| 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 | -1.4014 % | 1,968.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.4014 % | 3,611.1 |
| Floater | 6.14 % | 6.32 % | 43,691 | 13.38 | 4 | -1.4014 % | 2,081.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1519 % | 3,395.0 |
| SplitShare | 4.64 % | 4.59 % | 49,437 | 3.87 | 7 | 0.1519 % | 4,054.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1519 % | 3,163.3 |
| Perpetual-Premium | 5.56 % | -19.97 % | 52,917 | 0.09 | 10 | 0.0196 % | 3,034.0 |
| Perpetual-Discount | 5.33 % | 5.44 % | 69,500 | 14.73 | 25 | -0.0208 % | 3,244.0 |
| FixedReset Disc | 5.58 % | 5.74 % | 174,587 | 14.28 | 66 | 0.1081 % | 2,108.5 |
| Deemed-Retractible | 5.17 % | 5.65 % | 60,900 | 7.79 | 27 | 0.0657 % | 3,193.7 |
| FloatingReset | 6.06 % | 6.61 % | 92,427 | 12.98 | 2 | 0.7305 % | 2,521.1 |
| FixedReset Prem | 5.10 % | 3.64 % | 147,348 | 1.62 | 20 | 0.1033 % | 2,625.7 |
| FixedReset Bank Non | 1.96 % | 4.15 % | 85,147 | 2.15 | 3 | -0.2478 % | 2,692.7 |
| FixedReset Ins Non | 5.39 % | 8.35 % | 112,481 | 7.79 | 22 | 0.1603 % | 2,149.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.C | Floater | -2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-11 Maturity Price : 11.01 Evaluated at bid price : 11.01 Bid-YTW : 6.37 % |
| BAM.PR.K | Floater | -1.94 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-11 Maturity Price : 11.10 Evaluated at bid price : 11.10 Bid-YTW : 6.32 % |
| BAM.PR.T | FixedReset Disc | -1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-11 Maturity Price : 15.20 Evaluated at bid price : 15.20 Bid-YTW : 6.36 % |
| IFC.PR.F | Deemed-Retractible | -1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.40 Bid-YTW : 5.73 % |
| RY.PR.M | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-11 Maturity Price : 17.93 Evaluated at bid price : 17.93 Bid-YTW : 5.81 % |
| SLF.PR.H | FixedReset Ins Non | -1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.38 Bid-YTW : 8.80 % |
| SLF.PR.J | FloatingReset | 1.03 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.75 Bid-YTW : 10.43 % |
| TD.PF.L | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-11 Maturity Price : 22.82 Evaluated at bid price : 24.01 Bid-YTW : 5.09 % |
| MFC.PR.I | FixedReset Ins Non | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.10 Bid-YTW : 7.95 % |
| CCS.PR.C | Deemed-Retractible | 1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.15 Bid-YTW : 5.55 % |
| HSE.PR.G | FixedReset Disc | 1.17 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-11 Maturity Price : 18.21 Evaluated at bid price : 18.21 Bid-YTW : 7.07 % |
| HSE.PR.E | FixedReset Disc | 1.49 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-11 Maturity Price : 18.40 Evaluated at bid price : 18.40 Bid-YTW : 7.06 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.R | FixedReset Disc | 50,469 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-11 Maturity Price : 21.22 Evaluated at bid price : 21.22 Bid-YTW : 5.76 % |
| TRP.PR.K | FixedReset Prem | 31,596 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.81 Bid-YTW : 3.98 % |
| RY.PR.A | Deemed-Retractible | 28,603 | YTW SCENARIO Maturity Type : Call Maturity Date : 2019-12-11 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : -11.65 % |
| CU.PR.E | Perpetual-Discount | 26,150 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-11 Maturity Price : 22.58 Evaluated at bid price : 22.86 Bid-YTW : 5.36 % |
| NA.PR.C | FixedReset Disc | 23,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-11 Maturity Price : 21.45 Evaluated at bid price : 21.45 Bid-YTW : 5.74 % |
| CM.PR.S | FixedReset Disc | 21,683 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-11 Maturity Price : 18.38 Evaluated at bid price : 18.38 Bid-YTW : 5.64 % |
| There were 18 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| W.PR.M | FixedReset Prem | Quote: 25.78 – 26.50 Spot Rate : 0.7200 Average : 0.4356 YTW SCENARIO |
| BNS.PR.Z | FixedReset Bank Non | Quote: 24.12 – 24.58 Spot Rate : 0.4600 Average : 0.3016 YTW SCENARIO |
| BNS.PR.Y | FixedReset Bank Non | Quote: 24.53 – 25.11 Spot Rate : 0.5800 Average : 0.4349 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 15.20 – 15.60 Spot Rate : 0.4000 Average : 0.2671 YTW SCENARIO |
| BIP.PR.F | FixedReset Disc | Quote: 22.85 – 23.21 Spot Rate : 0.3600 Average : 0.2299 YTW SCENARIO |
| CM.PR.P | FixedReset Disc | Quote: 16.43 – 16.77 Spot Rate : 0.3400 Average : 0.2207 YTW SCENARIO |