| 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 | -0.2603 % | 2,845.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.2603 % | 5,221.2 |
| Floater | 3.05 % | 3.07 % | 73,676 | 19.53 | 3 | -0.2603 % | 3,009.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2781 % | 3,708.3 |
| SplitShare | 4.62 % | 4.26 % | 57,013 | 3.86 | 5 | 0.2781 % | 4,428.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2781 % | 3,455.3 |
| Perpetual-Premium | 5.08 % | -7.29 % | 54,335 | 0.09 | 32 | 0.0343 % | 3,274.1 |
| Perpetual-Discount | 4.73 % | 4.88 % | 34,730 | 15.69 | 2 | 0.1228 % | 3,859.9 |
| FixedReset Disc | 3.78 % | 3.94 % | 118,376 | 16.89 | 40 | 0.1085 % | 2,938.5 |
| Insurance Straight | 4.93 % | 3.98 % | 80,326 | 0.64 | 20 | 0.0910 % | 3,684.1 |
| FloatingReset | 2.50 % | 2.79 % | 25,770 | 20.26 | 2 | 1.1204 % | 2,930.1 |
| FixedReset Prem | 4.69 % | 2.50 % | 133,114 | 1.89 | 30 | -0.1173 % | 2,761.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1085 % | 3,003.8 |
| FixedReset Ins Non | 4.03 % | 3.87 % | 91,052 | 16.91 | 19 | -0.0960 % | 2,993.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.X | FixedReset Disc | -9.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-03 Maturity Price : 17.07 Evaluated at bid price : 17.07 Bid-YTW : 4.92 % |
| BIP.PR.E | FixedReset Prem | -1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-03 Maturity Price : 23.80 Evaluated at bid price : 25.10 Bid-YTW : 4.96 % |
| GWO.PR.N | FixedReset Ins Non | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-03 Maturity Price : 16.85 Evaluated at bid price : 16.85 Bid-YTW : 3.89 % |
| TD.PF.J | FixedReset Prem | -1.13 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.36 Bid-YTW : 3.73 % |
| TRP.PR.F | FloatingReset | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-03 Maturity Price : 18.60 Evaluated at bid price : 18.60 Bid-YTW : 2.79 % |
| CM.PR.Y | FixedReset Prem | 1.13 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.75 Bid-YTW : 2.54 % |
| TD.PF.B | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-03 Maturity Price : 23.25 Evaluated at bid price : 24.53 Bid-YTW : 3.79 % |
| SLF.PR.J | FloatingReset | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-03 Maturity Price : 17.50 Evaluated at bid price : 17.50 Bid-YTW : 2.23 % |
| PVS.PR.I | SplitShare | 1.72 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 26.05 Bid-YTW : 3.83 % |
| SLF.PR.G | FixedReset Ins Non | 2.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-03 Maturity Price : 18.27 Evaluated at bid price : 18.27 Bid-YTW : 3.79 % |
| PWF.PR.P | FixedReset Disc | 9.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-03 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 4.01 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.R | FixedReset Disc | 396,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-03 Maturity Price : 21.22 Evaluated at bid price : 21.22 Bid-YTW : 4.40 % |
| PWF.PR.P | FixedReset Disc | 263,253 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-03 Maturity Price : 18.15 Evaluated at bid price : 18.15 Bid-YTW : 4.01 % |
| SLF.PR.E | Insurance Straight | 59,843 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-03 Maturity Price : 24.55 Evaluated at bid price : 24.80 Bid-YTW : 4.57 % |
| CM.PR.Q | FixedReset Disc | 50,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.90 Bid-YTW : 3.29 % |
| CM.PR.S | FixedReset Prem | 41,565 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 3.58 % |
| SLF.PR.I | FixedReset Ins Non | 41,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.12 Bid-YTW : 3.04 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.X | FixedReset Disc | Quote: 17.07 – 19.25 Spot Rate : 2.1800 Average : 1.2468 YTW SCENARIO |
| CU.PR.E | Perpetual-Premium | Quote: 24.98 – 25.90 Spot Rate : 0.9200 Average : 0.5560 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 21.22 – 22.00 Spot Rate : 0.7800 Average : 0.5600 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 22.10 – 22.90 Spot Rate : 0.8000 Average : 0.6472 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 16.85 – 17.49 Spot Rate : 0.6400 Average : 0.4927 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 24.25 – 24.79 Spot Rate : 0.5400 Average : 0.3976 YTW SCENARIO |