| 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 | -0.4665 % | 2,076.9 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.4665 % | 3,811.0 |
| Floater | 5.89 % | 5.99 % | 46,707 | 13.87 | 4 | -0.4665 % | 2,196.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0452 % | 3,475.8 |
| SplitShare | 4.74 % | 4.23 % | 37,156 | 4.12 | 6 | -0.0452 % | 4,150.8 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0452 % | 3,238.7 |
| Perpetual-Premium | 5.57 % | -2.03 % | 55,787 | 0.09 | 11 | 0.0143 % | 3,069.2 |
| Perpetual-Discount | 5.21 % | 5.28 % | 71,013 | 14.94 | 24 | 0.1903 % | 3,354.8 |
| FixedReset Disc | 5.49 % | 5.34 % | 182,092 | 14.90 | 64 | -0.1755 % | 2,183.6 |
| Deemed-Retractible | 5.11 % | 5.22 % | 76,272 | 14.91 | 27 | 0.0618 % | 3,270.7 |
| FloatingReset | 6.03 % | 6.09 % | 65,163 | 13.79 | 3 | -1.1813 % | 2,540.1 |
| FixedReset Prem | 5.07 % | 3.53 % | 132,602 | 1.46 | 22 | -0.0673 % | 2,661.8 |
| FixedReset Bank Non | 1.93 % | 2.98 % | 75,238 | 1.93 | 3 | 0.1492 % | 2,757.3 |
| FixedReset Ins Non | 5.31 % | 5.28 % | 112,812 | 14.85 | 22 | -0.1601 % | 2,206.9 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| IFC.PR.A | FixedReset Ins Non | -3.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-07 Maturity Price : 14.20 Evaluated at bid price : 14.20 Bid-YTW : 5.52 % |
| BAM.PR.B | Floater | -2.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-07 Maturity Price : 11.33 Evaluated at bid price : 11.33 Bid-YTW : 6.19 % |
| PWF.PR.Q | FloatingReset | -2.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-07 Maturity Price : 13.45 Evaluated at bid price : 13.45 Bid-YTW : 6.09 % |
| EMA.PR.F | FixedReset Disc | -2.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-07 Maturity Price : 17.20 Evaluated at bid price : 17.20 Bid-YTW : 5.76 % |
| HSE.PR.G | FixedReset Disc | -2.07 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-07 Maturity Price : 18.47 Evaluated at bid price : 18.47 Bid-YTW : 6.64 % |
| TRP.PR.G | FixedReset Disc | -1.47 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-07 Maturity Price : 18.10 Evaluated at bid price : 18.10 Bid-YTW : 5.98 % |
| BMO.PR.T | FixedReset Disc | -1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-07 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 5.19 % |
| TRP.PR.E | FixedReset Disc | 1.29 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-07 Maturity Price : 16.51 Evaluated at bid price : 16.51 Bid-YTW : 5.63 % |
| EMA.PR.E | Perpetual-Discount | 1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-07 Maturity Price : 22.00 Evaluated at bid price : 22.00 Bid-YTW : 5.13 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| IAF.PR.I | FixedReset Ins Non | 87,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-07 Maturity Price : 20.12 Evaluated at bid price : 20.12 Bid-YTW : 5.28 % |
| SLF.PR.H | FixedReset Ins Non | 42,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-07 Maturity Price : 16.40 Evaluated at bid price : 16.40 Bid-YTW : 5.28 % |
| TD.PF.H | FixedReset Prem | 40,669 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 3.60 % |
| BAM.PF.G | FixedReset Disc | 38,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-07 Maturity Price : 18.39 Evaluated at bid price : 18.39 Bid-YTW : 5.73 % |
| NA.PR.W | FixedReset Disc | 38,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-07 Maturity Price : 16.97 Evaluated at bid price : 16.97 Bid-YTW : 5.27 % |
| CM.PR.O | FixedReset Disc | 33,439 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2050-02-07 Maturity Price : 16.97 Evaluated at bid price : 16.97 Bid-YTW : 5.42 % |
| There were 21 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| RY.PR.M | FixedReset Disc | Quote: 18.96 – 20.85 Spot Rate : 1.8900 Average : 1.1920 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 16.96 – 17.95 Spot Rate : 0.9900 Average : 0.6685 YTW SCENARIO |
| HSE.PR.A | FixedReset Disc | Quote: 11.50 – 12.20 Spot Rate : 0.7000 Average : 0.4989 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 17.15 – 17.80 Spot Rate : 0.6500 Average : 0.4513 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 18.10 – 18.77 Spot Rate : 0.6700 Average : 0.4766 YTW SCENARIO |
| IFC.PR.A | FixedReset Ins Non | Quote: 14.20 – 14.73 Spot Rate : 0.5300 Average : 0.3614 YTW SCENARIO |