| 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 | 3.01 % | 3.47 % | 42,412 | 20.11 | 1 | 0.2465 % | 2,896.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1544 % | 5,625.1 |
| Floater | 2.83 % | 2.85 % | 58,059 | 20.10 | 3 | 0.1544 % | 3,241.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1339 % | 3,647.7 |
| SplitShare | 4.71 % | 4.47 % | 32,983 | 3.52 | 6 | -0.1339 % | 4,356.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1339 % | 3,398.9 |
| Perpetual-Premium | 5.17 % | -6.48 % | 55,305 | 0.09 | 24 | 0.0295 % | 3,244.8 |
| Perpetual-Discount | 4.71 % | 4.71 % | 55,284 | 16.07 | 7 | 0.5687 % | 3,857.8 |
| FixedReset Disc | 3.92 % | 4.17 % | 117,509 | 16.66 | 45 | 0.2439 % | 2,879.7 |
| Insurance Straight | 4.88 % | 4.55 % | 83,414 | 15.72 | 17 | 0.0023 % | 3,665.0 |
| FloatingReset | 2.69 % | 3.04 % | 55,407 | 19.60 | 2 | 0.1647 % | 2,961.7 |
| FixedReset Prem | 4.73 % | 2.92 % | 100,761 | 1.73 | 25 | 0.0546 % | 2,727.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2439 % | 2,943.7 |
| FixedReset Ins Non | 4.09 % | 4.01 % | 66,867 | 16.70 | 17 | -0.1878 % | 2,969.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.X | FixedReset Disc | -3.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-04 Maturity Price : 18.00 Evaluated at bid price : 18.00 Bid-YTW : 4.82 % |
| IFC.PR.A | FixedReset Ins Non | -2.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-04 Maturity Price : 21.17 Evaluated at bid price : 21.17 Bid-YTW : 4.01 % |
| TD.PF.E | FixedReset Disc | -1.13 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 24.45 Bid-YTW : 3.91 % |
| BAM.PR.C | Floater | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-04 Maturity Price : 15.15 Evaluated at bid price : 15.15 Bid-YTW : 2.85 % |
| BAM.PR.Z | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-04 Maturity Price : 24.78 Evaluated at bid price : 25.10 Bid-YTW : 4.62 % |
| TRP.PR.B | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-04 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 4.68 % |
| BAM.PR.M | Perpetual-Discount | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-04 Maturity Price : 24.25 Evaluated at bid price : 24.55 Bid-YTW : 4.88 % |
| BAM.PR.R | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-04 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 4.53 % |
| CIU.PR.A | Perpetual-Discount | 2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-04 Maturity Price : 24.14 Evaluated at bid price : 24.39 Bid-YTW : 4.71 % |
| FTS.PR.H | FixedReset Disc | 2.65 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-04 Maturity Price : 17.40 Evaluated at bid price : 17.40 Bid-YTW : 4.18 % |
| BAM.PR.T | FixedReset Disc | 8.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-04 Maturity Price : 21.65 Evaluated at bid price : 22.03 Bid-YTW : 4.51 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.A | FixedReset Disc | 129,473 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-04 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 4.58 % |
| TRP.PR.B | FixedReset Disc | 78,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-04 Maturity Price : 14.55 Evaluated at bid price : 14.55 Bid-YTW : 4.68 % |
| SLF.PR.H | FixedReset Ins Non | 51,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-02-04 Maturity Price : 22.17 Evaluated at bid price : 22.79 Bid-YTW : 3.96 % |
| BMO.PR.B | FixedReset Prem | 41,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-27 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 3.16 % |
| RY.PR.P | Perpetual-Premium | 30,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-26 Maturity Price : 25.75 Evaluated at bid price : 25.73 Bid-YTW : 3.65 % |
| BMO.PR.Y | FixedReset Disc | 25,400 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-08-25 Maturity Price : 25.00 Evaluated at bid price : 24.35 Bid-YTW : 3.81 % |
| There were 11 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: 24.21 – 25.90 Spot Rate : 1.6900 Average : 1.3461 YTW SCENARIO |
| RY.PR.J | FixedReset Disc | Quote: 24.30 – 24.85 Spot Rate : 0.5500 Average : 0.3445 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 18.00 – 19.20 Spot Rate : 1.2000 Average : 1.0261 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 21.45 – 22.45 Spot Rate : 1.0000 Average : 0.8346 YTW SCENARIO |
| NA.PR.S | FixedReset Disc | Quote: 24.25 – 24.80 Spot Rate : 0.5500 Average : 0.3847 YTW SCENARIO |
| MFC.PR.B | Insurance Straight | Quote: 24.89 – 25.27 Spot Rate : 0.3800 Average : 0.2754 YTW SCENARIO |