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| 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 | 0.7977 % | 2,410.2 |
| FixedFloater | 4.60 % | 3.98 % | 36,981 | 17.35 | 1 | 0.0000 % | 3,389.5 |
| Floater | 2.77 % | 3.03 % | 58,516 | 19.59 | 3 | 0.7977 % | 2,602.4 |
| OpRet | 4.88 % | 0.34 % | 56,850 | 1.24 | 6 | 0.0575 % | 2,506.5 |
| SplitShare | 5.28 % | -0.90 % | 84,347 | 0.80 | 4 | 0.1595 % | 2,678.6 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0575 % | 2,292.0 |
| Perpetual-Premium | 5.38 % | 3.26 % | 112,237 | 0.86 | 27 | 0.2457 % | 2,203.1 |
| Perpetual-Discount | 5.09 % | 4.97 % | 198,477 | 15.45 | 4 | 0.7447 % | 2,429.5 |
| FixedReset | 5.05 % | 2.86 % | 210,098 | 2.33 | 66 | -0.0527 % | 2,378.5 |
| Deemed-Retractible | 4.96 % | 3.91 % | 244,143 | 3.02 | 46 | 0.0872 % | 2,291.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| FTS.PR.E | OpRet | -1.27 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2013-06-01 Maturity Price : 25.75 Evaluated at bid price : 27.17 Bid-YTW : 0.34 % |
| IAG.PR.A | Deemed-Retractible | -1.26 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.50 Bid-YTW : 5.51 % |
| BNS.PR.J | Deemed-Retractible | 1.04 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2013-10-29 Maturity Price : 25.00 Evaluated at bid price : 26.11 Bid-YTW : 2.75 % |
| BAM.PR.K | Floater | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2042-02-23 Maturity Price : 17.45 Evaluated at bid price : 17.45 Bid-YTW : 3.03 % |
| FTS.PR.C | OpRet | 1.17 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2012-03-24 Maturity Price : 25.50 Evaluated at bid price : 25.91 Bid-YTW : -14.76 % |
| GWO.PR.P | Deemed-Retractible | 1.36 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 5.25 % |
| POW.PR.D | Perpetual-Premium | 1.58 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2042-02-23 Maturity Price : 24.64 Evaluated at bid price : 25.13 Bid-YTW : 5.01 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| PWF.PR.R | Perpetual-Premium | 901,316 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-30 Maturity Price : 25.00 Evaluated at bid price : 25.22 Bid-YTW : 5.41 % |
| GWO.PR.P | Deemed-Retractible | 255,366 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 5.25 % |
| MFC.PR.H | FixedReset | 169,140 | YTW SCENARIO Maturity Type : Call Maturity Date : 2017-03-19 Maturity Price : 25.00 Evaluated at bid price : 25.11 Bid-YTW : 4.53 % |
| RY.PR.B | Deemed-Retractible | 92,908 | YTW SCENARIO Maturity Type : Call Maturity Date : 2015-08-24 Maturity Price : 25.00 Evaluated at bid price : 25.82 Bid-YTW : 3.72 % |
| PWF.PR.M | FixedReset | 76,601 | YTW SCENARIO Maturity Type : Call Maturity Date : 2014-01-31 Maturity Price : 25.00 Evaluated at bid price : 26.52 Bid-YTW : 2.97 % |
| TRP.PR.B | FixedReset | 61,977 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2042-02-23 Maturity Price : 23.51 Evaluated at bid price : 25.56 Bid-YTW : 2.71 % |
| There were 38 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.B | Deemed-Retractible | Quote: 23.43 – 23.95 Spot Rate : 0.5200 Average : 0.3479 YTW SCENARIO |
| GWO.PR.G | Deemed-Retractible | Quote: 25.43 – 25.75 Spot Rate : 0.3200 Average : 0.2029 YTW SCENARIO |
| FTS.PR.E | OpRet | Quote: 27.17 – 27.58 Spot Rate : 0.4100 Average : 0.3046 YTW SCENARIO |
| TCA.PR.X | Perpetual-Premium | Quote: 52.05 – 52.50 Spot Rate : 0.4500 Average : 0.3522 YTW SCENARIO |
| GWO.PR.I | Deemed-Retractible | Quote: 23.31 – 23.66 Spot Rate : 0.3500 Average : 0.2585 YTW SCENARIO |
| PWF.PR.L | Perpetual-Premium | Quote: 25.10 – 25.39 Spot Rate : 0.2900 Average : 0.2122 YTW SCENARIO |