| 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 | 0.3711 % | 1,999.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.3711 % | 3,669.6 |
| Floater | 4.32 % | 4.36 % | 45,007 | 16.69 | 3 | 0.3711 % | 2,114.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2855 % | 3,644.0 |
| SplitShare | 4.68 % | 4.22 % | 38,667 | 3.74 | 8 | 0.2855 % | 4,351.7 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2855 % | 3,395.3 |
| Perpetual-Premium | 5.35 % | -6.14 % | 65,501 | 0.08 | 18 | -0.0456 % | 3,230.2 |
| Perpetual-Discount | 5.01 % | 5.05 % | 69,810 | 15.40 | 13 | -0.1266 % | 3,689.9 |
| FixedReset Disc | 4.92 % | 3.78 % | 140,167 | 17.55 | 56 | 0.6188 % | 2,384.8 |
| Insurance Straight | 5.05 % | 4.83 % | 86,435 | 15.37 | 22 | 0.1067 % | 3,563.0 |
| FloatingReset | 2.50 % | 0.65 % | 28,011 | 0.12 | 3 | 0.7480 % | 1,911.1 |
| FixedReset Prem | 5.13 % | 3.01 % | 196,757 | 1.00 | 20 | 0.1987 % | 2,700.0 |
| FixedReset Bank Non | 1.93 % | 1.92 % | 181,877 | 1.02 | 2 | 0.0200 % | 2,884.9 |
| FixedReset Ins Non | 4.85 % | 3.72 % | 89,819 | 17.61 | 22 | 0.7211 % | 2,511.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| PWF.PR.P | FixedReset Disc | -2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 11.95 Evaluated at bid price : 11.95 Bid-YTW : 4.26 % |
| TRP.PR.B | FixedReset Disc | -1.72 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 9.73 Evaluated at bid price : 9.73 Bid-YTW : 4.42 % |
| CU.PR.F | Perpetual-Discount | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 23.39 Evaluated at bid price : 23.65 Bid-YTW : 4.81 % |
| SLF.PR.H | FixedReset Ins Non | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 3.59 % |
| IFC.PR.G | FixedReset Ins Non | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 20.51 Evaluated at bid price : 20.51 Bid-YTW : 3.95 % |
| BAM.PF.A | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 19.86 Evaluated at bid price : 19.86 Bid-YTW : 4.55 % |
| SLF.PR.I | FixedReset Ins Non | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 21.38 Evaluated at bid price : 21.38 Bid-YTW : 3.75 % |
| CM.PR.Y | FixedReset Prem | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 23.55 Evaluated at bid price : 25.78 Bid-YTW : 3.99 % |
| IFC.PR.A | FixedReset Ins Non | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 15.27 Evaluated at bid price : 15.27 Bid-YTW : 3.74 % |
| BMO.PR.E | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 22.60 Evaluated at bid price : 23.24 Bid-YTW : 3.61 % |
| MFC.PR.L | FixedReset Ins Non | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 18.89 Evaluated at bid price : 18.89 Bid-YTW : 3.73 % |
| BAM.PF.G | FixedReset Disc | 1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 17.38 Evaluated at bid price : 17.38 Bid-YTW : 4.74 % |
| CM.PR.S | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 20.94 Evaluated at bid price : 20.94 Bid-YTW : 3.66 % |
| CU.PR.C | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 18.58 Evaluated at bid price : 18.58 Bid-YTW : 3.91 % |
| TRP.PR.C | FixedReset Disc | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 10.86 Evaluated at bid price : 10.86 Bid-YTW : 4.55 % |
| BIP.PR.A | FixedReset Disc | 1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 5.07 % |
| IFC.PR.C | FixedReset Ins Non | 1.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 20.42 Evaluated at bid price : 20.42 Bid-YTW : 3.82 % |
| BAM.PR.T | FixedReset Disc | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 15.15 Evaluated at bid price : 15.15 Bid-YTW : 4.64 % |
| MFC.PR.K | FixedReset Ins Non | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 19.68 Evaluated at bid price : 19.68 Bid-YTW : 3.70 % |
| TD.PF.J | FixedReset Disc | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 22.89 Evaluated at bid price : 23.19 Bid-YTW : 3.54 % |
| PWF.PR.T | FixedReset Disc | 1.95 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 18.86 Evaluated at bid price : 18.86 Bid-YTW : 4.01 % |
| MFC.PR.F | FixedReset Ins Non | 2.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 12.94 Evaluated at bid price : 12.94 Bid-YTW : 3.60 % |
| IAF.PR.G | FixedReset Ins Non | 2.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 21.72 Evaluated at bid price : 22.18 Bid-YTW : 3.73 % |
| CM.PR.O | FixedReset Disc | 2.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 19.48 Evaluated at bid price : 19.48 Bid-YTW : 3.77 % |
| TD.PF.D | FixedReset Disc | 2.59 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 22.06 Evaluated at bid price : 22.60 Bid-YTW : 3.52 % |
| SLF.PR.J | FloatingReset | 3.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 11.75 Evaluated at bid price : 11.75 Bid-YTW : 3.15 % |
| SLF.PR.G | FixedReset Ins Non | 4.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 12.85 Evaluated at bid price : 12.85 Bid-YTW : 3.60 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.Q | Insurance Straight | 76,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 24.78 Evaluated at bid price : 25.05 Bid-YTW : 5.17 % |
| RY.PR.Z | FixedReset Disc | 54,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 20.94 Evaluated at bid price : 20.94 Bid-YTW : 3.40 % |
| BAM.PF.A | FixedReset Disc | 53,078 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 19.86 Evaluated at bid price : 19.86 Bid-YTW : 4.55 % |
| PWF.PR.H | Perpetual-Premium | 53,068 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-02-17 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : -13.39 % |
| SLF.PR.C | Insurance Straight | 51,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 23.70 Evaluated at bid price : 24.01 Bid-YTW : 4.66 % |
| BMO.PR.D | FixedReset Disc | 34,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-01-18 Maturity Price : 24.02 Evaluated at bid price : 24.37 Bid-YTW : 3.78 % |
| There were 9 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.B | Floater | Quote: 9.90 – 11.05 Spot Rate : 1.1500 Average : 0.9352 YTW SCENARIO |
| CU.PR.F | Perpetual-Discount | Quote: 23.65 – 24.00 Spot Rate : 0.3500 Average : 0.2456 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 11.95 – 12.45 Spot Rate : 0.5000 Average : 0.3967 YTW SCENARIO |
| PWF.PR.Z | Perpetual-Premium | Quote: 25.36 – 25.73 Spot Rate : 0.3700 Average : 0.2806 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 13.13 – 13.44 Spot Rate : 0.3100 Average : 0.2423 YTW SCENARIO |
| PWF.PR.S | Perpetual-Discount | Quote: 24.18 – 24.40 Spot Rate : 0.2200 Average : 0.1582 YTW SCENARIO |