| 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 | 0.4001 % | 1,974.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.4001 % | 3,622.4 |
| Floater | 6.12 % | 6.22 % | 45,813 | 13.47 | 4 | 0.4001 % | 2,087.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0902 % | 3,425.7 |
| SplitShare | 4.65 % | 4.52 % | 46,388 | 3.86 | 7 | 0.0902 % | 4,091.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0902 % | 3,192.0 |
| Perpetual-Premium | 5.53 % | -20.13 % | 54,468 | 0.09 | 10 | 0.1290 % | 3,049.2 |
| Perpetual-Discount | 5.28 % | 5.34 % | 67,749 | 14.86 | 25 | 0.1102 % | 3,271.3 |
| FixedReset Disc | 5.63 % | 5.71 % | 185,126 | 14.30 | 66 | -0.1452 % | 2,093.0 |
| Deemed-Retractible | 5.17 % | 5.27 % | 64,942 | 14.98 | 27 | 0.1422 % | 3,221.7 |
| FloatingReset | 6.27 % | 6.47 % | 110,686 | 13.30 | 2 | 0.6839 % | 2,454.0 |
| FixedReset Prem | 5.11 % | 3.63 % | 156,587 | 1.56 | 20 | 0.1015 % | 2,629.3 |
| FixedReset Bank Non | 1.96 % | 4.16 % | 61,139 | 2.09 | 3 | 0.0551 % | 2,702.0 |
| FixedReset Ins Non | 5.51 % | 5.75 % | 118,978 | 14.26 | 22 | -0.3219 % | 2,126.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| GWO.PR.N | FixedReset Ins Non | -1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-02 Maturity Price : 13.00 Evaluated at bid price : 13.00 Bid-YTW : 5.40 % |
| MFC.PR.R | FixedReset Ins Non | -1.26 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-02 Maturity Price : 23.27 Evaluated at bid price : 24.39 Bid-YTW : 5.39 % |
| TD.PF.A | FixedReset Disc | -1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-02 Maturity Price : 16.69 Evaluated at bid price : 16.69 Bid-YTW : 5.68 % |
| MFC.PR.J | FixedReset Ins Non | -1.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-02 Maturity Price : 18.55 Evaluated at bid price : 18.55 Bid-YTW : 5.77 % |
| BAM.PR.B | Floater | 1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-02 Maturity Price : 11.25 Evaluated at bid price : 11.25 Bid-YTW : 6.26 % |
| BAM.PR.K | Floater | 1.43 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-02 Maturity Price : 11.31 Evaluated at bid price : 11.31 Bid-YTW : 6.22 % |
| TRP.PR.F | FloatingReset | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-02 Maturity Price : 13.84 Evaluated at bid price : 13.84 Bid-YTW : 6.47 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BAM.PR.T | FixedReset Disc | 149,325 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-02 Maturity Price : 15.30 Evaluated at bid price : 15.30 Bid-YTW : 6.31 % |
| TD.PF.E | FixedReset Disc | 111,859 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-02 Maturity Price : 19.56 Evaluated at bid price : 19.56 Bid-YTW : 5.66 % |
| BMO.PR.D | FixedReset Disc | 91,882 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-02 Maturity Price : 21.05 Evaluated at bid price : 21.05 Bid-YTW : 5.58 % |
| CM.PR.R | FixedReset Disc | 84,959 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-02 Maturity Price : 21.25 Evaluated at bid price : 21.25 Bid-YTW : 5.76 % |
| TD.PF.L | FixedReset Disc | 76,108 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-02 Maturity Price : 22.75 Evaluated at bid price : 23.85 Bid-YTW : 5.14 % |
| TD.PF.J | FixedReset Disc | 75,050 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-12-02 Maturity Price : 19.45 Evaluated at bid price : 19.45 Bid-YTW : 5.64 % |
| There were 53 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| GWO.PR.P | Deemed-Retractible | Quote: 24.92 – 25.24 Spot Rate : 0.3200 Average : 0.2058 YTW SCENARIO |
| TD.PF.M | FixedReset Disc | Quote: 24.55 – 24.80 Spot Rate : 0.2500 Average : 0.1525 YTW SCENARIO |
| GWO.PR.L | Deemed-Retractible | Quote: 25.36 – 25.59 Spot Rate : 0.2300 Average : 0.1388 YTW SCENARIO |
| CU.PR.G | Perpetual-Discount | Quote: 21.24 – 21.49 Spot Rate : 0.2500 Average : 0.1648 YTW SCENARIO |
| BAM.PR.C | Floater | Quote: 11.11 – 11.33 Spot Rate : 0.2200 Average : 0.1459 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 11.31 – 11.57 Spot Rate : 0.2600 Average : 0.1963 YTW SCENARIO |