| 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 | 0.3818 % | 2,078.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3818 % | 3,813.0 |
| Floater | 5.63 % | 5.78 % | 40,364 | 14.27 | 3 | 0.3818 % | 2,197.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1091 % | 3,289.0 |
| SplitShare | 4.87 % | 4.65 % | 78,992 | 3.86 | 8 | 0.1091 % | 3,927.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1091 % | 3,064.6 |
| Perpetual-Premium | 5.54 % | -11.04 % | 87,731 | 0.09 | 10 | 0.2078 % | 2,948.4 |
| Perpetual-Discount | 5.38 % | 5.43 % | 73,548 | 14.65 | 23 | 0.0168 % | 3,110.3 |
| FixedReset Disc | 5.24 % | 5.31 % | 199,449 | 15.03 | 61 | -0.0511 % | 2,188.0 |
| Deemed-Retractible | 5.21 % | 5.76 % | 95,520 | 8.17 | 27 | 0.0236 % | 3,081.9 |
| FloatingReset | 4.23 % | 3.99 % | 49,415 | 2.72 | 5 | -0.0541 % | 2,401.9 |
| FixedReset Prem | 5.06 % | 3.71 % | 309,439 | 2.21 | 22 | -0.1464 % | 2,580.2 |
| FixedReset Bank Non | 1.98 % | 3.94 % | 140,488 | 2.73 | 3 | 0.1114 % | 2,642.3 |
| FixedReset Ins Non | 4.97 % | 6.37 % | 116,290 | 8.34 | 22 | -0.0748 % | 2,266.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.H | Deemed-Retractible | -1.65 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.71 Bid-YTW : 6.05 % |
| TRP.PR.J | FixedReset Prem | -1.46 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.67 Bid-YTW : 4.47 % |
| IFC.PR.G | FixedReset Ins Non | -1.43 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.30 Bid-YTW : 6.41 % |
| CU.PR.G | Perpetual-Discount | -1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-02 Maturity Price : 21.01 Evaluated at bid price : 21.01 Bid-YTW : 5.42 % |
| TD.PF.E | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-02 Maturity Price : 21.16 Evaluated at bid price : 21.16 Bid-YTW : 5.22 % |
| MFC.PR.L | FixedReset Ins Non | -1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.81 Bid-YTW : 7.72 % |
| EMA.PR.H | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-02 Maturity Price : 22.82 Evaluated at bid price : 24.00 Bid-YTW : 5.11 % |
| SLF.PR.J | FloatingReset | 1.10 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.71 Bid-YTW : 9.18 % |
| TRP.PR.C | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-02 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 5.77 % |
| BIP.PR.E | FixedReset Disc | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-02 Maturity Price : 21.89 Evaluated at bid price : 22.29 Bid-YTW : 5.62 % |
| BAM.PF.C | Perpetual-Discount | 1.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-02 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.75 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| SLF.PR.G | FixedReset Ins Non | 159,900 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.61 Bid-YTW : 8.96 % |
| PWF.PR.K | Perpetual-Discount | 79,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-02 Maturity Price : 22.77 Evaluated at bid price : 23.05 Bid-YTW : 5.45 % |
| RY.PR.H | FixedReset Disc | 69,650 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-02 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 5.08 % |
| TRP.PR.D | FixedReset Disc | 67,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-02 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 5.72 % |
| GWO.PR.Q | Deemed-Retractible | 66,300 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.77 Bid-YTW : 5.81 % |
| PWF.PR.F | Perpetual-Discount | 58,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-02 Maturity Price : 23.86 Evaluated at bid price : 24.11 Bid-YTW : 5.53 % |
| There were 25 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.E | Deemed-Retractible | Quote: 23.95 – 24.62 Spot Rate : 0.6700 Average : 0.4948 YTW SCENARIO |
| GWO.PR.H | Deemed-Retractible | Quote: 22.71 – 23.15 Spot Rate : 0.4400 Average : 0.2827 YTW SCENARIO |
| TRP.PR.J | FixedReset Prem | Quote: 25.67 – 26.10 Spot Rate : 0.4300 Average : 0.2773 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 14.61 – 15.13 Spot Rate : 0.5200 Average : 0.3767 YTW SCENARIO |
| TD.PF.J | FixedReset Disc | Quote: 22.26 – 22.90 Spot Rate : 0.6400 Average : 0.5000 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 21.01 – 21.38 Spot Rate : 0.3700 Average : 0.2482 YTW SCENARIO |