| 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 | -1.1980 % | 1,832.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -1.1980 % | 3,363.1 |
| Floater | 6.57 % | 6.79 % | 47,573 | 12.82 | 4 | -1.1980 % | 1,938.2 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0225 % | 3,391.4 |
| SplitShare | 4.65 % | 4.64 % | 56,722 | 3.96 | 7 | -0.0225 % | 4,050.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0225 % | 3,160.0 |
| Perpetual-Premium | 5.50 % | -21.59 % | 60,242 | 0.09 | 8 | 0.0735 % | 3,024.1 |
| Perpetual-Discount | 5.41 % | 5.44 % | 71,975 | 14.71 | 25 | 0.0795 % | 3,199.7 |
| FixedReset Disc | 5.71 % | 5.45 % | 168,265 | 14.70 | 66 | 0.2580 % | 2,057.3 |
| Deemed-Retractible | 5.21 % | 5.77 % | 61,419 | 7.87 | 27 | 0.0567 % | 3,162.1 |
| FloatingReset | 6.50 % | 6.97 % | 80,878 | 12.60 | 2 | 0.1576 % | 2,323.7 |
| FixedReset Prem | 5.15 % | 3.96 % | 169,823 | 1.71 | 20 | 0.0039 % | 2,594.8 |
| FixedReset Bank Non | 1.97 % | 4.09 % | 79,251 | 2.24 | 3 | 0.0000 % | 2,678.5 |
| FixedReset Ins Non | 5.54 % | 7.96 % | 103,256 | 7.87 | 21 | 0.2121 % | 2,084.1 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.G | FixedReset Disc | -2.91 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-10 Maturity Price : 16.66 Evaluated at bid price : 16.66 Bid-YTW : 7.27 % |
| PWF.PR.A | Floater | -1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-10 Maturity Price : 11.26 Evaluated at bid price : 11.26 Bid-YTW : 6.24 % |
| BAM.PR.B | Floater | -1.53 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-10 Maturity Price : 10.27 Evaluated at bid price : 10.27 Bid-YTW : 6.80 % |
| PWF.PR.T | FixedReset Disc | -1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-10 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 5.56 % |
| TD.PF.D | FixedReset Disc | 1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-10 Maturity Price : 18.70 Evaluated at bid price : 18.70 Bid-YTW : 5.43 % |
| RY.PR.M | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-10 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 5.38 % |
| BAM.PR.R | FixedReset Disc | 1.05 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-10 Maturity Price : 14.41 Evaluated at bid price : 14.41 Bid-YTW : 6.17 % |
| IFC.PR.C | FixedReset Ins Non | 1.12 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.14 Bid-YTW : 8.48 % |
| NA.PR.S | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-10 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 5.51 % |
| BIP.PR.E | FixedReset Disc | 1.54 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-10 Maturity Price : 21.97 Evaluated at bid price : 22.35 Bid-YTW : 5.62 % |
| GWO.PR.N | FixedReset Ins Non | 1.57 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.61 Bid-YTW : 9.61 % |
| BAM.PF.E | FixedReset Disc | 1.62 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-10 Maturity Price : 15.70 Evaluated at bid price : 15.70 Bid-YTW : 6.19 % |
| TRP.PR.C | FixedReset Disc | 1.69 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-10 Maturity Price : 11.41 Evaluated at bid price : 11.41 Bid-YTW : 6.11 % |
| BAM.PR.T | FixedReset Disc | 1.88 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-10 Maturity Price : 14.65 Evaluated at bid price : 14.65 Bid-YTW : 6.15 % |
| HSE.PR.C | FixedReset Disc | 1.92 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-10 Maturity Price : 15.90 Evaluated at bid price : 15.90 Bid-YTW : 7.01 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| W.PR.M | FixedReset Prem | 111,178 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-15 Maturity Price : 25.00 Evaluated at bid price : 25.55 Bid-YTW : 4.04 % |
| PWF.PR.P | FixedReset Disc | 83,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-10 Maturity Price : 12.26 Evaluated at bid price : 12.26 Bid-YTW : 5.81 % |
| TRP.PR.E | FixedReset Disc | 60,785 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-10 Maturity Price : 15.60 Evaluated at bid price : 15.60 Bid-YTW : 5.84 % |
| BIP.PR.D | FixedReset Disc | 50,162 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-10 Maturity Price : 22.42 Evaluated at bid price : 22.86 Bid-YTW : 5.55 % |
| TD.PF.K | FixedReset Disc | 49,075 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-10 Maturity Price : 19.20 Evaluated at bid price : 19.20 Bid-YTW : 5.31 % |
| PWF.PR.A | Floater | 37,500 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-10 Maturity Price : 11.26 Evaluated at bid price : 11.26 Bid-YTW : 6.24 % |
| There were 27 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BNS.PR.Y | FixedReset Bank Non | Quote: 24.53 – 24.83 Spot Rate : 0.3000 Average : 0.1964 YTW SCENARIO |
| HSE.PR.G | FixedReset Disc | Quote: 16.66 – 17.00 Spot Rate : 0.3400 Average : 0.2410 YTW SCENARIO |
| TRP.PR.E | FixedReset Disc | Quote: 15.60 – 15.94 Spot Rate : 0.3400 Average : 0.2427 YTW SCENARIO |
| BNS.PR.I | FixedReset Disc | Quote: 20.17 – 20.45 Spot Rate : 0.2800 Average : 0.1919 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 17.10 – 17.39 Spot Rate : 0.2900 Average : 0.2146 YTW SCENARIO |
| PWF.PR.L | Perpetual-Discount | Quote: 23.31 – 23.74 Spot Rate : 0.4300 Average : 0.3546 YTW SCENARIO |