| 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 | 2.9288 % | 2,965.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 2.9288 % | 5,441.7 |
| Floater | 2.93 % | 2.96 % | 80,670 | 19.79 | 3 | 2.9288 % | 3,136.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2318 % | 3,704.6 |
| SplitShare | 4.63 % | 4.28 % | 57,091 | 3.82 | 5 | 0.2318 % | 4,424.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2318 % | 3,451.8 |
| Perpetual-Premium | 5.08 % | -4.89 % | 52,254 | 0.09 | 32 | -0.1113 % | 3,277.2 |
| Perpetual-Discount | 4.71 % | 4.59 % | 2,017,802 | 16.17 | 2 | -0.2032 % | 3,874.9 |
| FixedReset Disc | 3.77 % | 3.85 % | 116,367 | 16.99 | 40 | 0.2472 % | 2,944.9 |
| Insurance Straight | 4.92 % | 4.51 % | 93,546 | 3.47 | 20 | -0.1280 % | 3,691.1 |
| FloatingReset | 2.43 % | 2.73 % | 26,310 | 20.40 | 2 | 1.6343 % | 2,978.0 |
| FixedReset Prem | 4.70 % | 2.75 % | 119,616 | 1.77 | 30 | -0.0285 % | 2,754.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2472 % | 3,010.3 |
| FixedReset Ins Non | 4.01 % | 3.72 % | 92,798 | 16.93 | 19 | -0.1711 % | 3,005.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-15 Maturity Price : 18.22 Evaluated at bid price : 18.22 Bid-YTW : 3.94 % |
| PWF.PR.L | Perpetual-Premium | -1.36 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-12-15 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : -9.09 % |
| MFC.PR.N | FixedReset Ins Non | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-15 Maturity Price : 22.93 Evaluated at bid price : 24.00 Bid-YTW : 3.89 % |
| TRP.PR.E | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-15 Maturity Price : 21.27 Evaluated at bid price : 21.55 Bid-YTW : 4.44 % |
| IFC.PR.A | FixedReset Ins Non | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-15 Maturity Price : 21.39 Evaluated at bid price : 21.70 Bid-YTW : 3.72 % |
| IFC.PR.F | Insurance Straight | -1.10 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-09-30 Maturity Price : 25.25 Evaluated at bid price : 26.10 Bid-YTW : 4.51 % |
| BAM.PR.N | Perpetual-Premium | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-15 Maturity Price : 24.62 Evaluated at bid price : 24.88 Bid-YTW : 4.82 % |
| TRP.PR.G | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-11-30 Maturity Price : 25.00 Evaluated at bid price : 24.42 Bid-YTW : 3.96 % |
| FTS.PR.H | FixedReset Disc | 1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-15 Maturity Price : 17.57 Evaluated at bid price : 17.57 Bid-YTW : 3.94 % |
| BAM.PR.C | Floater | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-15 Maturity Price : 14.53 Evaluated at bid price : 14.53 Bid-YTW : 2.97 % |
| BAM.PR.B | Floater | 1.51 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-15 Maturity Price : 14.80 Evaluated at bid price : 14.80 Bid-YTW : 2.92 % |
| CU.PR.C | FixedReset Disc | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-15 Maturity Price : 22.82 Evaluated at bid price : 23.55 Bid-YTW : 4.07 % |
| TRP.PR.B | FixedReset Disc | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-15 Maturity Price : 14.79 Evaluated at bid price : 14.79 Bid-YTW : 4.37 % |
| TRP.PR.F | FloatingReset | 2.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-15 Maturity Price : 18.83 Evaluated at bid price : 18.83 Bid-YTW : 2.73 % |
| TRP.PR.D | FixedReset Disc | 5.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-15 Maturity Price : 22.03 Evaluated at bid price : 22.30 Bid-YTW : 4.35 % |
| BAM.PR.K | Floater | 6.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-15 Maturity Price : 14.60 Evaluated at bid price : 14.60 Bid-YTW : 2.96 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.H | FixedReset Disc | 32,821 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-15 Maturity Price : 23.28 Evaluated at bid price : 24.63 Bid-YTW : 3.69 % |
| TD.PF.A | FixedReset Disc | 28,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-15 Maturity Price : 23.17 Evaluated at bid price : 24.43 Bid-YTW : 3.73 % |
| PWF.PF.A | Perpetual-Discount | 27,517 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-15 Maturity Price : 24.23 Evaluated at bid price : 24.62 Bid-YTW : 4.59 % |
| CM.PR.Q | FixedReset Disc | 23,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.75 Bid-YTW : 3.49 % |
| RY.PR.Z | FixedReset Disc | 22,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-15 Maturity Price : 23.26 Evaluated at bid price : 24.46 Bid-YTW : 3.69 % |
| TD.PF.J | FixedReset Prem | 15,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.45 Bid-YTW : 3.56 % |
| There were 10 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.G | FixedReset Ins Non | Quote: 25.21 – 25.75 Spot Rate : 0.5400 Average : 0.3677 YTW SCENARIO |
| BAM.PR.B | Floater | Quote: 14.80 – 15.50 Spot Rate : 0.7000 Average : 0.5478 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 24.00 – 24.45 Spot Rate : 0.4500 Average : 0.3059 YTW SCENARIO |
| IFC.PR.E | Insurance Straight | Quote: 26.30 – 26.99 Spot Rate : 0.6900 Average : 0.5501 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 18.22 – 19.00 Spot Rate : 0.7800 Average : 0.6425 YTW SCENARIO |
| PWF.PR.L | Perpetual-Premium | Quote: 25.35 – 25.75 Spot Rate : 0.4000 Average : 0.2724 YTW SCENARIO |