| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
|||||||
| 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 | 0.1940 % | 2,051.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1940 % | 3,764.2 |
| Floater | 5.95 % | 6.11 % | 57,894 | 13.75 | 4 | 0.1940 % | 2,169.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0955 % | 3,437.7 |
| SplitShare | 4.64 % | 4.43 % | 38,870 | 3.81 | 7 | 0.0955 % | 4,105.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0955 % | 3,203.1 |
| Perpetual-Premium | 5.55 % | -7.28 % | 64,331 | 0.09 | 10 | -0.0783 % | 3,039.6 |
| Perpetual-Discount | 5.27 % | 5.34 % | 72,650 | 14.85 | 25 | -0.0772 % | 3,283.2 |
| FixedReset Disc | 5.49 % | 5.73 % | 227,239 | 14.24 | 66 | -0.0740 % | 2,153.2 |
| Deemed-Retractible | 5.17 % | 5.28 % | 72,152 | 14.91 | 27 | -0.0219 % | 3,226.9 |
| FloatingReset | 6.09 % | 6.32 % | 137,312 | 13.46 | 2 | -0.4375 % | 2,529.0 |
| FixedReset Prem | 5.09 % | 3.42 % | 160,584 | 1.57 | 20 | 0.1088 % | 2,645.4 |
| FixedReset Bank Non | 1.94 % | 3.89 % | 68,156 | 2.05 | 3 | -0.0137 % | 2,721.3 |
| FixedReset Ins Non | 5.39 % | 5.71 % | 156,689 | 14.29 | 22 | 0.2711 % | 2,181.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CCS.PR.C | Deemed-Retractible | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-20 Maturity Price : 23.07 Evaluated at bid price : 23.33 Bid-YTW : 5.37 % |
| IFC.PR.C | FixedReset Ins Non | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-20 Maturity Price : 17.41 Evaluated at bid price : 17.41 Bid-YTW : 6.03 % |
| BNS.PR.I | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-20 Maturity Price : 19.38 Evaluated at bid price : 19.38 Bid-YTW : 5.57 % |
| CM.PR.Q | FixedReset Disc | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-20 Maturity Price : 18.82 Evaluated at bid price : 18.82 Bid-YTW : 5.90 % |
| TD.PF.J | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-20 Maturity Price : 19.60 Evaluated at bid price : 19.60 Bid-YTW : 5.70 % |
| TD.PF.K | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-20 Maturity Price : 19.46 Evaluated at bid price : 19.46 Bid-YTW : 5.66 % |
| GWO.PR.N | FixedReset Ins Non | 1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-20 Maturity Price : 13.36 Evaluated at bid price : 13.36 Bid-YTW : 5.42 % |
| BIP.PR.D | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-20 Maturity Price : 23.00 Evaluated at bid price : 23.30 Bid-YTW : 5.75 % |
| BAM.PR.Z | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-20 Maturity Price : 19.91 Evaluated at bid price : 19.91 Bid-YTW : 5.80 % |
| SLF.PR.B | Deemed-Retractible | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-20 Maturity Price : 22.82 Evaluated at bid price : 23.10 Bid-YTW : 5.20 % |
| MFC.PR.M | FixedReset Ins Non | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-20 Maturity Price : 17.67 Evaluated at bid price : 17.67 Bid-YTW : 5.67 % |
| BAM.PF.G | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-20 Maturity Price : 18.78 Evaluated at bid price : 18.78 Bid-YTW : 5.97 % |
| TRP.PR.E | FixedReset Disc | 1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-20 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 6.06 % |
| MFC.PR.Q | FixedReset Ins Non | 1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-20 Maturity Price : 19.64 Evaluated at bid price : 19.64 Bid-YTW : 5.48 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CU.PR.C | FixedReset Disc | 200,455 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-20 Maturity Price : 17.36 Evaluated at bid price : 17.36 Bid-YTW : 5.72 % |
| RY.PR.J | FixedReset Disc | 112,451 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-20 Maturity Price : 19.54 Evaluated at bid price : 19.54 Bid-YTW : 5.63 % |
| BAM.PF.G | FixedReset Disc | 95,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-20 Maturity Price : 18.78 Evaluated at bid price : 18.78 Bid-YTW : 5.97 % |
| BAM.PR.X | FixedReset Disc | 75,970 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-20 Maturity Price : 13.66 Evaluated at bid price : 13.66 Bid-YTW : 6.10 % |
| RY.PR.Z | FixedReset Disc | 75,321 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-20 Maturity Price : 17.26 Evaluated at bid price : 17.26 Bid-YTW : 5.56 % |
| BAM.PR.R | FixedReset Disc | 73,550 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-20 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 6.07 % |
| There were 61 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| PWF.PR.T | FixedReset Disc | Quote: 17.93 – 18.50 Spot Rate : 0.5700 Average : 0.3930 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 17.41 – 17.86 Spot Rate : 0.4500 Average : 0.2917 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 17.45 – 17.90 Spot Rate : 0.4500 Average : 0.3222 YTW SCENARIO |
| BNS.PR.I | FixedReset Disc | Quote: 19.38 – 19.75 Spot Rate : 0.3700 Average : 0.2658 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 11.30 – 11.69 Spot Rate : 0.3900 Average : 0.2988 YTW SCENARIO |
| ELF.PR.G | Perpetual-Discount | Quote: 22.23 – 22.69 Spot Rate : 0.4600 Average : 0.3783 YTW SCENARIO |