| 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 | 1.1463 % | 1,922.6 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1463 % | 3,527.8 |
| Floater | 6.27 % | 6.36 % | 47,918 | 13.38 | 4 | 1.1463 % | 2,033.1 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0900 % | 3,394.0 |
| SplitShare | 4.64 % | 4.55 % | 50,889 | 3.93 | 7 | 0.0900 % | 4,053.2 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0900 % | 3,162.5 |
| Perpetual-Premium | 5.50 % | -19.69 % | 57,963 | 0.09 | 8 | -0.0441 % | 3,023.2 |
| Perpetual-Discount | 5.38 % | 5.38 % | 69,589 | 14.73 | 25 | -0.0086 % | 3,221.4 |
| FixedReset Disc | 5.63 % | 5.78 % | 163,098 | 14.26 | 66 | 0.2794 % | 2,084.7 |
| Deemed-Retractible | 5.20 % | 5.74 % | 61,356 | 7.84 | 27 | -0.0063 % | 3,169.2 |
| FloatingReset | 6.29 % | 6.69 % | 79,292 | 12.93 | 2 | 0.0379 % | 2,410.5 |
| FixedReset Prem | 5.15 % | 4.18 % | 161,772 | 1.68 | 20 | -0.0353 % | 2,597.8 |
| FixedReset Bank Non | 1.97 % | 4.50 % | 89,076 | 2.21 | 3 | 0.1529 % | 2,674.0 |
| FixedReset Ins Non | 5.45 % | 8.35 % | 113,650 | 7.76 | 21 | 0.1407 % | 2,119.3 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| SLF.PR.J | FloatingReset | -2.21 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.86 Bid-YTW : 11.18 % |
| BNS.PR.I | FixedReset Disc | -1.83 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-21 Maturity Price : 19.82 Evaluated at bid price : 19.82 Bid-YTW : 5.35 % |
| MFC.PR.G | FixedReset Ins Non | -1.35 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.30 Bid-YTW : 8.37 % |
| RY.PR.S | FixedReset Disc | -1.19 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-21 Maturity Price : 19.88 Evaluated at bid price : 19.88 Bid-YTW : 5.35 % |
| GWO.PR.R | Deemed-Retractible | -1.05 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 22.51 Bid-YTW : 6.20 % |
| MFC.PR.I | FixedReset Ins Non | 1.02 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.85 Bid-YTW : 8.08 % |
| 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 : 14.82 Bid-YTW : 9.79 % |
| SLF.PR.H | FixedReset Ins Non | 1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 16.09 Bid-YTW : 8.99 % |
| CU.PR.E | Perpetual-Discount | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-21 Maturity Price : 23.01 Evaluated at bid price : 23.29 Bid-YTW : 5.33 % |
| BIP.PR.F | FixedReset Disc | 1.13 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-21 Maturity Price : 21.92 Evaluated at bid price : 22.35 Bid-YTW : 5.74 % |
| RY.PR.M | FixedReset Disc | 1.20 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-21 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 5.73 % |
| W.PR.K | FixedReset Prem | 1.23 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-01-15 Maturity Price : 25.00 Evaluated at bid price : 25.49 Bid-YTW : 3.70 % |
| TRP.PR.B | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-21 Maturity Price : 11.14 Evaluated at bid price : 11.14 Bid-YTW : 6.46 % |
| BIP.PR.A | FixedReset Disc | 1.30 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-21 Maturity Price : 18.65 Evaluated at bid price : 18.65 Bid-YTW : 6.96 % |
| IFC.PR.C | FixedReset Ins Non | 1.37 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.78 Bid-YTW : 8.35 % |
| TRP.PR.E | FixedReset Disc | 1.40 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-21 Maturity Price : 15.91 Evaluated at bid price : 15.91 Bid-YTW : 6.23 % |
| BAM.PR.K | Floater | 1.50 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-21 Maturity Price : 10.86 Evaluated at bid price : 10.86 Bid-YTW : 6.44 % |
| BMO.PR.W | FixedReset Disc | 1.60 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-21 Maturity Price : 17.13 Evaluated at bid price : 17.13 Bid-YTW : 5.66 % |
| TRP.PR.F | FloatingReset | 2.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-21 Maturity Price : 13.51 Evaluated at bid price : 13.51 Bid-YTW : 6.69 % |
| BAM.PR.B | Floater | 2.33 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-21 Maturity Price : 11.00 Evaluated at bid price : 11.00 Bid-YTW : 6.36 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.Q | FixedReset Bank Non | 52,300 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2022-01-31 Maturity Price : 25.00 Evaluated at bid price : 23.60 Bid-YTW : 4.76 % |
| EML.PR.A | FixedReset Ins Non | 50,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-04-17 Maturity Price : 25.00 Evaluated at bid price : 25.64 Bid-YTW : 4.02 % |
| BMO.PR.T | FixedReset Disc | 43,700 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-21 Maturity Price : 17.04 Evaluated at bid price : 17.04 Bid-YTW : 5.63 % |
| BMO.PR.E | FixedReset Disc | 36,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-21 Maturity Price : 19.85 Evaluated at bid price : 19.85 Bid-YTW : 5.66 % |
| NA.PR.W | FixedReset Disc | 28,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-21 Maturity Price : 15.96 Evaluated at bid price : 15.96 Bid-YTW : 6.03 % |
| RY.PR.M | FixedReset Disc | 26,978 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-21 Maturity Price : 18.50 Evaluated at bid price : 18.50 Bid-YTW : 5.73 % |
| There were 26 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| BAM.PR.T | FixedReset Disc | Quote: 15.07 – 15.48 Spot Rate : 0.4100 Average : 0.2539 YTW SCENARIO |
| BAM.PF.G | FixedReset Disc | Quote: 17.40 – 17.77 Spot Rate : 0.3700 Average : 0.2428 YTW SCENARIO |
| CU.PR.I | FixedReset Prem | Quote: 25.20 – 25.60 Spot Rate : 0.4000 Average : 0.2755 YTW SCENARIO |
| RY.PR.M | FixedReset Disc | Quote: 18.50 – 18.94 Spot Rate : 0.4400 Average : 0.3281 YTW SCENARIO |
| EML.PR.A | FixedReset Ins Non | Quote: 25.64 – 25.95 Spot Rate : 0.3100 Average : 0.1983 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 17.45 – 17.85 Spot Rate : 0.4000 Average : 0.2920 YTW SCENARIO |