| 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 | -0.7905 % | 2,541.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.7905 % | 4,663.8 |
| Floater | 3.42 % | 3.45 % | 61,978 | 18.55 | 3 | -0.7905 % | 2,687.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0332 % | 3,694.7 |
| SplitShare | 4.59 % | 3.73 % | 29,662 | 3.23 | 7 | 0.0332 % | 4,412.3 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0332 % | 3,442.6 |
| Perpetual-Premium | 5.12 % | -19.38 % | 57,214 | 0.09 | 25 | -0.1135 % | 3,327.7 |
| Perpetual-Discount | 4.63 % | 2.12 % | 80,799 | 0.08 | 8 | 0.1382 % | 4,023.0 |
| FixedReset Disc | 3.95 % | 3.38 % | 116,052 | 18.24 | 40 | -0.1017 % | 2,841.6 |
| Insurance Straight | 4.86 % | -11.55 % | 82,324 | 0.09 | 22 | 0.3786 % | 3,742.8 |
| FloatingReset | 2.85 % | 3.14 % | 30,650 | 19.39 | 2 | 0.3778 % | 2,567.9 |
| FixedReset Prem | 4.75 % | 2.92 % | 134,513 | 2.18 | 30 | -0.1248 % | 2,764.3 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1017 % | 2,904.7 |
| FixedReset Ins Non | 4.04 % | 3.30 % | 105,983 | 18.30 | 20 | 0.1463 % | 2,946.7 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.I | FixedReset Prem | -1.97 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-01 Maturity Price : 25.00 Evaluated at bid price : 26.86 Bid-YTW : 2.67 % |
| BAM.PF.E | FixedReset Disc | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-08 Maturity Price : 21.45 Evaluated at bid price : 21.80 Bid-YTW : 3.94 % |
| BAM.PF.A | FixedReset Disc | -1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-08 Maturity Price : 23.46 Evaluated at bid price : 24.70 Bid-YTW : 3.89 % |
| BAM.PR.C | Floater | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-08 Maturity Price : 12.50 Evaluated at bid price : 12.50 Bid-YTW : 3.47 % |
| BAM.PR.K | Floater | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-08 Maturity Price : 12.55 Evaluated at bid price : 12.55 Bid-YTW : 3.45 % |
| BAM.PR.X | FixedReset Disc | -1.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-08 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 3.79 % |
| TRP.PR.C | FixedReset Disc | -1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-08 Maturity Price : 14.53 Evaluated at bid price : 14.53 Bid-YTW : 3.95 % |
| MFC.PR.M | FixedReset Ins Non | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-08 Maturity Price : 22.95 Evaluated at bid price : 24.04 Bid-YTW : 3.33 % |
| IFC.PR.I | Perpetual-Premium | 1.05 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-03-31 Maturity Price : 26.00 Evaluated at bid price : 28.00 Bid-YTW : 3.21 % |
| IFC.PR.F | Insurance Straight | 1.12 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-30 Maturity Price : 26.00 Evaluated at bid price : 26.97 Bid-YTW : 2.46 % |
| MFC.PR.I | FixedReset Ins Non | 1.61 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-19 Maturity Price : 25.00 Evaluated at bid price : 25.21 Bid-YTW : 3.41 % |
| MFC.PR.N | FixedReset Ins Non | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-08 Maturity Price : 22.84 Evaluated at bid price : 23.85 Bid-YTW : 3.29 % |
| TRP.PR.G | FixedReset Disc | 3.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-08 Maturity Price : 22.74 Evaluated at bid price : 23.80 Bid-YTW : 3.82 % |
| IAF.PR.B | Insurance Straight | 5.06 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-08 Maturity Price : 25.00 Evaluated at bid price : 25.11 Bid-YTW : -4.08 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.B | Insurance Straight | 222,720 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-08 Maturity Price : 25.00 Evaluated at bid price : 25.18 Bid-YTW : -5.71 % |
| GWO.PR.M | Insurance Straight | 110,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-08 Maturity Price : 25.00 Evaluated at bid price : 25.85 Bid-YTW : -35.57 % |
| PWF.PR.E | Perpetual-Premium | 102,610 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-08 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : -24.18 % |
| CM.PR.O | FixedReset Disc | 67,079 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-08 Maturity Price : 23.05 Evaluated at bid price : 24.13 Bid-YTW : 3.29 % |
| RY.PR.J | FixedReset Disc | 61,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-08 Maturity Price : 23.22 Evaluated at bid price : 24.82 Bid-YTW : 3.42 % |
| MFC.PR.I | FixedReset Ins Non | 54,719 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-09-19 Maturity Price : 25.00 Evaluated at bid price : 25.21 Bid-YTW : 3.41 % |
| There were 61 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.C | FixedReset Disc | Quote: 22.50 – 23.20 Spot Rate : 0.7000 Average : 0.4389 YTW SCENARIO |
| CIU.PR.A | Perpetual-Discount | Quote: 25.07 – 25.75 Spot Rate : 0.6800 Average : 0.4337 YTW SCENARIO |
| PWF.PR.G | Perpetual-Premium | Quote: 25.75 – 26.33 Spot Rate : 0.5800 Average : 0.3791 YTW SCENARIO |
| BAM.PR.N | Perpetual-Discount | Quote: 25.50 – 25.95 Spot Rate : 0.4500 Average : 0.2824 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 24.72 – 25.10 Spot Rate : 0.3800 Average : 0.2414 YTW SCENARIO |
| BAM.PF.C | Perpetual-Discount | Quote: 25.45 – 26.04 Spot Rate : 0.5900 Average : 0.4610 YTW SCENARIO |