| 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 | 0.7302 % | 3,124.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.7302 % | 5,733.5 |
| Floater | 3.48 % | 3.64 % | 37,075 | 18.20 | 4 | 0.7302 % | 3,304.3 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0555 % | 3,228.4 |
| SplitShare | 4.61 % | 4.66 % | 54,699 | 4.79 | 5 | 0.0555 % | 3,855.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0555 % | 3,008.1 |
| Perpetual-Premium | 5.56 % | -3.71 % | 53,909 | 0.11 | 12 | -0.1203 % | 2,919.4 |
| Perpetual-Discount | 5.44 % | 5.54 % | 57,072 | 14.52 | 22 | -0.1384 % | 2,993.8 |
| FixedReset Disc | 4.19 % | 4.98 % | 137,526 | 15.61 | 42 | -0.1258 % | 2,572.9 |
| Deemed-Retractible | 5.16 % | 5.94 % | 60,434 | 5.36 | 27 | -0.1002 % | 2,995.3 |
| FloatingReset | 3.37 % | 4.12 % | 44,306 | 5.65 | 5 | 0.0000 % | 2,844.3 |
| FixedReset Prem | 4.83 % | 4.09 % | 163,692 | 2.86 | 35 | -0.0301 % | 2,567.6 |
| FixedReset Bank Non | 3.19 % | 3.67 % | 66,475 | 0.42 | 9 | -0.0181 % | 2,571.5 |
| FixedReset Ins Non | 4.33 % | 5.20 % | 88,621 | 5.44 | 22 | -0.1186 % | 2,578.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BAM.PR.Z | FixedReset Disc | -1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-21 Maturity Price : 22.90 Evaluated at bid price : 24.15 Bid-YTW : 5.21 % |
| PWF.PR.S | Perpetual-Discount | -1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-21 Maturity Price : 21.62 Evaluated at bid price : 21.62 Bid-YTW : 5.64 % |
| BAM.PR.X | FixedReset Disc | -1.31 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-21 Maturity Price : 18.87 Evaluated at bid price : 18.87 Bid-YTW : 5.02 % |
| PWF.PR.E | Perpetual-Premium | -1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-21 Maturity Price : 24.50 Evaluated at bid price : 24.75 Bid-YTW : 5.64 % |
| IFC.PR.G | FixedReset Ins Non | -1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 24.51 Bid-YTW : 5.26 % |
| PWF.PR.T | FixedReset Disc | -1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-21 Maturity Price : 23.30 Evaluated at bid price : 24.16 Bid-YTW : 4.79 % |
| MFC.PR.M | FixedReset Ins Non | -1.01 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.41 Bid-YTW : 5.71 % |
| MFC.PR.K | FixedReset Ins Non | 1.64 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2025-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.88 Bid-YTW : 6.13 % |
| BAM.PR.K | Floater | 1.97 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-21 Maturity Price : 17.58 Evaluated at bid price : 17.58 Bid-YTW : 3.68 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.E | FixedReset Disc | 187,330 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-21 Maturity Price : 23.15 Evaluated at bid price : 25.01 Bid-YTW : 4.83 % |
| RY.PR.H | FixedReset Disc | 123,556 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-21 Maturity Price : 22.72 Evaluated at bid price : 23.28 Bid-YTW : 4.83 % |
| RY.PR.J | FixedReset Disc | 111,432 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-21 Maturity Price : 24.12 Evaluated at bid price : 24.44 Bid-YTW : 5.01 % |
| TD.PF.K | FixedReset Disc | 63,038 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-21 Maturity Price : 23.15 Evaluated at bid price : 24.99 Bid-YTW : 4.75 % |
| BIP.PR.F | FixedReset Disc | 24,250 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2048-09-21 Maturity Price : 23.13 Evaluated at bid price : 24.97 Bid-YTW : 5.09 % |
| POW.PR.A | Perpetual-Premium | 17,565 | YTW SCENARIO Maturity Type : Call Maturity Date : 2018-10-21 Maturity Price : 25.00 Evaluated at bid price : 25.10 Bid-YTW : -3.71 % |
| There were 21 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| MFC.PR.M | FixedReset Ins Non | Quote: 23.41 – 24.49 Spot Rate : 1.0800 Average : 0.5981 YTW SCENARIO |
| MFC.PR.N | FixedReset Ins Non | Quote: 23.61 – 24.74 Spot Rate : 1.1300 Average : 0.6592 YTW SCENARIO |
| PVS.PR.B | SplitShare | Quote: 25.10 – 26.10 Spot Rate : 1.0000 Average : 0.5496 YTW SCENARIO |
| MFC.PR.L | FixedReset Ins Non | Quote: 22.86 – 23.80 Spot Rate : 0.9400 Average : 0.5767 YTW SCENARIO |
| PWF.PR.S | Perpetual-Discount | Quote: 21.62 – 22.10 Spot Rate : 0.4800 Average : 0.3045 YTW SCENARIO |
| PWF.PR.E | Perpetual-Premium | Quote: 24.75 – 25.20 Spot Rate : 0.4500 Average : 0.3021 YTW SCENARIO |