| 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 | 0.6027 % | 2,591.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.6027 % | 4,755.5 |
| Floater | 3.35 % | 3.34 % | 49,121 | 18.88 | 3 | 0.6027 % | 2,740.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0419 % | 3,701.8 |
| SplitShare | 4.63 % | 3.88 % | 33,565 | 3.71 | 6 | 0.0419 % | 4,420.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0419 % | 3,449.2 |
| Perpetual-Premium | 5.01 % | -11.77 % | 52,388 | 0.09 | 34 | 0.1049 % | 3,317.3 |
| Perpetual-Discount | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1049 % | 3,992.2 |
| FixedReset Disc | 3.96 % | 3.63 % | 103,852 | 17.35 | 40 | 0.3425 % | 2,845.1 |
| Insurance Straight | 4.86 % | -11.12 % | 80,393 | 0.09 | 21 | 0.0760 % | 3,746.6 |
| FloatingReset | 3.03 % | 3.03 % | 31,158 | 19.65 | 1 | 1.8072 % | 2,629.1 |
| FixedReset Prem | 4.67 % | 3.09 % | 134,820 | 2.43 | 33 | 0.0283 % | 2,759.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3425 % | 2,908.2 |
| FixedReset Ins Non | 4.04 % | 3.51 % | 92,733 | 17.80 | 20 | 0.1891 % | 2,952.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| FTS.PR.H | FixedReset Disc | 1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-27 Maturity Price : 15.48 Evaluated at bid price : 15.48 Bid-YTW : 3.90 % |
| BAM.PR.X | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-27 Maturity Price : 17.30 Evaluated at bid price : 17.30 Bid-YTW : 4.16 % |
| TRP.PR.A | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-27 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 4.19 % |
| IFC.PR.I | Perpetual-Premium | 1.22 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-03-31 Maturity Price : 26.00 Evaluated at bid price : 27.33 Bid-YTW : 3.64 % |
| TRP.PR.B | FixedReset Disc | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-27 Maturity Price : 13.33 Evaluated at bid price : 13.33 Bid-YTW : 4.19 % |
| SLF.PR.G | FixedReset Ins Non | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-27 Maturity Price : 16.95 Evaluated at bid price : 16.95 Bid-YTW : 3.50 % |
| TRP.PR.F | FloatingReset | 1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-27 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 3.03 % |
| BAM.PR.T | FixedReset Disc | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-27 Maturity Price : 20.38 Evaluated at bid price : 20.38 Bid-YTW : 4.17 % |
| MFC.PR.F | FixedReset Ins Non | 2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-27 Maturity Price : 17.76 Evaluated at bid price : 17.76 Bid-YTW : 3.47 % |
| PWF.PR.P | FixedReset Disc | 5.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-27 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 3.63 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.F | Perpetual-Premium | 398,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-01 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 2.92 % |
| TD.PF.H | FixedReset Prem | 172,987 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.27 Bid-YTW : 1.51 % |
| TRP.PR.E | FixedReset Disc | 103,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-27 Maturity Price : 20.92 Evaluated at bid price : 20.92 Bid-YTW : 4.22 % |
| W.PR.M | FixedReset Prem | 77,095 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-14 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 4.78 % |
| TRP.PR.A | FixedReset Disc | 32,928 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-27 Maturity Price : 18.45 Evaluated at bid price : 18.45 Bid-YTW : 4.19 % |
| CM.PR.S | FixedReset Prem | 31,035 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-27 Maturity Price : 23.82 Evaluated at bid price : 25.10 Bid-YTW : 3.47 % |
| There were 4 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BIP.PR.A | FixedReset Disc | Quote: 24.15 – 24.90 Spot Rate : 0.7500 Average : 0.5074 YTW SCENARIO |
| MFC.PR.C | Insurance Straight | Quote: 25.33 – 25.98 Spot Rate : 0.6500 Average : 0.4681 YTW SCENARIO |
| GWO.PR.F | Insurance Straight | Quote: 26.85 – 27.85 Spot Rate : 1.0000 Average : 0.8520 YTW SCENARIO |
| BIP.PR.B | FixedReset Prem | Quote: 27.05 – 27.33 Spot Rate : 0.2800 Average : 0.1982 YTW SCENARIO |
| PWF.PR.K | Perpetual-Premium | Quote: 25.50 – 25.85 Spot Rate : 0.3500 Average : 0.2732 YTW SCENARIO |
| FTS.PR.K | FixedReset Disc | Quote: 20.66 – 21.00 Spot Rate : 0.3400 Average : 0.2654 YTW SCENARIO |