity Price : 25.00 Evaluated at bid price : 25.14 Bid-YTW : -6.39 % |
| TD.PF.C | FixedReset Disc | 53,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-02 Maturity Price : 23.05 Evaluated at bid price : 24.30 Bid-YTW : 3.21 % |
| TD.PF.M | FixedReset Prem | 46,740 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.91 Bid-YTW : 2.54 % |
| There were 16 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.F | FixedReset Ins Non | Quote: 16.30 – 17.75 Spot Rate : 1.4500 Average : 1.2474 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 20.20 – 20.73 Spot Rate : 0.5300 Average : 0.3791 YTW SCENARIO |
| PVS.PR.G | SplitShare | Quote: 25.70 – 26.20 Spot Rate : 0.5000 Average : 0.3584 YTW SCENARIO |
| IFC.PR.F | Insurance Straight | Quote: 26.52 – 27.20 Spot Rate : 0.6800 Average : 0.5676 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 23.13 – 23.55 Spot Rate : 0.4200 Average : 0.3092 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 17.83 – 18.20 Spot Rate : 0.3700 Average : 0.2632 YTW SCENARIO |