| 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 | 0.1845 % | 2,566.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1845 % | 4,708.4 |
| Floater | 3.38 % | 3.41 % | 56,471 | 18.63 | 3 | 0.1845 % | 2,713.5 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0443 % | 3,696.2 |
| SplitShare | 4.58 % | 3.56 % | 32,627 | 3.22 | 7 | 0.0443 % | 4,414.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0443 % | 3,444.0 |
| Perpetual-Premium | 5.12 % | -18.62 % | 53,579 | 0.09 | 25 | 0.0261 % | 3,329.7 |
| Perpetual-Discount | 4.61 % | -4.20 % | 72,416 | 0.08 | 8 | -0.0883 % | 4,039.6 |
| FixedReset Disc | 3.95 % | 3.39 % | 122,207 | 18.22 | 40 | 0.1205 % | 2,843.7 |
| Insurance Straight | 4.85 % | -16.81 % | 80,599 | 0.09 | 22 | 0.1416 % | 3,749.4 |
| FloatingReset | 2.80 % | 3.08 % | 28,131 | 19.54 | 2 | -0.0312 % | 2,582.4 |
| FixedReset Prem | 4.75 % | 2.95 % | 137,240 | 2.17 | 30 | 0.0116 % | 2,764.2 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1205 % | 2,906.8 |
| FixedReset Ins Non | 4.05 % | 3.31 % | 103,770 | 18.27 | 20 | -0.3198 % | 2,940.5 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.G | FixedReset Ins Non | -2.98 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-13 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 3.33 % |
| MFC.PR.F | FixedReset Ins Non | -2.67 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-13 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 3.31 % |
| GWO.PR.N | FixedReset Ins Non | -2.23 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-13 Maturity Price : 15.35 Evaluated at bid price : 15.35 Bid-YTW : 3.34 % |
| BAM.PF.E | FixedReset Disc | 2.87 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-13 Maturity Price : 21.61 Evaluated at bid price : 21.86 Bid-YTW : 3.95 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| GWO.PR.N | FixedReset Ins Non | 125,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-13 Maturity Price : 15.35 Evaluated at bid price : 15.35 Bid-YTW : 3.34 % |
| BMO.PR.W | FixedReset Disc | 100,235 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-13 Maturity Price : 23.05 Evaluated at bid price : 24.22 Bid-YTW : 3.20 % |
| SLF.PR.G | FixedReset Ins Non | 76,830 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-13 Maturity Price : 16.30 Evaluated at bid price : 16.30 Bid-YTW : 3.33 % |
| MFC.PR.F | FixedReset Ins Non | 64,600 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-13 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 3.31 % |
| BIP.PR.F | FixedReset Prem | 53,800 | YTW SCENARIO Maturity Type : Call Maturity Date : 2023-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.70 Bid-YTW : 3.74 % |
| RY.PR.Z | FixedReset Disc | 41,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2051-09-13 Maturity Price : 23.09 Evaluated at bid price : 24.15 Bid-YTW : 3.17 % |
| There were 9 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CU.PR.C | FixedReset Disc | Quote: 21.70 – 22.95 Spot Rate : 1.2500 Average : 1.0205 YTW SCENARIO |
| SLF.PR.H | FixedReset Ins Non | Quote: 23.02 – 23.45 Spot Rate : 0.4300 Average : 0.2797 YTW SCENARIO |
| SLF.PR.G | FixedReset Ins Non | Quote: 16.30 – 16.80 Spot Rate : 0.5000 Average : 0.3535 YTW SCENARIO |
| GWO.PR.Q | Insurance Straight | Quote: 25.52 – 25.90 Spot Rate : 0.3800 Average : 0.2630 YTW SCENARIO |
| RY.PR.P | Perpetual-Premium | Quote: 27.03 – 27.49 Spot Rate : 0.4600 Average : 0.3598 YTW SCENARIO |
| BAM.PR.T | FixedReset Disc | Quote: 20.23 – 20.80 Spot Rate : 0.5700 Average : 0.4879 YTW SCENARIO |