| 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 | 0.0446 % | 1,959.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0446 % | 3,595.9 |
| Floater | 6.17 % | 6.32 % | 46,278 | 13.36 | 4 | 0.0446 % | 2,072.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2415 % | 3,413.1 |
| SplitShare | 4.66 % | 4.50 % | 49,601 | 3.89 | 7 | 0.2415 % | 4,076.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.2415 % | 3,180.2 |
| Perpetual-Premium | 5.55 % | -19.90 % | 45,996 | 0.09 | 10 | 0.0431 % | 3,042.2 |
| Perpetual-Discount | 5.31 % | 5.43 % | 69,269 | 14.73 | 25 | 0.0242 % | 3,252.4 |
| FixedReset Disc | 5.58 % | 5.62 % | 180,642 | 14.38 | 66 | 0.2291 % | 2,105.9 |
| Deemed-Retractible | 5.16 % | 5.58 % | 63,667 | 7.77 | 27 | 0.0842 % | 3,204.8 |
| FloatingReset | 6.21 % | 6.69 % | 109,373 | 12.85 | 2 | -0.2600 % | 2,454.4 |
| FixedReset Prem | 5.11 % | 3.68 % | 128,670 | 1.59 | 20 | 0.2639 % | 2,624.7 |
| FixedReset Bank Non | 1.96 % | 4.01 % | 74,003 | 2.13 | 3 | 0.2073 % | 2,694.5 |
| FixedReset Ins Non | 5.44 % | 8.02 % | 115,149 | 7.84 | 22 | 0.2968 % | 2,144.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.J | FloatingReset | -1.49 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.20 Bid-YTW : 10.99 % |
| BAM.PR.T | FixedReset Disc | -1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-21 Maturity Price : 15.21 Evaluated at bid price : 15.21 Bid-YTW : 6.24 % |
| BAM.PF.B | FixedReset Disc | 1.00 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-21 Maturity Price : 18.18 Evaluated at bid price : 18.18 Bid-YTW : 5.87 % |
| TRP.PR.B | FixedReset Disc | 1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-21 Maturity Price : 11.34 Evaluated at bid price : 11.34 Bid-YTW : 6.12 % |
| MFC.PR.I | FixedReset Ins Non | 1.17 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.00 Bid-YTW : 7.79 % |
| BMO.PR.Y | FixedReset Disc | 1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-21 Maturity Price : 19.06 Evaluated at bid price : 19.06 Bid-YTW : 5.50 % |
| HSE.PR.G | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-21 Maturity Price : 17.66 Evaluated at bid price : 17.66 Bid-YTW : 7.19 % |
| EMA.PR.C | FixedReset Disc | 1.42 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-21 Maturity Price : 17.85 Evaluated at bid price : 17.85 Bid-YTW : 6.01 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.H | FixedReset Disc | 126,496 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-21 Maturity Price : 17.24 Evaluated at bid price : 17.24 Bid-YTW : 5.41 % |
| POW.PR.D | Perpetual-Discount | 122,174 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-21 Maturity Price : 22.77 Evaluated at bid price : 23.05 Bid-YTW : 5.48 % |
| MFC.PR.B | Deemed-Retractible | 119,520 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.15 Bid-YTW : 6.16 % |
| TRP.PR.J | FixedReset Prem | 76,370 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.80 Bid-YTW : 3.26 % |
| W.PR.M | FixedReset Prem | 52,029 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 25.94 Bid-YTW : 3.45 % |
| TD.PF.D | FixedReset Disc | 51,241 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-21 Maturity Price : 19.17 Evaluated at bid price : 19.17 Bid-YTW : 5.59 % |
| There were 41 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.T | FixedReset Disc | Quote: 15.21 – 15.74 Spot Rate : 0.5300 Average : 0.3470 YTW SCENARIO |
| PWF.PR.A | Floater | Quote: 11.52 – 12.05 Spot Rate : 0.5300 Average : 0.3783 YTW SCENARIO |
| IFC.PR.C | FixedReset Ins Non | Quote: 17.54 – 18.00 Spot Rate : 0.4600 Average : 0.3182 YTW SCENARIO |
| HSE.PR.C | FixedReset Disc | Quote: 16.15 – 16.54 Spot Rate : 0.3900 Average : 0.2652 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 16.60 – 17.00 Spot Rate : 0.4000 Average : 0.2999 YTW SCENARIO |
| BIP.PR.A | FixedReset Disc | Quote: 19.72 – 20.07 Spot Rate : 0.3500 Average : 0.2612 YTW SCENARIO |