| 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 | 3.00 % | 3.45 % | 51,116 | 20.10 | 1 | -0.7282 % | 2,913.2 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -2.5872 % | 5,223.7 |
| Floater | 3.05 % | 3.05 % | 88,214 | 19.53 | 3 | -2.5872 % | 3,010.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1006 % | 3,686.9 |
| SplitShare | 4.65 % | 4.06 % | 57,800 | 3.84 | 5 | -0.1006 % | 4,402.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1006 % | 3,435.3 |
| Perpetual-Premium | 5.12 % | -8.80 % | 45,122 | 0.09 | 28 | -0.1074 % | 3,267.2 |
| Perpetual-Discount | 4.72 % | 4.87 % | 70,154 | 15.67 | 6 | -0.3458 % | 3,837.8 |
| FixedReset Disc | 3.83 % | 3.87 % | 129,050 | 16.82 | 37 | -0.9672 % | 2,887.4 |
| Insurance Straight | 4.97 % | 4.49 % | 91,279 | 3.44 | 20 | -0.8792 % | 3,651.0 |
| FloatingReset | 2.43 % | 2.74 % | 29,394 | 20.36 | 2 | -1.1787 % | 2,926.0 |
| FixedReset Prem | 4.66 % | 3.55 % | 122,352 | 2.28 | 33 | -0.2533 % | 2,738.9 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.9672 % | 2,951.5 |
| FixedReset Ins Non | 4.05 % | 3.94 % | 103,263 | 16.81 | 19 | -0.6903 % | 2,973.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.E | Insurance Straight | -15.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 21.95 Evaluated at bid price : 22.25 Bid-YTW : 5.93 % |
| BAM.PR.K | Floater | -4.76 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 13.81 Evaluated at bid price : 13.81 Bid-YTW : 3.13 % |
| MFC.PR.F | FixedReset Ins Non | -4.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 17.98 Evaluated at bid price : 17.98 Bid-YTW : 3.95 % |
| TRP.PR.B | FixedReset Disc | -4.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 14.00 Evaluated at bid price : 14.00 Bid-YTW : 4.69 % |
| BAM.PF.F | FixedReset Disc | -2.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 22.66 Evaluated at bid price : 23.34 Bid-YTW : 4.67 % |
| TRP.PR.G | FixedReset Disc | -2.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 22.64 Evaluated at bid price : 23.55 Bid-YTW : 4.46 % |
| BAM.PR.X | FixedReset Disc | -2.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 4.62 % |
| TRP.PR.A | FixedReset Disc | -2.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 19.33 Evaluated at bid price : 19.33 Bid-YTW : 4.54 % |
| CU.PR.C | FixedReset Disc | -2.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 22.17 Evaluated at bid price : 22.85 Bid-YTW : 4.26 % |
| PWF.PR.P | FixedReset Disc | -2.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 17.60 Evaluated at bid price : 17.60 Bid-YTW : 4.14 % |
| TRP.PR.C | FixedReset Disc | -2.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 15.65 Evaluated at bid price : 15.65 Bid-YTW : 4.55 % |
| BAM.PR.T | FixedReset Disc | -2.12 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 20.75 Evaluated at bid price : 20.75 Bid-YTW : 4.68 % |
| GWO.PR.N | FixedReset Ins Non | -1.99 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 3.84 % |
| BAM.PR.Z | FixedReset Prem | -1.81 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 23.88 Evaluated at bid price : 24.35 Bid-YTW : 4.67 % |
| BAM.PR.R | FixedReset Disc | -1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 20.41 Evaluated at bid price : 20.41 Bid-YTW : 4.58 % |
| SLF.PR.J | FloatingReset | -1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 17.55 Evaluated at bid price : 17.55 Bid-YTW : 2.13 % |
| BAM.PR.C | Floater | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 14.16 Evaluated at bid price : 14.16 Bid-YTW : 3.05 % |
| BAM.PR.M | Perpetual-Discount | -1.48 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 24.34 Evaluated at bid price : 24.65 Bid-YTW : 4.88 % |
| BAM.PR.B | Floater | -1.46 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 14.20 Evaluated at bid price : 14.20 Bid-YTW : 3.05 % |
| IFC.PR.A | FixedReset Ins Non | -1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 21.11 Evaluated at bid price : 21.11 Bid-YTW : 3.91 % |
| BAM.PF.B | FixedReset Disc | -1.36 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 22.66 Evaluated at bid price : 23.22 Bid-YTW : 4.55 % |
| PWF.PR.T | FixedReset Disc | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 23.27 Evaluated at bid price : 24.32 Bid-YTW : 4.01 % |
| BAM.PF.E | FixedReset Disc | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 21.42 Evaluated at bid price : 21.75 Bid-YTW : 4.62 % |
| SLF.PR.H | FixedReset Ins Non | -1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 21.98 Evaluated at bid price : 22.50 Bid-YTW : 3.88 % |
| BAM.PF.H | FixedReset Prem | -1.27 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2025-12-31 Maturity Price : 25.00 Evaluated at bid price : 27.30 Bid-YTW : 2.83 % |
| FTS.PR.G | FixedReset Disc | -1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 21.77 Evaluated at bid price : 22.26 Bid-YTW : 4.17 % |
| BAM.PR.N | Perpetual-Discount | -1.21 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 24.25 Evaluated at bid price : 24.55 Bid-YTW : 4.90 % |
| BAM.PF.G | FixedReset Disc | -1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 22.65 Evaluated at bid price : 23.50 Bid-YTW : 4.42 % |
| CIU.PR.A | Perpetual-Premium | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 24.00 Evaluated at bid price : 24.25 Bid-YTW : 4.75 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PF.A | Perpetual-Discount | 46,753 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 24.37 Evaluated at bid price : 24.77 Bid-YTW : 4.57 % |
| MFC.PR.G | FixedReset Ins Non | 36,200 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-01-18 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 3.79 % |
| MFC.PR.H | FixedReset Ins Non | 31,700 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 3.04 % |
| TD.PF.A | FixedReset Disc | 29,948 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 23.17 Evaluated at bid price : 24.41 Bid-YTW : 3.79 % |
| BNS.PR.I | FixedReset Prem | 25,214 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 23.71 Evaluated at bid price : 25.50 Bid-YTW : 3.89 % |
| BMO.PR.W | FixedReset Disc | 24,200 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-11-26 Maturity Price : 23.14 Evaluated at bid price : 24.38 Bid-YTW : 3.79 % |
| There were 15 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| IFC.PR.E | Insurance Straight | Quote: 22.25 – 26.98 Spot Rate : 4.7300 Average : 2.7644 YTW SCENARIO |
| MFC.PR.F | FixedReset Ins Non | Quote: 17.98 – 18.98 Spot Rate : 1.0000 Average : 0.6100 YTW SCENARIO |
| PVS.PR.G | SplitShare | Quote: 25.75 – 27.00 Spot Rate : 1.2500 Average : 0.9152 YTW SCENARIO |
| BAM.PR.M | Perpetual-Discount | Quote: 24.65 – 25.50 Spot Rate : 0.8500 Average : 0.5568 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 23.34 – 24.00 Spot Rate : 0.6600 Average : 0.3853 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 13.81 – 14.43 Spot Rate : 0.6200 Average : 0.3803 YTW SCENARIO |