| 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 | 1.1061 % | 1,872.0 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1061 % | 3,435.0 |
| Floater | 6.44 % | 6.62 % | 47,836 | 13.03 | 4 | 1.1061 % | 1,979.6 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1067 % | 3,393.1 |
| SplitShare | 4.64 % | 4.56 % | 54,125 | 3.95 | 7 | -0.1067 % | 4,052.0 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1067 % | 3,161.6 |
| Perpetual-Premium | 5.50 % | -22.43 % | 57,169 | 0.09 | 8 | -0.0832 % | 3,024.1 |
| Perpetual-Discount | 5.41 % | 5.45 % | 69,773 | 14.70 | 25 | -0.0121 % | 3,204.0 |
| FixedReset Disc | 5.66 % | 5.73 % | 168,986 | 14.34 | 66 | 0.2500 % | 2,074.3 |
| Deemed-Retractible | 5.21 % | 5.76 % | 66,772 | 7.85 | 27 | 0.1151 % | 3,161.3 |
| FloatingReset | 6.34 % | 6.81 % | 81,051 | 12.79 | 2 | 0.8077 % | 2,395.9 |
| FixedReset Prem | 5.15 % | 4.12 % | 160,861 | 1.69 | 20 | -0.0177 % | 2,597.6 |
| FixedReset Bank Non | 1.97 % | 4.23 % | 78,607 | 2.22 | 3 | -0.0554 % | 2,678.8 |
| FixedReset Ins Non | 5.47 % | 8.20 % | 106,936 | 7.78 | 21 | 0.2988 % | 2,110.2 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| CU.PR.F | Perpetual-Discount | -1.34 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-15 Maturity Price : 21.29 Evaluated at bid price : 21.29 Bid-YTW : 5.36 % |
| TRP.PR.E | FixedReset Disc | -1.22 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-15 Maturity Price : 15.36 Evaluated at bid price : 15.36 Bid-YTW : 6.34 % |
| GWO.PR.N | FixedReset Ins Non | -1.00 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.82 Bid-YTW : 9.73 % |
| TD.PF.L | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-15 Maturity Price : 22.87 Evaluated at bid price : 24.15 Bid-YTW : 5.01 % |
| NA.PR.W | FixedReset Disc | 1.14 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-15 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 5.91 % |
| IAF.PR.G | FixedReset Ins Non | 1.25 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.68 Bid-YTW : 7.88 % |
| BAM.PF.E | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-15 Maturity Price : 16.00 Evaluated at bid price : 16.00 Bid-YTW : 6.46 % |
| TRP.PR.B | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-15 Maturity Price : 10.93 Evaluated at bid price : 10.93 Bid-YTW : 6.44 % |
| BAM.PF.B | FixedReset Disc | 1.35 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-15 Maturity Price : 17.33 Evaluated at bid price : 17.33 Bid-YTW : 6.18 % |
| TRP.PR.C | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-15 Maturity Price : 11.74 Evaluated at bid price : 11.74 Bid-YTW : 6.44 % |
| TRP.PR.A | FixedReset Disc | 1.38 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-15 Maturity Price : 13.20 Evaluated at bid price : 13.20 Bid-YTW : 6.60 % |
| BIP.PR.A | FixedReset Disc | 1.39 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-15 Maturity Price : 18.30 Evaluated at bid price : 18.30 Bid-YTW : 7.01 % |
| NA.PR.E | FixedReset Disc | 1.44 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-15 Maturity Price : 18.28 Evaluated at bid price : 18.28 Bid-YTW : 5.77 % |
| TRP.PR.F | FloatingReset | 1.45 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-15 Maturity Price : 13.30 Evaluated at bid price : 13.30 Bid-YTW : 6.81 % |
| HSE.PR.A | FixedReset Disc | 1.57 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-15 Maturity Price : 10.97 Evaluated at bid price : 10.97 Bid-YTW : 7.29 % |
| BAM.PR.K | Floater | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-15 Maturity Price : 10.51 Evaluated at bid price : 10.51 Bid-YTW : 6.65 % |
| BAM.PR.C | Floater | 1.84 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-15 Maturity Price : 10.50 Evaluated at bid price : 10.50 Bid-YTW : 6.66 % |
| SLF.PR.H | FixedReset Ins Non | 2.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.24 Bid-YTW : 8.79 % |
| IFC.PR.A | FixedReset Ins Non | 2.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 14.40 Bid-YTW : 10.09 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| CM.PR.S | FixedReset Disc | 171,692 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-15 Maturity Price : 17.76 Evaluated at bid price : 17.76 Bid-YTW : 5.78 % |
| EMA.PR.F | FixedReset Disc | 62,314 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-15 Maturity Price : 16.50 Evaluated at bid price : 16.50 Bid-YTW : 6.43 % |
| NA.PR.S | FixedReset Disc | 57,709 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-15 Maturity Price : 17.27 Evaluated at bid price : 17.27 Bid-YTW : 5.73 % |
| BMO.PR.E | FixedReset Disc | 56,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-15 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 5.59 % |
| EMA.PR.C | FixedReset Disc | 36,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-15 Maturity Price : 17.83 Evaluated at bid price : 17.83 Bid-YTW : 6.17 % |
| BAM.PR.C | Floater | 33,736 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-15 Maturity Price : 10.50 Evaluated at bid price : 10.50 Bid-YTW : 6.66 % |
| There were 22 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: 24.60 – 25.11 Spot Rate : 0.5100 Average : 0.3414 YTW SCENARIO |
| RY.PR.S | FixedReset Disc | Quote: 19.75 – 20.15 Spot Rate : 0.4000 Average : 0.2529 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 17.22 – 17.65 Spot Rate : 0.4300 Average : 0.2843 YTW SCENARIO |
| TD.PF.D | FixedReset Disc | Quote: 18.65 – 19.09 Spot Rate : 0.4400 Average : 0.3228 YTW SCENARIO |
| PWF.PR.S | Perpetual-Discount | Quote: 21.95 – 22.26 Spot Rate : 0.3100 Average : 0.2102 YTW SCENARIO |
| BAM.PR.K | Floater | Quote: 10.51 – 10.85 Spot Rate : 0.3400 Average : 0.2438 YTW SCENARIO |