| 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 | 3.26 % | 3.81 % | 27,022 | 19.55 | 1 | -1.8219 % | 2,763.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0237 % | 5,232.4 |
| Floater | 3.36 % | 3.35 % | 62,499 | 18.86 | 3 | -0.0237 % | 3,015.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4836 % | 3,643.9 |
| SplitShare | 4.67 % | 4.44 % | 29,807 | 3.37 | 8 | 0.4836 % | 4,351.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4836 % | 3,395.3 |
| Perpetual-Premium | 5.36 % | -3.63 % | 61,873 | 0.09 | 17 | 0.2083 % | 3,179.9 |
| Perpetual-Discount | 5.13 % | 5.17 % | 69,478 | 15.17 | 16 | 0.2503 % | 3,599.7 |
| FixedReset Disc | 4.16 % | 5.17 % | 118,163 | 15.12 | 46 | 0.8037 % | 2,726.3 |
| Insurance Straight | 5.18 % | 5.05 % | 90,577 | 15.19 | 18 | -0.2545 % | 3,458.9 |
| FloatingReset | 3.13 % | 3.43 % | 42,609 | 18.67 | 2 | -0.5667 % | 2,848.1 |
| FixedReset Prem | 4.78 % | 4.05 % | 148,367 | 1.99 | 23 | 0.2421 % | 2,686.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.8037 % | 2,786.9 |
| FixedReset Ins Non | 4.22 % | 5.18 % | 77,318 | 15.34 | 15 | 0.0733 % | 2,847.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.E | Insurance Straight | -2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 22.25 Evaluated at bid price : 22.52 Bid-YTW : 5.01 % |
| SLF.PR.C | Insurance Straight | -1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 22.12 Evaluated at bid price : 22.40 Bid-YTW : 4.98 % |
| BAM.PR.E | Ratchet | -1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 25.00 Evaluated at bid price : 19.40 Bid-YTW : 3.81 % |
| SLF.PR.G | FixedReset Ins Non | -1.78 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 16.60 Evaluated at bid price : 16.60 Bid-YTW : 5.26 % |
| SLF.PR.J | FloatingReset | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 2.81 % |
| SLF.PR.D | Insurance Straight | -1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 22.12 Evaluated at bid price : 22.40 Bid-YTW : 4.98 % |
| EMA.PR.L | Perpetual-Discount | -1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 22.50 Evaluated at bid price : 22.83 Bid-YTW : 5.09 % |
| PWF.PF.A | Perpetual-Discount | -1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 22.21 Evaluated at bid price : 22.52 Bid-YTW : 5.06 % |
| TRP.PR.D | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 20.20 Evaluated at bid price : 20.20 Bid-YTW : 5.92 % |
| BAM.PR.R | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 19.19 Evaluated at bid price : 19.19 Bid-YTW : 5.72 % |
| TRP.PR.A | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 5.99 % |
| BMO.PR.T | FixedReset Disc | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 22.07 Evaluated at bid price : 22.35 Bid-YTW : 5.12 % |
| CM.PR.Q | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 23.65 Bid-YTW : 4.85 % |
| BMO.PR.W | FixedReset Disc | 1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 22.16 Evaluated at bid price : 22.51 Bid-YTW : 5.08 % |
| NA.PR.S | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 23.23 Evaluated at bid price : 23.55 Bid-YTW : 5.08 % |
| BIP.PR.A | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 22.72 Evaluated at bid price : 23.55 Bid-YTW : 5.94 % |
| BMO.PR.Y | FixedReset Disc | 1.46 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-08-25 Maturity Price : 25.00 Evaluated at bid price : 23.60 Bid-YTW : 4.97 % |
| RY.PR.M | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 22.29 Evaluated at bid price : 22.86 Bid-YTW : 5.09 % |
| CU.PR.E | Perpetual-Discount | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 23.63 Evaluated at bid price : 23.90 Bid-YTW : 5.17 % |
| BAM.PF.E | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 20.90 Evaluated at bid price : 20.90 Bid-YTW : 5.70 % |
| TD.PF.E | FixedReset Disc | 2.03 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-10-31 Maturity Price : 25.00 Evaluated at bid price : 23.62 Bid-YTW : 5.12 % |
| FTS.PR.K | FixedReset Disc | 2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 20.65 Evaluated at bid price : 20.65 Bid-YTW : 5.42 % |
| TD.PF.D | FixedReset Disc | 2.33 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-07-31 Maturity Price : 25.00 Evaluated at bid price : 23.70 Bid-YTW : 5.10 % |
| PVS.PR.F | SplitShare | 2.36 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-30 Maturity Price : 25.50 Evaluated at bid price : 26.00 Bid-YTW : 1.34 % |
| CU.PR.J | Perpetual-Premium | 2.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 22.70 Evaluated at bid price : 23.05 Bid-YTW : 5.19 % |
| TRP.PR.G | FixedReset Disc | 3.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 21.81 Evaluated at bid price : 22.15 Bid-YTW : 5.61 % |
| PWF.PR.P | FixedReset Disc | 3.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 16.35 Evaluated at bid price : 16.35 Bid-YTW : 5.55 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.Z | FixedReset Disc | 384,850 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 23.37 Evaluated at bid price : 24.00 Bid-YTW : 5.60 % |
| TD.PF.C | FixedReset Disc | 202,180 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 22.20 Evaluated at bid price : 22.60 Bid-YTW : 5.10 % |
| TRP.PR.B | FixedReset Disc | 109,830 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 13.43 Evaluated at bid price : 13.43 Bid-YTW : 6.21 % |
| TRP.PR.A | FixedReset Disc | 94,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-03-29 Maturity Price : 17.70 Evaluated at bid price : 17.70 Bid-YTW : 5.99 % |
| IFC.PR.K | Perpetual-Premium | 86,315 | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 5.20 % |
| PVS.PR.K | SplitShare | 84,700 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 24.95 Bid-YTW : 4.50 % |
| There were 32 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.H | FixedReset Ins Non | Quote: 20.85 – 23.50 Spot Rate : 2.6500 Average : 1.8497 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 22.05 – 23.20 Spot Rate : 1.1500 Average : 0.7771 YTW SCENARIO |
| TRP.PR.A | FixedReset Disc | Quote: 17.70 – 18.50 Spot Rate : 0.8000 Average : 0.5014 YTW SCENARIO |
| PVS.PR.F | SplitShare | Quote: 26.00 – 27.00 Spot Rate : 1.0000 Average : 0.7302 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 22.42 – 23.14 Spot Rate : 0.7200 Average : 0.5208 YTW SCENARIO |
| IFC.PR.C | FixedReset Disc | Quote: 22.63 – 23.30 Spot Rate : 0.6700 Average : 0.4752 YTW SCENARIO |