| 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 | -0.5988 % | 1,757.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.5988 % | 3,224.1 |
| Floater | 4.84 % | 4.90 % | 40,567 | 15.63 | 3 | -0.5988 % | 1,858.0 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3358 % | 3,578.6 |
| SplitShare | 4.84 % | 4.31 % | 47,465 | 3.90 | 9 | 0.3358 % | 4,273.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3358 % | 3,334.4 |
| Perpetual-Premium | 5.35 % | 3.65 % | 76,491 | 0.40 | 14 | -0.0865 % | 3,182.8 |
| Perpetual-Discount | 5.15 % | 5.14 % | 79,292 | 15.16 | 19 | 0.2624 % | 3,598.7 |
| FixedReset Disc | 5.30 % | 4.12 % | 119,041 | 16.52 | 64 | 0.0008 % | 2,184.9 |
| Insurance Straight | 5.06 % | 4.89 % | 103,753 | 15.14 | 22 | -0.0498 % | 3,505.0 |
| FloatingReset | 1.98 % | 2.07 % | 48,611 | 1.19 | 3 | 0.2339 % | 1,816.4 |
| FixedReset Prem | 5.19 % | 2.94 % | 221,982 | 0.72 | 15 | 0.0288 % | 2,670.1 |
| FixedReset Bank Non | 1.94 % | 2.06 % | 180,665 | 1.18 | 2 | 0.0402 % | 2,867.1 |
| FixedReset Ins Non | 5.29 % | 4.19 % | 71,587 | 16.53 | 22 | 0.1659 % | 2,283.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| NA.PR.G | FixedReset Disc | -1.74 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-19 Maturity Price : 20.30 Evaluated at bid price : 20.30 Bid-YTW : 4.33 % |
| BAM.PR.B | Floater | -1.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-19 Maturity Price : 8.82 Evaluated at bid price : 8.82 Bid-YTW : 4.92 % |
| PWF.PR.T | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-19 Maturity Price : 17.27 Evaluated at bid price : 17.27 Bid-YTW : 4.48 % |
| BAM.PR.T | FixedReset Disc | -1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-19 Maturity Price : 13.79 Evaluated at bid price : 13.79 Bid-YTW : 5.22 % |
| GWO.PR.N | FixedReset Ins Non | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-19 Maturity Price : 10.28 Evaluated at bid price : 10.28 Bid-YTW : 4.36 % |
| TRP.PR.G | FixedReset Disc | 1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-19 Maturity Price : 15.61 Evaluated at bid price : 15.61 Bid-YTW : 5.50 % |
| TRP.PR.A | FixedReset Disc | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-19 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 5.41 % |
| IFC.PR.A | FixedReset Ins Non | 1.82 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-19 Maturity Price : 13.45 Evaluated at bid price : 13.45 Bid-YTW : 4.41 % |
| IAF.PR.G | FixedReset Ins Non | 1.89 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-19 Maturity Price : 19.97 Evaluated at bid price : 19.97 Bid-YTW : 4.25 % |
| BAM.PF.D | Perpetual-Discount | 2.85 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-19 Maturity Price : 23.04 Evaluated at bid price : 23.45 Bid-YTW : 5.28 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.Y | FixedReset Disc | 109,944 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-19 Maturity Price : 19.80 Evaluated at bid price : 19.80 Bid-YTW : 3.98 % |
| SLF.PR.A | Insurance Straight | 81,591 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-19 Maturity Price : 24.25 Evaluated at bid price : 24.55 Bid-YTW : 4.89 % |
| POW.PR.D | Perpetual-Discount | 77,617 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-19 Maturity Price : 24.50 Evaluated at bid price : 24.75 Bid-YTW : 5.10 % |
| RS.PR.A | SplitShare | 64,240 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-12-31 Maturity Price : 10.00 Evaluated at bid price : 10.10 Bid-YTW : 5.03 % |
| TRP.PR.C | FixedReset Disc | 60,754 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-19 Maturity Price : 9.50 Evaluated at bid price : 9.50 Bid-YTW : 5.32 % |
| MFC.PR.I | FixedReset Ins Non | 55,767 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-11-19 Maturity Price : 21.14 Evaluated at bid price : 21.14 Bid-YTW : 4.11 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.L | FixedReset Ins Non | Quote: 17.01 – 18.01 Spot Rate : 1.0000 Average : 0.6492 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 23.49 – 24.00 Spot Rate : 0.5100 Average : 0.3428 YTW SCENARIO |
| PVS.PR.F | SplitShare | Quote: 25.40 – 26.00 Spot Rate : 0.6000 Average : 0.4432 YTW SCENARIO |
| NA.PR.G | FixedReset Disc | Quote: 20.30 – 20.70 Spot Rate : 0.4000 Average : 0.2553 YTW SCENARIO |
| BAM.PF.B | FixedReset Disc | Quote: 16.20 – 16.70 Spot Rate : 0.5000 Average : 0.3780 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 10.36 – 10.99 Spot Rate : 0.6300 Average : 0.5145 YTW SCENARIO |