| 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 | 0.5549 % | 2,691.5 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5549 % | 4,938.8 |
| Floater | 3.23 % | 3.24 % | 93,259 | 19.17 | 3 | 0.5549 % | 2,846.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1871 % | 3,692.3 |
| SplitShare | 4.63 % | 3.91 % | 43,167 | 3.89 | 6 | 0.1871 % | 4,409.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1871 % | 3,440.4 |
| Perpetual-Premium | 5.13 % | -4.84 % | 61,262 | 0.09 | 30 | -0.0013 % | 3,299.1 |
| Perpetual-Discount | 4.63 % | 4.69 % | 47,494 | 16.02 | 4 | 0.2531 % | 3,933.5 |
| FixedReset Disc | 4.05 % | 3.76 % | 133,536 | 17.83 | 40 | 0.1324 % | 2,777.1 |
| Insurance Straight | 4.90 % | -0.32 % | 80,999 | 0.09 | 22 | 0.0946 % | 3,716.1 |
| FloatingReset | 2.79 % | 3.06 % | 36,479 | 19.60 | 2 | 1.0638 % | 2,601.8 |
| FixedReset Prem | 4.82 % | 2.71 % | 183,994 | 1.43 | 33 | 0.0707 % | 2,758.9 |
| FixedReset Bank Non | 1.80 % | 2.26 % | 94,585 | 0.57 | 1 | 0.0000 % | 2,895.4 |
| FixedReset Ins Non | 4.07 % | 3.58 % | 118,986 | 17.85 | 20 | 0.0281 % | 2,930.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.X | FixedReset Disc | -11.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-06 Maturity Price : 15.32 Evaluated at bid price : 15.32 Bid-YTW : 4.59 % |
| CU.PR.H | Perpetual-Premium | -3.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-06 Maturity Price : 24.71 Evaluated at bid price : 25.00 Bid-YTW : 5.30 % |
| MFC.PR.F | FixedReset Ins Non | -2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-06 Maturity Price : 17.26 Evaluated at bid price : 17.26 Bid-YTW : 3.51 % |
| NA.PR.G | FixedReset Prem | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-06 Maturity Price : 23.52 Evaluated at bid price : 25.05 Bid-YTW : 3.77 % |
| TRP.PR.A | FixedReset Disc | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-06 Maturity Price : 18.72 Evaluated at bid price : 18.72 Bid-YTW : 4.06 % |
| RY.PR.M | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-06 Maturity Price : 22.71 Evaluated at bid price : 23.76 Bid-YTW : 3.63 % |
| BAM.PR.Z | FixedReset Disc | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-06 Maturity Price : 23.36 Evaluated at bid price : 23.79 Bid-YTW : 4.22 % |
| RY.PR.J | FixedReset Disc | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-06 Maturity Price : 23.04 Evaluated at bid price : 24.40 Bid-YTW : 3.66 % |
| BAM.PR.K | Floater | 1.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-06 Maturity Price : 13.33 Evaluated at bid price : 13.33 Bid-YTW : 3.23 % |
| NA.PR.C | FixedReset Prem | 1.49 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-11-15 Maturity Price : 25.00 Evaluated at bid price : 25.90 Bid-YTW : 1.42 % |
| TRP.PR.F | FloatingReset | 2.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-06 Maturity Price : 16.90 Evaluated at bid price : 16.90 Bid-YTW : 3.06 % |
| SLF.PR.G | FixedReset Ins Non | 2.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-06 Maturity Price : 16.11 Evaluated at bid price : 16.11 Bid-YTW : 3.59 % |
| TRP.PR.G | FixedReset Disc | 2.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-06 Maturity Price : 22.82 Evaluated at bid price : 24.00 Bid-YTW : 3.93 % |
| TRP.PR.C | FixedReset Disc | 3.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-06 Maturity Price : 14.86 Evaluated at bid price : 14.86 Bid-YTW : 4.05 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BNS.PR.G | FixedReset Prem | 265,000 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-08-24 Maturity Price : 25.00 Evaluated at bid price : 24.99 Bid-YTW : 3.46 % |
| PWF.PR.P | FixedReset Disc | 54,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-06 Maturity Price : 16.37 Evaluated at bid price : 16.37 Bid-YTW : 3.81 % |
| MFC.PR.G | FixedReset Ins Non | 30,651 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-06 Maturity Price : 24.41 Evaluated at bid price : 24.96 Bid-YTW : 3.90 % |
| TRP.PR.D | FixedReset Disc | 29,997 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-06 Maturity Price : 20.95 Evaluated at bid price : 20.95 Bid-YTW : 4.13 % |
| BMO.PR.E | FixedReset Prem | 27,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-06 Maturity Price : 23.61 Evaluated at bid price : 25.32 Bid-YTW : 3.69 % |
| TRP.PR.E | FixedReset Disc | 27,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-07-06 Maturity Price : 20.67 Evaluated at bid price : 20.67 Bid-YTW : 4.14 % |
| There were 4 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.X | FixedReset Disc | Quote: 15.32 – 17.55 Spot Rate : 2.2300 Average : 1.4083 YTW SCENARIO |
| CU.PR.H | Perpetual-Premium | Quote: 25.00 – 26.18 Spot Rate : 1.1800 Average : 0.7694 YTW SCENARIO |
| TRP.PR.F | FloatingReset | Quote: 16.90 – 17.90 Spot Rate : 1.0000 Average : 0.7887 YTW SCENARIO |
| BAM.PR.R | FixedReset Disc | Quote: 19.15 – 19.85 Spot Rate : 0.7000 Average : 0.4957 YTW SCENARIO |
| NA.PR.C | FixedReset Prem | Quote: 25.90 – 26.48 Spot Rate : 0.5800 Average : 0.4046 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 17.26 – 17.75 Spot Rate : 0.4900 Average : 0.3792 YTW SCENARIO |