| 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 | -1.5385 % | 2,549.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.5385 % | 4,677.4 |
| Floater | 3.41 % | 3.41 % | 62,903 | 18.65 | 3 | -1.5385 % | 2,695.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2274 % | 3,693.9 |
| SplitShare | 4.59 % | 3.67 % | 27,201 | 3.25 | 7 | 0.2274 % | 4,411.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2274 % | 3,441.9 |
| Perpetual-Premium | 5.11 % | -20.14 % | 56,342 | 0.09 | 25 | 0.0337 % | 3,333.7 |
| Perpetual-Discount | 4.64 % | 3.26 % | 73,875 | 0.15 | 8 | 0.1038 % | 4,014.4 |
| FixedReset Disc | 3.94 % | 3.34 % | 116,586 | 18.07 | 40 | -0.0131 % | 2,848.7 |
| Insurance Straight | 4.87 % | -8.58 % | 81,460 | 0.08 | 22 | 0.3506 % | 3,737.7 |
| FloatingReset | 2.89 % | 3.20 % | 31,209 | 19.26 | 2 | 0.1576 % | 2,559.9 |
| FixedReset Prem | 4.74 % | 2.55 % | 131,869 | 1.58 | 30 | -0.0616 % | 2,772.0 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0131 % | 2,911.9 |
| FixedReset Ins Non | 4.05 % | 3.28 % | 102,567 | 18.31 | 20 | -0.0925 % | 2,942.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -3.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-03 Maturity Price : 12.30 Evaluated at bid price : 12.30 Bid-YTW : 3.52 % |
| TRP.PR.G | FixedReset Disc | -2.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-03 Maturity Price : 22.38 Evaluated at bid price : 23.10 Bid-YTW : 3.95 % |
| BIP.PR.A | FixedReset Disc | -2.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-03 Maturity Price : 22.80 Evaluated at bid price : 23.85 Bid-YTW : 4.43 % |
| PWF.PR.P | FixedReset Disc | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-03 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 3.53 % |
| CM.PR.T | FixedReset Prem | -1.53 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.40 Bid-YTW : 3.21 % |
| BMO.PR.E | FixedReset Prem | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-03 Maturity Price : 23.65 Evaluated at bid price : 25.35 Bid-YTW : 3.47 % |
| CM.PR.O | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-03 Maturity Price : 22.93 Evaluated at bid price : 23.88 Bid-YTW : 3.32 % |
| MFC.PR.Q | FixedReset Ins Non | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-03 Maturity Price : 23.62 Evaluated at bid price : 24.94 Bid-YTW : 3.38 % |
| CM.PR.Q | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.00 Bid-YTW : 3.24 % |
| TRP.PR.D | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-03 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 3.97 % |
| PVS.PR.G | SplitShare | 1.36 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-03 Maturity Price : 26.00 Evaluated at bid price : 26.05 Bid-YTW : 1.75 % |
| TRP.PR.C | FixedReset Disc | 1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-03 Maturity Price : 14.76 Evaluated at bid price : 14.76 Bid-YTW : 3.87 % |
| IFC.PR.E | Insurance Straight | 1.85 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 26.00 Evaluated at bid price : 27.00 Bid-YTW : 1.39 % |
| BAM.PR.R | FixedReset Disc | 2.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-03 Maturity Price : 20.61 Evaluated at bid price : 20.61 Bid-YTW : 3.87 % |
| IAF.PR.B | Insurance Straight | 5.27 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-03 Maturity Price : 25.00 Evaluated at bid price : 25.16 Bid-YTW : -7.18 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.K | Floater | 124,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-03 Maturity Price : 12.30 Evaluated at bid price : 12.30 Bid-YTW : 3.52 % |
| BMO.PR.Y | FixedReset Disc | 56,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.01 Bid-YTW : 3.08 % |
| TRP.PR.A | FixedReset Disc | 36,204 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-03 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 3.89 % |
| TRP.PR.K | FixedReset Prem | 28,765 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.66 Bid-YTW : 1.43 % |
| BIP.PR.E | FixedReset Prem | 24,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.40 Bid-YTW : 3.74 % |
| BAM.PR.M | Perpetual-Discount | 17,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-03 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : -6.77 % |
| There were 6 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TRP.PR.G | FixedReset Disc | Quote: 23.10 – 24.05 Spot Rate : 0.9500 Average : 0.6399 YTW SCENARIO |
| POW.PR.C | Perpetual-Premium | Quote: 26.16 – 26.82 Spot Rate : 0.6600 Average : 0.3906 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 23.41 – 24.45 Spot Rate : 1.0400 Average : 0.8844 YTW SCENARIO |
| BMO.PR.E | FixedReset Prem | Quote: 25.35 – 25.90 Spot Rate : 0.5500 Average : 0.3979 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 12.30 – 12.99 Spot Rate : 0.6900 Average : 0.5483 YTW SCENARIO |
| CM.PR.T | FixedReset Prem | Quote: 26.40 – 26.80 Spot Rate : 0.4000 Average : 0.2705 YTW SCENARIO |