| 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 | 0.1611 % | 2,105.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1611 % | 3,863.8 |
| Floater | 5.56 % | 5.80 % | 38,740 | 14.23 | 3 | 0.1611 % | 2,226.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1389 % | 3,290.1 |
| SplitShare | 4.87 % | 4.61 % | 83,917 | 3.85 | 8 | 0.1389 % | 3,929.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.1389 % | 3,065.6 |
| Perpetual-Premium | 5.54 % | -9.58 % | 91,023 | 0.09 | 10 | 0.0391 % | 2,950.4 |
| Perpetual-Discount | 5.35 % | 5.41 % | 74,113 | 14.70 | 23 | 0.1232 % | 3,122.7 |
| FixedReset Disc | 5.21 % | 5.27 % | 195,466 | 15.14 | 61 | 0.2711 % | 2,202.6 |
| Deemed-Retractible | 5.20 % | 5.78 % | 94,498 | 8.17 | 27 | 0.0472 % | 3,083.1 |
| FloatingReset | 4.22 % | 4.10 % | 52,714 | 2.71 | 5 | 0.3470 % | 2,408.1 |
| FixedReset Prem | 5.06 % | 3.59 % | 301,821 | 2.23 | 22 | 0.0384 % | 2,585.4 |
| FixedReset Bank Non | 1.98 % | 3.81 % | 141,217 | 2.73 | 3 | -0.2775 % | 2,640.8 |
| FixedReset Ins Non | 4.97 % | 6.42 % | 114,669 | 8.35 | 22 | -0.0679 % | 2,270.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| EMA.PR.F | FixedReset Disc | -2.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-04 Maturity Price : 19.05 Evaluated at bid price : 19.05 Bid-YTW : 5.56 % |
| SLF.PR.I | FixedReset Ins Non | -1.85 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.66 Bid-YTW : 6.42 % |
| SLF.PR.H | FixedReset Ins Non | -1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.30 Bid-YTW : 7.75 % |
| TRP.PR.B | FixedReset Disc | -1.06 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-04 Maturity Price : 12.13 Evaluated at bid price : 12.13 Bid-YTW : 5.76 % |
| TRP.PR.F | FloatingReset | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-04 Maturity Price : 14.70 Evaluated at bid price : 14.70 Bid-YTW : 6.16 % |
| IAF.PR.I | FixedReset Ins Non | 1.11 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.95 Bid-YTW : 6.10 % |
| HSE.PR.G | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-04 Maturity Price : 19.62 Evaluated at bid price : 19.62 Bid-YTW : 6.46 % |
| PWF.PR.A | Floater | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-04 Maturity Price : 13.30 Evaluated at bid price : 13.30 Bid-YTW : 5.27 % |
| SLF.PR.J | FloatingReset | 1.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.80 Bid-YTW : 9.11 % |
| BAM.PR.N | Perpetual-Discount | 1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-04 Maturity Price : 21.20 Evaluated at bid price : 21.20 Bid-YTW : 5.64 % |
| BAM.PF.G | FixedReset Disc | 1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-04 Maturity Price : 19.50 Evaluated at bid price : 19.50 Bid-YTW : 5.67 % |
| TD.PF.D | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-04 Maturity Price : 21.07 Evaluated at bid price : 21.07 Bid-YTW : 5.15 % |
| CU.PR.C | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-04 Maturity Price : 18.24 Evaluated at bid price : 18.24 Bid-YTW : 5.33 % |
| IAF.PR.G | FixedReset Ins Non | 1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.10 Bid-YTW : 6.21 % |
| BAM.PR.R | FixedReset Disc | 2.32 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-04 Maturity Price : 16.29 Evaluated at bid price : 16.29 Bid-YTW : 5.77 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| RY.PR.M | FixedReset Disc | 158,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-04 Maturity Price : 20.15 Evaluated at bid price : 20.15 Bid-YTW : 5.17 % |
| CM.PR.T | FixedReset Prem | 110,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-04 Maturity Price : 23.27 Evaluated at bid price : 25.35 Bid-YTW : 4.76 % |
| TRP.PR.K | FixedReset Prem | 67,399 | YTW SCENARIO Maturity Type : Call Maturity Date : 2022-05-31 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 4.89 % |
| CU.PR.I | FixedReset Prem | 40,600 | YTW SCENARIO Maturity Type : Call Maturity Date : 2020-12-01 Maturity Price : 25.00 Evaluated at bid price : 25.60 Bid-YTW : 3.27 % |
| MFC.PR.B | Deemed-Retractible | 32,900 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.08 Bid-YTW : 6.21 % |
| BMO.PR.Z | Perpetual-Discount | 31,000 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-04-04 Maturity Price : 24.53 Evaluated at bid price : 25.00 Bid-YTW : 5.04 % |
| There were 18 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.A | FixedReset Disc | Quote: 12.75 – 13.45 Spot Rate : 0.7000 Average : 0.4548 YTW SCENARIO |
| EMA.PR.F | FixedReset Disc | Quote: 19.05 – 19.70 Spot Rate : 0.6500 Average : 0.4172 YTW SCENARIO |
| BAM.PF.E | FixedReset Disc | Quote: 17.60 – 18.41 Spot Rate : 0.8100 Average : 0.5951 YTW SCENARIO |
| TRP.PR.B | FixedReset Disc | Quote: 12.13 – 12.77 Spot Rate : 0.6400 Average : 0.4666 YTW SCENARIO |
| BAM.PR.Z | FixedReset Disc | Quote: 20.20 – 20.70 Spot Rate : 0.5000 Average : 0.3491 YTW SCENARIO |
| BAM.PR.X | FixedReset Disc | Quote: 14.15 – 14.65 Spot Rate : 0.5000 Average : 0.3540 YTW SCENARIO |