| 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 | 0.5432 % | 1,948.7 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5432 % | 3,575.8 |
| Floater | 6.18 % | 6.35 % | 54,098 | 13.43 | 4 | 0.5432 % | 2,060.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1974 % | 3,375.0 |
| SplitShare | 4.67 % | 4.61 % | 63,560 | 4.04 | 7 | -0.1974 % | 4,030.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1974 % | 3,144.7 |
| Perpetual-Premium | 5.61 % | -18.66 % | 63,279 | 0.09 | 6 | 0.0455 % | 2,985.2 |
| Perpetual-Discount | 5.46 % | 5.63 % | 65,395 | 14.41 | 28 | 0.2557 % | 3,137.8 |
| FixedReset Disc | 5.53 % | 5.41 % | 174,111 | 14.50 | 73 | -0.0104 % | 2,073.2 |
| Deemed-Retractible | 5.26 % | 5.93 % | 75,758 | 7.91 | 27 | 0.3670 % | 3,128.2 |
| FloatingReset | 4.48 % | 6.66 % | 59,674 | 8.06 | 3 | 0.1572 % | 2,357.2 |
| FixedReset Prem | 5.26 % | 4.03 % | 132,312 | 1.61 | 14 | 0.0119 % | 2,579.6 |
| FixedReset Bank Non | 1.97 % | 4.19 % | 89,318 | 2.31 | 3 | 0.2222 % | 2,669.5 |
| FixedReset Ins Non | 5.44 % | 7.86 % | 110,253 | 7.95 | 21 | 0.3048 % | 2,117.6 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CCS.PR.C | Deemed-Retractible | -2.46 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.75 Bid-YTW : 5.65 % |
| HSE.PR.C | FixedReset Disc | -1.71 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-12 Maturity Price : 16.11 Evaluated at bid price : 16.11 Bid-YTW : 7.00 % |
| RY.PR.H | FixedReset Disc | -1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-12 Maturity Price : 17.56 Evaluated at bid price : 17.56 Bid-YTW : 5.22 % |
| CM.PR.Q | FixedReset Disc | -1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-12 Maturity Price : 18.26 Evaluated at bid price : 18.26 Bid-YTW : 5.72 % |
| BAM.PR.C | Floater | -1.25 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-12 Maturity Price : 10.83 Evaluated at bid price : 10.83 Bid-YTW : 6.40 % |
| PVS.PR.E | SplitShare | -1.13 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.46 Bid-YTW : 4.92 % |
| EMA.PR.F | FixedReset Disc | -1.08 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-12 Maturity Price : 16.47 Evaluated at bid price : 16.47 Bid-YTW : 6.14 % |
| IFC.PR.A | FixedReset Ins Non | -1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.54 Bid-YTW : 9.90 % |
| SLF.PR.E | Deemed-Retractible | 1.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 21.00 Bid-YTW : 6.67 % |
| SLF.PR.H | FixedReset Ins Non | 1.08 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.92 Bid-YTW : 8.78 % |
| TRP.PR.D | FixedReset Disc | 1.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-12 Maturity Price : 16.43 Evaluated at bid price : 16.43 Bid-YTW : 5.85 % |
| SLF.PR.G | FixedReset Ins Non | 1.14 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.30 Bid-YTW : 10.13 % |
| GWO.PR.H | Deemed-Retractible | 1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.30 Bid-YTW : 6.29 % |
| SLF.PR.B | Deemed-Retractible | 1.32 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.25 Bid-YTW : 6.26 % |
| BAM.PF.G | FixedReset Disc | 1.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-12 Maturity Price : 17.28 Evaluated at bid price : 17.28 Bid-YTW : 6.12 % |
| BAM.PR.Z | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-12 Maturity Price : 18.20 Evaluated at bid price : 18.20 Bid-YTW : 6.07 % |
| BAM.PF.J | FixedReset Disc | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-12 Maturity Price : 22.78 Evaluated at bid price : 23.69 Bid-YTW : 4.97 % |
| BAM.PF.F | FixedReset Disc | 1.93 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-12 Maturity Price : 17.25 Evaluated at bid price : 17.25 Bid-YTW : 6.14 % |
| MFC.PR.F | FixedReset Ins Non | 2.06 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.90 Bid-YTW : 10.39 % |
| TRP.PR.G | FixedReset Disc | 3.37 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-12 Maturity Price : 17.79 Evaluated at bid price : 17.79 Bid-YTW : 6.08 % |
| PWF.PR.A | Floater | 3.86 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-12 Maturity Price : 12.10 Evaluated at bid price : 12.10 Bid-YTW : 5.78 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| MFC.PR.O | FixedReset Ins Non | 140,500 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-06-19 Maturity Price : 25.00 Evaluated at bid price : 25.67 Bid-YTW : 3.99 % |
| CU.PR.C | FixedReset Disc | 102,813 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-12 Maturity Price : 17.13 Evaluated at bid price : 17.13 Bid-YTW : 5.45 % |
| MFC.PR.H | FixedReset Ins Non | 77,300 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 20.60 Bid-YTW : 6.86 % |
| TRP.PR.B | FixedReset Disc | 62,300 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-12 Maturity Price : 11.05 Evaluated at bid price : 11.05 Bid-YTW : 5.95 % |
| MFC.PR.N | FixedReset Ins Non | 54,000 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 15.89 Bid-YTW : 9.23 % |
| BMO.PR.F | FixedReset Disc | 52,630 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-09-12 Maturity Price : 22.82 Evaluated at bid price : 24.05 Bid-YTW : 5.10 % |
| There were 36 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| CCS.PR.C | Deemed-Retractible | Quote: 23.75 – 24.59 Spot Rate : 0.8400 Average : 0.6190 YTW SCENARIO |
| GWO.PR.N | FixedReset Ins Non | Quote: 14.25 – 14.75 Spot Rate : 0.5000 Average : 0.3797 YTW SCENARIO |
| PWF.PR.S | Perpetual-Discount | Quote: 21.58 – 21.90 Spot Rate : 0.3200 Average : 0.2141 YTW SCENARIO |
| BNS.PR.Y | FixedReset Bank Non | Quote: 24.55 – 24.95 Spot Rate : 0.4000 Average : 0.3187 YTW SCENARIO |
| PWF.PR.R | Perpetual-Discount | Quote: 24.75 – 24.95 Spot Rate : 0.2000 Average : 0.1268 YTW SCENARIO |
| GWO.PR.I | Deemed-Retractible | Quote: 20.88 – 21.10 Spot Rate : 0.2200 Average : 0.1518 YTW SCENARIO |