| 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 | 1.1862 % | 1,975.8 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 1.1862 % | 3,625.6 |
| Floater | 6.12 % | 6.29 % | 50,797 | 13.46 | 4 | 1.1862 % | 2,089.4 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0056 % | 3,386.4 |
| SplitShare | 4.65 % | 4.63 % | 49,073 | 3.92 | 7 | 0.0056 % | 4,044.1 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0056 % | 3,155.3 |
| Perpetual-Premium | 5.51 % | -20.28 % | 59,357 | 0.09 | 8 | 0.0442 % | 3,028.6 |
| Perpetual-Discount | 5.36 % | 5.38 % | 68,883 | 14.76 | 25 | 0.0908 % | 3,232.4 |
| FixedReset Disc | 5.62 % | 5.73 % | 173,637 | 14.31 | 66 | 0.1921 % | 2,091.0 |
| Deemed-Retractible | 5.20 % | 5.72 % | 66,947 | 7.83 | 27 | 0.0519 % | 3,176.0 |
| FloatingReset | 6.27 % | 6.73 % | 91,069 | 12.86 | 2 | 0.5708 % | 2,416.0 |
| FixedReset Prem | 5.13 % | 3.94 % | 154,403 | 1.67 | 20 | 0.1293 % | 2,608.4 |
| FixedReset Bank Non | 1.96 % | 4.35 % | 86,154 | 2.20 | 3 | -0.0828 % | 2,685.9 |
| FixedReset Ins Non | 5.45 % | 8.16 % | 113,875 | 7.76 | 21 | 0.0859 % | 2,119.4 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| BIP.PR.D | FixedReset Disc | -1.03 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-25 Maturity Price : 22.52 Evaluated at bid price : 23.01 Bid-YTW : 5.81 % |
| BAM.PF.B | FixedReset Disc | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-25 Maturity Price : 17.88 Evaluated at bid price : 17.88 Bid-YTW : 6.06 % |
| PWF.PR.A | Floater | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-25 Maturity Price : 12.08 Evaluated at bid price : 12.08 Bid-YTW : 5.73 % |
| SLF.PR.J | FloatingReset | 1.09 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.00 Bid-YTW : 11.06 % |
| BAM.PR.B | Floater | 1.09 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-25 Maturity Price : 11.12 Evaluated at bid price : 11.12 Bid-YTW : 6.29 % |
| EMA.PR.F | FixedReset Disc | 1.15 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-25 Maturity Price : 16.70 Evaluated at bid price : 16.70 Bid-YTW : 6.45 % |
| IAF.PR.G | FixedReset Ins Non | 1.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.13 Bid-YTW : 7.65 % |
| HSE.PR.G | FixedReset Disc | 1.18 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-25 Maturity Price : 17.10 Evaluated at bid price : 17.10 Bid-YTW : 7.55 % |
| NA.PR.C | FixedReset Disc | 1.27 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-25 Maturity Price : 21.31 Evaluated at bid price : 21.61 Bid-YTW : 5.69 % |
| BAM.PR.C | Floater | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-25 Maturity Price : 11.01 Evaluated at bid price : 11.01 Bid-YTW : 6.36 % |
| TRP.PR.C | FixedReset Disc | 1.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-25 Maturity Price : 11.74 Evaluated at bid price : 11.74 Bid-YTW : 6.57 % |
| BAM.PR.R | FixedReset Disc | 1.90 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-25 Maturity Price : 15.01 Evaluated at bid price : 15.01 Bid-YTW : 6.41 % |
| HSE.PR.E | FixedReset Disc | 2.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-25 Maturity Price : 17.15 Evaluated at bid price : 17.15 Bid-YTW : 7.60 % |
| HSE.PR.A | FixedReset Disc | 3.70 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-25 Maturity Price : 11.20 Evaluated at bid price : 11.20 Bid-YTW : 7.28 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| TRP.PR.E | FixedReset Disc | 158,904 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-25 Maturity Price : 15.79 Evaluated at bid price : 15.79 Bid-YTW : 6.28 % |
| CM.PR.S | FixedReset Disc | 112,310 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-25 Maturity Price : 17.91 Evaluated at bid price : 17.91 Bid-YTW : 5.81 % |
| TRP.PR.A | FixedReset Disc | 86,100 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-25 Maturity Price : 13.51 Evaluated at bid price : 13.51 Bid-YTW : 6.57 % |
| PWF.PR.P | FixedReset Disc | 62,575 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-25 Maturity Price : 13.21 Evaluated at bid price : 13.21 Bid-YTW : 5.95 % |
| IFC.PR.G | FixedReset Ins Non | 44,825 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.83 Bid-YTW : 8.16 % |
| BAM.PF.J | FixedReset Disc | 41,407 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-10-25 Maturity Price : 23.20 Evaluated at bid price : 24.60 Bid-YTW : 4.79 % |
| There were 39 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| TD.PF.J | FixedReset Disc | Quote: 19.40 – 19.88 Spot Rate : 0.4800 Average : 0.2899 YTW SCENARIO |
| PWF.PR.L | Perpetual-Discount | Quote: 23.46 – 23.94 Spot Rate : 0.4800 Average : 0.3448 YTW SCENARIO |
| RY.PR.N | Perpetual-Discount | Quote: 24.45 – 24.83 Spot Rate : 0.3800 Average : 0.2469 YTW SCENARIO |
| BAM.PF.F | FixedReset Disc | Quote: 17.65 – 18.05 Spot Rate : 0.4000 Average : 0.2683 YTW SCENARIO |
| PVS.PR.E | SplitShare | Quote: 25.55 – 25.89 Spot Rate : 0.3400 Average : 0.2328 YTW SCENARIO |
| BNS.PR.I | FixedReset Disc | Quote: 19.37 – 19.74 Spot Rate : 0.3700 Average : 0.2651 YTW SCENARIO |