| 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 | -0.7918 % | 2,875.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7918 % | 5,277.0 |
| Floater | 3.02 % | 3.01 % | 79,950 | 19.67 | 3 | -0.7918 % | 3,041.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0077 % | 3,703.4 |
| SplitShare | 4.63 % | 4.23 % | 60,407 | 3.84 | 5 | 0.0077 % | 4,422.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0077 % | 3,450.8 |
| Perpetual-Premium | 5.08 % | -4.15 % | 53,567 | 0.09 | 32 | 0.0331 % | 3,277.4 |
| Perpetual-Discount | 4.70 % | 4.85 % | 33,709 | 15.73 | 2 | 0.1221 % | 3,881.2 |
| FixedReset Disc | 3.77 % | 3.73 % | 114,456 | 17.11 | 40 | 0.0671 % | 2,944.5 |
| Insurance Straight | 4.92 % | 4.09 % | 91,566 | 1.55 | 20 | 0.0434 % | 3,692.2 |
| FloatingReset | 2.51 % | 2.87 % | 26,510 | 20.04 | 2 | -1.1080 % | 2,897.6 |
| FixedReset Prem | 4.70 % | 2.86 % | 123,117 | 1.87 | 30 | -0.0530 % | 2,756.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0671 % | 3,009.9 |
| FixedReset Ins Non | 4.00 % | 3.64 % | 91,816 | 17.15 | 19 | 0.0867 % | 3,013.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.K | Floater | -3.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-11 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 3.14 % |
| TRP.PR.F | FloatingReset | -3.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-11 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 2.87 % |
| CU.PR.F | Perpetual-Premium | -1.68 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-11 Maturity Price : 23.75 Evaluated at bid price : 24.00 Bid-YTW : 4.68 % |
| CM.PR.Y | FixedReset Prem | -1.01 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-07-31 Maturity Price : 25.00 Evaluated at bid price : 26.43 Bid-YTW : 3.04 % |
| BAM.PR.C | Floater | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-11 Maturity Price : 14.35 Evaluated at bid price : 14.35 Bid-YTW : 3.01 % |
| SLF.PR.J | FloatingReset | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-11 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 2.19 % |
| BIP.PR.A | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-06-30 Maturity Price : 25.00 Evaluated at bid price : 24.90 Bid-YTW : 4.26 % |
| PWF.PR.T | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-11 Maturity Price : 23.53 Evaluated at bid price : 25.00 Bid-YTW : 3.73 % |
| IFC.PR.A | FixedReset Ins Non | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-11 Maturity Price : 21.63 Evaluated at bid price : 22.03 Bid-YTW : 3.57 % |
| BAM.PF.E | FixedReset Disc | 2.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-11 Maturity Price : 21.97 Evaluated at bid price : 22.34 Bid-YTW : 4.36 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PF.A | Perpetual-Discount | 54,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-11 Maturity Price : 24.16 Evaluated at bid price : 24.55 Bid-YTW : 4.60 % |
| CM.PR.O | FixedReset Disc | 32,595 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-11 Maturity Price : 23.31 Evaluated at bid price : 24.67 Bid-YTW : 3.69 % |
| TRP.PR.F | FloatingReset | 25,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-11 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 2.87 % |
| GWO.PR.F | Insurance Straight | 24,850 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-11 Maturity Price : 25.00 Evaluated at bid price : 25.32 Bid-YTW : -1.40 % |
| IFC.PR.G | FixedReset Ins Non | 23,648 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-11 Maturity Price : 23.85 Evaluated at bid price : 25.47 Bid-YTW : 3.89 % |
| BMO.PR.C | FixedReset Prem | 22,100 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.27 Bid-YTW : 2.13 % |
| There were 8 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.C | FixedReset Disc | Quote: 23.50 – 24.97 Spot Rate : 1.4700 Average : 0.9059 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 18.00 – 18.87 Spot Rate : 0.8700 Average : 0.5708 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 13.75 – 15.00 Spot Rate : 1.2500 Average : 0.9671 YTW SCENARIO |
| BAM.PR.B | Floater | Quote: 14.50 – 15.50 Spot Rate : 1.0000 Average : 0.7218 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 21.29 – 22.00 Spot Rate : 0.7100 Average : 0.4845 YTW SCENARIO |
| IFC.PR.I | Perpetual-Premium | Quote: 26.80 – 27.70 Spot Rate : 0.9000 Average : 0.6922 YTW SCENARIO |