| 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 | -0.9446 % | 2,484.3 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.9446 % | 4,764.9 |
| Floater | 5.01 % | 5.01 % | 45,701 | 15.49 | 3 | -0.9446 % | 2,746.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1655 % | 3,463.8 |
| SplitShare | 4.91 % | 5.64 % | 45,136 | 3.15 | 8 | 0.1655 % | 4,136.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1655 % | 3,227.4 |
| Perpetual-Premium | 6.08 % | 6.19 % | 78,067 | 13.52 | 2 | -0.3726 % | 2,844.8 |
| Perpetual-Discount | 6.01 % | 6.11 % | 63,547 | 13.73 | 34 | -0.3312 % | 3,089.7 |
| FixedReset Disc | 4.67 % | 6.48 % | 117,811 | 13.44 | 57 | -0.1192 % | 2,498.2 |
| Insurance Straight | 6.06 % | 6.10 % | 91,642 | 13.77 | 19 | -1.0029 % | 2,968.0 |
| FloatingReset | 5.86 % | 6.17 % | 46,884 | 13.65 | 2 | -0.4328 % | 2,614.3 |
| FixedReset Prem | 5.07 % | 4.87 % | 137,622 | 1.98 | 9 | 0.1849 % | 2,602.8 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1192 % | 2,553.7 |
| FixedReset Ins Non | 4.59 % | 6.40 % | 70,171 | 13.53 | 15 | 0.5552 % | 2,613.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.K | Perpetual-Discount | -4.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 21.31 Evaluated at bid price : 21.31 Bid-YTW : 6.20 % |
| GWO.PR.R | Insurance Straight | -3.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 6.35 % |
| RY.PR.J | FixedReset Disc | -3.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 20.69 Evaluated at bid price : 20.69 Bid-YTW : 6.68 % |
| RY.PR.O | Perpetual-Discount | -2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 22.75 Evaluated at bid price : 23.00 Bid-YTW : 5.38 % |
| IFC.PR.F | Insurance Straight | -2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 21.61 Evaluated at bid price : 21.91 Bid-YTW : 6.07 % |
| GWO.PR.M | Insurance Straight | -2.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 22.82 Evaluated at bid price : 23.10 Bid-YTW : 6.31 % |
| BAM.PR.X | FixedReset Disc | -2.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 7.40 % |
| RY.PR.Z | FixedReset Disc | -1.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.48 % |
| SLF.PR.C | Insurance Straight | -1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 18.84 Evaluated at bid price : 18.84 Bid-YTW : 5.95 % |
| SLF.PR.E | Insurance Straight | -1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 19.10 Evaluated at bid price : 19.10 Bid-YTW : 5.93 % |
| GWO.PR.Y | Insurance Straight | -1.79 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 18.11 Evaluated at bid price : 18.11 Bid-YTW : 6.26 % |
| SLF.PR.D | Insurance Straight | -1.56 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 18.90 Evaluated at bid price : 18.90 Bid-YTW : 5.93 % |
| POW.PR.D | Perpetual-Discount | -1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 20.50 Evaluated at bid price : 20.50 Bid-YTW : 6.12 % |
| GWO.PR.L | Insurance Straight | -1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 22.44 Evaluated at bid price : 22.70 Bid-YTW : 6.25 % |
| BAM.PR.K | Floater | -1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 12.84 Evaluated at bid price : 12.84 Bid-YTW : 5.05 % |
| IFC.PR.E | Insurance Straight | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 21.72 Evaluated at bid price : 22.05 Bid-YTW : 5.92 % |
| MFC.PR.M | FixedReset Ins Non | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 19.03 Evaluated at bid price : 19.03 Bid-YTW : 7.04 % |
| BIP.PR.A | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 7.67 % |
| POW.PR.A | Perpetual-Discount | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 22.72 Evaluated at bid price : 23.01 Bid-YTW : 6.09 % |
| CU.PR.J | Perpetual-Discount | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 19.70 Evaluated at bid price : 19.70 Bid-YTW : 6.11 % |
| FTS.PR.G | FixedReset Disc | -1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 6.78 % |
| PVS.PR.K | SplitShare | 1.04 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2029-05-31 Maturity Price : 25.00 Evaluated at bid price : 23.42 Bid-YTW : 5.64 % |
| NA.PR.S | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.51 % |
| CM.PR.Q | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 21.28 Evaluated at bid price : 21.28 Bid-YTW : 6.40 % |
| BAM.PF.C | Perpetual-Discount | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 19.86 Evaluated at bid price : 19.86 Bid-YTW : 6.15 % |
| RY.PR.N | Perpetual-Discount | 1.52 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 23.01 Evaluated at bid price : 23.41 Bid-YTW : 5.28 % |
| MFC.PR.J | FixedReset Ins Non | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 22.67 Evaluated at bid price : 23.30 Bid-YTW : 6.26 % |
| BAM.PF.D | Perpetual-Discount | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 20.06 Evaluated at bid price : 20.06 Bid-YTW : 6.15 % |
| IFC.PR.A | FixedReset Ins Non | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 19.44 Evaluated at bid price : 19.44 Bid-YTW : 6.35 % |
| MFC.PR.N | FixedReset Ins Non | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 18.82 Evaluated at bid price : 18.82 Bid-YTW : 6.98 % |
| MFC.PR.K | FixedReset Ins Non | 2.41 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 6.40 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset Disc | 249,950 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-07-31 Maturity Price : 25.00 Evaluated at bid price : 24.94 Bid-YTW : 3.08 % |
| FTS.PR.H | FixedReset Disc | 200,005 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 14.70 Evaluated at bid price : 14.70 Bid-YTW : 7.11 % |
| PWF.PR.P | FixedReset Disc | 200,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 14.25 Evaluated at bid price : 14.25 Bid-YTW : 7.31 % |
| CU.PR.I | FixedReset Prem | 150,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.37 % |
| TRP.PR.C | FixedReset Disc | 102,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2052-06-28 Maturity Price : 13.51 Evaluated at bid price : 13.51 Bid-YTW : 7.66 % |
| BAM.PF.I | FixedReset Prem | 69,825 | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.14 Bid-YTW : 4.34 % |
| There were 19 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.J | FloatingReset | Quote: 15.81 – 25.00 Spot Rate : 9.1900 Average : 5.1755 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 18.75 – 24.35 Spot Rate : 5.6000 Average : 4.5078 YTW SCENARIO |
| TRP.PR.C | FixedReset Disc | Quote: 13.51 – 17.00 Spot Rate : 3.4900 Average : 2.7509 YTW SCENARIO |
| PWF.PR.H | Perpetual-Discount | Quote: 23.70 – 25.18 Spot Rate : 1.4800 Average : 0.8657 YTW SCENARIO |
| POW.PR.A | Perpetual-Discount | Quote: 23.01 – 24.29 Spot Rate : 1.2800 Average : 0.7277 YTW SCENARIO |
| BMO.PR.W | FixedReset Disc | Quote: 20.25 – 22.35 Spot Rate : 2.1000 Average : 1.5544 YTW SCENARIO |