| 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 | -0.3493 % | 2,696.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.3493 % | 4,947.5 |
| Floater | 3.22 % | 3.21 % | 48,973 | 19.22 | 3 | -0.3493 % | 2,851.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2599 % | 3,703.2 |
| SplitShare | 4.63 % | 3.75 % | 47,615 | 3.80 | 6 | -0.2599 % | 4,422.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2599 % | 3,450.5 |
| Perpetual-Premium | 5.04 % | -8.95 % | 54,837 | 0.09 | 34 | -0.6274 % | 3,298.3 |
| Perpetual-Discount | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.6274 % | 3,969.3 |
| FixedReset Disc | 3.86 % | 3.73 % | 101,509 | 17.62 | 39 | 0.2319 % | 2,887.0 |
| Insurance Straight | 4.89 % | -6.53 % | 78,995 | 0.09 | 19 | -0.1026 % | 3,725.7 |
| FloatingReset | 2.89 % | 2.91 % | 29,614 | 19.99 | 1 | 0.6857 % | 2,741.1 |
| FixedReset Prem | 4.67 % | 2.86 % | 131,883 | 2.11 | 33 | -0.0964 % | 2,761.6 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2319 % | 2,951.1 |
| FixedReset Ins Non | 4.06 % | 3.50 % | 93,538 | 17.75 | 19 | -0.0740 % | 2,981.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.G | FixedReset Ins Non | -3.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-07 Maturity Price : 17.78 Evaluated at bid price : 17.78 Bid-YTW : 3.37 % |
| BAM.PR.K | Floater | -2.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-07 Maturity Price : 13.10 Evaluated at bid price : 13.10 Bid-YTW : 3.29 % |
| BIP.PR.B | FixedReset Prem | -2.19 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.47 Bid-YTW : 5.06 % |
| PVS.PR.G | SplitShare | -1.87 % | YTW SCENARIO Maturity Type : Option Certainty Maturity Date : 2026-02-28 Maturity Price : 25.00 Evaluated at bid price : 25.71 Bid-YTW : 4.31 % |
| GWO.PR.T | Insurance Straight | -1.35 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-06-30 Maturity Price : 26.00 Evaluated at bid price : 26.40 Bid-YTW : 2.98 % |
| IFC.PR.I | Perpetual-Premium | -1.28 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-03-31 Maturity Price : 26.00 Evaluated at bid price : 27.10 Bid-YTW : 3.94 % |
| FTS.PR.K | FixedReset Disc | -1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-07 Maturity Price : 21.30 Evaluated at bid price : 21.60 Bid-YTW : 3.76 % |
| MFC.PR.F | FixedReset Ins Non | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-07 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 3.41 % |
| FTS.PR.M | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-07 Maturity Price : 22.62 Evaluated at bid price : 23.34 Bid-YTW : 3.87 % |
| TD.PF.B | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-07 Maturity Price : 23.12 Evaluated at bid price : 24.27 Bid-YTW : 3.42 % |
| BAM.PR.B | Floater | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-07 Maturity Price : 13.44 Evaluated at bid price : 13.44 Bid-YTW : 3.20 % |
| IFC.PR.A | FixedReset Ins Non | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-07 Maturity Price : 21.28 Evaluated at bid price : 21.28 Bid-YTW : 3.36 % |
| SLF.PR.H | FixedReset Ins Non | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-07 Maturity Price : 22.44 Evaluated at bid price : 23.30 Bid-YTW : 3.45 % |
| TRP.PR.D | FixedReset Disc | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-07 Maturity Price : 21.49 Evaluated at bid price : 21.86 Bid-YTW : 4.01 % |
| TD.PF.L | FixedReset Prem | 1.79 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-04-30 Maturity Price : 25.00 Evaluated at bid price : 26.75 Bid-YTW : 2.24 % |
| BAM.PF.H | FixedReset Prem | 2.02 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 27.75 Bid-YTW : 2.30 % |
| TRP.PR.A | FixedReset Disc | 2.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-07 Maturity Price : 19.26 Evaluated at bid price : 19.26 Bid-YTW : 4.04 % |
| BAM.PR.R | FixedReset Disc | 2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-07 Maturity Price : 20.76 Evaluated at bid price : 20.76 Bid-YTW : 4.06 % |
| BAM.PR.X | FixedReset Disc | 3.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-07 Maturity Price : 18.14 Evaluated at bid price : 18.14 Bid-YTW : 4.00 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.D | FixedReset Prem | 100,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-08-25 Maturity Price : 25.00 Evaluated at bid price : 25.61 Bid-YTW : 2.21 % |
| PWF.PR.I | Perpetual-Premium | 64,469 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-06 Maturity Price : 25.00 Evaluated at bid price : 25.03 Bid-YTW : -0.26 % |
| BAM.PF.D | Perpetual-Premium | 58,473 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-11-06 Maturity Price : 25.25 Evaluated at bid price : 25.48 Bid-YTW : -5.01 % |
| PWF.PR.Z | Perpetual-Premium | 28,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.25 Evaluated at bid price : 26.00 Bid-YTW : 4.18 % |
| MFC.PR.I | FixedReset Ins Non | 27,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-10-07 Maturity Price : 24.00 Evaluated at bid price : 25.12 Bid-YTW : 3.90 % |
| CM.PR.R | FixedReset Prem | 25,470 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 1.87 % |
| There were 13 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.G | FixedReset Ins Non | Quote: 17.78 – 18.50 Spot Rate : 0.7200 Average : 0.4878 YTW SCENARIO |
| PWF.PR.Z | Perpetual-Premium | Quote: 26.00 – 26.50 Spot Rate : 0.5000 Average : 0.3431 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 27.10 – 27.70 Spot Rate : 0.6000 Average : 0.4577 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 16.66 – 18.00 Spot Rate : 1.3400 Average : 1.2117 YTW SCENARIO |
| BAM.PF.D | Perpetual-Premium | Quote: 25.48 – 25.84 Spot Rate : 0.3600 Average : 0.2495 YTW SCENARIO |
| PWF.PR.S | Perpetual-Premium | Quote: 25.15 – 25.65 Spot Rate : 0.5000 Average : 0.4094 YTW SCENARIO |