| 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 | 0.0885 % | 1,977.1 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.0885 % | 3,628.0 |
| Floater | 6.11 % | 6.30 % | 44,823 | 13.41 | 4 | 0.0885 % | 2,090.8 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1681 % | 3,396.7 |
| SplitShare | 4.64 % | 4.61 % | 48,063 | 3.86 | 7 | -0.1681 % | 4,056.4 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.1681 % | 3,164.9 |
| Perpetual-Premium | 5.56 % | -19.22 % | 51,136 | 0.09 | 10 | 0.1060 % | 3,035.3 |
| Perpetual-Discount | 5.32 % | 5.43 % | 68,403 | 14.75 | 25 | 0.1058 % | 3,247.3 |
| FixedReset Disc | 5.59 % | 5.73 % | 174,053 | 14.31 | 66 | 0.1190 % | 2,105.2 |
| Deemed-Retractible | 5.16 % | 5.62 % | 61,530 | 7.78 | 27 | 0.0422 % | 3,196.5 |
| FloatingReset | 6.12 % | 6.65 % | 103,124 | 12.92 | 2 | 0.5523 % | 2,496.5 |
| FixedReset Prem | 5.12 % | 3.72 % | 123,728 | 1.61 | 20 | -0.0507 % | 2,621.8 |
| FixedReset Bank Non | 1.96 % | 4.19 % | 77,126 | 2.14 | 3 | 0.2070 % | 2,698.3 |
| FixedReset Ins Non | 5.42 % | 8.23 % | 110,406 | 7.77 | 22 | 0.0619 % | 2,138.8 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| HSE.PR.G | FixedReset Disc | -4.11 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-15 Maturity Price : 17.26 Evaluated at bid price : 17.26 Bid-YTW : 7.47 % |
| BIK.PR.A | FixedReset Prem | -1.73 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2024-03-31 Maturity Price : 25.00 Evaluated at bid price : 25.50 Bid-YTW : 5.56 % |
| MFC.PR.F | FixedReset Ins Non | -1.18 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 12.52 Bid-YTW : 11.24 % |
| IAF.PR.I | FixedReset Ins Non | -1.16 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 19.55 Bid-YTW : 7.78 % |
| MFC.PR.K | FixedReset Ins Non | -1.07 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 17.61 Bid-YTW : 8.63 % |
| TRP.PR.F | FloatingReset | 1.10 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-15 Maturity Price : 13.75 Evaluated at bid price : 13.75 Bid-YTW : 6.65 % |
| CM.PR.O | FixedReset Disc | 1.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-15 Maturity Price : 16.57 Evaluated at bid price : 16.57 Bid-YTW : 5.84 % |
| RY.PR.M | FixedReset Disc | 1.28 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-15 Maturity Price : 18.24 Evaluated at bid price : 18.24 Bid-YTW : 5.72 % |
| SLF.PR.G | FixedReset Ins Non | 1.34 % | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 13.61 Bid-YTW : 10.34 % |
| TRP.PR.E | FixedReset Disc | 1.66 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-15 Maturity Price : 15.89 Evaluated at bid price : 15.89 Bid-YTW : 6.15 % |
| HSE.PR.A | FixedReset Disc | 2.77 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-15 Maturity Price : 11.49 Evaluated at bid price : 11.49 Bid-YTW : 7.07 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| BMO.PR.E | FixedReset Disc | 78,800 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-15 Maturity Price : 20.05 Evaluated at bid price : 20.05 Bid-YTW : 5.49 % |
| TD.PF.H | FixedReset Prem | 73,678 | YTW SCENARIO Maturity Type : Call Maturity Date : 2021-10-31 Maturity Price : 25.00 Evaluated at bid price : 25.20 Bid-YTW : 4.55 % |
| BAM.PF.A | FixedReset Disc | 59,511 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-15 Maturity Price : 19.75 Evaluated at bid price : 19.75 Bid-YTW : 5.92 % |
| MFC.PR.Q | FixedReset Ins Non | 59,023 | YTW SCENARIO Maturity Type : Hard Maturity Maturity Date : 2030-01-31 Maturity Price : 25.00 Evaluated at bid price : 18.35 Bid-YTW : 8.46 % |
| BAM.PF.D | Perpetual-Discount | 58,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-15 Maturity Price : 21.95 Evaluated at bid price : 22.25 Bid-YTW : 5.57 % |
| PWF.PR.S | Perpetual-Discount | 44,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2049-11-15 Maturity Price : 22.10 Evaluated at bid price : 22.10 Bid-YTW : 5.48 % |
| There were 45 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| Issue | Index | Quote Data and Yield Notes |
| HSE.PR.G | FixedReset Disc | Quote: 17.26 – 18.07 Spot Rate : 0.8100 Average : 0.5554 YTW SCENARIO |
| NA.PR.C | FixedReset Disc | Quote: 21.35 – 21.69 Spot Rate : 0.3400 Average : 0.2475 YTW SCENARIO |
| IAF.PR.I | FixedReset Ins Non | Quote: 19.55 – 19.79 Spot Rate : 0.2400 Average : 0.1520 YTW SCENARIO |
| TRP.PR.G | FixedReset Disc | Quote: 17.49 – 17.85 Spot Rate : 0.3600 Average : 0.2778 YTW SCENARIO |
| PVS.PR.F | SplitShare | Quote: 25.40 – 25.65 Spot Rate : 0.2500 Average : 0.1714 YTW SCENARIO |
| HSE.PR.E | FixedReset Disc | Quote: 18.10 – 18.46 Spot Rate : 0.3600 Average : 0.2845 YTW SCENARIO |