| 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 | 0.5517 % | 2,065.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5517 % | 3,789.2 |
| Floater | 5.69 % | 6.05 % | 50,994 | 13.76 | 3 | 0.5517 % | 2,183.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0227 % | 3,283.2 |
| SplitShare | 4.69 % | 4.95 % | 81,498 | 4.25 | 7 | -0.0227 % | 3,920.9 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0227 % | 3,059.2 |
| Perpetual-Premium | 5.52 % | 3.79 % | 87,121 | 0.09 | 12 | 0.0857 % | 2,953.9 |
| Perpetual-Discount | 5.42 % | 5.40 % | 72,417 | 14.80 | 20 | 0.4751 % | 3,112.4 |
| FixedReset Disc | 5.29 % | 5.40 % | 149,209 | 14.87 | 63 | 0.0858 % | 2,171.4 |
| Deemed-Retractible | 5.23 % | 5.89 % | 96,003 | 8.04 | 27 | 0.2725 % | 3,078.8 |
| FloatingReset | 3.96 % | 4.30 % | 45,217 | 2.60 | 4 | 0.1281 % | 2,410.2 |
| FixedReset Prem | 5.11 % | 3.77 % | 246,227 | 2.11 | 21 | -0.0352 % | 2,588.1 |
| FixedReset Bank Non | 1.98 % | 3.98 % | 153,026 | 2.61 | 3 | -0.0278 % | 2,646.8 |
| FixedReset Ins Non | 5.10 % | 6.75 % | 95,807 | 8.24 | 22 | 0.0722 % | 2,226.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| MFC.PR.G | FixedReset Ins Non | -1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.03 Bid-YTW : 6.97 % |
| TRP.PR.G | FixedReset Disc | 1.01 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-17 Maturity Price : 18.95 Evaluated at bid price : 18.95 Bid-YTW : 5.94 % |
| MFC.PR.M | FixedReset Ins Non | 1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.20 Bid-YTW : 7.71 % |
| GWO.PR.Q | Deemed-Retractible | 1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.65 Bid-YTW : 5.96 % |
| POW.PR.D | Perpetual-Discount | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-17 Maturity Price : 22.44 Evaluated at bid price : 22.70 Bid-YTW : 5.56 % |
| PWF.PR.L | Perpetual-Discount | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-17 Maturity Price : 23.14 Evaluated at bid price : 23.40 Bid-YTW : 5.49 % |
| PWF.PR.S | Perpetual-Discount | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-17 Maturity Price : 22.03 Evaluated at bid price : 22.38 Bid-YTW : 5.39 % |
| CU.PR.D | Perpetual-Discount | 1.24 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-17 Maturity Price : 22.40 Evaluated at bid price : 22.80 Bid-YTW : 5.37 % |
| PWF.PR.K | Perpetual-Discount | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-17 Maturity Price : 22.44 Evaluated at bid price : 22.70 Bid-YTW : 5.49 % |
| IFC.PR.E | Deemed-Retractible | 1.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.20 Bid-YTW : 5.72 % |
| BAM.PF.A | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-17 Maturity Price : 20.43 Evaluated at bid price : 20.43 Bid-YTW : 5.77 % |
| TRP.PR.A | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-17 Maturity Price : 14.90 Evaluated at bid price : 14.90 Bid-YTW : 5.97 % |
| BAM.PR.K | Floater | 1.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-17 Maturity Price : 11.55 Evaluated at bid price : 11.55 Bid-YTW : 6.08 % |
| BAM.PF.D | Perpetual-Discount | 1.55 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-17 Maturity Price : 21.59 Evaluated at bid price : 21.59 Bid-YTW : 5.76 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.F | FixedReset Prem | 148,717 | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-05-25 Maturity Price : 25.00 Evaluated at bid price : 25.30 Bid-YTW : 4.95 % |
| BAM.PR.K | Floater | 37,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-17 Maturity Price : 11.55 Evaluated at bid price : 11.55 Bid-YTW : 6.08 % |
| TD.PF.I | FixedReset Disc | 30,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-17 Maturity Price : 22.30 Evaluated at bid price : 22.86 Bid-YTW : 5.02 % |
| TD.PF.K | FixedReset Disc | 21,550 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-17 Maturity Price : 21.23 Evaluated at bid price : 21.23 Bid-YTW : 5.15 % |
| GWO.PR.N | FixedReset Ins Non | 17,300 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.67 Bid-YTW : 8.88 % |
| BIP.PR.E | FixedReset Disc | 15,550 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-05-17 Maturity Price : 20.40 Evaluated at bid price : 20.40 Bid-YTW : 6.23 % |
| There were 5 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.M | Perpetual-Discount | Quote: 20.21 – 20.65 Spot Rate : 0.4400 Average : 0.2988 YTW SCENARIO |
| HSE.PR.G | FixedReset Disc | Quote: 19.86 – 20.22 Spot Rate : 0.3600 Average : 0.2508 YTW SCENARIO |
| MFC.PR.G | FixedReset Ins Non | Quote: 20.03 – 20.50 Spot Rate : 0.4700 Average : 0.3656 YTW SCENARIO |
| MFC.PR.H | FixedReset Ins Non | Quote: 21.57 – 21.88 Spot Rate : 0.3100 Average : 0.2059 YTW SCENARIO |
| MFC.PR.Q | FixedReset Ins Non | Quote: 20.58 – 20.88 Spot Rate : 0.3000 Average : 0.2007 YTW SCENARIO |
| TRP.PR.D | FixedReset Disc | Quote: 17.12 – 17.45 Spot Rate : 0.3300 Average : 0.2432 YTW SCENARIO |