| 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 | -0.0442 % | 1,975.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0442 % | 3,624.0 |
| Floater | 6.12 % | 6.31 % | 50,462 | 13.43 | 4 | -0.0442 % | 2,088.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0507 % | 3,388.1 |
| SplitShare | 4.65 % | 4.66 % | 48,443 | 3.91 | 7 | 0.0507 % | 4,046.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0507 % | 3,156.9 |
| Perpetual-Premium | 5.51 % | -18.03 % | 58,738 | 0.09 | 8 | -0.0392 % | 3,027.4 |
| Perpetual-Discount | 5.36 % | 5.37 % | 66,735 | 14.74 | 25 | 0.1541 % | 3,237.4 |
| FixedReset Disc | 5.60 % | 5.77 % | 175,401 | 14.30 | 66 | 0.4353 % | 2,100.1 |
| Deemed-Retractible | 5.19 % | 5.72 % | 66,955 | 7.82 | 27 | 0.0550 % | 3,177.7 |
| FloatingReset | 6.17 % | 6.59 % | 91,221 | 13.04 | 2 | 2.1945 % | 2,469.0 |
| FixedReset Prem | 5.13 % | 3.98 % | 154,080 | 1.66 | 20 | 0.0196 % | 2,609.0 |
| FixedReset Bank Non | 1.96 % | 4.32 % | 92,644 | 2.19 | 3 | 0.0414 % | 2,687.0 |
| FixedReset Ins Non | 5.44 % | 8.29 % | 113,039 | 7.74 | 21 | 0.2394 % | 2,124.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.C | FixedReset Ins Non | -1.65 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.26 Bid-YTW : 8.79 % |
| BAM.PR.B | Floater | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-28 Maturity Price : 11.00 Evaluated at bid price : 11.00 Bid-YTW : 6.36 % |
| BAM.PF.E | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-28 Maturity Price : 16.37 Evaluated at bid price : 16.37 Bid-YTW : 6.49 % |
| BIP.PR.F | FixedReset Disc | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-28 Maturity Price : 22.33 Evaluated at bid price : 23.00 Bid-YTW : 5.57 % |
| CU.PR.C | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-28 Maturity Price : 17.07 Evaluated at bid price : 17.07 Bid-YTW : 5.86 % |
| PWF.PR.P | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-28 Maturity Price : 13.36 Evaluated at bid price : 13.36 Bid-YTW : 5.96 % |
| BAM.PR.N | Perpetual-Discount | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-28 Maturity Price : 21.28 Evaluated at bid price : 21.55 Bid-YTW : 5.56 % |
| SLF.PR.J | FloatingReset | 1.62 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.21 Bid-YTW : 10.89 % |
| BAM.PR.X | FixedReset Disc | 1.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-28 Maturity Price : 13.38 Evaluated at bid price : 13.38 Bid-YTW : 6.27 % |
| MFC.PR.N | FixedReset Ins Non | 1.69 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.28 Bid-YTW : 9.41 % |
| TD.PF.J | FixedReset Disc | 1.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-28 Maturity Price : 19.73 Evaluated at bid price : 19.73 Bid-YTW : 5.62 % |
| TRP.PR.B | FixedReset Disc | 1.80 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-28 Maturity Price : 11.30 Evaluated at bid price : 11.30 Bid-YTW : 6.46 % |
| MFC.PR.M | FixedReset Ins Non | 1.90 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.61 Bid-YTW : 9.23 % |
| BMO.PR.Y | FixedReset Disc | 2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-28 Maturity Price : 19.30 Evaluated at bid price : 19.30 Bid-YTW : 5.69 % |
| MFC.PR.F | FixedReset Ins Non | 2.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.59 Bid-YTW : 11.19 % |
| TRP.PR.A | FixedReset Disc | 2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-28 Maturity Price : 13.81 Evaluated at bid price : 13.81 Bid-YTW : 6.51 % |
| TRP.PR.F | FloatingReset | 2.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-28 Maturity Price : 13.80 Evaluated at bid price : 13.80 Bid-YTW : 6.59 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.T | FixedReset Disc | 122,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-28 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 5.95 % |
| TRP.PR.A | FixedReset Disc | 86,488 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-28 Maturity Price : 13.81 Evaluated at bid price : 13.81 Bid-YTW : 6.51 % |
| HSE.PR.C | FixedReset Disc | 63,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-28 Maturity Price : 16.26 Evaluated at bid price : 16.26 Bid-YTW : 7.42 % |
| BAM.PF.I | FixedReset Prem | 58,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.33 Bid-YTW : 4.41 % |
| EMA.PR.H | FixedReset Disc | 56,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-28 Maturity Price : 23.23 Evaluated at bid price : 24.88 Bid-YTW : 4.92 % |
| SLF.PR.I | FixedReset Ins Non | 55,503 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.55 Bid-YTW : 8.02 % |
| There were 47 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.Z | FixedReset Disc | Quote: 18.65 – 19.31 Spot Rate : 0.6600 Average : 0.4467 YTW SCENARIO |
| PWF.PR.A | Floater | Quote: 12.04 – 12.65 Spot Rate : 0.6100 Average : 0.4100 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 17.33 – 17.85 Spot Rate : 0.5200 Average : 0.3514 YTW SCENARIO |
| BAM.PF.A | FixedReset Disc | Quote: 19.39 – 19.71 Spot Rate : 0.3200 Average : 0.2161 YTW SCENARIO |
| CCS.PR.C | Deemed-Retractible | Quote: 24.04 – 24.60 Spot Rate : 0.5600 Average : 0.4573 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 18.99 – 19.45 Spot Rate : 0.4600 Average : 0.3617 YTW SCENARIO |